12 features (5 EIA petroleum + 3 COT managed-money + VIX/USD + controls)
vs forward 5-bar range and direction on 1,789 D1 bars resampled from the
decoded XTIUSD M1 file, 499 circular-shift perms. No feature clears the
family-wise bar on either target; every EIA fundamental is null even
marginally (best p=0.13). Sample is short (~7y) so a weak effect is not
excluded - but per the gate, no EIA feature ships. The EIA key stays in
keys.txt for future use (longer history / recorded surprise-vs-consensus).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>