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"support": 10, "params": {} }, { "name": "volatility_regime_shift", "kind": "magnitude_shift", "horizon": 7, "support": 12, "params": { "channel": "range_bps", "shift": 0.4 } }, { "name": "volume_regime_shift", "kind": "magnitude_shift", "horizon": 7, "support": 12, "params": { "channel": "notional_usd", "shift": 0.6 } }, { "name": "dislocation_ahead", "kind": "threshold_crossing", "horizon": 7, "support": 12, "params": { "channel": "abs_return_bps", "level": 800.0, "direction": "above" } }, { "name": "compound_market_stress", "kind": "compound", "horizon": 7, "support": 12, "params": { "over": [ "volatility_regime_shift", "volume_regime_shift", "dislocation_ahead" ], "k": 2 } } ], "context_dims": [ "quote_currency", "liquidity_tier", "session_direction" ], "entity_kind": "public_market_product", "description": "Public Coinbase Exchange daily bars: returns, intraday range and traded notional per listed product." }, "schema_hash": "25d7d18416182f69", "promoted": false, "gate_status": 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{ "name": "abs_change", "log_scale": true, "unit": "native" }, { "name": "z_change", "log_scale": false, "unit": "sigma" }, { "name": "days_since_prev", "log_scale": true, "unit": "days" } ], "targets": [ { "name": "print_regime_transition", "kind": "category_transition", "horizon": 4, "support": 8, "params": {} }, { "name": "cadence_shift", "kind": "cadence_shift", "horizon": 4, "support": 8, "params": { "factor": 2.0 } }, { "name": "volatility_regime_shift", "kind": "magnitude_shift", "horizon": 6, "support": 10, "params": { "channel": "abs_change", "shift": 0.8, "min_observations": 2 } }, { "name": "level_regime_shift", "kind": "magnitude_shift", "horizon": 6, "support": 10, "params": { "channel": "level", "shift": 0.4, "min_observations": 2 } }, { "name": "shock_ahead", "kind": "threshold_crossing", "horizon": 6, "support": 10, "params": { "channel": "z_change", "level": 3.0, "direction": "above" } }, { "name": "compound_macro_stress", "kind": "compound", "horizon": 8, "support": 12, "params": { "over": [ "volatility_regime_shift", "level_regime_shift", "shock_ahead" ], "k": 2 } } ], "context_dims": [ "family", "cadence", "move_band" ], "entity_kind": "opaque_series", "description": "Public FRED macroeconomic series: level, change, standardised change and observation spacing across mixed cadences." }, "schema_hash": "29cb21c7dfc09981", "promoted": false, "gate_status": "candidate_not_promoted", "gate_statement": "Not promoted. Published as a candidate with its blocking reasons attached; the frozen released checkpoint remains the recommended one.", "blocking_reasons": [ "only 0 target(s) beat a plain logistic regression on the same features with a CI excluding zero \u2014 the learned representation is not yet doing work the baseline cannot", "2 head(s) sit within 0.005 AUROC of chance (level_regime_shift, compound_macro_stress) \u2014 a collapsed head is a defect and blocks promotion", "80 entities is below the minimum 100" ], "feature_names": [ "log_gap_last", "gap_ratio_median", "log_median_gap", "gap_cv", "log_gap_prev", "log_level_last", "level_ratio_median", "log_median_level", "level_logsd", "level_available", "level_missing_rate", "log_abs_change_last", "abs_change_ratio_median", "log_median_abs_change", "abs_change_logsd", "abs_change_available", "abs_change_missing_rate", "log_z_change_last", "z_change_ratio_median", "log_median_z_change", "z_change_logsd", "z_change_available", 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They describe sampling variability on this corpus only and are not evidence of transfer to another corpus." } } }, "slices": { "system": { "kuramoto": { "regime_transition": { "status": "ok", "n": 7248, "auroc": 0.9879173578821935, "prevalence": 0.07008829712867737 }, "residual_regime_shift": { "status": "ok", "n": 7152, "auroc": NaN, "prevalence": 0.0 }, "spread_regime_shift": { "status": "ok", "n": 7152, "auroc": 0.9015889988893161, "prevalence": 0.030201341956853867 }, "decoherence_ahead": { "status": "ok", "n": 7152, "auroc": 0.999242315882228, "prevalence": 0.10248881578445435 }, "compound_bifurcation": { "status": "ok", "n": 