270 lines
12 KiB
Markdown
270 lines
12 KiB
Markdown
|
|
# STEP 5 — C0 TRIGGER CHARACTERIZATION REPORT (descriptive)
|
||
|
|
|
||
|
|
## 1. Executive summary
|
||
|
|
- Data rows analyzed: 14370220 (all VALID per Step 4 parse).
|
||
|
|
- Timestamp range: 2026.02.02 01:34:40 -> 2026.07.30 22:29:59 (elapsed 178.87 calendar days).
|
||
|
|
- Rows per calendar month: see §3. Rows per M15 timestamp: 57161 distinct timestamps; max rows in a single timestamp: 1764610.
|
||
|
|
- Raw row count is a ROW-FREQUENCY measure. It is NOT setup frequency. No observation unit was selected.
|
||
|
|
|
||
|
|
## 2. Input and provenance
|
||
|
|
- Working input: `ANALYSIS\C0_parsed.csv` (3446942256 bytes; 33 cols = 31 original + parse_status + anomaly_codes).
|
||
|
|
- RAW reference (untouched): `RAW\C0_setups.csv` (3,346,350,689 B; manifest FROZEN, sha256 0133A3531BAD1156C4838F9C51E8AA97EE155FF413D627C5D354BE55014EB3B1).
|
||
|
|
- Provenance: corrected C0, XAUUSD M15, window 2026-02-01 -> 2026-07-31, config depth=200 prox=0.250 exp=1.200 mit=0 trading=0 (per row, 0 CFG_PARAM anomalies).
|
||
|
|
|
||
|
|
## 3. Raw-row characterization
|
||
|
|
- Total data rows: 14370220
|
||
|
|
- First timestamp: 2026.02.02 01:34:40
|
||
|
|
- Last timestamp: 2026.07.30 22:29:59
|
||
|
|
- Elapsed calendar duration: 178.87 days
|
||
|
|
|
||
|
|
### Rows per calendar month
|
||
|
|
| Month | Rows |
|
||
|
|
|---|---|
|
||
|
|
| 2026.02 | 1475440 |
|
||
|
|
| 2026.03 | 1823440 |
|
||
|
|
| 2026.04 | 3259350 |
|
||
|
|
| 2026.05 | 1263650 |
|
||
|
|
| 2026.06 | 4893590 |
|
||
|
|
| 2026.07 | 1654750 |
|
||
|
|
|
||
|
|
### Rows per day (top 10 by count)
|
||
|
|
| Day | Rows |
|
||
|
|
|---|---|
|
||
|
|
| 2026.06.12 | 1867560 |
|
||
|
|
| 2026.06.05 | 1783580 |
|
||
|
|
| 2026.04.24 | 1783440 |
|
||
|
|
| 2026.03.09 | 382390 |
|
||
|
|
| 2026.06.18 | 305640 |
|
||
|
|
| 2026.04.29 | 203040 |
|
||
|
|
| 2026.05.21 | 200440 |
|
||
|
|
| 2026.07.23 | 187390 |
|
||
|
|
| 2026.02.18 | 187160 |
|
||
|
|
| 2026.07.06 | 163850 |
|
||
|
|
|
||
|
|
### Rows per hour (top 10 by count)
|
||
|
|
| Hour | Rows |
|
||
|
|
|---|---|
|
||
|
|
| 2026.06.12 23 | 1785980 |
|
||
|
|
| 2026.04.24 23 | 1772210 |
|
||
|
|
| 2026.06.05 23 | 1769000 |
|
||
|
|
| 2026.03.09 22 | 108000 |
|
||
|
|
| 2026.03.12 22 | 81000 |
|
||
|
|
| 2026.07.01 23 | 72000 |
|
||
|
|
| 2026.06.09 23 | 71800 |
|
||
|
|
| 2026.05.06 23 | 62810 |
|
||
|
|
| 2026.03.26 22 | 62010 |
|
||
|
|
| 2026.04.08 23 | 60200 |
|
||
|
|
|
||
|
|
### Rows per M15 timestamp
|
||
|
|
- Distinct timestamps: 57161; max rows in one timestamp: 1764610
|
||
|
|
| Rows-per-timestamp | #timestamps |
|
||
|
|
|---|---|
|
||
|
|
| 10 | 14337 |
|
||
|
|
| 190 | 14412 |
|
||
|
|
| 200 | 28390 |
|
||
|
|
| 290 | 1 |
|
||
|
|
| 300 | 2 |
|
||
|
|
| 1210 | 3 |
|
||
|
|
| 5100 | 1 |
|
||
|
|
| 35410 | 1 |
|
||
|
|
| 36010 | 3 |
|
||
|
|
| 36610 | 6 |
|
||
|
|
| 72010 | 2 |
|
||
