ColdFire / Primary Model Research

Primary Reweight + V07/WB07 Attribution

Separates P11-style attempt reweighting, V07 volatility-shock features, and the combined candidate.

Current Answer

Baseline

V07/WB07 Attribution Test

variant AUC Δ PR Δ OOS PnL Δ 72h role Δ 96h role Δ 120h role Δ 168h role Δ role min Δ seq30 Δ seq60 Δ orders Δ interpretation

`Feature only` was rerun in the same strict ablation output. `Reweight only` is the matching P11 cd40/w1.1 run without V07/WB07. The combo is the deployable research candidate.

Search Counts

Prior Feature-Only Evidence

This older one-by-one feature result uses a slightly different baseline, so it is directional evidence rather than the strict attribution source.

All Positive Feature + Reweight Candidates

candidate family cooldown weight AUC Δ PR Δ OOS PnL Δ role min Δ role mean Δ seq30 Δ seq60 Δ orders Δ