2.1 KiB
P3-S23 — ML READINESS
Date : 2026-08-26
Session : P3-S23 — corrected-population pre-registered ML baseline
Comparator : P3-S20 walk-forward baseline (FROZEN)
Status : COMPLETE (research baseline only)
Decision
Corrected-population logistic baseline : B — WEAK / INCONSISTENT SIGNAL
ML readiness (for any NEXT step, if separately authorized):
NOT READY to escalate model family / calibration / feature work on the
strength of this corrected baseline.
Rationale
The corrected population does not reproduce the frozen P3-S20 signal as a stable OOS ranking edge:
pooled OOS ROC-AUC : 0.5235 (frozen P3-S20 0.5792; CI [0.450, 0.592])
fold ROC (1..3) : 0.5393 / 0.5376 / 0.4644 (fold-3 collapse below 0.5)
pooled LogLoss : 0.6474 (constant prior 0.6206) -> worse
pooled Brier : 0.2259 (constant prior 0.2146) -> worse
PR-AUC vs prior : beats prior in every fold but insufficient to carry
a stable ranking claim
reproducibility : byte-identical across two runs
mutation tests : 8/8 ; independent oracle matches
Statistical caution
A pooled ROC-AUC of 0.52 over n=279 with a fold-3 collapse to 0.464 is weak and period-inconsistent. Quality gates pass (>=50 rows, >=20 WIN, >=20 LOSS per fold) but this is sample-size adequacy for the test, NOT evidence of a reproducible edge. The corrected result is not "better" than P3-S20; the two populations differ and the corrected ranking is weaker.
What this decision does NOT authorize
NO retraining, NO calibration, NO nonlinear models, NO feature engineering/removal/selection, NO label or TP/SL change, NO external data integration, NO production deployment, NO trading. Corrected population artifacts (P3-S22.3 / P3-S22.4) and frozen P3-S20 remain as they are.
Hard-stop re-affirmation
Production MQL5 : NO
P3-S18 / P3-S20 : NO (read-only)
P3-S22.3 / P3-S22.4 : NO (read-only)
Feature / label / TP/SL/H : NO
External data : NO
Calibration / nonlinear : NO
Deployment / Trading : NO
P3-S24 : NOT STARTED
End of P3-S23 ML readiness.