# ARIMA_SAX_Hybrid_Forecaster

> **This repository is a research framework for testing ARIMA and SAX hybrid forecasting.**
> It does **not** claim profitable trading performance and must **not** be interpreted as a
> validated trading strategy unless explicitly demonstrated by reproducible out-of-sample evidence.

Owner: `chiki2bum2`
Platform: `https://forge.mql5.io/chiki2bum2`

---

## Purpose

This is a **research project first, not a trading-product project**. It builds a
reproducible research harness to answer one central scientific question:

> Does a hybrid **ARIMA + SAX** forecasting architecture provide statistically and
> economically meaningful **incremental predictive information** compared with
> appropriate baselines and with each component individually?

The two conceptual references are:

| Method | Reference                                          |
| ------ | -------------------------------------------------- |
| ARIMA  | `https://www.mql5.com/en/articles/18247`           |
| SAX    | `https://www.mql5.com/en/code/75543`               |

These are methodology and implementation references **only**. They are **not**
evidence that either method (or their combination) has trading edge.

## Research posture

* No assumption that either model has predictive edge.
* No assumption that combining two models improves performance.
* No live trading / execution in this harness.
* No lookahead is permitted. A failing no-lookahead test is a **hard stop**.
* `No Edge` and insufficient analog conditions are **legitimate outputs**,
  not implementation failures.

## Project structure

```
docs/       Design and research notes
configs/    Freezed experiment / model configurations
src/        Source code (python statistical/runtime engine)
tests/      Unit, integration and no-lookahead research tests
experiments/Experiment run definitions
results/    Reproducible output artifacts (git-ignored)
scripts/    Runner / report entry points
```

All user-visible research claims must separate **OBSERVED vs INFERRED vs UNKNOWN vs DECISION**.

See `RESEARCH_PROTOCOL.md` for the governance rules.

## Status

This repository is in **first-phase research bootstrap**. See `CHANGELOG.md`.