|
|
| 1764610 | 3 |
|
||
|
|
|
||
|
|
### Inter-row time difference (seconds)
|
||
|
|
| Stat | Value |
|
||
|
|
|---|---|
|
||
|
|
| n | 14370219 |
|
||
|
|
| min | 0 |
|
||
|
|
| p25 | 0 |
|
||
|
|
| p50 | 0 |
|
||
|
|
| mean | 1.1 |
|
||
|
|
| p75 | 0 |
|
||
|
|
| p90 | 0 |
|
||
|
|
| p95 | 0 |
|
||
|
|
| p99 | 0 |
|
||
|
|
| max | 287220 |
|
||
|
|
- Zero-second adjacent differences: 14313059 | Positive gaps: 57160 | Negative gaps (ordering anomaly): 0
|
||
|
|
- Largest temporal gap: 287220 s
|
||
|
|
|
||
|
|
**ROW FREQUENCY vs SETUP FREQUENCY:** the above are row-frequency statistics only; they are not setup density and must not be read as Gate A input.
|
||
|
|
|
||
|
|
## 4. Candidate repetition-key analysis (descriptive; NOT observation units)
|
||
|
|
| Key | Definition | Unique | Raw rows | Repeated rows | Single-occur. keys | Multi-occur. keys | Max rep. | Repetition ratio |
|
||
|
|
|---|---|---:|---:|---:|---:|---:|---:|---:|
|
||
|
|
| A | exact full-row (31 fields) | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| B | timestamp+direction | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| C | ob_time_age_bars+direction | 14403 | 14370220 | 14355817 | 0 | 14403 | 1801700 | 0.998998 |
|
||
|
|
| D | timestamp+direction+entry+sl+tp | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| E | timestamp+direction+zone_low+zone_high | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| F | timestamp+direction+zone_low+zone_high+entry+sl+tp | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
|
||
|
|
### Repetition-count class (keys) per candidate key
|
||
|
|
| Class | A | B | C | D | E | F |
|
||
|
|
|---|---:|---:|---:|---:|---:|---:|
|
||
|
|
| 1 | 0 | 0 | 0 | 0 | 0 | 0 |
|
||
|
|
| 2 | 0 | 0 | 0 | 0 | 0 | 0 |
|
||
|
|
| 3 | 0 | 0 | 0 | 0 | 0 | 0 |
|
||
|
|
| 4-5 | 0 | 0 | 0 | 0 | 0 | 0 |
|
||
|
|
| 6-10 | 14337 | 14337 | 2174 | 14337 | 14337 | 14337 |
|
||
|
|
| >10 | 42824 | 42824 | 12229 | 42824 | 42824 | 42824 |
|
||
|
|
|
||
|
|
### Top repeated keys (per candidate, top 5; identity truncated)
|
||
|
|
- **A**
|
||
|
|
- #1 count=1764610 first= last= | 5389988441778894716
|
||
|
|
- #2 count=1764610 first= last= | 6603808965580391125
|
||
|
|
- #3 count=1764610 first= last= | -1158849646086794553
|
||
|
|
- #4 count=72010 first= last= | -3827055276971983829
|
||
|
|
- #5 count=72010 first= last= | 5108178825774408137
|
||
|
|
- **B**
|
||
|
|
- #1 count=1764610 first=2026.04.24 23:58:59 last=2026.04.24 23:58:59 | 2026.04.24 23:58:59|SHORT
|
||
|
|
- #2 count=1764610 first=2026.06.05 23:58:59 last=2026.06.05 23:58:59 | 2026.06.05 23:58:59|SHORT
|
||
|
|
- #3 count=1764610 first=2026.06.12 23:58:59 last=2026.06.12 23:58:59 | 2026.06.12 23:58:59|SHORT
|
||
|
|
- #4 count=72010 first=2026.03.09 22:59:59 last=2026.03.09 22:59:59 | 2026.03.09 22:59:59|SHORT
|
||
|
|
- #5 count=72010 first=2026.03.12 22:59:59 last=2026.03.12 22:59:59 | 2026.03.12 22:59:59|SHORT
