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>
