{
  "id": "ml-turn-panel-2026-09-14",
  "registered_at": "2026-09-11T19:23:11.033047+00:00",
  "start": "2026-09-14T00:00:00+00:00",
  "end": "2026-09-19T00:00:00+00:00",
  "hypothesis": "A frozen diverse ML panel conditioned on confirmed Micro/Intraday turns improves net one-hour payoff over the retained intraday pair and matched controls.",
  "training_data": "At most 12000 completed PANOPTES M5 bars, all earlier than 2026-09-11T19:20:00Z; previously inspected development data. Last 2016 bars are development only; purge 13 bars before it. Freeze snapshot and artifacts before registration deadline.",
  "feature_set": "Existing session binary flags, levels, normalized returns, SMA21 and ATR, plus causal confirmed-turn direction/age for scales 1.0002 and 1.0004. No hindsight pivots. Ordered input columns frozen in artifacts.",
  "panels": [
    "diverse_ml",
    "intraday_pair",
    "no_level_inputs",
    "no_compressor_inputs",
    "always_long",
    "always_short"
  ],
  "controls": "Same non-overlapping hourly decision grid and future entry for every panel. Ablations retrain the six new models with the named input groups removed; setup timing stays fixed and is not ablated. Intraday pair is a frozen retained-artifact control. No adaptive refitting in this experiment.",
  "horizon_bars": 12,
  "entry": "First M5 opening strictly after scheduled decision; decision grid is UTC hour at minute 05, using only bars completed by that time. Record before entry. No hindsight catch-up observations.",
  "stop": "Isolated fixed clip(3*recorded ATR,5,50) pips; adverse gap/stop-first OHLC accounting; one-hour exit. Does not test live SMA trailing or account portfolio.",
  "costs": {
    "base": {
      "spread_pips": 1.5,
      "slippage_pips": 0.2,
      "financing_pips_per_day": 0.5
    },
    "stress": {
      "spread_pips": 3.0,
      "slippage_pips": 0.5,
      "financing_pips_per_day": 1.0
    }
  },
  "spread_grid_pips": [
    0,
    0.5,
    1,
    1.5,
    2,
    2.5,
    3,
    4,
    5
  ],
  "spread_sweep": "Hold base slippage and financing fixed; rerun stop-aware payoffs at each spread. Report sign-change brackets, never infer a spread threshold from joint base/stress changes.",
  "consensus": "Frozen equal priors times uncalibrated classifier scores; directional balance must exceed +/-0.20. A score is not a win rate. Flat earns zero on paired grids.",
  "success_criteria": [
    "At least 40 resolved active diverse-panel observations on at least four UTC dates",
    "At least 90% of scheduled open-session grid decisions recorded on time",
    "Positive base AND stress net pips for diverse panel",
    "Positive mean paired net-pip advantage over intraday pair, no-level and no-compressor controls at both cost sets",
    "Diverse panel beats both always-long and always-short at both cost sets",
    "One-sided 95% day-block bootstrap lower bound for diverse-panel minus intraday-pair mean is positive; 2000 resamples, seed 20260914"
  ],
  "failure_policy": "Any unmet criterion is not_passed, including insufficient activity, missing coverage, fitting/freeze failure or missing observations. Publish all controls and criteria, not only winners. No post-hoc extension.",
  "inference_limit": "Small prospective screening experiment, not proof of durable edge, calibrated win probability, GA benefit or live profitability.",
  "registration_sha256": "5300f15b061f977f863003c90a9172486a4de151a5564170f5769714ac81e447"
}