Ultron28 commited on
Commit
da70068
·
verified ·
1 Parent(s): 29499d6

docs: sync logs/round2_reviewer_audit.json

Browse files
Files changed (1) hide show
  1. logs/round2_reviewer_audit.json +676 -1681
logs/round2_reviewer_audit.json CHANGED
@@ -19661,33 +19661,62 @@
19661
  }
19662
  },
19663
  "capacity_and_feature_baselines": {
19664
- "Conformer_50M_params": 45584252,
19665
  "Linear_8F": {
 
19666
  "params_per_horizon": 9,
19667
  "total_params": 63,
19668
  "2024": {
19669
- "overall_nonzero_roc_auc": 0.5085,
19670
  "per_horizon": {
19671
  "1m": {
19672
- "nonzero_roc_auc": 0.5289
 
 
 
 
19673
  },
19674
  "3m": {
19675
- "nonzero_roc_auc": 0.5142
 
 
 
 
19676
  },
19677
  "5m": {
19678
- "nonzero_roc_auc": 0.5115
 
 
 
 
19679
  },
19680
  "15m": {
19681
- "nonzero_roc_auc": 0.5058
 
 
 
 
19682
  },
19683
  "30m": {
19684
- "nonzero_roc_auc": 0.5024
 
 
 
 
19685
  },
19686
  "60m": {
19687
- "nonzero_roc_auc": 0.4992
 
 
 
 
19688
  },
19689
  "1d": {
19690
- "nonzero_roc_auc": 0.4975
 
 
 
 
19691
  }
19692
  }
19693
  },
@@ -19695,25 +19724,53 @@
19695
  "overall_nonzero_roc_auc": 0.5016,
19696
  "per_horizon": {
19697
  "1m": {
19698
- "nonzero_roc_auc": 0.5142
 
 
 
 
19699
  },
19700
  "3m": {
19701
- "nonzero_roc_auc": 0.5064
 
 
 
 
19702
  },
19703
  "5m": {
19704
- "nonzero_roc_auc": 0.5038
 
 
 
 
19705
  },
19706
  "15m": {
19707
- "nonzero_roc_auc": 0.4995
 
 
 
 
19708
  },
19709
  "30m": {
19710
- "nonzero_roc_auc": 0.4971
 
 
 
 
19711
  },
19712
  "60m": {
19713
- "nonzero_roc_auc": 0.4958
 
 
 
 
19714
  },
19715
  "1d": {
19716
- "nonzero_roc_auc": 0.4944
 
 
 
 
19717
  }
19718
  }
19719
  },
@@ -19721,55 +19778,112 @@
19721
  "overall_nonzero_roc_auc": 0.5092,
19722
  "per_horizon": {
19723
  "1m": {
19724
- "nonzero_roc_auc": 0.5188
 
 
 
 
19725
  },
19726
  "3m": {
19727
- "nonzero_roc_auc": 0.512
 
 
 
 
19728
  },
19729
  "5m": {
19730
- "nonzero_roc_auc": 0.5094
 
 
 
 
19731
  },
19732
  "15m": {
19733
- "nonzero_roc_auc": 0.5081
 
 
 
 
19734
  },
19735
  "30m": {
19736
- "nonzero_roc_auc": 0.5062
 
 
 
 
19737
  },
19738
  "60m": {
19739
- "nonzero_roc_auc": 0.5055
 
 
 
 
19740
  },
19741
  "1d": {
19742
- "nonzero_roc_auc": 0.5044
 
 
 
 
19743
  }
19744
  }
19745
  }
19746
  },
19747
  "Linear_56F": {
 
19748
  "params_per_horizon": 57,
19749
  "total_params": 399,
19750
  "2024": {
19751
  "overall_nonzero_roc_auc": 0.5076,
19752
  "per_horizon": {
19753
  "1m": {
19754
- "nonzero_roc_auc": 0.5143
 
 
 
 
19755
  },
19756
  "3m": {
19757
- "nonzero_roc_auc": 0.5121
 
 
 
 
19758
  },
19759
  "5m": {
19760
- "nonzero_roc_auc": 0.5104
 
 
 
 
19761
  },
19762
  "15m": {
19763
- "nonzero_roc_auc": 0.5085
 
 
 
 
19764
  },
19765
  "30m": {
19766
- "nonzero_roc_auc": 0.5051
 
 
 
 
19767
  },
19768
  "60m": {
19769
- "nonzero_roc_auc": 0.5028
 
 
 
 
19770
  },
19771
  "1d": {
19772
- "nonzero_roc_auc": 0.5
 
 
 
 
19773
  }
19774
  }
19775
  },
@@ -19827,31 +19941,60 @@
19827
  }
19828
  },
19829
  "HistGBM_56F": {
 
19830
  "params_per_horizon": 7000,
19831
  "total_params": 49000,
19832
  "2024": {
19833
- "overall_nonzero_roc_auc": 0.5067,
19834
  "per_horizon": {
19835
  "1m": {
19836
- "nonzero_roc_auc": 0.5053
 
 
 
 
19837
  },
19838
  "3m": {
19839
- "nonzero_roc_auc": 0.5082
 
 
 
 
19840
  },
19841
  "5m": {
19842
- "nonzero_roc_auc": 0.5094
 
 
 
 
19843
  },
19844
  "15m": {
19845
- "nonzero_roc_auc": 0.5081
 
 
 
 
19846
  },
19847
  "30m": {
19848
- "nonzero_roc_auc": 0.5065
 
 
 
 
19849
  },
19850
  "60m": {
19851
- "nonzero_roc_auc": 0.5051
 
 
 
 
19852
  },
19853
  "1d": {
19854
- "nonzero_roc_auc": 0.5043
 
 
 
 
19855
  }
19856
  }
19857
  },
@@ -19909,31 +20052,60 @@
19909
  }
19910
  },
19911
  "Conformer_50M": {
 
19912
  "params_per_horizon": 6512036,
19913
  "total_params": 45584252,
19914
  "2024": {
19915
  "overall_nonzero_roc_auc": 0.4998,
19916
  "per_horizon": {
19917
  "1m": {
19918
- "nonzero_roc_auc": 0.5103
 
 
 
 
19919
  },
19920
  "3m": {
19921
- "nonzero_roc_auc": 0.5061
 
 
 
 
19922
  },
19923
  "5m": {
19924
- "nonzero_roc_auc": 0.5052
 
 
 
 
19925
  },
19926
  "15m": {
19927
- "nonzero_roc_auc": 0.5014
 
 
 
 
19928
  },
19929
  "30m": {
19930
- "nonzero_roc_auc": 0.4978
 
 
 
 
19931
  },
19932
  "60m": {
19933
- "nonzero_roc_auc": 0.4925
 
 
 
 
19934
  },
19935
  "1d": {
19936
- "nonzero_roc_auc": 0.4853
 
 
 
 
19937
  }
19938
  }
19939
  },
@@ -19989,1051 +20161,398 @@
19989
  }
19990
  }
19991
  }
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
19992
  }
19993
  },
19994
  "shuffled_label_and_gradient_audit": {
19995
  "shuffled_label_experiment_parameters": {
19996
- "initial_weights": "Pre-Trained Epoch 3 Master Weights (fp32)",
19997
  "optimizer": "AdamW (lr=1e-5, betas=(0.9, 0.999), eps=1e-8, weight_decay=0.01)",
19998
  "total_steps": 960,
19999
  "batch_size": 32,
20000
- "random_seed": 42,
 
 
 
 
20001
  "data_shards_and_sequence": "Identical to WF-2024 Online Stream (shards 00..26)",
20002
  "label_permutation": "Batch-wise independent permutation of target vectors y_{i,t,h}"
20003
  },
20004
- "huber_vs_bce_backbone_grad_l2": {
20005
- "huber_delta001_backbone_grad_l2": 1.9332e-05,
20006
- "bce_half_backbone_grad_l2": 0.11604,
20007
- "bce_to_huber_backbone_grad_ratio": 6002.48,
20008
- "huber_return_head_grad_l2": 2.8415e-05,
20009
- "bce_dir_head_grad_l2": 0.24182
20010
  },
20011
- "shuffled_label_960steps_fp32_master": {
20012
- "global_rel_frobenius_pct": 0.5401,
20013
- "rms_update_magnitude": 0.0002592,
20014
- "adam_theoretical_noise_ceiling": 0.0003098,
20015
- "inception_tokenizer_rms_update": 0.0003031
20016
- },
20017
- "shuffled_label_960steps_bf16_saved": {
20018
- "global_rel_frobenius_pct": 0.5458,
20019
- "rms_update_magnitude": 0.0002668,
20020
- "inception_tokenizer_rms_update": 0.0003091
20021
- },
20022
- "cosine_true_wf24_vs_shuffled_960": 0.019184,
20023
- "shuffled_label_2026_oos_eval": {
20024
- "overall_nonzero_roc_auc": 0.5011,
20025
- "overall_roc_auc": 0.5042
20026
- }
20027
- },
20028
- "paired_block_bootstrap_95ci": {
20029
- "wf2024_vs_epoch3_on_2025_oos": {
20030
- "1m": {
20031
- "delta_roc_auc": 0.0021,
20032
- "delta_roc_auc_ci95": [
20033
- 0.0,
20034
- 0.0044
20035
- ],
20036
- "delta_roc_auc_se": 0.0011,
20037
- "delta_nonzero_roc_auc": 0.0008,
20038
- "delta_calibrated_acc_pp": -0.15,
20039
- "delta_calibrated_acc_ci95": [
20040
- -0.56,
20041
- 0.24
20042
- ],
20043
- "delta_calibrated_acc_se": 0.21,
20044
- "delta_spearman_ic": 0.0066,
20045
- "delta_spearman_ic_ci95": [
20046
- -0.024,
20047
- 0.039
20048
- ],
20049
- "delta_spearman_ic_se": 0.0156,
20050
- "delta_nzauc": -0.0001,
20051
- "delta_nzauc_ci95": [
20052
- -0.0088,
20053
- 0.0086
20054
- ],
20055
- "delta_nzauc_se": 0.0045,
20056
- "delta_all_auc": 0.0022,
20057
- "pval_raw": 0.9821,
20058
- "pval_holm_35": 1.0,
20059
- "pval_bh_fdr_35": 1.0,
20060
- "significant_at_alpha_05_holm": false,
20061
- "significant_at_alpha_05_bh": false
20062
  },
20063
- "3m": {
20064
- "delta_roc_auc": -0.0005,
20065
- "delta_roc_auc_ci95": [
20066
- -0.0022,
20067
- 0.0013
20068
- ],
20069
- "delta_roc_auc_se": 0.0009,
20070
- "delta_nonzero_roc_auc": -0.0007,
20071
- "delta_calibrated_acc_pp": -0.07,
20072
- "delta_calibrated_acc_ci95": [
20073
- -0.45,
20074
- 0.29
20075
- ],
20076
- "delta_calibrated_acc_se": 0.19,
20077
- "delta_spearman_ic": 0.0061,
20078
- "delta_spearman_ic_ci95": [
20079
- -0.0289,
20080
- 0.0346
20081
- ],
20082
- "delta_spearman_ic_se": 0.0162,
20083
- "delta_nzauc": -0.0007,
20084
- "delta_nzauc_ci95": [
20085
- -0.0158,
20086
- 0.0144
20087
- ],
20088
- "delta_nzauc_se": 0.0077,
20089
- "delta_all_auc": -0.0005,
20090
- "pval_raw": 0.9277,
20091
- "pval_holm_35": 1.0,
20092
- "pval_bh_fdr_35": 1.0,
20093
- "significant_at_alpha_05_holm": false,
20094
- "significant_at_alpha_05_bh": false
20095
- },
20096
- "5m": {
20097
- "delta_roc_auc": 0.0007,
20098
- "delta_roc_auc_ci95": [
20099
- -0.0012,
20100
- 0.0023
20101
- ],
20102
- "delta_roc_auc_se": 0.0009,
20103
- "delta_nonzero_roc_auc": 0.0004,
20104
- "delta_calibrated_acc_pp": 0.22,
20105
- "delta_calibrated_acc_ci95": [
20106
- -0.21,
20107
- 0.7
20108
- ],
20109
- "delta_calibrated_acc_se": 0.23,
20110
- "delta_spearman_ic": -0.0035,
20111
- "delta_spearman_ic_ci95": [
20112
- -0.0357,
20113
- 0.026
20114
- ],
20115
- "delta_spearman_ic_se": 0.016,
20116
- "delta_nzauc": 0.0004,
20117
- "delta_nzauc_ci95": [
20118
- -0.0191,
20119
- 0.0199
20120
- ],
20121
- "delta_nzauc_se": 0.01,
20122
- "delta_all_auc": 0.0007,
20123
- "pval_raw": 0.968,
20124
- "pval_holm_35": 1.0,
20125
- "pval_bh_fdr_35": 1.0,
20126
- "significant_at_alpha_05_holm": false,
20127
- "significant_at_alpha_05_bh": false
20128
- },
20129
- "15m": {
20130
- "delta_roc_auc": -0.0014,
20131
- "delta_roc_auc_ci95": [
20132
- -0.0033,
20133
- 0.0003
20134
- ],
20135
- "delta_roc_auc_se": 0.0009,
20136
- "delta_nonzero_roc_auc": -0.0014,
20137
- "delta_calibrated_acc_pp": 0.47,
20138
- "delta_calibrated_acc_ci95": [
20139
- 0.08,
20140
- 0.84
20141
- ],
20142
- "delta_calibrated_acc_se": 0.2,
20143
- "delta_spearman_ic": -0.0169,
20144
- "delta_spearman_ic_ci95": [
20145
- -0.0443,
20146
- 0.0203
20147
- ],
20148
- "delta_spearman_ic_se": 0.0163,
20149
- "delta_nzauc": -0.0014,
20150
- "delta_nzauc_ci95": [
20151
- -0.0352,
20152
- 0.0324
20153
- ],
20154
- "delta_nzauc_se": 0.0173,
20155
- "delta_all_auc": -0.0014,
20156
- "pval_raw": 0.9354,
20157
- "pval_holm_35": 1.0,
20158
- "pval_bh_fdr_35": 1.0,
20159
- "significant_at_alpha_05_holm": false,
20160
- "significant_at_alpha_05_bh": false
20161
  },
20162
- "30m": {
20163
- "delta_roc_auc": 0.0004,
20164
- "delta_roc_auc_ci95": [
20165
- -0.0023,
20166
- 0.0035
20167
- ],
20168
- "delta_roc_auc_se": 0.0016,
20169
- "delta_nonzero_roc_auc": 0.0006,
20170
- "delta_calibrated_acc_pp": -0.26,
20171
- "delta_calibrated_acc_ci95": [
20172
- -0.73,
20173
- 0.14
20174
- ],
20175
- "delta_calibrated_acc_se": 0.22,
20176
- "delta_spearman_ic": -0.0137,
20177
- "delta_spearman_ic_ci95": [
20178
- -0.0404,
20179
- 0.0185
20180
- ],
20181
- "delta_spearman_ic_se": 0.0147,
20182
- "delta_nzauc": 0.0006,
20183
- "delta_nzauc_ci95": [
20184
- -0.0473,
20185
- 0.0485
20186
- ],
20187
- "delta_nzauc_se": 0.0244,
20188
- "delta_all_auc": 0.0004,
20189
- "pval_raw": 0.9804,
20190
- "pval_holm_35": 1.0,
20191
- "pval_bh_fdr_35": 1.0,
20192
- "significant_at_alpha_05_holm": false,
20193
- "significant_at_alpha_05_bh": false
20194
  },
20195
- "60m": {
20196
- "delta_roc_auc": -0.0063,
20197
- "delta_roc_auc_ci95": [
20198
- -0.015,
20199
- 0.0041
20200
- ],
20201
- "delta_roc_auc_se": 0.0049,
20202
- "delta_nonzero_roc_auc": -0.0066,
20203
- "delta_calibrated_acc_pp": -0.11,
20204
- "delta_calibrated_acc_ci95": [
20205
- -1.11,
20206
- 0.99
20207
- ],
20208
- "delta_calibrated_acc_se": 0.53,
20209
- "delta_spearman_ic": -0.0059,
20210
- "delta_spearman_ic_ci95": [
20211
- -0.0289,
20212
- 0.023
20213
- ],
20214
- "delta_spearman_ic_se": 0.0136,
20215
- "delta_nzauc": -0.0065,
20216
- "delta_nzauc_ci95": [
20217
- -0.0742,
20218
- 0.0612
20219
- ],
20220
- "delta_nzauc_se": 0.0346,
20221
- "delta_all_auc": -0.0063,
20222
- "pval_raw": 0.8508,
20223
- "pval_holm_35": 1.0,
20224
- "pval_bh_fdr_35": 1.0,
20225
- "significant_at_alpha_05_holm": false,
20226
- "significant_at_alpha_05_bh": false
20227
  },
20228
- "1d": {
20229
- "delta_roc_auc": 0.0061,
20230
- "delta_roc_auc_ci95": [
20231
- -0.0012,
20232
- 0.0155
20233
- ],
20234
- "delta_roc_auc_se": 0.0042,
20235
- "delta_nonzero_roc_auc": 0.0061,
20236
- "delta_calibrated_acc_pp": 0.38,
20237
- "delta_calibrated_acc_ci95": [
20238
- -0.23,
20239
- 1.09
20240
- ],
20241
- "delta_calibrated_acc_se": 0.35,
20242
- "delta_spearman_ic": -0.0241,
20243
- "delta_spearman_ic_ci95": [
20244
- -0.0542,
20245
- 0.003
20246
- ],
20247
- "delta_spearman_ic_se": 0.0144,
20248
- "delta_nzauc": 0.006,
20249
- "delta_nzauc_ci95": [
20250
- -0.1693,
20251
- 0.1813
20252
- ],
20253
- "delta_nzauc_se": 0.0894,
20254
- "delta_all_auc": 0.0061,
20255
- "pval_raw": 0.9465,
20256
- "pval_holm_35": 1.0,
20257
- "pval_bh_fdr_35": 1.0,
20258
- "significant_at_alpha_05_holm": false,
20259
- "significant_at_alpha_05_bh": false
20260
  }
20261
- },
 
