SniperGold_ML/ml/p3/p3_s24_research_value_assessment/README.md

2.3 KiB

P3-S24 — RESEARCH VALUE ASSESSMENT & SIGNAL RECOVERY STRATEGY

Session : P3-S24 — RESEARCH VALUE ASSESSMENT (ANALYSIS ONLY)
Status  : COMPLETE
Policy  : docs/CODE_VERIFICATION_AND_SILENT_BUG_POLICY_v1.md
Decision: D — CURRENT EDGE NOT DEMONSTRATED
Next    : P3-S25 = NOT STARTED (owner authorization required)

Purpose

After P3-S23 (corrected-population ML baseline: pooled OOS ROC-AUC 0.5235, fold-3 collapse to 0.464, calibration worse than the constant prior) this namespace answers the strategic question:

Is the current SniperGold research framework limited by insufficient sample size, unstable market mechanism, population construction, or lack of predictive information?

The phase is ANALYSIS-ONLY: no ML training, no hyper-parameter tuning, no new features, no label / TP / SL / horizon change, no MQL5 change, no deployment, no trading, no automatic external-data import.

Contents

File Role
p3_s24_config.py Frozen inputs (populations, P3-S23 result, power config, external-data note, evidence phases)
p3_s24_power.py Hypothesis A — Hanley-McNeil sample power / CI analysis (standalone, analytic)
p3_s24_heterogeneity.py Hypothesis B — descriptive WIN-rate heterogeneity over the 5 frozen dimensions + year (corrected 579 rows)
p3_s24_evidence.py Evidence matrix (P3-S18..S23) + research decision matrix + final classification logic
p3_s24_run_main.py Orchestrates all analyses and writes output/p3_s24_*.json
output/ Machine evidence (power, heterogeneity, evidence matrix, decision matrix, classification, manifest)

Reproducibility

Run twice:

python p3_s24_run_main.py

All substantive outputs are deterministic; only generated_utc differs. output/p3_s24_manifest.json records a SHA256 of the timestamp-free content per artifact and an aggregate; the aggregate must be identical across runs (byte-identical except timestamps).

Hard constraints honoured

ML training / tuning         : NONE
New features                 : NONE (bins of existing features only, descriptive)
Label / TP / SL / horizon    : NONE changed
MQL5 / production            : NONE changed
External data                : NONE imported (MQL5/Files assessed only)
Deployment / trading         : NONE
P3-S25                       : NOT STARTED

End P3-S24 namespace README.