Selected Model
Selection Guardrails
Selection unitfeature family combination
Search shapeall 127 non-empty subsets
Robust filterAUC + OOS PnL + 72h + 96h
Next prooffuture / nested walk-forward
This page records the research tag. A good result here is a candidate, not a final proof of live edge.
Top Robust Combinations
| combo | families | dAUC | dPnL | 72h | 96h |
|---|
Feature Family Passes
| family | status | dAUC | dPnL | 96h roleplay |
|---|
Interpretation
S01 sigma-to-close converts BTC distance-to-strike into remaining-time sigma units. It catches high-price trades where the strike is still close enough to be crossed by normal last-minute volatility.
T01 trend-z converts recent BTC drift into side-aware sigma units. It separates close-but-moving-away from close-and-moving-toward-the-strike cases.
Deep links: one-by-one feature ledger and full combination ledger.