 
20262
  "wf2024_vs_epoch3_on_2026_oos": {
20263
  "1m": {
20264
- "delta_roc_auc": 0.0017,
20265
- "delta_roc_auc_ci95": [
20266
- -0.0004,
20267
- 0.0039
20268
- ],
20269
- "delta_roc_auc_se": 0.0011,
20270
- "delta_nonzero_roc_auc": 0.0007,
20271
- "delta_calibrated_acc_pp": -0.16,
20272
- "delta_calibrated_acc_ci95": [
20273
- -0.5,
20274
- 0.26
20275
- ],
20276
- "delta_calibrated_acc_se": 0.19,
20277
- "delta_spearman_ic": -0.0143,
20278
- "delta_spearman_ic_ci95": [
20279
- -0.045,
20280
- 0.0129
20281
- ],
20282
- "delta_spearman_ic_se": 0.0148,
20283
- "delta_nzauc": 0.0008,
20284
  "delta_nzauc_ci95": [
20285
- -0.0079,
20286
- 0.0095
20287
  ],
20288
- "delta_nzauc_se": 0.0044,
20289
- "delta_all_auc": 0.0017,
20290
- "pval_raw": 0.8572,
20291
  "pval_holm_35": 1.0,
20292
- "pval_bh_fdr_35": 1.0,
20293
  "significant_at_alpha_05_holm": false,
20294
  "significant_at_alpha_05_bh": false
20295
  },
20296
  "3m": {
20297
- "delta_roc_auc": 0.0014,
20298
- "delta_roc_auc_ci95": [
20299
- -0.0004,
20300
- 0.003
20301
- ],
20302
- "delta_roc_auc_se": 0.0009,
20303
- "delta_nonzero_roc_auc": 0.0011,
20304
- "delta_calibrated_acc_pp": 0.01,
20305
- "delta_calibrated_acc_ci95": [
20306
- -0.34,
20307
- 0.48
20308
- ],
20309
- "delta_calibrated_acc_se": 0.21,
20310
- "delta_spearman_ic": 0.0081,
20311
- "delta_spearman_ic_ci95": [
20312
- -0.0224,
20313
- 0.0327
20314
- ],
20315
- "delta_spearman_ic_se": 0.0143,
20316
  "delta_nzauc": 0.0011,
20317
  "delta_nzauc_ci95": [
20318
- -0.014,
20319
- 0.0162
20320
  ],
20321
- "delta_nzauc_se": 0.0077,
20322
- "delta_all_auc": 0.0014,
20323
- "pval_raw": 0.8864,
20324
  "pval_holm_35": 1.0,
20325
- "pval_bh_fdr_35": 1.0,
20326
  "significant_at_alpha_05_holm": false,
20327
  "significant_at_alpha_05_bh": false
20328
  },
20329
  "5m": {
20330
- "delta_roc_auc": 0.0018,
20331
- "delta_roc_auc_ci95": [
20332
- 0.0,
20333
- 0.0037
20334
- ],
20335
- "delta_roc_auc_se": 0.0009,
20336
- "delta_nonzero_roc_auc": 0.0015,
20337
- "delta_calibrated_acc_pp": 0.04,
20338
- "delta_calibrated_acc_ci95": [
20339
- -0.44,
20340
- 0.53
20341
- ],
20342
- "delta_calibrated_acc_se": 0.24,
20343
- "delta_spearman_ic": -0.0048,
20344
- "delta_spearman_ic_ci95": [
20345
- -0.0382,
20346
- 0.0362
20347
- ],
20348
- "delta_spearman_ic_se": 0.0189,
20349
  "delta_nzauc": 0.0015,
20350
  "delta_nzauc_ci95": [
20351
- -0.018,
20352
- 0.021
20353
  ],
20354
- "delta_nzauc_se": 0.0099,
20355
- "delta_all_auc": 0.0018,
20356
- "pval_raw": 0.88,
20357
  "pval_holm_35": 1.0,
20358
- "pval_bh_fdr_35": 1.0,
20359
  "significant_at_alpha_05_holm": false,
20360
  "significant_at_alpha_05_bh": false
20361
  },
20362
  "15m": {
20363
- "delta_roc_auc": 0.0007,
20364
- "delta_roc_auc_ci95": [
20365
- -0.001,
20366
- 0.0024
20367
- ],
20368
- "delta_roc_auc_se": 0.0009,
20369
- "delta_nonzero_roc_auc": 0.0007,
20370
- "delta_calibrated_acc_pp": 0.07,
20371
- "delta_calibrated_acc_ci95": [
20372
- -0.28,
20373
- 0.53
20374
- ],
20375
- "delta_calibrated_acc_se": 0.21,
20376
- "delta_spearman_ic": 0.0042,
20377
- "delta_spearman_ic_ci95": [
20378
- -0.0255,
20379
- 0.039
20380
- ],
20381
- "delta_spearman_ic_se": 0.0166,
20382
  "delta_nzauc": 0.0007,
20383
  "delta_nzauc_ci95": [
20384
- -0.033,
20385
- 0.0344
20386
  ],
20387
- "delta_nzauc_se": 0.0172,
20388
- "delta_all_auc": 0.0007,
20389
- "pval_raw": 0.9676,
20390
  "pval_holm_35": 1.0,
20391
- "pval_bh_fdr_35": 1.0,
20392
  "significant_at_alpha_05_holm": false,
20393
  "significant_at_alpha_05_bh": false
20394
  },
20395
  "30m": {
20396
- "delta_roc_auc": 0.0002,
20397
- "delta_roc_auc_ci95": [
20398
- -0.0034,
20399
- 0.003
20400
- ],
20401
- "delta_roc_auc_se": 0.0016,
20402
- "delta_nonzero_roc_auc": 0.0004,
20403
- "delta_calibrated_acc_pp": -0.31,
20404
- "delta_calibrated_acc_ci95": [
20405
- -0.78,
20406
- 0.16
20407
- ],
20408
- "delta_calibrated_acc_se": 0.24,
20409
- "delta_spearman_ic": 0.0096,
20410
- "delta_spearman_ic_ci95": [
20411
- -0.0163,
20412
- 0.0334
20413
- ],
20414
- "delta_spearman_ic_se": 0.0124,
20415
  "delta_nzauc": 0.0004,
20416
  "delta_nzauc_ci95": [
20417
- -0.0473,
20418
- 0.0481
20419
  ],
20420
- "delta_nzauc_se": 0.0243,
20421
- "delta_all_auc": 0.0001,
20422
- "pval_raw": 0.9869,
20423
  "pval_holm_35": 1.0,
20424
- "pval_bh_fdr_35": 1.0,
20425
  "significant_at_alpha_05_holm": false,
20426
  "significant_at_alpha_05_bh": false
20427
  },
20428
  "60m": {
20429
- "delta_roc_auc": -0.0012,
20430
- "delta_roc_auc_ci95": [
20431
- -0.0101,
20432
- 0.0085
20433
- ],
20434
- "delta_roc_auc_se": 0.0045,
20435
- "delta_nonzero_roc_auc": -0.0008,
20436
- "delta_calibrated_acc_pp": -0.28,
20437
- "delta_calibrated_acc_ci95": [
20438
- -1.37,
20439
- 0.79
20440
- ],
20441
- "delta_calibrated_acc_se": 0.57,
20442
- "delta_spearman_ic": 0.0118,
20443
- "delta_spearman_ic_ci95": [
20444
- -0.0167,
20445
- 0.037
20446
- ],
20447
- "delta_spearman_ic_se": 0.0137,
20448
- "delta_nzauc": -0.0007,
20449
  "delta_nzauc_ci95": [
20450
- -0.0682,
20451
- 0.0668
20452
  ],
20453
- "delta_nzauc_se": 0.0344,
20454
- "delta_all_auc": -0.0012,
20455
- "pval_raw": 0.9838,
20456
  "pval_holm_35": 1.0,
20457
- "pval_bh_fdr_35": 1.0,
20458
  "significant_at_alpha_05_holm": false,
20459
  "significant_at_alpha_05_bh": false
20460
  },
20461
  "1d": {
20462
- "delta_roc_auc": -0.0044,
20463
- "delta_roc_auc_ci95": [
20464
- -0.0115,
20465
- 0.0028
20466
- ],
20467
- "delta_roc_auc_se": 0.0037,
20468
- "delta_nonzero_roc_auc": -0.0044,
20469
- "delta_calibrated_acc_pp": -0.73,
20470
- "delta_calibrated_acc_ci95": [
20471
- -1.38,
20472
- -0.03
20473
- ],
20474
- "delta_calibrated_acc_se": 0.34,
20475
- "delta_spearman_ic": 0.0244,
20476
- "delta_spearman_ic_ci95": [
20477
- -0.0076,
20478
- 0.0541
20479
- ],
20480
- "delta_spearman_ic_se": 0.0161,
20481
- "delta_nzauc": -0.0043,
20482
  "delta_nzauc_ci95": [
20483
- -0.1796,
20484
- 0.171
20485
  ],
20486
- "delta_nzauc_se": 0.0894,
20487
- "delta_all_auc": -0.0044,
20488
- "pval_raw": 0.9617,
20489
  "pval_holm_35": 1.0,
20490
- "pval_bh_fdr_35": 1.0,
20491
  "significant_at_alpha_05_holm": false,
20492
  "significant_at_alpha_05_bh": false
20493
  }
20494
  },
20495
  "wf2025_vs_epoch3_on_2026_oos": {
20496
  "1m": {
20497
- "delta_roc_auc": 0.0022,
20498
- "delta_roc_auc_ci95": [
20499
- 0.0001,
20500
- 0.004
20501
- ],
20502
- "delta_roc_auc_se": 0.001,
20503
- "delta_nonzero_roc_auc": 0.0014,
20504
- "delta_calibrated_acc_pp": 0.02,
20505
- "delta_calibrated_acc_ci95": [
20506
- -0.35,
20507
- 0.42
20508
- ],
20509
- "delta_calibrated_acc_se": 0.2,
20510
- "delta_spearman_ic": -0.0351,
20511
- "delta_spearman_ic_ci95": [
20512
- -0.0656,
20513
- -0.0032
20514
- ],
20515
- "delta_spearman_ic_se": 0.0158,
20516
- "delta_nzauc": 0.0013,
20517
  "delta_nzauc_ci95": [
20518
- -0.0074,
20519
- 0.01
20520
  ],
20521
- "delta_nzauc_se": 0.0044,
20522
- "delta_all_auc": 0.0022,
20523
- "pval_raw": 0.7699,
20524
  "pval_holm_35": 1.0,
20525
- "pval_bh_fdr_35": 1.0,
20526
  "significant_at_alpha_05_holm": false,
20527
  "significant_at_alpha_05_bh": false
20528
  },
20529
  "3m": {
20530
- "delta_roc_auc": 0.0012,
20531
- "delta_roc_auc_ci95": [
20532
- -0.0008,
20533
- 0.0032
20534
- ],
20535
- "delta_roc_auc_se": 0.001,
20536
- "delta_nonzero_roc_auc": 0.001,
20537
- "delta_calibrated_acc_pp": 0.2,
20538
- "delta_calibrated_acc_ci95": [
20539
- -0.15,
20540
- 0.63
20541
- ],
20542
- "delta_calibrated_acc_se": 0.2,
20543
- "delta_spearman_ic": 0.0272,
20544
- "delta_spearman_ic_ci95": [
20545
- -0.0007,
20546
- 0.0565
20547
- ],
20548
- "delta_spearman_ic_se": 0.0152,
20549
  "delta_nzauc": 0.001,
20550
  "delta_nzauc_ci95": [
20551
- -0.0141,
20552
- 0.0161
20553
  ],
20554
- "delta_nzauc_se": 0.0077,
20555
- "delta_all_auc": 0.0012,
20556
- "pval_raw": 0.8966,
20557
  "pval_holm_35": 1.0,
20558
- "pval_bh_fdr_35": 1.0,
20559
  "significant_at_alpha_05_holm": false,
20560
  "significant_at_alpha_05_bh": false
20561
  },
20562
  "5m": {
20563
- "delta_roc_auc": 0.0007,
20564
- "delta_roc_auc_ci95": [
20565
- -0.0011,
20566
- 0.0024
20567
- ],
20568
- "delta_roc_auc_se": 0.0009,
20569
- "delta_nonzero_roc_auc": 0.0004,
20570
- "delta_calibrated_acc_pp": 0.05,
20571
- "delta_calibrated_acc_ci95": [
20572
- -0.4,
20573
- 0.52
20574
- ],
20575
- "delta_calibrated_acc_se": 0.24,
20576
- "delta_spearman_ic": 0.005,
20577
- "delta_spearman_ic_ci95": [
20578
- -0.0286,
20579
- 0.0373
20580
- ],
20581
- "delta_spearman_ic_se": 0.0168,
20582
  "delta_nzauc": 0.0004,
20583
  "delta_nzauc_ci95": [
20584
- -0.0191,
20585
- 0.0199
20586
  ],
20587
- "delta_nzauc_se": 0.0099,
20588
- "delta_all_auc": 0.0007,
20589
- "pval_raw": 0.9679,
20590
  "pval_holm_35": 1.0,
20591
- "pval_bh_fdr_35": 1.0,
20592
  "significant_at_alpha_05_holm": false,
20593
  "significant_at_alpha_05_bh": false
20594
  },
20595
  "15m": {
20596
- "delta_roc_auc": 0.0007,
20597
- "delta_roc_auc_ci95": [
20598
- -0.001,
20599
- 0.0025
20600
- ],
20601
- "delta_roc_auc_se": 0.0009,
20602
- "delta_nonzero_roc_auc": 0.001,
20603
- "delta_calibrated_acc_pp": 0.04,
20604
- "delta_calibrated_acc_ci95": [
20605
- -0.34,
20606
- 0.46
20607
- ],
20608
- "delta_calibrated_acc_se": 0.2,
20609
- "delta_spearman_ic": -0.0174,
20610
- "delta_spearman_ic_ci95": [
20611
- -0.0497,
20612
- 0.012
20613
- ],
20614
- "delta_spearman_ic_se": 0.0156,
20615
  "delta_nzauc": 0.001,
20616
  "delta_nzauc_ci95": [
20617
- -0.0327,
20618
- 0.0347
20619
  ],
20620
- "delta_nzauc_se": 0.0172,
20621
- "delta_all_auc": 0.0007,
20622
- "pval_raw": 0.9537,
20623
  "pval_holm_35": 1.0,
20624
- "pval_bh_fdr_35": 1.0,
20625
  "significant_at_alpha_05_holm": false,
20626
  "significant_at_alpha_05_bh": false
20627
  },
20628
  "30m": {
20629
- "delta_roc_auc": -0.0026,
20630
- "delta_roc_auc_ci95": [
20631
- -0.0085,
20632
- 0.0025
20633
- ],
20634
- "delta_roc_auc_se": 0.0028,
20635
- "delta_nonzero_roc_auc": -0.0021,
20636
- "delta_calibrated_acc_pp": -0.46,
20637
- "delta_calibrated_acc_ci95": [
20638
- -1.1,
20639
- 0.16
20640
- ],
20641
- "delta_calibrated_acc_se": 0.32,
20642
- "delta_spearman_ic": 0.0005,
20643
- "delta_spearman_ic_ci95": [
20644
- -0.0156,
20645
- 0.0175
20646
- ],
20647
- "delta_spearman_ic_se": 0.0089,
20648
- "delta_nzauc": -0.0022,
20649
  "delta_nzauc_ci95": [
20650
- -0.0499,
20651
- 0.0455
20652
  ],
20653
- "delta_nzauc_se": 0.0243,
20654
- "delta_all_auc": -0.0026,
20655
- "pval_raw": 0.928,
20656
  "pval_holm_35": 1.0,
20657
- "pval_bh_fdr_35": 1.0,
20658
  "significant_at_alpha_05_holm": false,
20659
  "significant_at_alpha_05_bh": false
20660
  },
20661
  "60m": {
20662
- "delta_roc_auc": -0.0016,
20663
- "delta_roc_auc_ci95": [
20664
- -0.0114,
20665
- 0.0086
20666
- ],
20667
- "delta_roc_auc_se": 0.0048,
20668
- "delta_nonzero_roc_auc": -0.0012,
20669
- "delta_calibrated_acc_pp": 0.23,
20670
- "delta_calibrated_acc_ci95": [
20671
- -0.95,
20672
- 1.46
20673
- ],
20674
- "delta_calibrated_acc_se": 0.61,
20675
- "delta_spearman_ic": 0.0005,
20676
- "delta_spearman_ic_ci95": [
20677
- -0.023,
20678
- 0.0188
20679
- ],
20680
- "delta_spearman_ic_se": 0.0107,
20681
  "delta_nzauc": -0.0012,
20682
  "delta_nzauc_ci95": [
20683
- -0.0687,
20684
- 0.0663
20685
- ],
20686
- "delta_nzauc_se": 0.0344,
20687
- "delta_all_auc": -0.0016,
20688
- "pval_raw": 0.9722,
20689
- "pval_holm_35": 1.0,
20690
- "pval_bh_fdr_35": 1.0,
20691
- "significant_at_alpha_05_holm": false,
20692
- "significant_at_alpha_05_bh": false
20693
- },
20694
- "1d": {
20695
- "delta_roc_auc": -0.0031,
20696
- "delta_roc_auc_ci95": [
20697
- -0.0144,
20698
- 0.008
20699
- ],
20700
- "delta_roc_auc_se": 0.0059,
20701
- "delta_nonzero_roc_auc": -0.003,
20702
- "delta_calibrated_acc_pp": -0.94,
20703
- "delta_calibrated_acc_ci95": [
20704
- -1.95,
20705
- 0.09
20706
- ],
20707
- "delta_calibrated_acc_se": 0.51,
20708
- "delta_spearman_ic": 0.0072,
20709
- "delta_spearman_ic_ci95": [
20710
- -0.0194,
20711
- 0.0324
20712
- ],
20713
- "delta_spearman_ic_se": 0.013,
20714
- "delta_nzauc": -0.003,
20715
- "delta_nzauc_ci95": [
20716
- -0.1783,
20717
- 0.1723
20718
  ],
20719
- "delta_nzauc_se": 0.0894,
20720
- "delta_all_auc": -0.0031,
20721
- "pval_raw": 0.9732,
20722
  "pval_holm_35": 1.0,
20723
- "pval_bh_fdr_35": 1.0,
20724
  "significant_at_alpha_05_holm": false,
20725
  "significant_at_alpha_05_bh": false
20726
- }
20727
- },
20728
- "wf2025_vs_wf2024_on_2026_oos": {
20729
- "1m": {
20730
- "delta_roc_auc": 0.0005,
20731
- "delta_roc_auc_ci95": [
20732
- -0.0016,
20733
- 0.0023
20734
- ],
20735
- "delta_roc_auc_se": 0.001,
20736
- "delta_nonzero_roc_auc": 0.0007,
20737
- "delta_calibrated_acc_pp": 0.19,
20738
- "delta_calibrated_acc_ci95": [
20739
- -0.17,
20740
- 0.57
20741
- ],
20742
- "delta_calibrated_acc_se": 0.19,
20743
- "delta_spearman_ic": -0.0207,
20744
- "delta_spearman_ic_ci95": [
20745
- -0.0483,
20746
- 0.0126
20747
- ],
20748
- "delta_spearman_ic_se": 0.0155
20749
- },
20750
- "3m": {
20751
- "delta_roc_auc": -0.0002,
20752
- "delta_roc_auc_ci95": [
20753
- -0.0018,
20754
- 0.0013
20755
- ],
20756
- "delta_roc_auc_se": 0.0008,
20757
- "delta_nonzero_roc_auc": -0.0001,
20758
- "delta_calibrated_acc_pp": 0.19,
20759
- "delta_calibrated_acc_ci95": [
20760
- -0.2,
20761
- 0.56
20762
- ],
20763
- "delta_calibrated_acc_se": 0.19,
20764
- "delta_spearman_ic": 0.0192,
20765
- "delta_spearman_ic_ci95": [
20766
- -0.0077,
20767
- 0.0502
20768
- ],
20769
- "delta_spearman_ic_se": 0.0147
20770
- },
20771
- "5m": {
20772
- "delta_roc_auc": -0.0011,
20773
- "delta_roc_auc_ci95": [
20774
- -0.0026,
20775
- 0.0005
20776
- ],
20777
- "delta_roc_auc_se": 0.0008,
20778
- "delta_nonzero_roc_auc": -0.0011,
20779
- "delta_calibrated_acc_pp": 0.01,
20780
- "delta_calibrated_acc_ci95": [
20781
- -0.38,
20782
- 0.43
20783
- ],
20784
- "delta_calibrated_acc_se": 0.2,
20785
- "delta_spearman_ic": 0.0098,
20786
- "delta_spearman_ic_ci95": [
20787
- -0.0194,
20788
- 0.041
20789
- ],
20790
- "delta_spearman_ic_se": 0.0151
20791
- },
20792
- "15m": {
20793
- "delta_roc_auc": 0.0,
20794
- "delta_roc_auc_ci95": [
20795
- -0.0019,
20796
- 0.0017
20797
- ],
20798
- "delta_roc_auc_se": 0.0009,
20799
- "delta_nonzero_roc_auc": 0.0003,
20800
- "delta_calibrated_acc_pp": -0.04,
20801
- "delta_calibrated_acc_ci95": [
20802
- -0.41,
20803
- 0.36
20804
- ],
20805
- "delta_calibrated_acc_se": 0.19,
20806
- "delta_spearman_ic": -0.0216,
20807
- "delta_spearman_ic_ci95": [
20808
- -0.0547,
20809
- 0.0048
20810
- ],
20811
- "delta_spearman_ic_se": 0.0159
20812
- },
20813
- "30m": {
20814
- "delta_roc_auc": -0.0027,
20815
- "delta_roc_auc_ci95": [
20816
- -0.0067,
20817
- 0.0009
20818
- ],
20819
- "delta_roc_auc_se": 0.002,
20820
- "delta_nonzero_roc_auc": -0.0025,
20821
- "delta_calibrated_acc_pp": -0.15,
20822
- "delta_calibrated_acc_ci95": [
20823
- -0.72,
20824
- 0.41
20825
- ],
20826
- "delta_calibrated_acc_se": 0.29,
20827
- "delta_spearman_ic": -0.0091,
20828
- "delta_spearman_ic_ci95": [
20829
- -0.0338,
20830
- 0.0163
20831
- ],
20832
- "delta_spearman_ic_se": 0.0128
20833
- },
20834
- "60m": {
20835
- "delta_roc_auc": -0.0004,
20836
- "delta_roc_auc_ci95": [
20837
- -0.0028,
20838
- 0.0016
20839
- ],
20840
- "delta_roc_auc_se": 0.0011,
20841
- "delta_nonzero_roc_auc": -0.0005,
20842
- "delta_calibrated_acc_pp": 0.52,
20843
- "delta_calibrated_acc_ci95": [
20844
- -0.06,
20845
- 1.14
20846
- ],
20847
- "delta_calibrated_acc_se": 0.3,
20848
- "delta_spearman_ic": -0.0113,
20849
- "delta_spearman_ic_ci95": [
20850
- -0.0397,
20851
- 0.0172
20852
- ],
20853
- "delta_spearman_ic_se": 0.0136
20854
  },
20855
  "1d": {
20856
- "delta_roc_auc": 0.0013,
20857
- "delta_roc_auc_ci95": [
20858
- -0.0038,
20859
- 0.0066
20860
- ],
20861
- "delta_roc_auc_se": 0.0027,
20862
- "delta_nonzero_roc_auc": 0.0014,
20863
- "delta_calibrated_acc_pp": -0.21,
20864
- "delta_calibrated_acc_ci95": [
20865
- -0.87,
20866
- 0.53
20867
- ],
20868
- "delta_calibrated_acc_se": 0.37,
20869
- "delta_spearman_ic": -0.0172,
20870
- "delta_spearman_ic_ci95": [
20871
- -0.0512,
20872
- 0.0174
20873
  ],
20874
- "delta_spearman_ic_se": 0.0186
 
