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27 days ago
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Add the volatility-regime model and surface its measured accuracy
Hourly BTC direction is not predictable: the three deployed direction artifacts score ROC-AUC 0.47-0.50 with negative MCC, below an always-UP baseline, and independent work with correct methodology reproduces the same result. Their reported F1 of ~0.60 at 6h and 24h is majority-class behaviour, not skill. Realised volatility does cluster, so it is predictable. This adds a model for "will the next 24h be more volatile than the trailing 90-day median", measured at 0.7129 accuracy +/- 0.0224 over five chronological walk-forward folds (2022-2026, 65,563 hourly candles), ROC-AUC 0.7895, MCC 0.4284. The target is balanced, and it beats a persistence baseline of 0.6561 in all five folds. The direction figures are left as they are. They describe different models on a different task, and relabelling them with this number would claim an accuracy those artifacts do not have. Two findings worth recording, both caught by measurement: * the model must receive threshold-relative features, or pl…a442066