ARIMA_SAX_Hybrid_Forecaster/RESEARCH_STATE.md

# RESEARCH STATE

compact machine-readable project checkpoint

| field | value |
|---|---|
| PROJECT | ARIMA_SAX_Hybrid_Forecaster |
| AUTHORITATIVE_WORKSPACE | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster` |
| CURRENT_RESEARCH_FAMILY | DISTRIBUTIONAL-MAGNITUDE |
| CURRENT_GATE | DISTRIBUTIONAL-MAGNITUDE-EXECUTION-CLOSED |
| LAST_COMPLETED_GATE | DISTRIBUTIONAL-MAGNITUDE-HARDSTOP-FORENSIC |
| STATUS | EXECUTION_INVALID |
| SCIENTIFIC_STATUS | NO_SCIENTIFIC_RESULT |
| ENGINEERING_STATUS | HARD-STOP AUTHENTICATED — FROZEN IRLS NON-CONVERGENCE |
| GOVERNANCE_STATUS | PERMANENT RESEARCH GOVERNANCE IN FORCE |
| BLOCKER | none — execution attempt dm-ex-20260831-01 closed INVALID; no scientific result |
| NEXT_GATE | RESEARCH-FAMILY-SELECTION |
| MALE5-ML STATUS | INCONCLUSIVE — statistically significant advantage vs Drift only; no significant advantage vs Majority; robustness fails; gross not significant; net strongly negative. |
| DISTRIBUTIONAL-MAGNITUDE STATUS | EXECUTION INVALID / NO SCIENTIFIC RESULT — run dm-ex-20260831-01 terminated FITTING_FAILED / NO_CONVERGENCE_AFTER_100 at origin 82467 (ordinal 643); frozen machinery failure authenticated; 642 partial origins excluded from all inference; execution closed. |

## PROHIBITIONS

- No model shopping
- No parameter tuning
- No feature shopping
- No horizon shopping
- No cost manipulation
- No lookahead
- No reopening R1-R
- No reopening R2-H
- No unapproved protocol changes

---

## Authoritative paths

| reference | path |
|---|---|
| PROJECT | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster` |
| RESEARCH_CHARTER | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\RESEARCH_CHARTER.md` |
| RESEARCH_RULES | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\RESEARCH_RULES.md` |
| RESEARCH_STATE | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\RESEARCH_STATE.md` |
| EVIDENCE_LEDGER | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\EVIDENCE_LEDGER.md` |
| MALE5 reference (v3.2.0, commit `d6fb0695a7c2fbeaa03de379557a8b5447915384`) | `D:\TradingTerminal\MetaTrader 5\MQL5\Include\MALE5` |
| MALE5 EQF1 (execution fork `MALE5-v3.2.0-EQF1`) | `D:\TradingTerminal\MetaTrader 5\MQL5\Include\MALE5_EQF1` |
| MALE5-ML protocol (frozen) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\MALE5-ML\MALE5_ML_PROTOCOL_v0.1.1_AMENDED.md` |
| MALE5-ML manifest (frozen) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\MALE5-ML\MALE5_ML_MANIFEST_v0.1.1_AMENDED.json` |
| R1-R results (closed / immutable) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\R1_R\` |
| R2-H results (executed / NULL / immutable) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\R2-H\` |
| MALE5-ML results | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\MALE5-ML\` |
| source dataset (M1) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\R1_real_data\XAUUSDc_M1_raw.json` |
| tick dataset | `D:\TradingTerminal\MetaTrader 5\MQL5\Files\XAUUSD_mt5_ticks.csv` |
| current runner | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\MALE5-ML\runner\male5ml_runner.py` |
| latest gate report | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\MALE5-ML\MALE5_ML_SCIENTIFIC_CLOSURE_20260830.md` |
| DISTRIBUTIONAL-MAGNITUDE protocol (frozen) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\DISTRIBUTIONAL-MAGNITUDE\DISTRIBUTIONAL_MAGNITUDE_PROTOCOL_v0.1.0.md` |
| DISTRIBUTIONAL-MAGNITUDE manifest (frozen) | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\DISTRIBUTIONAL-MAGNITUDE\DISTRIBUTIONAL_MAGNITUDE_MANIFEST_v0.1.0.json` |
| DISTRIBUTIONAL-MAGNITUDE scientific closure | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\DISTRIBUTIONAL-MAGNITUDE\DISTRIBUTIONAL_MAGNITUDE_SCIENTIFIC_CLOSURE_20260831.md` |
| DISTRIBUTIONAL-MAGNITUDE execution report | `D:\TradingTerminal\MetaTrader 5\MQL5\Shared Projects\ARIMA_SAX_Hybrid_Forecaster\results\DISTRIBUTIONAL-MAGNITUDE\execution\real_run_20260831\DISTRIBUTIONAL_MAGNITUDE_EXECUTION_REPORT.md` |