 
 
 
 
20875
  }
20876
  },
20877
  "wf2024_vs_epoch3_on_pre2024_stress": {
20878
  "1m": {
20879
- "delta_roc_auc": 0.0013,
20880
- "delta_roc_auc_ci95": [
20881
- -0.001,
20882
- 0.0037
20883
- ],
20884
- "delta_roc_auc_se": 0.0013,
20885
- "delta_nonzero_roc_auc": 0.0002,
20886
- "delta_calibrated_acc_pp": -0.1,
20887
- "delta_calibrated_acc_ci95": [
20888
- -0.55,
20889
- 0.25
20890
- ],
20891
- "delta_calibrated_acc_se": 0.21,
20892
- "delta_spearman_ic": 0.0002,
20893
- "delta_spearman_ic_ci95": [
20894
- -0.0299,
20895
- 0.0342
20896
- ],
20897
- "delta_spearman_ic_se": 0.0162,
20898
  "delta_nzauc": 0.0002,
20899
  "delta_nzauc_ci95": [
20900
- -0.0086,
20901
- 0.009
20902
  ],
20903
- "delta_nzauc_se": 0.0045,
20904
- "delta_all_auc": 0.0013,
20905
- "pval_raw": 0.9646,
20906
  "pval_holm_35": 1.0,
20907
- "pval_bh_fdr_35": 1.0,
20908
  "significant_at_alpha_05_holm": false,
20909
  "significant_at_alpha_05_bh": false
20910
  },
20911
  "3m": {
20912
- "delta_roc_auc": 0.0003,
20913
- "delta_roc_auc_ci95": [
20914
- -0.0013,
20915
- 0.0019
20916
- ],
20917
- "delta_roc_auc_se": 0.0009,
20918
- "delta_nonzero_roc_auc": 0.0001,
20919
- "delta_calibrated_acc_pp": 0.24,
20920
- "delta_calibrated_acc_ci95": [
20921
- -0.16,
20922
- 0.65
20923
- ],
20924
- "delta_calibrated_acc_se": 0.2,
20925
- "delta_spearman_ic": 0.0261,
20926
- "delta_spearman_ic_ci95": [
20927
- -0.0016,
20928
- 0.0549
20929
- ],
20930
- "delta_spearman_ic_se": 0.0145,
20931
- "delta_nzauc": 0.0002,
20932
  "delta_nzauc_ci95": [
20933
- -0.0151,
20934
- 0.0155
20935
  ],
20936
- "delta_nzauc_se": 0.0078,
20937
- "delta_all_auc": 0.0003,
20938
- "pval_raw": 0.9795,
20939
  "pval_holm_35": 1.0,
20940
- "pval_bh_fdr_35": 1.0,
20941
  "significant_at_alpha_05_holm": false,
20942
  "significant_at_alpha_05_bh": false
20943
  },
20944
  "5m": {
20945
- "delta_roc_auc": -0.0003,
20946
- "delta_roc_auc_ci95": [
20947
- -0.0022,
20948
- 0.0016
20949
- ],
20950
- "delta_roc_auc_se": 0.001,
20951
- "delta_nonzero_roc_auc": -0.0003,
20952
- "delta_calibrated_acc_pp": -0.08,
20953
- "delta_calibrated_acc_ci95": [
20954
- -0.51,
20955
- 0.3
20956
- ],
20957
- "delta_calibrated_acc_se": 0.21,
20958
- "delta_spearman_ic": 0.0065,
20959
- "delta_spearman_ic_ci95": [
20960
- -0.0223,
20961
- 0.0332
20962
- ],
20963
- "delta_spearman_ic_se": 0.0148,
20964
  "delta_nzauc": -0.0003,
20965
  "delta_nzauc_ci95": [
20966
- -0.02,
20967
- 0.0194
20968
  ],
20969
- "delta_nzauc_se": 0.0101,
20970
- "delta_all_auc": -0.0003,
20971
- "pval_raw": 0.9762,
20972
  "pval_holm_35": 1.0,
20973
- "pval_bh_fdr_35": 1.0,
20974
  "significant_at_alpha_05_holm": false,
20975
  "significant_at_alpha_05_bh": false
20976
  },
20977
  "15m": {
20978
- "delta_roc_auc": -0.001,
20979
- "delta_roc_auc_ci95": [
20980
- -0.0027,
20981
- 0.001
20982
- ],
20983
- "delta_roc_auc_se": 0.0009,
20984
- "delta_nonzero_roc_auc": -0.0011,
20985
- "delta_calibrated_acc_pp": -0.44,
20986
- "delta_calibrated_acc_ci95": [
20987
- -0.85,
20988
- -0.01
20989
- ],
20990
- "delta_calibrated_acc_se": 0.22,
20991
- "delta_spearman_ic": -0.0259,
20992
- "delta_spearman_ic_ci95": [
20993
- -0.0581,
20994
- 0.0071
20995
- ],
20996
- "delta_spearman_ic_se": 0.0164,
20997
- "delta_nzauc": -0.001,
20998
  "delta_nzauc_ci95": [
20999
- -0.0352,
21000
- 0.0332
21001
  ],
21002
- "delta_nzauc_se": 0.0174,
21003
- "delta_all_auc": -0.0009,
21004
- "pval_raw": 0.9543,
21005
  "pval_holm_35": 1.0,
21006
- "pval_bh_fdr_35": 1.0,
21007
  "significant_at_alpha_05_holm": false,
21008
  "significant_at_alpha_05_bh": false
21009
  },
21010
  "30m": {
21011
- "delta_roc_auc": -0.0003,
21012
- "delta_roc_auc_ci95": [
21013
- -0.0033,
21014
- 0.0027
21015
- ],
21016
- "delta_roc_auc_se": 0.0016,
21017
- "delta_nonzero_roc_auc": -0.0,
21018
- "delta_calibrated_acc_pp": -0.18,
21019
- "delta_calibrated_acc_ci95": [
21020
- -0.7,
21021
- 0.38
21022
- ],
21023
- "delta_calibrated_acc_se": 0.28,
21024
- "delta_spearman_ic": -0.0212,
21025
- "delta_spearman_ic_ci95": [
21026
- -0.0498,
21027
- 0.0072
21028
- ],
21029
- "delta_spearman_ic_se": 0.0148,
21030
  "delta_nzauc": 0.0,
21031
  "delta_nzauc_ci95": [
21032
- -0.0483,
21033
- 0.0483
21034
  ],
21035
- "delta_nzauc_se": 0.0247,
21036
- "delta_all_auc": -0.0003,
21037
  "pval_raw": 1.0,
21038
  "pval_holm_35": 1.0,
21039
  "pval_bh_fdr_35": 1.0,
@@ -21041,265 +20560,105 @@
21041
  "significant_at_alpha_05_bh": false
21042
  },
21043
  "60m": {
21044
- "delta_roc_auc": 0.0012,
21045
- "delta_roc_auc_ci95": [
21046
- -0.0068,
21047
- 0.0096
21048
- ],
21049
- "delta_roc_auc_se": 0.0042,
21050
- "delta_nonzero_roc_auc": 0.0014,
21051
- "delta_calibrated_acc_pp": 0.76,
21052
- "delta_calibrated_acc_ci95": [
21053
- -0.31,
21054
- 1.83
21055
- ],
21056
- "delta_calibrated_acc_se": 0.54,
21057
- "delta_spearman_ic": 0.0116,
21058
- "delta_spearman_ic_ci95": [
21059
- -0.016,
21060
- 0.0419
21061
- ],
21062
- "delta_spearman_ic_se": 0.0148,
21063
  "delta_nzauc": 0.0014,
21064
  "delta_nzauc_ci95": [
21065
- -0.0671,
21066
- 0.0699
21067
  ],
21068
- "delta_nzauc_se": 0.0349,
21069
- "delta_all_auc": 0.0012,
21070
- "pval_raw": 0.968,
21071
  "pval_holm_35": 1.0,
21072
- "pval_bh_fdr_35": 1.0,
21073
  "significant_at_alpha_05_holm": false,
21074
  "significant_at_alpha_05_bh": false
21075
  },
21076
  "1d": {
21077
- "delta_roc_auc": 0.0048,
21078
- "delta_roc_auc_ci95": [
21079
- -0.0026,
21080
- 0.0122
21081
- ],
21082
- "delta_roc_auc_se": 0.0038,
21083
- "delta_nonzero_roc_auc": 0.0047,
21084
- "delta_calibrated_acc_pp": 0.24,
21085
- "delta_calibrated_acc_ci95": [
21086
- -0.52,
21087
- 0.98
21088
- ],
21089
- "delta_calibrated_acc_se": 0.38,
21090
- "delta_spearman_ic": 0.0031,
21091
- "delta_spearman_ic_ci95": [
21092
- -0.0261,
21093
- 0.0309
21094
- ],
21095
- "delta_spearman_ic_se": 0.0149,
21096
  "delta_nzauc": 0.0047,
21097
  "delta_nzauc_ci95": [
21098
- -0.1706,
21099
- 0.18
21100
  ],
21101
- "delta_nzauc_se": 0.0894,
21102
- "delta_all_auc": 0.0047,
21103
- "pval_raw": 0.9581,
21104
  "pval_holm_35": 1.0,
21105
- "pval_bh_fdr_35": 1.0,
21106
  "significant_at_alpha_05_holm": false,
21107
  "significant_at_alpha_05_bh": false
21108
  }
21109
  },
21110
  "wf2025_vs_epoch3_on_pre2024_stress": {
21111
  "1m": {
21112
- "delta_roc_auc": 0.0006,
21113
- "delta_roc_auc_ci95": [
21114
- -0.0013,
21115
- 0.003
21116
- ],
21117
- "delta_roc_auc_se": 0.0011,
21118
- "delta_nonzero_roc_auc": -0.0002,
21119
- "delta_calibrated_acc_pp": 0.09,
21120
- "delta_calibrated_acc_ci95": [
21121
- -0.37,
21122
- 0.53
21123
- ],
21124
- "delta_calibrated_acc_se": 0.23,
21125
- "delta_spearman_ic": -0.0193,
21126
- "delta_spearman_ic_ci95": [
21127
- -0.0518,
21128
- 0.0173
21129
- ],
21130
- "delta_spearman_ic_se": 0.0175,
21131
  "delta_nzauc": -0.0002,
21132
  "delta_nzauc_ci95": [
21133
- -0.009,
21134
- 0.0086
21135
  ],
21136
- "delta_nzauc_se": 0.0045,
21137
- "delta_all_auc": 0.0006,
21138
- "pval_raw": 0.9646,
21139
  "pval_holm_35": 1.0,
21140
- "pval_bh_fdr_35": 1.0,
21141
  "significant_at_alpha_05_holm": false,
21142
  "significant_at_alpha_05_bh": false
21143
  },
21144
  "3m": {
21145
- "delta_roc_auc": 0.0001,
21146
- "delta_roc_auc_ci95": [
21147
- -0.0019,
21148
- 0.0021
21149
- ],
21150
- "delta_roc_auc_se": 0.001,
21151
- "delta_nonzero_roc_auc": 0.0003,
21152
- "delta_calibrated_acc_pp": 0.14,
21153
- "delta_calibrated_acc_ci95": [
21154
- -0.27,
21155
- 0.57
21156
- ],
21157
- "delta_calibrated_acc_se": 0.21,
21158
- "delta_spearman_ic": 0.0303,
21159
- "delta_spearman_ic_ci95": [
21160
- -0.0033,
21161
- 0.0664
21162
- ],
21163
- "delta_spearman_ic_se": 0.0164,
21164
  "delta_nzauc": 0.0003,
21165
  "delta_nzauc_ci95": [
21166
- -0.015,
21167
- 0.0156
21168
  ],
21169
- "delta_nzauc_se": 0.0078,
21170
- "delta_all_auc": 0.0001,
21171
- "pval_raw": 0.9693,
21172
  "pval_holm_35": 1.0,
21173
- "pval_bh_fdr_35": 1.0,
21174
  "significant_at_alpha_05_holm": false,
21175
  "significant_at_alpha_05_bh": false
21176
  },
21177
  "5m": {
21178
- "delta_roc_auc": -0.001,
21179
- "delta_roc_auc_ci95": [
21180
- -0.0026,
21181
- 0.0007
21182
- ],
21183
- "delta_roc_auc_se": 0.0009,
21184
- "delta_nonzero_roc_auc": -0.0012,
21185
- "delta_calibrated_acc_pp": -0.18,
21186
- "delta_calibrated_acc_ci95": [
21187
- -0.57,
21188
- 0.2
21189
- ],
21190
- "delta_calibrated_acc_se": 0.21,
21191
- "delta_spearman_ic": -0.0017,
21192
- "delta_spearman_ic_ci95": [
21193
- -0.0314,
21194
- 0.0259
21195
- ],
21196
- "delta_spearman_ic_se": 0.0144,
21197
  "delta_nzauc": -0.0012,
21198
  "delta_nzauc_ci95": [
21199
- -0.0209,
21200
- 0.0185
21201
  ],
21202
- "delta_nzauc_se": 0.0101,
21203
- "delta_all_auc": -0.001,
21204
- "pval_raw": 0.9051,
21205
  "pval_holm_35": 1.0,
21206
- "pval_bh_fdr_35": 1.0,
21207
  "significant_at_alpha_05_holm": false,
21208
  "significant_at_alpha_05_bh": false
21209
  },
21210
  "15m": {
21211
- "delta_roc_auc": -0.0006,
21212
- "delta_roc_auc_ci95": [
21213
- -0.0028,
21214
- 0.0015
21215
- ],
21216
- "delta_roc_auc_se": 0.0011,
21217
- "delta_nonzero_roc_auc": -0.0007,
21218
- "delta_calibrated_acc_pp": -0.15,
21219
- "delta_calibrated_acc_ci95": [
21220
- -0.55,
21221
- 0.24
21222
- ],
21223
- "delta_calibrated_acc_se": 0.2,
21224
- "delta_spearman_ic": -0.0034,
21225
- "delta_spearman_ic_ci95": [
21226
- -0.0304,
21227
- 0.0281
21228
- ],
21229
- "delta_spearman_ic_se": 0.0155,
21230
  "delta_nzauc": -0.0007,
21231
  "delta_nzauc_ci95": [
21232
- -0.0349,
21233
- 0.0335
21234
  ],
21235
- "delta_nzauc_se": 0.0174,
21236
- "delta_all_auc": -0.0006,
21237
- "pval_raw": 0.968,
21238
  "pval_holm_35": 1.0,
21239
- "pval_bh_fdr_35": 1.0,
21240
  "significant_at_alpha_05_holm": false,
21241
  "significant_at_alpha_05_bh": false
21242
  },
21243
  "30m": {
21244
- "delta_roc_auc": -0.0041,
21245
- "delta_roc_auc_ci95": [
21246
- -0.0103,
21247
- 0.001
21248
- ],
21249
- "delta_roc_auc_se": 0.0029,
21250
- "delta_nonzero_roc_auc": -0.0034,
21251
- "delta_calibrated_acc_pp": 0.16,
21252
- "delta_calibrated_acc_ci95": [
21253
- -0.57,
21254
- 0.84
21255
- ],
21256
- "delta_calibrated_acc_se": 0.36,
21257
- "delta_spearman_ic": 0.0041,
21258
- "delta_spearman_ic_ci95": [
21259
- -0.0214,
21260
- 0.026
21261
- ],
21262
- "delta_spearman_ic_se": 0.0121,
21263
  "delta_nzauc": -0.0034,
21264
  "delta_nzauc_ci95": [
21265
- -0.0517,
21266
- 0.0449
21267
  ],
21268
- "delta_nzauc_se": 0.0247,
21269
- "delta_all_auc": -0.0041,
21270
- "pval_raw": 0.8904,
21271
  "pval_holm_35": 1.0,
21272
- "pval_bh_fdr_35": 1.0,
21273
  "significant_at_alpha_05_holm": false,
21274
  "significant_at_alpha_05_bh": false
21275
  },
21276
  "60m": {
21277
- "delta_roc_auc": -0.0002,
21278
- "delta_roc_auc_ci95": [
21279
- -0.0094,
21280
- 0.0089
21281
- ],
21282
- "delta_roc_auc_se": 0.0046,
21283
- "delta_nonzero_roc_auc": 0.0,
21284
- "delta_calibrated_acc_pp": 0.77,
21285
- "delta_calibrated_acc_ci95": [
21286
- -0.33,
21287
- 1.91
21288
- ],
21289
- "delta_calibrated_acc_se": 0.56,
21290
- "delta_spearman_ic": 0.0084,
21291
- "delta_spearman_ic_ci95": [
21292
- -0.01,
21293
- 0.0268
21294
- ],
21295
- "delta_spearman_ic_se": 0.0094,
21296
  "delta_nzauc": 0.0,
21297
  "delta_nzauc_ci95": [
21298
- -0.0685,
21299
- 0.0685
21300
  ],
21301
- "delta_nzauc_se": 0.0349,
21302
- "delta_all_auc": -0.0002,
21303
  "pval_raw": 1.0,
21304
  "pval_holm_35": 1.0,
21305
  "pval_bh_fdr_35": 1.0,
@@ -21307,569 +20666,111 @@
21307
  "significant_at_alpha_05_bh": false
21308
  },
21309
  "1d": {
21310
- "delta_roc_auc": 0.0088,
21311
- "delta_roc_auc_ci95": [
21312
- -0.0025,
21313
- 0.0211
21314
- ],
21315
- "delta_roc_auc_se": 0.0062,
21316
- "delta_nonzero_roc_auc": 0.0087,
21317
- "delta_calibrated_acc_pp": 0.52,
21318
- "delta_calibrated_acc_ci95": [
21319
- -0.43,
21320
- 1.56
21321
- ],
21322
- "delta_calibrated_acc_se": 0.5,
21323
- "delta_spearman_ic": 0.0092,
21324
- "delta_spearman_ic_ci95": [
21325
- -0.0141,
21326
- 0.0316
21327
- ],
21328
- "delta_spearman_ic_se": 0.0119,
21329
  "delta_nzauc": 0.0087,
21330
  "delta_nzauc_ci95": [
21331
- -0.1666,
21332
- 0.184
21333
  ],
21334
- "delta_nzauc_se": 0.0894,
21335
- "delta_all_auc": 0.0087,
21336
- "pval_raw": 0.9225,
21337
  "pval_holm_35": 1.0,
21338
- "pval_bh_fdr_35": 1.0,
21339
  "significant_at_alpha_05_holm": false,
21340
  "significant_at_alpha_05_bh": false
21341
  }
21342
  },
21343
  "wf2025_vs_epoch3_on_2020_03_covid": {
21344
  "1m": {
21345
- "delta_roc_auc": 0.0052,
21346
- "delta_roc_auc_ci95": [
21347
- 0.0015,
21348
- 0.0084
21349
- ],
21350
- "delta_roc_auc_se": 0.0018,
21351
- "delta_nonzero_roc_auc": 0.0044,
21352
- "delta_calibrated_acc_pp": 0.56,
21353
- "delta_calibrated_acc_ci95": [
21354
- -0.08,
21355
- 1.08
21356
- ],
21357
- "delta_calibrated_acc_se": 0.3,
21358
- "delta_spearman_ic": 0.0032,
21359
- "delta_spearman_ic_ci95": [
21360
- -0.0592,
21361
- 0.0664
21362
- ],
21363
- "delta_spearman_ic_se": 0.0318,
21364
  "delta_nzauc": 0.0044,
21365
  "delta_nzauc_ci95": [
21366
- -0.0112,
21367
- 0.02
21368
  ],
21369
- "delta_nzauc_se": 0.008,
21370
- "delta_all_auc": 0.0052,
21371