|
||
|
|
- **C**
|
||
|
|
- #1 count=1801700 first=2026.02.03 13:43:59 last=2026.07.23 21:28:59 | 4439|SHORT
|
||
|
|
- #2 count=1764820 first=2026.02.10 21:58:59 last=2026.07.23 06:43:59 | 8939|SHORT
|
||
|
|
- #3 count=1764690 first=2026.02.27 07:13:59 last=2026.07.30 22:28:59 | 11639|SHORT
|
||
|
|
- #4 count=108850 first=2026.02.02 12:59:59 last=2026.07.29 14:14:59 | 3599|SHORT
|
||
|
|
- #5 count=72010 first=2026.03.09 22:59:59 last=2026.03.09 22:59:59 | 256499|SHORT
|
||
|
|
- **D**
|
||
|
|
- #1 count=1764610 first=2026.04.24 23:58:59 last=2026.04.24 23:58:59 | 2026.04.24 23:58:59|SHORT|4713.61000|4719.98000|4700.87000
|
||
|
|
- #2 count=1764610 first=2026.06.05 23:58:59 last=2026.06.05 23:58:59 | 2026.06.05 23:58:59|SHORT|4337.81000|4345.95000|4321.53000
|
||
|
|
- #3 count=1764610 first=2026.06.12 23:58:59 last=2026.06.12 23:58:59 | 2026.06.12 23:58:59|SHORT|4224.26000|4231.80000|4209.18000
|
||
|
|
- #4 count=72010 first=2026.03.09 22:59:59 last=2026.03.09 22:59:59 | 2026.03.09 22:59:59|SHORT|5169.34000|5180.78000|5146.46000
|
||
|
|
- #5 count=72010 first=2026.03.12 22:59:59 last=2026.03.12 22:59:59 | 2026.03.12 22:59:59|SHORT|5083.61000|5093.27000|5064.29000
|
||
|
|
- **E**
|
||
|
|
- #1 count=1764610 first=2026.04.24 23:58:59 last=2026.04.24 23:58:59 | 2026.04.24 23:58:59|SHORT|4709.60000|4713.61000
|
||
|
|
- #2 count=1764610 first=2026.06.05 23:58:59 last=2026.06.05 23:58:59 | 2026.06.05 23:58:59|SHORT|4330.59000|4337.81000
|
||
|
|
- #3 count=1764610 first=2026.06.12 23:58:59 last=2026.06.12 23:58:59 | 2026.06.12 23:58:59|SHORT|4218.86000|4224.26000
|
||
|
|
- #4 count=72010 first=2026.03.09 22:59:59 last=2026.03.09 22:59:59 | 2026.03.09 22:59:59|SHORT|5106.87000|5169.34000
|
||
|
|
- #5 count=72010 first=2026.03.12 22:59:59 last=2026.03.12 22:59:59 | 2026.03.12 22:59:59|SHORT|5072.85000|5083.61000
|
||
|
|
- **F**
|
||
|
|
- #1 count=1764610 first=2026.04.24 23:58:59 last=2026.04.24 23:58:59 | 2026.04.24 23:58:59|SHORT|4709.60000|4713.61000|4713.61000|4719.98000|4700.87000
|
||
|
|
- #2 count=1764610 first=2026.06.05 23:58:59 last=2026.06.05 23:58:59 | 2026.06.05 23:58:59|SHORT|4330.59000|4337.81000|4337.81000|4345.95000|4321.53000
|
||
|
|
- #3 count=1764610 first=2026.06.12 23:58:59 last=2026.06.12 23:58:59 | 2026.06.12 23:58:59|SHORT|4218.86000|4224.26000|4224.26000|4231.80000|4209.18000
|
||
|
|
- #4 count=72010 first=2026.03.09 22:59:59 last=2026.03.09 22:59:59 | 2026.03.09 22:59:59|SHORT|5106.87000|5169.34000|5169.34000|5180.78000|5146.46000
|
||
|
|
- #5 count=72010 first=2026.03.12 22:59:59 last=2026.03.12 22:59:59 | 2026.03.12 22:59:59|SHORT|5072.85000|5083.61000|5083.61000|5093.27000|5064.29000
|
||
|
|
|
||
|
|
## 5. Temporal clustering
|
||
|
|
### Monthly
|
||
|
|
| Metric | Value |
|
||
|
|
|---|---|
|
||
|
|
| n_buckets | 6 |
|
||
|
|
| total | 14370220 |
|
||
|
|
| mean | 2395036.7 |
|
||
|
|
| median | 1654750 |
|
||
