SniperGold_ML/ml/p3/baseline/output/p3_s21_1_summary.json

{
  "session": "P3-S21.1 feature contribution audit",
  "model": {
    "primary": "LogisticRegression(C=1.0, L2, max_iter=5000)",
    "scaler": "StandardScaler fit on train only per fold",
    "seed": 42
  },
  "reproduction": {
    "verified_against": "ml/p3/baseline/output/p3_s20_oos_predictions.csv",
    "exact": true,
    "max_abs_prob_diff": 0.0,
    "tol": 1e-09,
    "pooled_oos_roc_recomputed": 0.5791603786527645,
    "pooled_oos_roc_committed": 0.5791603786527645
  },
  "standardization": "StandardScaler z=(x-mean)/std; mean/std fit on THAT fold's TRAINING rows only; std_coef = coefficient on the standardized input; raw_coef = std_coef / scaler.scale_ (back-transformed to original feature units).",
  "population": {
    "all_setup": 686,
    "leads": 594,
    "binary_fit": 571,
    "win": 167,
    "loss": 404
  },
  "hashes": {
    "feature_sha16": "0414e401522ea4e2",
    "label_sha16": "b52a80677d5e9b99",
    "schema_sha16": "470193a9d372c348"
  },
  "folds": [
    [
      0,
      300,
      300,
      395
    ],
    [
      0,
      395,
      395,
      490
    ],
    [
      0,
      490,
      490,
      571
    ]
  ],
  "purge_gap_bars": [
    555,
    472,
    321
  ],
  "coefficient_method": "refit frozen logistic per fold; verified OOS probabilities == committed P3-S20 predictions within 1e-09",
  "temporal_classification": {
    "direction": "STABLE",
    "h4_gate": "STABLE",
    "m30_gate": "STABLE",
    "sweep_age_bars": "INCONCLUSIVE",
    "choch_age_bars": "STABLE",
    "choch_latency_bars": "VARIABLE",
    "zone_type_code": "INCONCLUSIVE",
    "zone_age_bars": "INCONCLUSIVE",
    "zone_width_atr": "STABLE",
    "price_in_zone_offset": "STABLE",
    "dist_to_zone_center_atr": "STABLE",
    "atr_at_entry": "VARIABLE"
  },
  "focus_features": [
    "direction",
    "h4_gate",
    "m30_gate",
    "price_in_zone_offset",
    "dist_to_zone_center_atr"
  ],
  "family_contribution_mass": {
    "CONTEXT": 0.245661,
    "LIQUIDITY_STRUCTURE": 0.128028,
    "ZONE": 0.370136,
    "SCALE": 0.079917
  },
  "focus_by_family": {
    "CONTEXT": 3,
    "LIQUIDITY_STRUCTURE": 0,
    "ZONE": 2,
    "SCALE": 0
  },
  "collinearity": {
    "n": 571,
    "h4_equals_direction": true,
    "m30_equals_direction": true,
    "direction_unique": [
      -1,
      1
    ],
    "unique_combinations": [
      [
        -1,
        -1,
        -1
      ],
      [
        1,
        1,
        1
      ]
    ],
    "note": "STRUCTURAL redundancy by construction (context gates must be direction-compatible for any Candidate Setup); NOT a bug."
  },
  "structural_redundancy": {
    "n": 571,
    "direction_equals_h4_equals_m30_every_row": true,
    "dist_eq_poz_minus_half_every_row": true,
    "choch_latency_eq_sweep_minus_choch_every_row": true,
    "zone_type_code_constant": true,
    "readiness_note": "These are EXACT structural/affine identities from the verified canonical chain (F3 gates must be direction-compatible; zone-center offset = in-zone offset - 0.5 width; CHoCH latency = sweep age - CHoCH age). They explain identical standardized columns/coefficients; they do NOT make any feature leaky or invalid, and this audit does NOT remove any feature."
  },
  "zone_atr_semantics": {
    "zone_width_atr": {
      "definition": "(zone_top - zone_bot) / ATR(entry); 0 if degenerate",
      "units": "ATR-ratio (width in ATR multiples)",
      "availability": "entry"
    },
    "price_in_zone_offset": {
      "definition": "(entry_price - zone_bot) / zone_width in [0,1]",
      "units": "unit interval (position within zone)",
      "availability": "entry"
    },
    "dist_to_zone_center_atr": {
      "definition": "(entry_price - (top+bot)/2) / zone_width (signed)",
      "units": "zone-width multiples",
      "availability": "entry"
    },
    "atr_at_entry": {
      "definition": "rolling 14-bar M15 ATR ending at the entry bar",
      "units": "price units",
      "availability": "entry"
    },
    "dependence_on_atr_is_not_leakage": true,
    "scale_note": "ATR dependence is contextual scaling, not target leakage: ATR is known at entry; features carry no post-entry or outcome-derived value (P3-S19)."
  },
  "final_classification": "D_MIXED_CONTRIBUTION",
  "git_commit": "7c9602ca4964f42f4ae8b7ac1ea14ab5e49e9176",
  "generated_utc": "2026-08-25T09:40:21.367843+00:00"
}