- "pval_raw": 0.5808,
21372
- "pval_holm_35": 1.0,
21373
- "pval_bh_fdr_35": 1.0,
21374
  "significant_at_alpha_05_holm": false,
21375
  "significant_at_alpha_05_bh": false
21376
  },
21377
  "3m": {
21378
- "delta_roc_auc": 0.0014,
21379
- "delta_roc_auc_ci95": [
21380
- -0.0019,
21381
- 0.0046
21382
- ],
21383
- "delta_roc_auc_se": 0.0017,
21384
- "delta_nonzero_roc_auc": 0.0015,
21385
- "delta_calibrated_acc_pp": 0.32,
21386
- "delta_calibrated_acc_ci95": [
21387
- -0.24,
21388
- 0.96
21389
- ],
21390
- "delta_calibrated_acc_se": 0.32,
21391
- "delta_spearman_ic": 0.0136,
21392
- "delta_spearman_ic_ci95": [
21393
- -0.0299,
21394
- 0.063
21395
- ],
21396
- "delta_spearman_ic_se": 0.0245,
21397
  "delta_nzauc": 0.0015,
21398
  "delta_nzauc_ci95": [
21399
- -0.0256,
21400
- 0.0286
21401
  ],
21402
- "delta_nzauc_se": 0.0138,
21403
- "delta_all_auc": 0.0014,
21404
- "pval_raw": 0.9135,
21405
  "pval_holm_35": 1.0,
21406
- "pval_bh_fdr_35": 1.0,
21407
  "significant_at_alpha_05_holm": false,
21408
  "significant_at_alpha_05_bh": false
21409
  },
21410
  "5m": {
21411
- "delta_roc_auc": 0.0009,
21412
- "delta_roc_auc_ci95": [
21413
- -0.002,
21414
- 0.0039
21415
- ],
21416
- "delta_roc_auc_se": 0.0016,
21417
- "delta_nonzero_roc_auc": 0.0008,
21418
- "delta_calibrated_acc_pp": -0.32,
21419
- "delta_calibrated_acc_ci95": [
21420
- -1.0,
21421
- 0.46
21422
- ],
21423
- "delta_calibrated_acc_se": 0.4,
21424
- "delta_spearman_ic": -0.0213,
21425
- "delta_spearman_ic_ci95": [
21426
- -0.0687,
21427
- 0.0264
21428
- ],
21429
- "delta_spearman_ic_se": 0.024,
21430
  "delta_nzauc": 0.0008,
21431
  "delta_nzauc_ci95": [
21432
- -0.0341,
21433
- 0.0357
21434
  ],
21435
- "delta_nzauc_se": 0.0178,
21436
- "delta_all_auc": 0.0009,
21437
- "pval_raw": 0.9642,
21438
  "pval_holm_35": 1.0,
21439
- "pval_bh_fdr_35": 1.0,
21440
  "significant_at_alpha_05_holm": false,
21441
  "significant_at_alpha_05_bh": false
21442
  },
21443
  "15m": {
21444
- "delta_roc_auc": 0.0026,
21445
- "delta_roc_auc_ci95": [
21446
- -0.0015,
21447
- 0.0067
21448
- ],
21449
- "delta_roc_auc_se": 0.0021,
21450
- "delta_nonzero_roc_auc": 0.0024,
21451
- "delta_calibrated_acc_pp": -0.56,
21452
- "delta_calibrated_acc_ci95": [
21453
- -1.16,
21454
- -0.04
21455
- ],
21456
- "delta_calibrated_acc_se": 0.31,
21457
- "delta_spearman_ic": 0.0155,
21458
- "delta_spearman_ic_ci95": [
21459
- -0.0349,
21460
- 0.0758
21461
- ],
21462
- "delta_spearman_ic_se": 0.0285,
21463
  "delta_nzauc": 0.0024,
21464
  "delta_nzauc_ci95": [
21465
- -0.0581,
21466
- 0.0629
21467
  ],
21468
- "delta_nzauc_se": 0.0309,
21469
- "delta_all_auc": 0.0025,
21470
- "pval_raw": 0.938,
21471
  "pval_holm_35": 1.0,
21472
- "pval_bh_fdr_35": 1.0,
21473
  "significant_at_alpha_05_holm": false,
21474
  "significant_at_alpha_05_bh": false
21475
  },
21476
  "30m": {
21477
- "delta_roc_auc": -0.0067,
21478
- "delta_roc_auc_ci95": [
21479
- -0.0163,
21480
- 0.0035
21481
- ],
21482
- "delta_roc_auc_se": 0.005,
21483
- "delta_nonzero_roc_auc": -0.006,
21484
- "delta_calibrated_acc_pp": -0.28,
21485
- "delta_calibrated_acc_ci95": [
21486
- -1.48,
21487
- 1.14
21488
- ],
21489
- "delta_calibrated_acc_se": 0.66,
21490
- "delta_spearman_ic": 0.0197,
21491
- "delta_spearman_ic_ci95": [
21492
- -0.0245,
21493
- 0.0592
21494
- ],
21495
- "delta_spearman_ic_se": 0.0229,
21496
  "delta_nzauc": -0.006,
21497
  "delta_nzauc_ci95": [
21498
- -0.0915,
21499
- 0.0795
21500
  ],
21501
- "delta_nzauc_se": 0.0436,
21502
- "delta_all_auc": -0.0067,
21503
- "pval_raw": 0.8907,
21504
  "pval_holm_35": 1.0,
21505
- "pval_bh_fdr_35": 1.0,
21506
  "significant_at_alpha_05_holm": false,
21507
  "significant_at_alpha_05_bh": false
21508
  },
21509
  "60m": {
21510
- "delta_roc_auc": -0.0037,
21511
- "delta_roc_auc_ci95": [
21512
- -0.0192,
21513
- 0.014
21514
- ],
21515
- "delta_roc_auc_se": 0.0084,
21516
- "delta_nonzero_roc_auc": -0.003,
21517
- "delta_calibrated_acc_pp": 1.35,
21518
- "delta_calibrated_acc_ci95": [
21519
- -0.7,
21520
- 3.29
21521
- ],
21522
- "delta_calibrated_acc_se": 1.0,
21523
- "delta_spearman_ic": 0.0019,
21524
- "delta_spearman_ic_ci95": [
21525
- -0.0329,
21526
- 0.0387
21527
- ],
21528
- "delta_spearman_ic_se": 0.0182,
21529
  "delta_nzauc": -0.003,
21530
  "delta_nzauc_ci95": [
21531
- -0.124,
21532
- 0.118
21533
  ],
21534
- "delta_nzauc_se": 0.0617,
21535
- "delta_all_auc": -0.0037,
21536
- "pval_raw": 0.9612,
21537
  "pval_holm_35": 1.0,
21538
- "pval_bh_fdr_35": 1.0,
21539
  "significant_at_alpha_05_holm": false,
21540
  "significant_at_alpha_05_bh": false
21541
  },
21542
  "1d": {
21543
- "delta_roc_auc": -0.0164,
21544
- "delta_roc_auc_ci95": [
21545
- -0.0346,
21546
- 0.0032
21547
- ],
21548
- "delta_roc_auc_se": 0.0094,
21549
- "delta_nonzero_roc_auc": -0.0164,
21550
- "delta_calibrated_acc_pp": -1.07,
21551
- "delta_calibrated_acc_ci95": [
21552
- -2.65,
21553
- 0.68
21554
- ],
21555
- "delta_calibrated_acc_se": 0.87,
21556
- "delta_spearman_ic": 0.0197,
21557
- "delta_spearman_ic_ci95": [
21558
- -0.0157,
21559
- 0.0573
21560
- ],
21561
- "delta_spearman_ic_se": 0.0177,
21562
  "delta_nzauc": -0.0164,
21563
  "delta_nzauc_ci95": [
21564
- -0.2643,
21565
- 0.2315
21566
  ],
21567
- "delta_nzauc_se": 0.1265,
21568
- "delta_all_auc": -0.0164,
21569
- "pval_raw": 0.8968,
21570
  "pval_holm_35": 1.0,
21571
- "pval_bh_fdr_35": 1.0,
21572
  "significant_at_alpha_05_holm": false,
21573
  "significant_at_alpha_05_bh": false
21574
  }
21575
- },
21576
- "wf2025_vs_epoch3_on_2022_06_rates": {
21577
- "1m": {
21578
- "delta_roc_auc": 0.002,
21579
- "delta_roc_auc_ci95": [
21580
- -0.0022,
21581
- 0.0062
21582
- ],
21583
- "delta_roc_auc_se": 0.0021,
21584
- "delta_nonzero_roc_auc": 0.0009,
21585
- "delta_calibrated_acc_pp": -0.52,
21586
- "delta_calibrated_acc_ci95": [
21587
- -1.24,
21588
- 0.11
21589
- ],
21590
- "delta_calibrated_acc_se": 0.35,
21591
- "delta_spearman_ic": -0.0225,
21592
- "delta_spearman_ic_ci95": [
21593
- -0.0774,
21594
- 0.0387
21595
- ],
21596
- "delta_spearman_ic_se": 0.0302
21597
- },
21598
- "3m": {
21599
- "delta_roc_auc": -0.0001,
21600
- "delta_roc_auc_ci95": [
21601
- -0.0036,
21602
- 0.0042
21603
- ],
21604
- "delta_roc_auc_se": 0.002,
21605
- "delta_nonzero_roc_auc": 0.0002,
21606
- "delta_calibrated_acc_pp": -0.07,
21607
- "delta_calibrated_acc_ci95": [
21608
- -0.84,
21609
- 0.57
21610
- ],
21611
- "delta_calibrated_acc_se": 0.36,
21612
- "delta_spearman_ic": 0.0504,
21613
- "delta_spearman_ic_ci95": [
21614
- 0.0008,
21615
- 0.1122
21616
- ],
21617
- "delta_spearman_ic_se": 0.0274
21618
- },
21619
- "5m": {
21620
- "delta_roc_auc": -0.0009,
21621
- "delta_roc_auc_ci95": [
21622
- -0.0041,
21623
- 0.0029
21624
- ],
21625
- "delta_roc_auc_se": 0.0018,
21626
- "delta_nonzero_roc_auc": -0.0009,
21627
- "delta_calibrated_acc_pp": 0.07,
21628
- "delta_calibrated_acc_ci95": [
21629
- -0.61,
21630
- 0.86
21631
- ],
21632
- "delta_calibrated_acc_se": 0.38,
21633
- "delta_spearman_ic": 0.0241,
21634
- "delta_spearman_ic_ci95": [
21635
- -0.0166,
21636
- 0.0786
21637
- ],
21638
- "delta_spearman_ic_se": 0.0238
21639
- },
21640
- "15m": {
21641
- "delta_roc_auc": -0.0015,
21642
- "delta_roc_auc_ci95": [
21643
- -0.0055,
21644
- 0.0023
21645
- ],
21646
- "delta_roc_auc_se": 0.002,
21647
- "delta_nonzero_roc_auc": -0.0014,
21648
- "delta_calibrated_acc_pp": 0.11,
21649
- "delta_calibrated_acc_ci95": [
21650
- -0.48,
21651
- 0.72
21652
- ],
21653
- "delta_calibrated_acc_se": 0.31,
21654
- "delta_spearman_ic": -0.0188,
21655
- "delta_spearman_ic_ci95": [
21656
- -0.069,
21657
- 0.0366
21658
- ],
21659
- "delta_spearman_ic_se": 0.0282
21660
- },
21661
- "30m": {
21662
- "delta_roc_auc": -0.0025,
21663
- "delta_roc_auc_ci95": [
21664
- -0.0121,
21665
- 0.0078
21666
- ],
21667
- "delta_roc_auc_se": 0.0051,
21668
- "delta_nonzero_roc_auc": -0.0024,
21669
- "delta_calibrated_acc_pp": 0.37,
21670
- "delta_calibrated_acc_ci95": [
21671
- -0.95,
21672
- 1.68
21673
- ],
21674
- "delta_calibrated_acc_se": 0.69,
21675
- "delta_spearman_ic": -0.0092,
21676
- "delta_spearman_ic_ci95": [
21677
- -0.0476,
21678
- 0.0381
21679
- ],
21680
- "delta_spearman_ic_se": 0.0219
21681
- },
21682
- "60m": {
21683
- "delta_roc_auc": -0.0037,
21684
- "delta_roc_auc_ci95": [
21685
- -0.0183,
21686
- 0.0105
21687
- ],
21688
- "delta_roc_auc_se": 0.0078,
21689
- "delta_nonzero_roc_auc": -0.0037,
21690
- "delta_calibrated_acc_pp": 1.2,
21691
- "delta_calibrated_acc_ci95": [
21692
- -0.61,
21693
- 3.24
21694
- ],
21695
- "delta_calibrated_acc_se": 1.04,
21696
- "delta_spearman_ic": 0.0123,
21697
- "delta_spearman_ic_ci95": [
21698
- -0.0181,
21699
- 0.041
21700
- ],
21701
- "delta_spearman_ic_se": 0.0151
21702
- },
21703
- "1d": {
21704
- "delta_roc_auc": 0.0088,
21705
- "delta_roc_auc_ci95": [
21706
- -0.0066,
21707
- 0.0306
21708
- ],
21709
- "delta_roc_auc_se": 0.0097,
21710
- "delta_nonzero_roc_auc": 0.0089,
21711
- "delta_calibrated_acc_pp": -0.45,
21712
- "delta_calibrated_acc_ci95": [
21713
- -2.1,
21714
- 1.14
21715
- ],
21716
- "delta_calibrated_acc_se": 0.84,
21717
- "delta_spearman_ic": 0.0046,
21718
- "delta_spearman_ic_ci95": [
21719
- -0.0448,
21720
- 0.0496
21721
- ],
21722
- "delta_spearman_ic_se": 0.0244
21723
- }
21724
- },
21725
- "epoch3_vs_epoch1_on_2024_oos": {
21726
- "1m": {
21727
- "delta_roc_auc": 0.0098,
21728
- "delta_roc_auc_ci95": [
21729
- 0.0031,
21730
- 0.0167
21731
- ],
21732
- "delta_roc_auc_se": 0.0035,
21733
- "delta_nonzero_roc_auc": 0.0081,
21734
- "delta_calibrated_acc_pp": 0.11,
21735
- "delta_calibrated_acc_ci95": [
21736
- -0.76,
21737
- 0.95
21738
- ],
21739
- "delta_calibrated_acc_se": 0.45,
21740
- "delta_spearman_ic": -0.0075,
21741
- "delta_spearman_ic_ci95": [
21742
- -0.0356,
21743
- 0.0196
21744
- ],
21745
- "delta_spearman_ic_se": 0.0137
21746
- },
21747
- "3m": {
21748
- "delta_roc_auc": 0.0063,
21749
- "delta_roc_auc_ci95": [
21750
- -0.0014,
21751
- 0.0137
21752
- ],
21753
- "delta_roc_auc_se": 0.0039,
21754
- "delta_nonzero_roc_auc": 0.0053,
21755
- "delta_calibrated_acc_pp": -0.22,
21756
- "delta_calibrated_acc_ci95": [
21757
- -1.21,
21758
- 0.68
21759
- ],
21760
- "delta_calibrated_acc_se": 0.47,
21761
- "delta_spearman_ic": -0.0468,
21762
- "delta_spearman_ic_ci95": [
21763
- -0.0712,
21764
- -0.0202
21765
- ],
21766
- "delta_spearman_ic_se": 0.0128
21767
- },
21768
- "5m": {
21769
- "delta_roc_auc": 0.0039,
21770
- "delta_roc_auc_ci95": [
21771
- -0.0043,
21772
- 0.0104
21773
- ],
21774
- "delta_roc_auc_se": 0.0038,
21775
- "delta_nonzero_roc_auc": 0.0047,
21776
- "delta_calibrated_acc_pp": -0.7,
21777
- "delta_calibrated_acc_ci95": [
21778
- -1.61,
21779
- 0.28
21780
- ],
21781
- "delta_calibrated_acc_se": 0.51,
21782
- "delta_spearman_ic": -0.0048,
21783
- "delta_spearman_ic_ci95": [
21784
- -0.0328,
21785
- 0.0275
21786
- ],
21787
- "delta_spearman_ic_se": 0.0148
21788
- },
21789
- "15m": {
21790
- "delta_roc_auc": 0.002,
21791
- "delta_roc_auc_ci95": [
21792
- -0.0044,
21793
- 0.0084
21794
- ],
21795
- "delta_roc_auc_se": 0.0034,
21796
- "delta_nonzero_roc_auc": 0.0023,
21797
- "delta_calibrated_acc_pp": -0.09,
21798
- "delta_calibrated_acc_ci95": [
21799
- -0.94,
21800
- 0.85
21801
- ],
21802
- "delta_calibrated_acc_se": 0.44,
21803
- "delta_spearman_ic": 0.0014,
21804
- "delta_spearman_ic_ci95": [
21805
- -0.0202,
21806
- 0.0232
21807
- ],
21808
- "delta_spearman_ic_se": 0.0113
21809
- },
21810
- "30m": {
21811
- "delta_roc_auc": -0.0033,
21812
- "delta_roc_auc_ci95": [
21813
- -0.0122,
21814
- 0.0062
21815
- ],
21816
- "delta_roc_auc_se": 0.0045,
21817
- "delta_nonzero_roc_auc": -0.0039,
21818
- "delta_calibrated_acc_pp": 0.45,
21819
- "delta_calibrated_acc_ci95": [
21820
- -0.5,
21821
- 1.46
21822
- ],
21823
- "delta_calibrated_acc_se": 0.5,
21824
- "delta_spearman_ic": -0.0136,
21825
- "delta_spearman_ic_ci95": [
21826
- -0.0428,
21827
- 0.0176
21828
- ],
21829
- "delta_spearman_ic_se": 0.0152
21830
- },
21831
- "60m": {
21832
- "delta_roc_auc": -0.0146,
21833
- "delta_roc_auc_ci95": [
21834
- -0.0285,
21835
- -0.0009
21836
- ],
21837
- "delta_roc_auc_se": 0.007,
21838
- "delta_nonzero_roc_auc": -0.0124,
21839
- "delta_calibrated_acc_pp": 0.09,
21840
- "delta_calibrated_acc_ci95": [
21841
- -1.07,
21842
- 1.41
21843
- ],
21844
- "delta_calibrated_acc_se": 0.65,
21845
- "delta_spearman_ic": 0.0131,
21846
- "delta_spearman_ic_ci95": [
21847
- -0.0196,
21848
- 0.048
21849
- ],
21850
- "delta_spearman_ic_se": 0.0176
21851
- },
21852
- "1d": {
21853
- "delta_roc_auc": 0.0074,
21854
- "delta_roc_auc_ci95": [
21855
- -0.0088,
21856
- 0.0223
21857
- ],
21858
- "delta_roc_auc_se": 0.0083,
21859
- "delta_nonzero_roc_auc": 0.0072,
21860
- "delta_calibrated_acc_pp": 1.32,
21861
- "delta_calibrated_acc_ci95": [
21862
- 0.08,
21863
- 2.59
21864
- ],
21865
- "delta_calibrated_acc_se": 0.69,
21866
- "delta_spearman_ic": 0.0191,
21867
- "delta_spearman_ic_ci95": [
21868
- -0.0267,
21869
- 0.0616
21870
- ],
21871
- "delta_spearman_ic_se": 0.0219
21872
- }
21873
  }
21874
  },
21875
  "weight_drift_and_cosine_audit": {
@@ -27377,84 +26278,93 @@
27377
  "MeanAblate_K3": {
27378
  "centered_l2_pct": 21.36,
27379
  "delta_nzauc": -0.0004,
 
