# CHANGELOG.md

All notable changes to this research repository are recorded here.

The format follows a light research-change convention:

`[phase] date — description`

### Goals
- Add frozen E1–E8 pre-registered experiment runner (`scripts/run_e1_e8.py`).
- Execute the frozen E1–E8 protocol on the synthetic benchmark dataset.
- Produce reproducible evidence artifacts (git-ignored `results/`).

### Executed (2026-08-24, pre-experiment commit `3fbd268`, config hash `ef1e3fd5...`)
- Ran E1–E8 zero-optimization measurement on the frozen synthetic 3000-bar XAUUSD M15 series.
- Artifacts remain under `results/` (`E1-E8_MANIFEST.json`, `E1-E8_RESULTS.csv`, `E1-E8_SUMMARY.md`,
  per-experiment JSON/CSV, cost-sensitivity and segment tables).

### Result status (abbreviated)
- ARIMA vs naive: **FAIL** (MASE 1.078, negative net expectancy).
- SAX vs naive: **FAIL** (MASE 1.353, neg net).
- Hybrid vs ARIMA / vs SAX: degenerate paired diff (direction shared), aggregate net negative.
- Agreement vs disagreement: inconclusive (both non-positive).
- Robustness: not stable across 3 chrono segments.
- Scientific conclusion on synthetic benchmark: **INCONCLUSIVE** (no incremental information shown).

**Goal of this change:** build the reproducible ARIMA-vs-SAX-vs-Hybrid research
harness with strict chronological validation and no-lookahead guarantees.

### Added
- Repository governance and protocol documents (`README`, `RESEARCH_PROTOCOL`,
  `ARCHITECTURE`, `VALIDATION_PROTOCOL`, `LICENSE`).
- Initial Python source tree (research harness, no live trading):
  - common target (`Forward Return / ATR`), forecast record interface
  - baselines (naive + drift)
  - SAX component (z-norm, PAA, SAX encoding, analog search, MINDIST)
  - ARIMA component (statsmodels-backed, configurable `(p,d,q)`)
  - hybrid evidence layer (deterministic state classification)
  - data integrity checks
  - forecast/distribution/economic metric evaluators
  - chronological walk-forward validation driver
  - pipeline orchestration -> structured records
- Initial test tree (unit, no-lookahead, integration).
- Default frozen configuration (`configs/default.json`).
- Research log schema (see `src/forecasting/record.py`).

### Notes
- No performance claims are made.
- No live trading / execution code is included at this stage.
- No parameter optimization was performed.