Research
Stochastic events — when AUC 0.85 is an artefact
On EURUSD, raw stochastic crosses inflate the model. After fixing sampling, AUC drops: weak regime filter, not a strategy.
- process-first
- sampling
- stoch
- eurusd-lab
Blog & Research
Thought notes and research write-ups — eurusd-lab series and methodology notes.
- Research
Tr8dr labels — solid y, partial OOS permission
Amplitude-based segments on EURUSD TIMB: D(h) peak +0.55, C4 stack permission R=0.56 valid → 0.34 OOS 2024.
- tr8dr
- labels
- permission
- eurusd-lab
- Research
HMM slope denoising — regime yes, entry no
A 3-state HMM denoises multi-horizon OLS slope. Stable soft-fade structure, useful mid-episode hazard — no entry gate or net EV.
- hmm
- soft-fade
- survival
- eurusd-lab
- Research
Multi-scale pullback — exists yes, net tradability no
On EURUSD TIMB, short vs long trend conflict exists and predicts OOS — but net EV collapses after costs.
- process-first
- competing-risks
- gates
- eurusd-lab
- Research
Compression → expansion — structure fixed, no edge
V1 std_logp onset is lagged; V1b restores structure. Incremental vol vs slope+ER ≈ 0 — context, not a trigger.
- compression
- volatility
- methodology
- eurusd-lab