|
|
| max | 4893590 |
|
||
|
|
| p90 | 3259350 |
|
||
|
|
| p99 | 3259350 |
|
||
|
|
### Daily
|
||
|
|
| n_buckets | 127 |
|
||
|
|
| total | 14370220 |
|
||
|
|
| mean | 113151.3 |
|
||
|
|
| median | 56760 |
|
||
|
|
| max | 1867560 |
|
||
|
|
| p90 | 146930 |
|
||
|
|
| p99 | 1783440 |
|
||
|
|
### Hourly
|
||
|
|
| n_buckets | 965 |
|
||
|
|
| total | 14370220 |
|
||
|
|
| mean | 14891.4 |
|
||
|
|
| median | 6600 |
|
||
|
|
| max | 1785980 |
|
||
|
|
| p90 | 22390 |
|
||
|
|
| p99 | 54200 |
|
||
|
|
|
||
|
|
### Burst / quiet periods (observable)
|
||
|
|
- Highest-emission month: 2026.06 (4893590 rows).
|
||
|
|
- Highest-emission day: 2026.06.12 (1867560 rows).
|
||
|
|
- Highest-emission hour: 2026.06.12 23 (1785980 rows).
|
||
|
|
- Quietest month: 2026.05 (1263650 rows).
|
||
|
|
- No causal or market-regime inference is made from these counts.
|
||
|
|
|
||
|
|
## 6. Re-trigger depth distribution (per candidate key; descriptive)
|
||
|
|
- **A**: keys with 1 emission: 0; 2: 0; 3: 0; 4-5: 0; 6-10: 14337; >10: 42824. Max: 1764610.
|
||
|
|
- **B**: keys with 1 emission: 0; 2: 0; 3: 0; 4-5: 0; 6-10: 14337; >10: 42824. Max: 1764610.
|
||
|
|
- **C**: keys with 1 emission: 0; 2: 0; 3: 0; 4-5: 0; 6-10: 2174; >10: 12229. Max: 1801700.
|
||
|
|
- **D**: keys with 1 emission: 0; 2: 0; 3: 0; 4-5: 0; 6-10: 14337; >10: 42824. Max: 1764610.
|
||
|
|
- **E**: keys with 1 emission: 0; 2: 0; 3: 0; 4-5: 0; 6-10: 14337; >10: 42824. Max: 1764610.
|
||
|
|
- **F**: keys with 1 emission: 0; 2: 0; 3: 0; 4-5: 0; 6-10: 14337; >10: 42824. Max: 1764610.
|
||
|
|
- Dominant behavior: highly repeated emission bursts (by exact full-row ratio 0.996).
|
||
|
|
|
||
|
|
## 7. Temporal distance between repeated emissions (consecutive, same candidate key)
|
||
|
|
### Key F (timestamp+direction+zone+entry+sl+tp)
|
||
|
|
| Stat | Seconds |
|
||
|
|
|---|---|
|
||
|
|
| n | 14313059 |
|
||
|
|
| min | 0 |
|
||
|
|
| p25 | 0 |
|
||
|
|
| p50 | 0 |
|
||
|
|
| mean | 0.0 |
|
||
|
|
| p75 | 0 |
|
||
|
|
| p90 | 0 |
|
||
|
|
| p95 | 0 |
|
||
|
|
| p99 | 0 |
|
||
|
|
| max | 0 |
|
||
|
|
| Bar-distance buckets | count |
|
||
|
|
|---|---|
|
||
|
|
| same_bar_0 | 14313059 |
|
||
|
|
| adjacent_1 | 0 |
|
||
|
|
| bars_2_3 | 0 |
|
||
|
|
| bars_4_9 | 0 |
|
||
|
|
| bars_ge10 | 0 |
|
||
|
|
|
||
|
|
### Key B (timestamp+direction)
|
||
|
|
| Stat | Seconds |
|
||
|
|
|---|---|
|
||
|
|
| n | 14313059 |
|
||
|
|
| min | 0 |
|
||
|
|
| p25 | 0 |
|
||
|
|
| p50 | 0 |
|
||
|
|
| mean | 0.0 |
|
||
|
|
| p75 | 0 |
|
||
|
|
| p90 | 0 |
|
||
|
|
| p95 | 0 |
|
||
|
|
| p99 | 0 |
|
||
|
|
| max | 0 |
|
||
|
|
| Bar-distance buckets | count |
|
||
|
|
|---|---|
|
||
|
|
| same_bar_0 | 14313059 |
|
||
|
|
| adjacent_1 | 0 |
|
||
|
|
| bars_2_3 | 0 |
|
||
|
|
| bars_4_9 | 0 |
|
||
|
|
| bars_ge10 | 0 |
|
||
|
|
- Note: same-second (gap 0) emissions dominate; this is an observation, not a judgment of correctness.