27380
  "delta_nzauc_ci95": [
27381
- -0.0016,
27382
- 0.0008
27383
  ]
27384
  },
27385
  "MeanAblate_K7": {
27386
  "centered_l2_pct": 22.84,
27387
- "delta_nzauc": -0.0007,
 
27388
  "delta_nzauc_ci95": [
27389
- -0.002,
27390
  0.0005
27391
  ]
27392
  },
27393
  "MeanAblate_K15": {
27394
  "centered_l2_pct": 21.14,
27395
  "delta_nzauc": -0.0005,
 
27396
  "delta_nzauc_ci95": [
27397
- -0.0018,
27398
- 0.0007
27399
  ]
27400
  },
27401
  "MeanAblate_K31": {
27402
  "centered_l2_pct": 21.41,
27403
- "delta_nzauc": -0.0006,
 
27404
  "delta_nzauc_ci95": [
27405
- -0.0019,
27406
  0.0006
27407
  ]
27408
  },
27409
  "MeanAblate_K63": {
27410
  "centered_l2_pct": 23.95,
27411
- "delta_nzauc": -0.0008,
 
27412
  "delta_nzauc_ci95": [
27413
- -0.0021,
27414
- 0.0004
27415
  ]
27416
  },
27417
  "MeanAblate_K127": {
27418
  "centered_l2_pct": 24.78,
27419
  "delta_nzauc": -0.0009,
 
27420
  "delta_nzauc_ci95": [
27421
  -0.0022,
27422
- 0.0003
27423
  ]
27424
  },
27425
  "MeanAblate_Micro_K3_K7": {
27426
- "centered_l2_pct": 30.54,
27427
  "delta_nzauc": -0.0004,
 
27428
  "delta_nzauc_ci95": [
27429
- -0.0017,
27430
- 0.0009
27431
  ]
27432
  },
27433
  "MeanAblate_Meso_K15_K31": {
27434
- "centered_l2_pct": 31.82,
27435
  "delta_nzauc": -0.0004,
 
27436
  "delta_nzauc_ci95": [
27437
- -0.0017,
27438
- 0.0009
27439
  ]
27440
  },
27441
  "MeanAblate_Macro_K63_K127": {
27442
- "centered_l2_pct": 33.42,
27443
  "delta_nzauc": -0.0008,
 
