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AnimateDread 9d60289f9f research(vol): meta-label blueprint, and the premise test that sank the 70% forecast 
BLUEPRINT.md reviews the feature/label layers and designs fractional
differencing, Garman-Klass / Yang-Zhang targets and a 48-72h expansion
label; mql5_patches/ holds the MQL5 side (FFD safe past the 1024-bar
series ceiling, vol estimators, the label + veto gate, NY-time swap window).

premise_test.py measured the premise on real broker bars: the headline
AUC 0.75 was a day-of-week / path-length artifact (a Friday-clipped path
is shorter, so it touches K*ATR less). Honest residual 0.56-0.62, mostly
within noise once overlap is deflated.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-09-23 13:24:57 -04:00
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FracDiff.mqh research(vol): meta-label blueprint, and the premise test that sank the 70% forecast 2026-09-23 13:24:57 -04:00
SwapWindow.mqh research(vol): meta-label blueprint, and the premise test that sank the 70% forecast 2026-09-23 13:24:57 -04:00
VolEstimators.mqh research(vol): meta-label blueprint, and the premise test that sank the 70% forecast 2026-09-23 13:24:57 -04:00
VolMetaLabel.mqh research(vol): meta-label blueprint, and the premise test that sank the 70% forecast 2026-09-23 13:24:57 -04:00