7056, "auroc": NaN, "prevalence": 0.0 } }, "lorenz96": { "regime_transition": { "status": "ok", "n": 7248, "auroc": 0.9947148068871747, "prevalence": 0.0682947039604187 }, "residual_regime_shift": { "status": "ok", "n": 7152, "auroc": 0.9924559674836803, "prevalence": 0.01286353450268507 }, "spread_regime_shift": { "status": "ok", "n": 7152, "auroc": 0.99880432220442, "prevalence": 0.04180648922920227 }, "decoherence_ahead": { "status": "ok", "n": 7152, "auroc": 0.9821959763182525, "prevalence": 0.34032437205314636 }, "compound_bifurcation": { "status": "ok", "n": 7056, "auroc": 0.9966553493109327, "prevalence": 0.0367063507437706 } } }, "forcing_band": { "far_super_critical": { "regime_transition": { "status": "ok", "n": 1645, "auroc": NaN, "prevalence": 0.0 }, "residual_regime_shift": { "status": "ok", "n": 1617, "auroc": 0.9744903777619387, "prevalence": 0.05689548701047897 }, "spread_regime_shift": { "status": "ok", "n": 1617, "auroc": 0.9962494659699629, "prevalence": 0.10389610379934311 }, "decoherence_ahead": { "status": "ok", "n": 1617, "auroc": 0.7855316051439102, "prevalence": 0.8651824593544006 }, "compound_bifurcation": { "status": "ok", "n": 1589, "auroc": 0.9869632110050228, "prevalence": 0.0969163030385971 } }, "near_critical": { "regime_transition": { "status": "ok", "n": 1775, "auroc": 0.9991082241550149, "prevalence": 0.17464788258075714 }, "residual_regime_shift": { "status": "ok", "n": 1763, "auroc": NaN, "prevalence": 0.0 }, "spread_regime_shift": { "status": "ok", "n": 1763, "auroc": 0.8469429660293055, "prevalence": 0.04083947837352753 }, "decoherence_ahead": { "status": "ok", "n": 1763, "auroc": NaN, "prevalence": 0.0 }, "compound_bifurcation": { "status": "ok", "n": 1751, "auroc": NaN, "prevalence": 0.0 } }, "sub_critical": { "regime_transition": { "status": "ok", "n": 6668, "auroc": 0.9766721310068405, "prevalence": 0.05548890307545662 }, "residual_regime_shift": { "status": "ok", "n": 6572, "auroc": NaN, "prevalence": 0.0 }, "spread_regime_shift": { "status": "ok", "n": 6572, "auroc": 0.9854901379522091, "prevalence": 0.008825319819152355 }, "decoherence_ahead": { "status": "ok", "n": 6572, "auroc": 0.9990833816744581, "prevalence": 0.11062081903219223 }, "compound_bifurcation": { "status": "ok", "n": 6476, "auroc": NaN, "prevalence": 0.0 } }, "super_critical": { "regime_transition": { "status": "ok", "n": 4408, "auroc": 0.9982091090639696, "prevalence": 0.0732758641242981 }, "residual_regime_shift": { "status": "ok", "n": 4352, "auroc": NaN, "prevalence": 0.0 }, "spread_regime_shift": { "status": "ok", "n": 4352, "auroc": 0.9561872071058013, "prevalence": 0.04986213147640228 }, "decoherence_ahead": { "status": "ok", "n": 4352, "auroc": 0.990601583926428, "prevalence": 0.23920036852359772 }, "compound_bifurcation": { "status": "ok", "n": 4296, "auroc": 0.99905693606481, "prevalence": 0.024441340938210487 } } }, "phase": { "post_onset": { "regime_transition": { "status": "ok", "n": 7058, "auroc": 0.9855111201106949, "prevalence": 0.11802209913730621 }, "residual_regime_shift": { "status": "ok", "n": 6962, "auroc": 0.9922362508701981, "prevalence": 0.01321459375321865 }, "spread_regime_shift": { "status": "ok", "n": 6962, "auroc": 0.989723825767515, "prevalence": 0.053145647048950195 }, "decoherence_ahead": { "status": "ok", "n": 6962, "auroc": 0.9790350130974208, "prevalence": 0.4540362060070038 }, "compound_bifurcation": { "status": "ok", "n": 6866, "auroc": 0.996499559084696, "prevalence": 0.037722110748291016 } }, "pre_onset": { "regime_transition": { "status": "ok", "n": 7438, "auroc": 0.9994998219430865, "prevalence": 0.02285560593008995 }, "residual_regime_shift": { "status": "ok", "n": 7342, "auroc": NaN, "prevalence": 0.0 }, "spread_regime_shift": { "status": "ok", "n": 7342, "auroc": 0.8988553659810362, "prevalence": 0.019749386236071587 }, "decoherence_ahead": { "status": "ok", "n": 7342, "auroc": 0.9999545619774627, "prevalence": 0.0008172160014510155 }, "compound_bifurcation": { "status": "ok", "n": 7246, "auroc": NaN, "prevalence": 0.0 } } } } } } }, "note": "Copied verbatim from the run checkpoint and report. A domain that is not promoted still has weights here; it did not clear the gate and must not be presented as a validated result." }