27444
  "delta_nzauc_ci95": [
27445
- -0.002,
27446
- 0.0004
27447
  ]
27448
  }
27449
  },
27450
  "random_341ch_25draws": {
27451
  "centered_l2_mean_pct": 20.61,
27452
  "centered_l2_sd_pct": 0.9,
27453
- "delta_nzauc_mean": -0.0004,
27454
- "delta_nzauc_sd": 0.0005,
27455
  "paired_ci95": [
27456
- -0.0014,
27457
- 0.0008
27458
  ]
27459
  },
27460
  "random_682ch_25draws": {
@@ -41585,62 +40495,147 @@
41585
  }
41586
  },
41587
  "benchmarks_1bar_delay_and_dsr": {
41588
- "60m_buy_and_hold_annualized_sharpe": {
41589
- "2024": 0.42,
41590
- "2025": 0.38,
41591
- "2026": -0.31,
41592
- "dsr_trial_count_note": "N/A (M=1, unsearched benchmark)"
41593
  },
41594
- "60m_market_neutral_annualized_sharpe": {
41595
- "2024": 0.21,
41596
- "2025": 0.14,
41597
- "2026": 0.08
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
41598
  },
41599
  "best_2024_1bar_delay_policy": {
41600
  "horizon": "60m",
41601
  "hurdle": "uncal_raw_0.0sigma",
41602
- "execution_delay_note": "Approximated by subtracting immediate 1-minute return (y - y_1m), removing prompt drift",
 
 
 
 
 
 
41603
  "2024_1bar_delay": {
41604
  "n_trades": 3843,
41605
  "n_steps": 258,
41606
  "turnover_per_trade": 0.829,
41607
  "gross_mean_ret_bps": 1.89,
41608
- "breakeven_one_way_bps": 2.17,
41609
  "annualized_sharpe_0bp": 1.42,
41610
  "dsr_0bp": 0.028,
41611
  "annualized_sharpe_1.5bp": 0.59,
41612
- "annualized_sharpe_1.5bp_isolated": -1.85,
41613
- "annualized_sharpe_3.0bp": -0.85,
41614
- "cum_return_1.5bp_pct": 0.94,
41615
- "max_drawdown_1.5bp_pct": 2.49
41616
  },
41617
  "2025_untouched_1bar_delay": {
41618
  "n_trades": 3850,
41619
  "n_steps": 258,
41620
- "turnover_per_trade": 0.873,
41621
  "gross_mean_ret_bps": -0.02,
41622
- "breakeven_one_way_bps": -0.02,
41623
  "annualized_sharpe_0bp": -0.15,
41624
  "dsr_0bp": 0.001,
41625
  "annualized_sharpe_1.5bp": -2.38,
41626
- "annualized_sharpe_1.5bp_isolated": -6.25,
41627
- "annualized_sharpe_3.0bp": -5.35,
41628
- "cum_return_1.5bp_pct": -2.85,
41629
- "max_drawdown_1.5bp_pct": 3.91
41630
  },
41631
  "2026_untouched_1bar_delay": {
41632
  "n_trades": 3870,
41633
  "n_steps": 258,
41634
  "turnover_per_trade": 0.68,
41635
  "gross_mean_ret_bps": -1.32,
41636
- "breakeven_one_way_bps": -1.73,
41637
  "annualized_sharpe_0bp": -2.85,
41638
  "dsr_0bp": 0.0,
41639
  "annualized_sharpe_1.5bp": -5.1,
41640
- "annualized_sharpe_1.5bp_isolated": -9.65,
41641
- "annualized_sharpe_3.0bp": -7.45,
41642
- "cum_return_1.5bp_pct": -5.6,
41643
- "max_drawdown_1.5bp_pct": 6.95
41644
  }
41645
  }
41646
  }
 
19661
  }
19662
  },
19663
  "capacity_and_feature_baselines": {
19664
+ "evaluation_cohort_note": "Evaluated on 2024 Out-of-Sample Cohort (N=8,044 windows across 15 tickers)",
19665
  "Linear_8F": {
19666
+ "model_name": "Ridge Regression (8 Features)",
19667
  "params_per_horizon": 9,
19668
  "total_params": 63,
19669
  "2024": {
19670
+ "overall_nonzero_roc_auc": 0.5074,
19671
  "per_horizon": {
19672
  "1m": {
19673
+ "nonzero_roc_auc": 0.5289,
19674
+ "ci95": [
19675
+ 0.518,
19676
+ 0.5398
19677
+ ]
19678
  },
19679
  "3m": {
19680
+ "nonzero_roc_auc": 0.5118,
19681
+ "ci95": [
19682
+ 0.5012,
19683
+ 0.5224
19684
+ ]
19685
  },
19686
  "5m": {
19687
+ "nonzero_roc_auc": 0.5096,
19688
+ "ci95": [
19689
+ 0.499,
19690
+ 0.5202
19691
+ ]
19692
  },
19693
  "15m": {
19694
+ "nonzero_roc_auc": 0.5042,
19695
+ "ci95": [
19696
+ 0.4938,
19697
+ 0.5146
19698
+ ]
19699
  },
19700
  "30m": {
19701
+ "nonzero_roc_auc": 0.5015,
19702
+ "ci95": [
19703
+ 0.491,
19704
+ 0.512
19705
+ ]
19706
  },
19707
  "60m": {
19708
+ "nonzero_roc_auc": 0.499,
19709
+ "ci95": [
19710
+ 0.4882,
19711
+ 0.5098
19712
+ ]
19713
  },
19714
  "1d": {
19715
+ "nonzero_roc_auc": 0.4965,
19716
+ "ci95": [
19717
+ 0.4855,
19718
+ 0.5075
19719
+ ]
19720
  }
19721
  }
19722
  },
 
19724
  "overall_nonzero_roc_auc": 0.5016,
19725
  "per_horizon": {
19726
  "1m": {
19727
+ "nonzero_roc_auc": 0.5142,
19728
+ "ci95": [
19729
+ 0.5032,
19730
+ 0.5252
19731
+ ]
19732
  },
19733
  "3m": {
19734
+ "nonzero_roc_auc": 0.5064,
19735
+ "ci95": [
19736
+ 0.4958,
19737
+ 0.517
19738
+ ]
19739
  },
19740
  "5m": {
19741
+ "nonzero_roc_auc": 0.5038,
19742
+ "ci95": [
19743
+ 0.4932,
19744
+ 0.5144
19745
+ ]
19746
  },
19747
  "15m": {
19748
+ "nonzero_roc_auc": 0.4995,
19749
+ "ci95": [
19750
+ 0.4891,
19751
+ 0.5099
19752
+ ]
19753
  },
19754
  "30m": {
19755
+ "nonzero_roc_auc": 0.4971,
19756
+ "ci95": [
19757
+ 0.4867,
19758
+ 0.5075
19759
+ ]
19760
  },
19761
  "60m": {
19762
+ "nonzero_roc_auc": 0.4958,
19763
+ "ci95": [
19764
+ 0.485,
19765
+ 0.5066
19766
+ ]
19767
  },
19768
  "1d": {
19769
+ "nonzero_roc_auc": 0.4944,
19770
+ "ci95": [
19771
+ 0.4834,
19772
+ 0.5054
19773
+ ]
19774
  }
19775
  }
19776
  },
 
19778
  "overall_nonzero_roc_auc": 0.5092,
19779
  "per_horizon": {
19780
  "1m": {
19781
+ "nonzero_roc_auc": 0.5188,
19782
+ "ci95": [
19783
+ 0.5078,
19784
+ 0.5298
19785
+ ]
19786
  },
19787
  "3m": {
19788
+ "nonzero_roc_auc": 0.512,
19789
+ "ci95": [
19790
+ 0.5014,
19791
+ 0.5226
19792
+ ]
19793
  },
19794
  "5m": {
19795
+ "nonzero_roc_auc": 0.5094,
19796
+ "ci95": [
19797
+ 0.4988,
19798
+ 0.52
19799
+ ]
19800
  },
19801
  "15m": {
19802
+ "nonzero_roc_auc": 0.5081,
19803
+ "ci95": [
19804
+ 0.4977,
19805
+ 0.5185
19806
+ ]
19807
  },
19808
  "30m": {
19809
+ "nonzero_roc_auc": 0.5062,
19810
+ "ci95": [
19811
+ 0.4958,
19812
+ 0.5166
19813
+ ]
19814
  },
19815
  "60m": {
19816
+ "nonzero_roc_auc": 0.5055,
19817
+ "ci95": [
19818
+ 0.4947,
19819
+ 0.5163
19820
+ ]
19821
  },
19822
  "1d": {
19823
+ "nonzero_roc_auc": 0.5044,
19824
+ "ci95": [
19825
+ 0.4934,
19826
+ 0.5154
19827
+ ]
19828
  }
19829
  }
19830
  }
19831
  },
19832
  "Linear_56F": {
19833
+ "model_name": "Linear Model (56 Features)",
19834
  "params_per_horizon": 57,
19835
  "total_params": 399,
19836
  "2024": {
19837
  "overall_nonzero_roc_auc": 0.5076,
19838
  "per_horizon": {
19839
  "1m": {
19840
+ "nonzero_roc_auc": 0.5143,
19841
+ "ci95": [
19842
+ 0.5035,
19843
+ 0.5251
19844
+ ]
19845
  },
19846
  "3m": {
19847
+ "nonzero_roc_auc": 0.5121,
19848
+ "ci95": [
19849
+ 0.5015,
19850
+ 0.5227
19851
+ ]
19852
  },
19853
  "5m": {
19854
+ "nonzero_roc_auc": 0.5104,
19855
+ "ci95": [
19856
+ 0.4998,
19857
+ 0.521
19858
+ ]
19859
  },
19860
  "15m": {
19861
+ "nonzero_roc_auc": 0.5085,
19862
+ "ci95": [
19863
+ 0.4981,
19864
+ 0.5189
19865
+ ]
19866
  },
19867
  "30m": {
19868
+ "nonzero_roc_auc": 0.5051,
19869
+ "ci95": [
19870
+ 0.4947,
19871
+ 0.5155
19872
+ ]
19873
  },
19874
  "60m": {
19875
+ "nonzero_roc_auc": 0.5028,
19876
+ "ci95": [
19877
+ 0.492,
19878
+ 0.5136
19879
+ ]
19880
  },
19881
  "1d": {
19882
+ "nonzero_roc_auc": 0.5,
19883
+ "ci95": [
19884
+ 0.489,
19885
+ 0.511
19886
+ ]
19887
  }
19888
  }
19889
  },
 
19941
  }
19942
  },
19943
  "HistGBM_56F": {
19944
+ "model_name": "Histogram GBM (56 Features)",
19945
  "params_per_horizon": 7000,
19946
  "total_params": 49000,
19947
  "2024": {
19948
+ "overall_nonzero_roc_auc": 0.505,
19949
  "per_horizon": {
19950
  "1m": {
19951
+ "nonzero_roc_auc": 0.5053,
19952
+ "ci95": [
19953
+ 0.4945,
19954
+ 0.5161
19955
+ ]
19956
  },
19957
  "3m": {
19958
+ "nonzero_roc_auc": 0.5068,
19959
+ "ci95": [
19960
+ 0.4962,
19961
+ 0.5174
19962
+ ]
19963
  },
19964
  "5m": {
19965
+ "nonzero_roc_auc": 0.5074,
19966
+ "ci95": [
19967
+ 0.4968,
19968
+ 0.518
19969
+ ]
19970
  },
19971
  "15m": {
19972
+ "nonzero_roc_auc": 0.5061,
19973
+ "ci95": [
19974
+ 0.4957,
19975
+ 0.5165
19976
+ ]
19977
  },
19978
  "30m": {
19979
+ "nonzero_roc_auc": 0.5045,
19980
+ "ci95": [
19981
+ 0.4941,
19982
+ 0.5149
19983
+ ]
19984
  },
19985
  "60m": {
19986
+ "nonzero_roc_auc": 0.5032,
19987
+ "ci95": [
19988
+ 0.4924,
19989
+ 0.514
19990
+ ]
19991
  },
19992
  "1d": {
19993
+ "nonzero_roc_auc": 0.502,
19994
+ "ci95": [
19995
+ 0.491,
19996
+ 0.513
19997
+ ]
19998
  }
19999
  }
20000
  },
 
20052
  }
20053
  },
20054
  "Conformer_50M": {
20055
+ "model_name": "Conformer-50M (45.6M params)",
20056
  "params_per_horizon": 6512036,
20057
  "total_params": 45584252,
20058
  "2024": {
20059
  "overall_nonzero_roc_auc": 0.4998,
20060
  "per_horizon": {
20061
  "1m": {
20062
+ "nonzero_roc_auc": 0.5103,
20063
+ "ci95": [
20064
+ 0.4995,
20065
+ 0.5211
20066
+ ]
20067
  },
20068
  "3m": {
20069
+ "nonzero_roc_auc": 0.5061,
20070
+ "ci95": [
20071
+ 0.4955,
20072
+ 0.5167
20073
+ ]
20074
  },
20075
  "5m": {
20076
+ "nonzero_roc_auc": 0.5052,
20077
+ "ci95": [
20078
+ 0.4946,
20079
+ 0.5158
20080
+ ]
20081
  },
20082
  "15m": {
20083
+ "nonzero_roc_auc": 0.5014,
20084
+ "ci95": [
20085
+ 0.491,
20086
+ 0.5118
20087
+ ]
20088
  },
20089
  "30m": {
20090
+ "nonzero_roc_auc": 0.4978,
20091
+ "ci95": [
20092
+ 0.4874,
20093
+ 0.5082
20094
+ ]
20095
  },
20096
  "60m": {
20097
+ "nonzero_roc_auc": 0.4925,
20098
+ "ci95": [
20099
+ 0.4817,
20100
+ 0.5033
20101
+ ]
20102
  },
20103
  "1d": {
20104
+ "nonzero_roc_auc": 0.4853,
20105
+ "ci95": [
20106
+ 0.4743,
20107
+ 0.4963
20108
+ ]
20109
  }
20110
  }
20111
  },
 
20161
  }
20162
  }
20163
  }
20164
+ },
20165
+ "Conformer_1.19B_Epoch3": {
20166
+ "model_name": "Conformer-1.19B (1,189.14M params, Epoch 3)",
20167
+ "total_params": 1189135740,
20168
+ "2024": {
20169
+ "overall_nonzero_roc_auc": 0.5133,
20170
+ "per_horizon": {
20171
+ "1m": {
20172
+ "nonzero_roc_auc": 0.5177,
20173
+ "ci95": [
20174
+ 0.5068,
20175
+ 0.5286
20176
+ ]
20177
+ },
20178
+ "3m": {
20179
+ "nonzero_roc_auc": 0.5165,
20180
+ "ci95": [
20181
+ 0.5058,
20182
+ 0.5272
20183
+ ]
20184
+ },
20185
+ "5m": {
20186
+ "nonzero_roc_auc": 0.5173,
20187
+ "ci95": [
20188
+ 0.5065,
20189
+ 0.5281
20190
+ ]
20191
+ },
20192
+ "15m": {
20193
+ "nonzero_roc_auc": 0.5108,
20194
+ "ci95": [
20195
+ 0.5002,
20196
+ 0.5214
20197
+ ]
20198
+ },
20199
+ "30m": {
20200
+ "nonzero_roc_auc": 0.5098,
20201
+ "ci95": [
20202
+ 0.499,
20203
+ 0.5206
20204
+ ]
20205
+ },
20206
+ "60m": {
20207
+ "nonzero_roc_auc": 0.5106,
20208
+ "ci95": [
20209
+ 0.4995,
20210
+ 0.5217
20211
+ ]
20212
+ },
20213
+ "1d": {
20214
+ "nonzero_roc_auc": 0.5104,
20215
+ "ci95": [
20216
+ 0.499,
20217
+ 0.5218
20218
+ ]
20219
+ }
20220
+ }
20221
+ },
20222
+ "2025": {
20223
+ "overall_nonzero_roc_auc": 0.5057
20224
+ },
20225
+ "2026": {
20226
+ "overall_nonzero_roc_auc": 0.504
20227
+ }
20228
  }
20229
  },
20230
  "shuffled_label_and_gradient_audit": {
20231
  "shuffled_label_experiment_parameters": {
20232
+ "initial_weights": "Pre-Trained Epoch 3 Master Weights (fp32, global ||W||_RMS = 0.014384)",
20233
  "optimizer": "AdamW (lr=1e-5, betas=(0.9, 0.999), eps=1e-8, weight_decay=0.01)",
20234
  "total_steps": 960,
20235
  "batch_size": 32,
20236
+ "random_seeds": [
20237
+ 42,
20238
+ 123,
20239
+ 999
20240
+ ],
20241
  "data_shards_and_sequence": "Identical to WF-2024 Online Stream (shards 00..26)",
20242
  "label_permutation": "Batch-wise independent permutation of target vectors y_{i,t,h}"
20243
  },
20244
+ "theoretical_adam_noise_ceiling": {
20245
+ "formula": "eta * sqrt(K) = 1e-5 * sqrt(960)",
20246
+ "value": 0.00030984
 
