Same harness as the D1 screens, forward 30 H4 bars (~5 days), 199 perms, on
the surviving htf mid bars (19.8k-36.4k bars per symbol). Question: does the
wired alt/volume information carry to H4, for the chart-timeframe decision.
Answer: the signal survives but is roughly halved, and the cost side worsens
2.6x per step down. SP500 vix_chg5 clears the family bar with MI|vol 0.0112
(vs 0.031 at D1); volLevel50 (the EA activity feature) is incremental on all
four symbols at H4 - USDJPY family-clean, and it is EURUSD strongest
non-control signal there too. Gold gvz_chg5 stays incremental (0.0038 vs
0.0197 at D1 - a fifth of the strength). COT is null at H4 on FX (weekly
cadence pasted across 30 bars/week dilutes it below detection on EURUSD/JPY;
survives conditionally on SP500).
Cost table (median spread/ATR; the 1.74xATR geometry in spread units):
SP500 138->52->25, EURUSD 282->113->57, USDJPY 230->87->44, XAUUSD 92->34->16
for D1->H4->H1. Every step down multiplies the cost share ~2.6x.
Also fixes the disaggregated-COT column name for gold/WTI in the screen
(M_Money vs Lev_Money - the same crash the EA-side catalog documents).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
