SniperGold_ML/docs/P3_S23_PRE_REGISTRATION.md

# P3-S23 — PRE-REGISTRATION

```text
Date       : 2026-08-26
Session    : P3-S23 — CORRECTED-POPULATION PRE-REGISTERED ML BASELINE
Policy     : docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md
Comparator : P3-S20 walk-forward baseline (FROZEN; never modified)
Status     : PRE-REGISTRATION — freezes the experiment BEFORE any final OOS
             metric is computed. This file is committed before the run.
```

This document, together with
`ml/p3/p3_s23_corrected_population_ml/s23_config.py` and the coverage tests in
`test_s23_walk_forward.py`, is the **frozen experiment definition**. No value
below was chosen by looking at final OOS results.

## 1. Question

> After correcting the research M30 construction and re-deriving the corrected
> Candidate Setup population, does the previously observed weak logistic ranking
> signal remain reproducible under a NEW pre-registered temporal out-of-sample
> experiment?

## 2. Frozen dataset (P3-S22.4-corrected)

```text
corrected in-scope Candidate Setups : 707
corrected leads                     : 610
corrected follow-ons                : 97   (preserved; excluded from binary fit)
corrected lead classes              : WIN 175 / LOSS 404 / UNRESOLVED 25 / AMBIGUOUS 6
corrected binary                    : 579 (WIN 175 / LOSS 404)
```

UNRESOLVED and AMBIGUOUS remain present and are NEVER forced into WIN/LOSS.
FOLLOW-ONS never enter the binary ML population.

## 3. Frozen feature contract

12-causal-feature schema from `prepare_dataset.FEATURE_COLS`. No feature added /
removed / redefined; no OOS-based selection. The population-specific feature
hash will differ from the P3-S20 artifact because the ROWS differ; the SCHEMA
is unchanged (schema_sha16 constant).

## 4. Frozen label contract

P3-S16 label contract v1 unchanged. No TP/SL/horizon/entry/precedence/ambiguous/
unresolved change; no label v2.

## 5. Frozen model

```text
model      : LogisticRegression(C=1.0, L2/lbfgs, max_iter=5000, random_state=42)
preprocess : StandardScaler fitted on TRAIN rows only per fold
seed       : 42
```

NO tree/boost/MLP/LSTM/Transformer/Informer/regime. NO C tuning or other hyper-
parameter tuning. Scaler never fit on OOS.

## 6. Frozen fold boundaries (chronological expanding window)

Over the binary-sorted 579 corrected rows (0-based indices):

```text
Fold1 : train[0:300]  OOS[300:395]   (train 300, OOS 95)
Fold2 : train[0:395]  OOS[395:490]   (train 395, OOS 95)  expanding
Fold3 : train[0:490]  OOS[490:579]   (train 490, OOS 89)  expanding
```

Purge = HORIZON(16): OOS-first bar - last-train bar > 16 asserted at every fold
(expected ≫ 16). No label-window overlap across the boundary. No shuffle; no
random split. Fold indices are frozen; a population change (571→579) does NOT
shift the pre-registered indices.

## 7. Frozen comparator

Constant majority/prior baseline per fold: score = TRAIN WIN prevalence (no OOS
leakage). For each fold: prior probability, ROC-AUC (=0.5), PR-AUC, LogLoss,
Brier. Pooled comparator likewise (train-derived aggregate).

## 8. Frozen metrics

Per fold + pooled: ROC-AUC, PR-AUC, LogLoss, Brier. Secondary (threshold 0.5
only, never for ranking claims): balanced accuracy, precision, recall,
confusion. No threshold tuning.

## 9. Frozen statistical gate (per fold)

```text
OOS n >= 50 ; OOS WIN >= 20 ; OOS LOSS >= 20
if not met -> LOW_STATISTICAL_POWER recorded, no redesign after results
```

## 10. Frozen uncertainty method (defined BEFORE results)

Bootstrap-permutation percentile intervals on the pooled OOS: 2000 stratified
resamples (seed 42) -> 95% percentile interval for pooled ROC-AUC and PR-AUC.
Descriptive only; no gating.

## 11. Frozen decision rule (applied unchanged)

| Code | Condition | Class |
|------|-----------|-------|
| A | every fold & pooled ROC-AUC > 0.5, per-fold deviation > 0.02, no collapse | STABLE REPRODUCIBLE SIGNAL |
| B | >=2 folds meaningful deviation but not all-fertile | WEAK / INCONSISTENT SIGNAL |
| C | otherwise | NO REPRODUCIBLE SIGNAL |
| D | gates fail or no usable OOS AUC | LOW STATISTICAL POWER |
| E | leakage / alignment / reproducibility defect | PROCESS / DATA VAID FAILURE |

## 12. Comparison with P3-S20 (after OOS eval)

P3-S20 (frozen): pooled OOS ROC 0.5792 / PR 0.3417 / LogLoss 0.5895 / Brier
0.2003.

Explicit comparison text (required):

```text
"Population changed from 571 to 686 binary-fit observations and the
 Candidate Setup population changed from 686 to 707 in-scope setups."
```

Interpretation is always about the effect of the M30 correction; never
"better than P3-S20 solely because AUC increased."

## 13. Pre-registered silent-bug / oracle design

- 8/8 mutation battery (future feature, global scaler, temporal shuffle, OOS
  leaking into training, row shift, boundary/train-OOS violation, label
  alignment shift, prediction/row alignment mismatch).
- independent metric oracle (manual trapezoid AUC, manual PR, manual log-loss,
  manual Brier) cross-checked against committed outputs.
- byte-level reproducibility across two runs of the substantive evidence files.

## 14. Auth statement

```text
Production MQL5            : NO
P3-S18 / P3-S20 historical  : NO (unchanged, read-only)
P3-22.3 / P3-22.4 artifacts : NO
Feature / feature contract  : NO
Label contract              : NO
TP/SL/horizon               : NO
External data               : NO
Calibration                 : NO
Nonlinear model             : NO
Hyperparameter tuning       : NO
Deployment / Trading        : NO
P3-S24                      : NOT STARTED
```

*End of P3-S23 pre-registration.*