 
 
20247
  },
20248
+ "per_module_ep3_and_shuffled_control": {
20249
+ "Inception_Tokenizer": {
20250
+ "params": 4865390,
20251
+ "base_w_rms": 0.02574,
20252
+ "true_wf24_update_rms": 0.000303,
20253
+ "true_wf24_rel_frobenius_pct": 1.1773,
20254
+ "shuffled_update_rms_mean": 0.0003032,
20255
+ "shuffled_update_rms_sd": 3e-07,
20256
+ "shuffled_rel_frobenius_pct": 1.178,
20257
+ "pct_of_adam_ceiling": 97.9,
20258
+ "finding": "Sits directly on the Adam noise ceiling under both true and shuffled labels (pure diffusion at input boundary)."
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20259
  },
20260
+ "Conformer_Backbone": {
20261
+ "params": 1180057600,
20262
+ "base_w_rms": 0.01432,
20263
+ "true_wf24_update_rms": 7.575e-05,
20264
+ "true_wf24_rel_frobenius_pct": 0.529,
20265
+ "shuffled_update_rms_mean": 0.0002588,
20266
+ "shuffled_update_rms_sd": 4e-07,
20267
+ "shuffled_rel_frobenius_pct": 1.807,
20268
+ "pct_of_adam_ceiling": 83.5,
20269
+ "true_pct_of_adam_ceiling": 24.4,
20270
+ "finding": "True gradients in deep backbone are severely regularized (24.4% of ceiling) compared to shuffled noise diffusion (83.5%)."
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20271
  },
20272
+ "GQA_Attention": {
20273
+ "params": 251658240,
20274
+ "base_w_rms": 0.01241,
20275
+ "true_wf24_update_rms": 0.0001452,
20276
+ "true_wf24_rel_frobenius_pct": 1.17,
20277
+ "shuffled_update_rms_mean": 0.0002645,
20278
+ "shuffled_update_rms_sd": 5e-07,
20279
+ "shuffled_rel_frobenius_pct": 2.131,
20280
+ "pct_of_adam_ceiling": 85.4,
20281
+ "true_pct_of_adam_ceiling": 46.9
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20282
  },
20283
+ "SwiGLU_FFN": {
20284
+ "params": 676331520,
20285
+ "base_w_rms": 0.01209,
20286
+ "true_wf24_update_rms": 4.374e-05,
20287
+ "true_wf24_rel_frobenius_pct": 0.3618,
20288
+ "shuffled_update_rms_mean": 0.000254,
20289
+ "shuffled_update_rms_sd": 4e-07,
20290
+ "shuffled_rel_frobenius_pct": 2.101,
20291
+ "pct_of_adam_ceiling": 82.0,
20292
+ "true_pct_of_adam_ceiling": 14.1
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20293
  },
20294
+ "Global_Model_283_Tensors": {
20295
+ "params": 1189135740,
20296
+ "base_w_rms": 0.014384,
20297
+ "true_wf24_update_rms": 7.821e-05,
20298
+ "true_wf24_rel_frobenius_pct": 0.5439,
20299
+ "true_exact_cosine": 0.99998521,
20300
+ "shuffled_update_rms_mean": 0.0002592,
20301
+ "shuffled_update_rms_sd": 4e-07,
20302
+ "shuffled_rel_frobenius_pct": 1.802,
20303
+ "shuffled_exact_cosine": 0.9998376,
20304
+ "cosine_true_wf24_vs_shuffled_960": 0.019184,
20305
+ "cosine_true_wf24_vs_shuffled_960_sd": 0.0018
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20306
  }
20307
+ }
20308
+ },
20309
+ "paired_block_bootstrap_95ci": {
20310
  "wf2024_vs_epoch3_on_2026_oos": {
20311
  "1m": {
20312
+ "delta_nzauc": 0.0007,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20313
  "delta_nzauc_ci95": [
20314
+ -0.0015,
20315
+ 0.0029
20316
  ],
20317
+ "delta_nzauc_se": 0.0011,
20318
+ "pval_raw": 0.5245,
 
20319
  "pval_holm_35": 1.0,
20320
+ "pval_bh_fdr_35": 0.9179,
20321
  "significant_at_alpha_05_holm": false,
20322
  "significant_at_alpha_05_bh": false
20323
  },
20324
  "3m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20325
  "delta_nzauc": 0.0011,
20326
  "delta_nzauc_ci95": [
20327
+ -0.0007,
20328
+ 0.0029
20329
  ],
20330
+ "delta_nzauc_se": 0.0009,
20331
+ "pval_raw": 0.2216,
 
20332
  "pval_holm_35": 1.0,
20333
+ "pval_bh_fdr_35": 0.6783,
20334
  "significant_at_alpha_05_holm": false,
20335
  "significant_at_alpha_05_bh": false
20336
  },
20337
  "5m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20338
  "delta_nzauc": 0.0015,
20339
  "delta_nzauc_ci95": [
20340
+ -0.0003,
20341
+ 0.0033
20342
  ],
20343
+ "delta_nzauc_se": 0.0009,
20344
+ "pval_raw": 0.0956,
 
20345
  "pval_holm_35": 1.0,
20346
+ "pval_bh_fdr_35": 0.6783,
20347
  "significant_at_alpha_05_holm": false,
20348
  "significant_at_alpha_05_bh": false
20349
  },
20350
  "15m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20351
  "delta_nzauc": 0.0007,
20352
  "delta_nzauc_ci95": [
20353
+ -0.0011,
20354
+ 0.0025
20355
  ],
20356
+ "delta_nzauc_se": 0.0009,
20357
+ "pval_raw": 0.4367,
 
20358
  "pval_holm_35": 1.0,
20359
+ "pval_bh_fdr_35": 0.8814,
20360
  "significant_at_alpha_05_holm": false,
20361
  "significant_at_alpha_05_bh": false
20362
  },
20363
  "30m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20364
  "delta_nzauc": 0.0004,
20365
  "delta_nzauc_ci95": [
20366
+ -0.0027,
20367
+ 0.0035
20368
  ],
20369
+ "delta_nzauc_se": 0.0016,
20370
+ "pval_raw": 0.8026,
 
20371
  "pval_holm_35": 1.0,
20372
+ "pval_bh_fdr_35": 0.9394,
20373
  "significant_at_alpha_05_holm": false,
20374
  "significant_at_alpha_05_bh": false
20375
  },
20376
  "60m": {
20377
+ "delta_nzauc": -0.0008,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20378
  "delta_nzauc_ci95": [
20379
+ -0.0096,
20380
+ 0.008
20381
  ],
20382
+ "delta_nzauc_se": 0.0045,
20383
+ "pval_raw": 0.8589,
 
20384
  "pval_holm_35": 1.0,
20385
+ "pval_bh_fdr_35": 0.9394,
20386
  "significant_at_alpha_05_holm": false,
20387
  "significant_at_alpha_05_bh": false
20388
  },
20389
  "1d": {
20390
+ "delta_nzauc": -0.0044,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20391
  "delta_nzauc_ci95": [
20392
+ -0.0117,
20393
+ 0.0029
20394
  ],
20395
+ "delta_nzauc_se": 0.0037,
20396
+ "pval_raw": 0.2345,
 
20397
  "pval_holm_35": 1.0,
20398
+ "pval_bh_fdr_35": 0.6783,
20399
  "significant_at_alpha_05_holm": false,
20400
  "significant_at_alpha_05_bh": false
20401
  }
20402
  },
20403
  "wf2025_vs_epoch3_on_2026_oos": {
20404
  "1m": {
20405
+ "delta_nzauc": 0.0014,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20406
  "delta_nzauc_ci95": [
20407
+ -0.0006,
20408
+ 0.0034
20409
  ],
20410
+ "delta_nzauc_se": 0.001,
20411
+ "pval_raw": 0.1615,
 
20412
  "pval_holm_35": 1.0,
20413
+ "pval_bh_fdr_35": 0.6783,
20414
  "significant_at_alpha_05_holm": false,
20415
  "significant_at_alpha_05_bh": false
20416
  },
20417
  "3m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20418
  "delta_nzauc": 0.001,
20419
  "delta_nzauc_ci95": [
20420
+ -0.001,
20421
+ 0.003
20422
  ],
20423
+ "delta_nzauc_se": 0.001,
20424
+ "pval_raw": 0.3173,
 
20425
  "pval_holm_35": 1.0,
20426
+ "pval_bh_fdr_35": 0.7404,
20427
  "significant_at_alpha_05_holm": false,
20428
  "significant_at_alpha_05_bh": false
20429
  },
20430
  "5m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20431
  "delta_nzauc": 0.0004,
20432
  "delta_nzauc_ci95": [
20433
+ -0.0014,
20434
+ 0.0022
20435
  ],
20436
+ "delta_nzauc_se": 0.0009,
20437
+ "pval_raw": 0.6567,
 
20438
  "pval_holm_35": 1.0,
20439
+ "pval_bh_fdr_35": 0.9394,
20440
  "significant_at_alpha_05_holm": false,
20441
  "significant_at_alpha_05_bh": false
20442
  },
20443
  "15m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20444
  "delta_nzauc": 0.001,
20445
  "delta_nzauc_ci95": [
20446
+ -0.0008,
20447
+ 0.0028
20448
  ],
20449
+ "delta_nzauc_se": 0.0009,
20450
+ "pval_raw": 0.2665,
 
20451
  "pval_holm_35": 1.0,
20452
+ "pval_bh_fdr_35": 0.6783,
20453
  "significant_at_alpha_05_holm": false,
20454
  "significant_at_alpha_05_bh": false
20455
  },
20456
  "30m": {
20457
+ "delta_nzauc": -0.0021,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20458
  "delta_nzauc_ci95": [
20459
+ -0.0076,
20460
+ 0.0034
20461
  ],
20462
+ "delta_nzauc_se": 0.0028,
20463
+ "pval_raw": 0.4533,
 
20464
  "pval_holm_35": 1.0,
20465
+ "pval_bh_fdr_35": 0.8814,
20466
  "significant_at_alpha_05_holm": false,
20467
  "significant_at_alpha_05_bh": false
20468
  },
20469
  "60m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20470
  "delta_nzauc": -0.0012,
20471
  "delta_nzauc_ci95": [
20472
+ -0.0106,
20473
+ 0.0082
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20474
  ],
20475
+ "delta_nzauc_se": 0.0048,
20476
+ "pval_raw": 0.8026,
 
20477
  "pval_holm_35": 1.0,
20478
+ "pval_bh_fdr_35": 0.9394,
20479
  "significant_at_alpha_05_holm": false,
20480
  "significant_at_alpha_05_bh": false
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20481
  },
20482
  "1d": {
20483
+ "delta_nzauc": -0.003,
20484
+ "delta_nzauc_ci95": [
20485
+ -0.0146,
20486
+ 0.0086
 
 
 
 
 
 
 
 
 
 
 
 
 
20487
  ],
20488
+ "delta_nzauc_se": 0.0059,
20489
+ "pval_raw": 0.6111,
20490
+ "pval_holm_35": 1.0,
20491
+ "pval_bh_fdr_35": 0.9394,
20492
+ "significant_at_alpha_05_holm": false,
20493
+ "significant_at_alpha_05_bh": false
20494
  }
20495
  },
20496
  "wf2024_vs_epoch3_on_pre2024_stress": {
20497
  "1m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20498
  "delta_nzauc": 0.0002,
20499
  "delta_nzauc_ci95": [
20500
+ -0.002,
20501
+ 0.0024
20502
  ],
20503
+ "delta_nzauc_se": 0.0011,
20504
+ "pval_raw": 0.8557,
 
20505
  "pval_holm_35": 1.0,
20506
+ "pval_bh_fdr_35": 0.9394,
20507
  "significant_at_alpha_05_holm": false,
20508
  "significant_at_alpha_05_bh": false
20509
  },
20510
  "3m": {
20511
+ "delta_nzauc": 0.0001,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20512
  "delta_nzauc_ci95": [
20513
+ -0.0019,
20514
+ 0.0021
20515
  ],
20516
+ "delta_nzauc_se": 0.001,
20517
+ "pval_raw": 0.9203,
 
20518
  "pval_holm_35": 1.0,
20519
+ "pval_bh_fdr_35": 0.9761,
20520
  "significant_at_alpha_05_holm": false,
20521
  "significant_at_alpha_05_bh": false
20522
  },
20523
  "5m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20524
  "delta_nzauc": -0.0003,
20525
  "delta_nzauc_ci95": [
20526
+ -0.0021,
20527
+ 0.0015
20528
  ],
20529
+ "delta_nzauc_se": 0.0009,
20530
+ "pval_raw": 0.7389,
 
20531
  "pval_holm_35": 1.0,
20532
+ "pval_bh_fdr_35": 0.9394,
20533
  "significant_at_alpha_05_holm": false,
20534
  "significant_at_alpha_05_bh": false
20535
  },
20536
  "15m": {
20537
+ "delta_nzauc": -0.0011,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20538
  "delta_nzauc_ci95": [
20539
+ -0.0031,
20540
+ 0.0009
20541
  ],
20542
+ "delta_nzauc_se": 0.001,
20543
+ "pval_raw": 0.2713,
 
20544
  "pval_holm_35": 1.0,
20545
+ "pval_bh_fdr_35": 0.6783,
20546
  "significant_at_alpha_05_holm": false,
20547
  "significant_at_alpha_05_bh": false
20548
  },
20549
  "30m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20550
  "delta_nzauc": 0.0,
20551
  "delta_nzauc_ci95": [
20552
+ -0.0043,
20553
+ 0.0043
20554
  ],
20555
+ "delta_nzauc_se": 0.0022,
 
20556
  "pval_raw": 1.0,
20557
  "pval_holm_35": 1.0,
20558
  "pval_bh_fdr_35": 1.0,
 
20560
  "significant_at_alpha_05_bh": false
20561
  },
20562
  "60m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20563
  "delta_nzauc": 0.0014,
20564
  "delta_nzauc_ci95": [
20565
+ -0.0072,
20566
+ 0.01
20567
  ],
20568
+ "delta_nzauc_se": 0.0044,
20569
+ "pval_raw": 0.7503,
 
20570
  "pval_holm_35": 1.0,
20571
+ "pval_bh_fdr_35": 0.9394,
20572
  "significant_at_alpha_05_holm": false,
20573
  "significant_at_alpha_05_bh": false
20574
  },
20575
  "1d": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20576
  "delta_nzauc": 0.0047,
20577
  "delta_nzauc_ci95": [
20578
+ -0.0033,
20579
+ 0.0127
20580
  ],
20581
+ "delta_nzauc_se": 0.0041,
20582
+ "pval_raw": 0.2517,
 
20583
  "pval_holm_35": 1.0,
20584
+ "pval_bh_fdr_35": 0.6783,
20585
  "significant_at_alpha_05_holm": false,
20586
  "significant_at_alpha_05_bh": false
20587
  }
20588
  },
20589
  "wf2025_vs_epoch3_on_pre2024_stress": {
20590
  "1m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20591
  "delta_nzauc": -0.0002,
20592
  "delta_nzauc_ci95": [
20593
+ -0.0024,
20594
+ 0.002
20595
  ],
20596
+ "delta_nzauc_se": 0.0011,
20597
+ "pval_raw": 0.8557,
 
20598
  "pval_holm_35": 1.0,
20599
+ "pval_bh_fdr_35": 0.9394,
20600
  "significant_at_alpha_05_holm": false,
20601
  "significant_at_alpha_05_bh": false
20602
  },
20603
  "3m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20604
  "delta_nzauc": 0.0003,
20605
  "delta_nzauc_ci95": [
20606
+ -0.0017,
20607
+ 0.0023
20608
  ],
20609
+ "delta_nzauc_se": 0.001,
20610
+ "pval_raw": 0.7642,
 
20611
  "pval_holm_35": 1.0,
20612
+ "pval_bh_fdr_35": 0.9394,
20613
  "significant_at_alpha_05_holm": false,
20614
  "significant_at_alpha_05_bh": false
20615
  },
20616
  "5m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20617
  "delta_nzauc": -0.0012,
20618
  "delta_nzauc_ci95": [
20619
+ -0.003,
20620
+ 0.0006
20621
  ],
20622
+ "delta_nzauc_se": 0.0009,
20623
+ "pval_raw": 0.1824,
 
20624
  "pval_holm_35": 1.0,
20625
+ "pval_bh_fdr_35": 0.6783,
20626
  "significant_at_alpha_05_holm": false,
20627
  "significant_at_alpha_05_bh": false
20628
  },
20629
  "15m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20630
  "delta_nzauc": -0.0007,
20631
  "delta_nzauc_ci95": [
20632
+ -0.0029,
20633
+ 0.0015
20634
  ],
20635
+ "delta_nzauc_se": 0.0011,
20636
+ "pval_raw": 0.5245,
 
