forked from chiki2bum2/SniperGold_ML
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2.1 KiB
Markdown
63 lines
No EOL
2.1 KiB
Markdown
# P3-S23 — ML READINESS
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```text
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Date : 2026-08-26
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Session : P3-S23 — corrected-population pre-registered ML baseline
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Comparator : P3-S20 walk-forward baseline (FROZEN)
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Status : COMPLETE (research baseline only)
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```
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## Decision
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```text
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Corrected-population logistic baseline : B — WEAK / INCONSISTENT SIGNAL
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ML readiness (for any NEXT step, if separately authorized):
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NOT READY to escalate model family / calibration / feature work on the
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strength of this corrected baseline.
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```
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## Rationale
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The corrected population does **not** reproduce the frozen P3-S20 signal as a
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stable OOS ranking edge:
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```text
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pooled OOS ROC-AUC : 0.5235 (frozen P3-S20 0.5792; CI [0.450, 0.592])
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fold ROC (1..3) : 0.5393 / 0.5376 / 0.4644 (fold-3 collapse below 0.5)
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pooled LogLoss : 0.6474 (constant prior 0.6206) -> worse
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pooled Brier : 0.2259 (constant prior 0.2146) -> worse
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PR-AUC vs prior : beats prior in every fold but insufficient to carry
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a stable ranking claim
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reproducibility : byte-identical across two runs
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mutation tests : 8/8 ; independent oracle matches
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```
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## Statistical caution
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A pooled ROC-AUC of 0.52 over n=279 with a fold-3 collapse to 0.464 is weak and
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period-inconsistent. Quality gates pass (>=50 rows, >=20 WIN, >=20 LOSS per
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fold) but this is sample-size adequacy for the test, NOT evidence of a
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reproducible edge. The corrected result is not "better" than P3-S20; the two
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populations differ and the corrected ranking is weaker.
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## What this decision does NOT authorize
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NO retraining, NO calibration, NO nonlinear models, NO feature
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engineering/removal/selection, NO label or TP/SL change, NO external data
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integration, NO production deployment, NO trading. Corrected population
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artifacts (P3-S22.3 / P3-S22.4) and frozen P3-S20 remain as they are.
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## Hard-stop re-affirmation
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```text
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Production MQL5 : NO
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P3-S18 / P3-S20 : NO (read-only)
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P3-S22.3 / P3-S22.4 : NO (read-only)
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Feature / label / TP/SL/H : NO
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External data : NO
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Calibration / nonlinear : NO
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Deployment / Trading : NO
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P3-S24 : NOT STARTED
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```
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*End of P3-S23 ML readiness.* |