|
||
|
|
|
||
|
|
## 8. Candidate-key comparison table
|
||
|
|
| candidate_key | unique_keys | raw_rows | repeated_rows | single_occurrence_keys | multi_occurrence_keys | max_repetition | repetition_ratio |
|
||
|
|
|---|---:|---:|---:|---:|---:|---:|---:|
|
||
|
|
| A | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| B | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| C | 14403 | 14370220 | 14355817 | 0 | 14403 | 1801700 | 0.998998 |
|
||
|
|
| D | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| E | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
| F | 57161 | 14370220 | 14313059 | 0 | 57161 | 1764610 | 0.996022 |
|
||
|
|
- These are candidate descriptive identities, NOT approved observation units.
|
||
|
|
|
||
|
|
## 9. Important observed patterns
|
||
|
|
- 14,370,220 raw trigger rows in 178.87 days; rows concentrated: 57161 distinct M15 timestamps host all rows; 14313059 of 14370219 inter-row gaps are 0 s.
|
||
|
|
- Exact full-row duplicates: ratio 0.996022 (Key A).
|
||
|
|
- Key C (ob_time_age_bars+direction) shows whether the zone-age identity collapses rows that Key F separates by timestamp/zone levels.
|
||
|
|
- Top repeated key (Key F) emits 1764610 times between 2026.04.24 23:58:59 and 2026.04.24 23:58:59; per-day distribution (first 8): [('2026.04.24', 1764610)].
|
||
|
|
- Bursts: rows per day top day 2026.06.12 (1867560 rows).
|
||
|
|
|
||
|
|
## 10. Limitations
|
||
|
|
- All identity counts are under CANDIDATE keys; no key is declared the observation unit.
|
||
|
|
- Row counts are trigger/emission frequencies, not setup frequencies.
|
||
|
|
- Key A uses Python process-local hashing for counting; suitable for descriptive duplicate counts only.
|
||
|
|
- Gap analysis limited to consecutive emissions in file order (file is timestamp non-decreasing; verified in Step 4).
|
||
|
|
- No causal, regime, or quality inference is made.
|
||
|
|
|
||
|
|
## 11. OBSERVATION vs INTERPRETATION
|
||
|
|
- OBSERVED: row counts, timestamps, candidate-key repetition counts, temporal distances, clustering counts as reported above.
|
||
|
|
- INTERPRETED: repetition-ratio labels, 'burst' terminology, 'one-record-per-candidate' vs 'repeated emission' framing. These are descriptive labels only.
|
||
|
|
- NOT performed: Gate A, oracle reconciliation, observation-unit selection, B1-B4, EXP-003B.
|
||
|
|
|
||
|
|
## 12. Step 5 conclusion
|
||
|
|
The corrected C0 evidence contains 14,370,220 structurally valid raw trigger rows emitted between 2026.02.02 01:34:40 and 2026.07.30 22:29:59 (178.87 days). Emissions are heavily concentrated at the sub-second/sub-bar level: 99.6% of consecutive rows are within the same simulated second, and all candidate keys that include timestamp collapse most emissions into repeated emissions of the same candidate identity. Under the finest candidate key tested (F), 0.996022 of rows are repeated emissions of the same candidate identity. The data therefore empirically shows a high-frequency re-emission structure; whether this structure supports any particular observation-unit definition is NOT determined here (Step 7).
|