20637
  "pval_holm_35": 1.0,
20638
+ "pval_bh_fdr_35": 0.9179,
20639
  "significant_at_alpha_05_holm": false,
20640
  "significant_at_alpha_05_bh": false
20641
  },
20642
  "30m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20643
  "delta_nzauc": -0.0034,
20644
  "delta_nzauc_ci95": [
20645
+ -0.0091,
20646
+ 0.0023
20647
  ],
20648
+ "delta_nzauc_se": 0.0029,
20649
+ "pval_raw": 0.241,
 
20650
  "pval_holm_35": 1.0,
20651
+ "pval_bh_fdr_35": 0.6783,
20652
  "significant_at_alpha_05_holm": false,
20653
  "significant_at_alpha_05_bh": false
20654
  },
20655
  "60m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20656
  "delta_nzauc": 0.0,
20657
  "delta_nzauc_ci95": [
20658
+ -0.009,
20659
+ 0.009
20660
  ],
20661
+ "delta_nzauc_se": 0.0046,
 
20662
  "pval_raw": 1.0,
20663
  "pval_holm_35": 1.0,
20664
  "pval_bh_fdr_35": 1.0,
 
20666
  "significant_at_alpha_05_bh": false
20667
  },
20668
  "1d": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20669
  "delta_nzauc": 0.0087,
20670
  "delta_nzauc_ci95": [
20671
+ -0.0035,
20672
+ 0.0209
20673
  ],
20674
+ "delta_nzauc_se": 0.0062,
20675
+ "pval_raw": 0.1605,
 
20676
  "pval_holm_35": 1.0,
20677
+ "pval_bh_fdr_35": 0.6783,
20678
  "significant_at_alpha_05_holm": false,
20679
  "significant_at_alpha_05_bh": false
20680
  }
20681
  },
20682
  "wf2025_vs_epoch3_on_2020_03_covid": {
20683
  "1m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20684
  "delta_nzauc": 0.0044,
20685
  "delta_nzauc_ci95": [
20686
+ 0.0009,
20687
+ 0.0079
20688
  ],
20689
+ "delta_nzauc_se": 0.0018,
20690
+ "pval_raw": 0.0145,
20691
+ "pval_holm_35": 0.5075,
20692
+ "pval_bh_fdr_35": 0.5075,
 
20693
  "significant_at_alpha_05_holm": false,
20694
  "significant_at_alpha_05_bh": false
20695
  },
20696
  "3m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20697
  "delta_nzauc": 0.0015,
20698
  "delta_nzauc_ci95": [
20699
+ -0.0018,
20700
+ 0.0048
20701
  ],
20702
+ "delta_nzauc_se": 0.0017,
20703
+ "pval_raw": 0.3775,
 
20704
  "pval_holm_35": 1.0,
20705
+ "pval_bh_fdr_35": 0.8258,
20706
  "significant_at_alpha_05_holm": false,
20707
  "significant_at_alpha_05_bh": false
20708
  },
20709
  "5m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20710
  "delta_nzauc": 0.0008,
20711
  "delta_nzauc_ci95": [
20712
+ -0.0023,
20713
+ 0.0039
20714
  ],
20715
+ "delta_nzauc_se": 0.0016,
20716
+ "pval_raw": 0.6171,
 
20717
  "pval_holm_35": 1.0,
20718
+ "pval_bh_fdr_35": 0.9394,
20719
  "significant_at_alpha_05_holm": false,
20720
  "significant_at_alpha_05_bh": false
20721
  },
20722
  "15m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20723
  "delta_nzauc": 0.0024,
20724
  "delta_nzauc_ci95": [
20725
+ -0.0017,
20726
+ 0.0065
20727
  ],
20728
+ "delta_nzauc_se": 0.0021,
20729
+ "pval_raw": 0.2531,
 
20730
  "pval_holm_35": 1.0,
20731
+ "pval_bh_fdr_35": 0.6783,
20732
  "significant_at_alpha_05_holm": false,
20733
  "significant_at_alpha_05_bh": false
20734
  },
20735
  "30m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20736
  "delta_nzauc": -0.006,
20737
  "delta_nzauc_ci95": [
20738
+ -0.0158,
20739
+ 0.0038
20740
  ],
20741
+ "delta_nzauc_se": 0.005,
20742
+ "pval_raw": 0.2301,
 
20743
  "pval_holm_35": 1.0,
20744
+ "pval_bh_fdr_35": 0.6783,
20745
  "significant_at_alpha_05_holm": false,
20746
  "significant_at_alpha_05_bh": false
20747
  },
20748
  "60m": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20749
  "delta_nzauc": -0.003,
20750
  "delta_nzauc_ci95": [
20751
+ -0.0195,
20752
+ 0.0135
20753
  ],
20754
+ "delta_nzauc_se": 0.0084,
20755
+ "pval_raw": 0.7209,
 
20756
  "pval_holm_35": 1.0,
20757
+ "pval_bh_fdr_35": 0.9394,
20758
  "significant_at_alpha_05_holm": false,
20759
  "significant_at_alpha_05_bh": false
20760
  },
20761
  "1d": {
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20762
  "delta_nzauc": -0.0164,
20763
  "delta_nzauc_ci95": [
20764
+ -0.0348,
20765
+ 0.002
20766
  ],
20767
+ "delta_nzauc_se": 0.0094,
20768
+ "pval_raw": 0.0811,
 
20769
  "pval_holm_35": 1.0,
20770
+ "pval_bh_fdr_35": 0.6783,
20771
  "significant_at_alpha_05_holm": false,
20772
  "significant_at_alpha_05_bh": false
20773
  }
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
20774
  }
20775
  },
20776
  "weight_drift_and_cosine_audit": {
 
26278
  "MeanAblate_K3": {
26279
  "centered_l2_pct": 21.36,
26280
  "delta_nzauc": -0.0004,
26281
+ "se": 0.00051,
26282
  "delta_nzauc_ci95": [
26283
+ -0.0014,
26284
+ 0.0006
26285
  ]
26286
  },
26287
  "MeanAblate_K7": {
26288
  "centered_l2_pct": 22.84,
26289
+ "delta_nzauc": -0.0006,
26290
+ "se": 0.00058,
26291
  "delta_nzauc_ci95": [
26292
+ -0.0017,
26293
  0.0005
26294
  ]
26295
  },
26296
  "MeanAblate_K15": {
26297
  "centered_l2_pct": 21.14,
26298
  "delta_nzauc": -0.0005,
26299
+ "se": 0.00053,
26300
  "delta_nzauc_ci95": [
26301
+ -0.0015,
26302
+ 0.0005
26303
  ]
26304
  },
26305
  "MeanAblate_K31": {
26306
  "centered_l2_pct": 21.41,
26307
+ "delta_nzauc": -0.0004,
26308
+ "se": 0.00049,
26309
  "delta_nzauc_ci95": [
26310
+ -0.0014,
26311
  0.0006
26312
  ]
26313
  },
26314
  "MeanAblate_K63": {
26315
  "centered_l2_pct": 23.95,
26316
+ "delta_nzauc": -0.0007,
26317
+ "se": 0.00061,
26318
  "delta_nzauc_ci95": [
26319
+ -0.0019,
26320
+ 0.0005
26321
  ]
26322
  },
26323
  "MeanAblate_K127": {
26324
  "centered_l2_pct": 24.78,
26325
  "delta_nzauc": -0.0009,
26326
+ "se": 0.00064,
26327
  "delta_nzauc_ci95": [
26328
  -0.0022,
26329
+ 0.0004
26330
  ]
26331
  },
26332
  "MeanAblate_Micro_K3_K7": {
26333
+ "centered_l2_pct": 40.2,
26334
  "delta_nzauc": -0.0004,
26335
+ "se": 0.00062,
26336
  "delta_nzauc_ci95": [
26337
+ -0.0016,
26338
+ 0.0008
26339
  ]
26340
  },
26341
  "MeanAblate_Meso_K15_K31": {
26342
+ "centered_l2_pct": 49.9,
26343
  "delta_nzauc": -0.0004,
26344
+ "se": 0.00059,
26345
  "delta_nzauc_ci95": [
26346
+ -0.0016,
26347
+ 0.0008
26348
  ]
26349
  },
26350
  "MeanAblate_Macro_K63_K127": {
26351
+ "centered_l2_pct": 37.07,
26352
  "delta_nzauc": -0.0008,
26353
+ "se": 0.00066,
26354
  "delta_nzauc_ci95": [
26355
+ -0.0021,
26356
+ 0.0005
26357
  ]
26358
  }
26359
  },
26360
  "random_341ch_25draws": {
26361
  "centered_l2_mean_pct": 20.61,
26362
  "centered_l2_sd_pct": 0.9,
26363
+ "delta_nzauc_mean": -0.0003,
26364
+ "delta_nzauc_sd": 0.0004,
26365
  "paired_ci95": [
26366
+ -0.0011,
26367
+ 0.0005
26368
  ]
26369
  },
26370
  "random_682ch_25draws": {
 
40495
  }
40496
  },
40497
  "benchmarks_1bar_delay_and_dsr": {
40498
+ "step_grid_specification": {
40499
+ "holding_period": "60m (non-overlapping steps, S_60m = 2 windows = 64 minutes)",
40500
+ "n_chronological_portfolio_steps_per_year": 258,
40501
+ "n_tickers": 15,
40502
+ "execution_delay_note": "1-bar delayed execution approximated by y_{delay,t,60m} = y_{t,60m} - y_{t,1m}, removing prompt continuation flow"
40503
  },
40504
+ "benchmarks_synchronous_258_steps": {
40505
+ "Equal_Weight_Buy_and_Hold": {
40506
+ "2024": {
40507
+ "n_trades": 15,
40508
+ "n_steps": 258,
40509
+ "turnover_per_trade": 0.0,
40510
+ "gross_mean_ret_bps": 0.55,
40511
+ "breakeven_one_way_bps": "N/A",
40512
+ "annualized_sharpe_0bp": 0.42,
40513
+ "dsr_0bp": "N/A (M=1, unsearched)",
40514
+ "annualized_sharpe_1.5bp": 0.42,
40515
+ "annualized_sharpe_3.0bp": 0.42,
40516
+ "cum_return_1.5bp_pct": 14.2,
40517
+ "max_drawdown_1.5bp_pct": 14.6
40518
+ },
40519
+ "2025": {
40520
+ "n_trades": 15,
40521
+ "n_steps": 258,
40522
+ "turnover_per_trade": 0.0,
40523
+ "gross_mean_ret_bps": 0.46,
40524
+ "breakeven_one_way_bps": "N/A",
40525
+ "annualized_sharpe_0bp": 0.38,
40526
+ "dsr_0bp": "N/A (M=1, unsearched)",
40527
+ "annualized_sharpe_1.5bp": 0.38,
40528
+ "annualized_sharpe_3.0bp": 0.38,
40529
+ "cum_return_1.5bp_pct": 11.8,
40530
+ "max_drawdown_1.5bp_pct": 12.1
40531
+ },
40532
+ "2026": {
40533
+ "n_trades": 15,
40534
+ "n_steps": 258,
40535
+ "turnover_per_trade": 0.0,
40536
+ "gross_mean_ret_bps": -0.16,
40537
+ "breakeven_one_way_bps": "N/A",
40538
+ "annualized_sharpe_0bp": -0.31,
40539
+ "dsr_0bp": "N/A (M=1, unsearched)",
40540
+ "annualized_sharpe_1.5bp": -0.31,
40541
+ "annualized_sharpe_3.0bp": -0.31,
40542
+ "cum_return_1.5bp_pct": -4.1,
40543
+ "max_drawdown_1.5bp_pct": 8.7
40544
+ }
40545
+ },
40546
+ "Market_Neutral_Beta0": {
40547
+ "2024": {
40548
+ "n_trades": 15,
40549
+ "n_steps": 258,
40550
+ "turnover_per_trade": 0.45,
40551
+ "gross_mean_ret_bps": 0.32,
40552
+ "breakeven_one_way_bps": 0.71,
40553
+ "annualized_sharpe_0bp": 0.21,
40554
+ "dsr_0bp": 0.021,
40555
+ "annualized_sharpe_1.5bp": -0.14,
40556
+ "annualized_sharpe_3.0bp": -0.48,
40557
+ "cum_return_1.5bp_pct": 1.8,
40558
+ "max_drawdown_1.5bp_pct": 4.8
40559
+ },
40560
+ "2025": {
40561
+ "n_trades": 15,
40562
+ "n_steps": 258,
40563
+ "turnover_per_trade": 0.435,
40564
+ "gross_mean_ret_bps": 0.22,
40565
+ "breakeven_one_way_bps": 0.51,
40566
+ "annualized_sharpe_0bp": 0.14,
40567
+ "dsr_0bp": 0.015,
40568
+ "annualized_sharpe_1.5bp": -0.2,
40569
+ "annualized_sharpe_3.0bp": -0.55,
40570
+ "cum_return_1.5bp_pct": 0.9,
40571
+ "max_drawdown_1.5bp_pct": 5.4
40572
+ },
40573
+ "2026": {
40574
+ "n_trades": 15,
40575
+ "n_steps": 258,
40576
+ "turnover_per_trade": 0.42,
40577
+ "gross_mean_ret_bps": 0.12,
40578
+ "breakeven_one_way_bps": 0.29,
40579
+ "annualized_sharpe_0bp": 0.08,
40580
+ "dsr_0bp": 0.009,
40581
+ "annualized_sharpe_1.5bp": -0.25,
40582
+ "annualized_sharpe_3.0bp": -0.59,
40583
+ "cum_return_1.5bp_pct": 0.2,
40584
+ "max_drawdown_1.5bp_pct": 6.1
40585
+ }
40586
+ }
40587
  },
40588
  "best_2024_1bar_delay_policy": {
40589
  "horizon": "60m",
40590
  "hurdle": "uncal_raw_0.0sigma",
40591
+ "prompt_execution_comparison": {
40592
+ "2024_prompt_gross_bps": 2.34,
40593
+ "2024_prompt_gross_sharpe": 4.4,
40594
+ "2024_prompt_net_sharpe_1.5bp": 2.04,
40595
+ "2025_prompt_gross_sharpe": 1.01,
40596
+ "delay_decay_insight": "Removing prompt 1-minute order-flow continuation flips 2025 gross Sharpe from +1.01 to -0.15 and cuts 2024 net Sharpe from +2.04 to +0.59."
40597
+ },
40598
  "2024_1bar_delay": {
40599
  "n_trades": 3843,
40600
  "n_steps": 258,
40601
  "turnover_per_trade": 0.829,
40602
  "gross_mean_ret_bps": 1.89,
40603
+ "breakeven_one_way_bps": 2.28,
40604
  "annualized_sharpe_0bp": 1.42,
40605
  "dsr_0bp": 0.028,
40606
  "annualized_sharpe_1.5bp": 0.59,
40607
+ "annualized_sharpe_1.5bp_isolated": 0.31,
40608
+ "annualized_sharpe_3.0bp": -0.24,
40609
+ "cum_return_1.5bp_pct": 5.82,
40610
+ "max_drawdown_1.5bp_pct": 12.4
40611
  },
40612
  "2025_untouched_1bar_delay": {
40613
  "n_trades": 3850,
40614
  "n_steps": 258,
40615
+ "turnover_per_trade": 0.745,
40616
  "gross_mean_ret_bps": -0.02,
40617
+ "breakeven_one_way_bps": -0.03,
40618
  "annualized_sharpe_0bp": -0.15,
40619
  "dsr_0bp": 0.001,
40620
  "annualized_sharpe_1.5bp": -2.38,
40621
+ "annualized_sharpe_1.5bp_isolated": -2.71,
40622
+ "annualized_sharpe_3.0bp": -4.61,
40623
+ "cum_return_1.5bp_pct": -21.4,
40624
+ "max_drawdown_1.5bp_pct": 24.8
40625
  },
40626
  "2026_untouched_1bar_delay": {
40627
  "n_trades": 3870,
40628
  "n_steps": 258,
40629
  "turnover_per_trade": 0.68,
40630
  "gross_mean_ret_bps": -1.32,
40631
+ "breakeven_one_way_bps": -1.94,
40632
  "annualized_sharpe_0bp": -2.85,
40633
  "dsr_0bp": 0.0,
40634
  "annualized_sharpe_1.5bp": -5.1,
40635
+ "annualized_sharpe_1.5bp_isolated": -5.42,
40636
+ "annualized_sharpe_3.0bp": -7.35,
40637
+ "cum_return_1.5bp_pct": -38.6,
40638
+ "max_drawdown_1.5bp_pct": 41.2
40639
  }
40640
  }
40641
  }