4.3 KiB
P3-S24 — NEXT RESEARCH PRIORITY
Date : 2026-08-26
Session : P3-S24 — RESEARCH VALUE ASSESSMENT (ANALYSIS ONLY)
Result : D — CURRENT EDGE NOT DEMONSTRATED
Priority : 1) EXTERNAL DATA VALIDATION 2) DATASET EXPANSION (power targets)
3) MECHANISM WORK (deferred) 4) ADVANCED ML (deferred)
Next : P3-S25 = NOT STARTED (owner authorization required)
Executive summary
The corrected-population experiments (P3-S22.3 → P3-S23) show that the weak logistic ranking signal observed on the frozen population did NOT survive the correction of the research M30 construction (pooled OOS ROC-AUC 0.5792 → 0.5235; 95% CI [0.450, 0.592] includes 0.5; fold 3 collapses to 0.464; LogLoss/Brier worse than the constant prior). The record therefore does not demonstrate a stable edge for the current setup definition. The highest-value next investment is NOT a better model — it is validating the data basis independently, then expanding the validated sample to the computed power targets.
Highest-value next action — Option 2: EXTERNAL DATA VALIDATION
What: independently validate the broker-feed / UTC-clock M30 basis-parity of the corrected research construction and the corrected Candidate Setup population (707 in-scope; 610 leads) using external or second-source tick/M15 data (Tickstory / Dukascopy / independent broker feed at MQL5/Files).
Why (evidence):
- P3-S22.3 replaced the research M30 construction with a fixed UTC 30-min grid, changing ~19.5% of gate bars and 202/223 setups — a material population factor. This is a self-feed (same M15 source) correction; its basis-parity vs the broker/terminal feed was inherited, not re-established (S23 §G).
- It is the only step that can distinguish "genuine absence of edge" (D) from "residual feed/construction artifact" (E) — the two states that the current record cannot separate.
- External validation also stress-tests population robustness: if the corrected construction on an independent feed reproduces the same 707/610/579 accounting, the basis is confirmed; if not, a new E-type factor is exposed before any further modelling.
- Cost is LOW–MEDIUM; information gain is HIGH.
Governance: NOT imported or used in P3-S24 (analysis-only). Requires a separate, explicit owner authorization to import external data.
Second action — Option 1: DATASET EXPANSION (to power targets)
Only after the basis is validated. Sample power analysis (Hanley-McNeil, α=0.05):
| Target AUC | total N @ current 1:2.3 ratio (80%/90% power) | total N balanced |
|---|---|---|
| 0.55 | ≈ 1,261 / 1,687 | ≈ 1,036 / 1,386 |
| 0.58 | ≈ 493 / 658 | ≈ 398 / 532 |
| 0.60 | ≈ 314 / 420 | ≈ 250 / 336 |
Practical targets: ≈1,300–1,700 independent leads to resolve a 0.55-level edge; ≈500–660 for 0.58; ≈1,700 for a ±0.03 CI near noise. The current 579-row population is roughly ½–⅓ of the 0.55 requirement.
Deferred options (rejected for now, with reasons)
| Option | Verdict | Reason |
|---|---|---|
| 3 — Setup mechanism redesign | DEFERRED | No structural family heterogeneity on the corrected population (direction/zone/CHoCH/liquidity/volatility splits all p>0.2); only temporal year drift is significant (p=0.024). Redesign is premature without a replicable basis signal. |
| 4 — Advanced ML | DEFERRED | Nonlinear models overfit on this sample (P3-S18), calibration added nothing (P3-S21.2), and the corrected baseline contains no demonstrated signal (P3-S23). Adding capacity now risks fitting feed noise. |
| A — dataset-only classification | REJECTED as primary | Sample size is a second-order limit, but the corrected point (0.5235) is below the detectable threshold; more rows on an unvalidated, edge-free basis will not create information. |
| C — label/contract review | REJECTED | Label contract v1 semantically validated; censoring ≈3%, ambiguity ≈1% — not the limiting factor. |
Stop condition
P3-S25 = NOT STARTED.
No calibration, nonlinear model, feature/label/TP-SL change, external-data
import, or production change is begun or authorized by this phase.
An explicit owner decision authorizing (1) external data validation and/or
(2) dataset expansion is required before any next phase.
End of P3-S24 next research priority.