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ARIMA_SAX_Hybrid_Forecaster/HANDOVER_R1F.md

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HANDOVER_R1F.md

Session closure / handover for the ARIMA + SAX hybrid forecasting research.

CURRENT STATE

  • Walk-forward causality: PASS (no evidence of lookahead anywhere in target/ATR/pipeline).
  • Preprocessing / ARIMA / SAX / Hybrid boundaries: PASS.
  • Stride selection deterministic: PASS. Stride sample representative: PASS (with a small-n sampling limitation).
  • OPEN MAJOR FINDING (F8): stride reproducibility / provenance gap.

AUTHORITATIVE COMMITS

  • Authoritative R1: af3f699
  • Previous checkpoints: 2360cca -> c08b74e -> bd323a6 (amended closure commit).
  • Current HEAD / remote main: bd323a68d2ce2c1af78f833282d1c30df270b066.
  • Prior commits: ff95e11 (DEFECT-001 fix), 1ea9b41, 0e56f73, 3fbd268.
  • Branch: main. Remote: origin -> https://forge.mql5.io/chiki2bum2/ARIMA_SAX_Hybrid_Forecaster.git.

R1 STATUS

NOT SUPPORTED — PROVISIONAL PENDING R1-F

R1-F STATUS

INCONCLUSIVE — INCOMPLETE

COMPLETED GATES

  • R1-F.1 — COMPLETE: PASS with MINOR ATR-convention limitation (ATR is causal close-diff, not OHLC true-range; internally consistent). Target/horizon correct, no future leakage.
  • R1-F.2 — COMPLETE: F8 MAJOR reproducibility gap (below). All other R1-F.2 checks PASS.

OPEN FINDING — F8 (MAJOR, REPRODUCIBILITY / PROVENANCE)

  • Committed stride defaults in scripts/run_r1.py: M1=60, M5=12, M15=4 -> would select 6519 / 6387 / 6428 origins.
  • Published R1 results (R1_RESULTS.csv n_total) used: 489 / 511 / 515 origins.
  • Effective strides approximately M1=800, M5=150, M15=50 reproduce the published counts exactly.
  • The exact runtime stride value used for the authoritative R1 run is NOT recorded in committed configuration/provenance.
  • F8 is a reproducibility/provenance issue. It is NOT evidence of lookahead and NOT evidence the R1 sample was biased.
  • F7 found the actual sample reasonably representative of the eligible population.
  • Exact provenance remains unresolved.

NEXT GATE

R1-F.2a — STRIDE PROVENANCE TRIAGE Purpose: recover the exact runtime stride or exact selected-origin set from existing evidence WITHOUT changing or rerunning R1. Outcomes: A) runtime stride recoverable; B) exact origin list recoverable; C) neither recoverable.

BLOCKED ACTIONS (until separately authorized)

  • DO NOT rerun R1. DO NOT modify the stride. DO NOT change configuration.
  • DO NOT perform R1-F.3 / R2 yet. R2 stays BLOCKED until R1-F verdict.
  • DO NOT tune parameters. DO NOT add MALE5 / new models/features.
  • DO NOT edit R1 evidence to hide F8.

EVIDENCE LOCATIONS (results/ is git-ignored, local only)

  • results/R1_PROTOCOL_MANIFEST.json, results/R1_RESULTS.csv, results/R1_COST_SENSITIVITY.json, results/R1_SUMMARY.md, results/R1_real_data/, per-resolution results/R1_m1|m5|m15/.
  • results/R1_FORENSIC/R1_FORENSIC_REPORT.md (scope-limited, superseded).
  • results/R1_FORENSIC/R1F1_TARGET_AUDIT.md + .json.
  • results/R1_FORENSIC/R1F2_WALKFORWARD_AUDIT.md + .json.
  • results/R1_FORENSIC/R1F2b_EFFECTIVE_STRIDE.json (supplement for F8).

SOURCE / TESTS (committed)

  • Source: src/, runner: scripts/run_r1.py (stride defaults 60/12/4), configs, tests (tests), docs.

REPOSITORY STATE

  • PUBLISHED on Forge. Remote repository chiki2bum2/ARIMA_SAX_Hybrid_Forecaster created (public, empty) and local main pushed normally (no force).
  • Remote main == local HEAD == bd323a68d2ce2c1af78f833282d1c30df270b066; main tracks origin/main.
  • Working tree CLEAN at close. No source/config changes this closure session; only this documentation handover was committed.
  • Authoritative R1 af3f699 is an ancestor of bd323a6. Do not force-push or rewrite af3f699.