---

## State-change governance

`RESEARCH_STATE.md` is **MUTABLE**. It may be updated to reflect completed
gates and verified results. It may **not** be used to redefine the research
question or amend a protocol. See `RESEARCH_CHARTER.md` (§3) and
`RESEARCH_RULES.md`.

## Change table

| Version | Date | Gate | Change |
|---------|------|------|--------|
| 1.0 | 2026-08-28 | GOVERNANCE-SETUP | Initial checkpoint: permanent governance documents created; project state MALE5-ML; current gate GOVERNANCE-SETUP. |
| 2.0 | 2026-08-28 | STATE-SYNC | Synchronized state to actual completed research state: current gate `MALE5-ML-EXECUTION-REAUTHORIZATION`, last completed `MALE5-ML-EQF1-RUNNER-INTEGRATION`, status `READY_FOR_EXECUTION_REAUTHORIZATION`, scientific status UNKNOWN (no real-data result), engineering status EQF1 RUNNER INTEGRATION VERIFIED, governance status PERMANENT RESEARCH GOVERNANCE IN FORCE, next gate `MALE5-ML-EXECUTION`. |
| 3.0 | 2026-08-28 | MALE5-ML-EXECUTION | Authorized real-data execution attempted on frozen protocol `male5-ml-v0.1.1-frozen`. All identity/guards PASS and no-lookahead PASS on sampled origins, but the full 3,169-origin causal expanding walk-forward is computationally blocked in the available window (measured tail origin 135.4 s; inferred ~39–63 h total). Outcome classification: COMPUTATION BLOCKED — SCIENTIFIC RESULT UNKNOWN. No prediction/metric artifact produced. See `results/MALE5-ML/MALE5_ML_EXECUTION_MANIFEST.json` and `..._REPORT.md`. |

---

| 4.0 | 2026-08-30 | MALE5-ML-EXECUTION | Owner-authorized single real-data run completed on the frozen 3,169 H060 origins (protocol `male5-ml-v0.1.1-frozen`, `MALE5-v3.2.0-EQF1`, 8 workers). Scientific classification: INCONCLUSIVE. See `results/MALE5-ML/MALE5_ML_EXECUTION_REPORT_20260830.md` and `MALE5_ML_EXECUTION_MANIFEST_20260830.json`. |
| 5.0 | 2026-08-30 | MALE5-ML-SCIENTIFIC-CLOSED | MALE5-ML formally closed: final scientific classification INCONCLUSIVE recorded from forensic-validated evidence; engineering PASS not converted into scientific success; economic viability NO at frozen 7.57 bps cost; next gate RESEARCH-FAMILY-SELECTION (separate governance gate). See `results/MALE5-ML/MALE5_ML_SCIENTIFIC_CLOSURE_20260830.md`. |
| 6.0 | 2026-08-31 | DISTRIBUTIONAL-MAGNITUDE-EXECUTION-CLOSED | DISTRIBUTIONAL-MAGNITUDE execution attempt `dm-ex-20260831-01` formally closed as INVALID / NO SCIENTIFIC RESULT. Forensic validation PASS; failure authenticated (frozen IRLS non-convergence after 100 iterations at origin 82467; FROZEN_MACHINERY_FAILURE); 642 partial origins excluded from all scientific inference; frozen protocol `distributional-magnitude-protocol-v0.1.0-frozen` UNCHANGED; no retry authorized. Next gate RESEARCH-FAMILY-SELECTION. Closure: `results/DISTRIBUTIONAL-MAGNITUDE/DISTRIBUTIONAL_MAGNITUDE_SCIENTIFIC_CLOSURE_20260831.md` (+ `.json`); EVIDENCE_LEDGER registered closure and execution evidence. |

_End of RESEARCH_STATE.md — checkpoint version 6.0._