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.
In brief. Before rich models, you need a stable label . Tr8dr amplitude-based (15 bps / Tinactive 60) on EURUSD TIMB: 48.6% signed occupancy, peak +0.549 at H=32. Context stack C4 yields live permission R=0.558 on valid — 0.344 OOS 2024. Solid foundation, not yet a strategy.
Why I ran this study
Everything downstream (process gates, HMM, events) rests on a frozen directional segment y. If the label is coding noise or not economically separable, the rest is decoration.
Pipeline: L0 census → validity → univariate T2/T5 screening → C4 stack → OOS 2024 lock.
Definition (summary)
Up / neutral / down segments via min amplitude + inactivity timeout:
| L0 metric | Value |
|---|---|
| Signed occupancy | 48.6% |
| Segments / day | ~5.2 |
| Duration p50 / p90 | 83 / 206 bars |
Key results
P1 screening: T5 termination AUC ~0.63–0.69 (range, vol); T2 onset modest (~0.55–0.65) — conditioning, not standalone entry edge. T3 direction: several inverted signals (AUC < 0.5) → careful with orientation.
Context C4: best config C_bps_slim q=0.5 → R=0.558, live rate 50%, AUC 0.606 valid.
| Metric | Valid | OOS 2024 |
|---|---|---|
| R | 0.558 | 0.344 |
| Live AUC | 0.606 | 0.587 |
| Live rate | 0.497 | 0.442 |
Takeaways
| Question | Answer |
|---|---|
| Sound label? | Yes |
| C4 permission? | Yes in-sample |
| OOS 2024? | Partial — R 0.34, signal present but degraded |
| Standalone strategy? | No — regime gate |
Recommended use: frozen y + C score as permission in the lab stack (HMM, process, events).
Links
- Backtesting & systematic research
- eurusd-lab series: HMM slope, stoch events
- Full protocol:
docs/research/03_tr8dr_trend_labels.md.
Research note — Aug 2026. EURUSD · TIMB · 2023–2024.