AstrolabeMarket TerminalBETA

MODEL CARDS

Model cards

The three frozen models behind the terminal: what they are for, what they saw, how they were checked, and where they fail.

Evidence labels used here: reported stated by the run owner; independently tested re-checked by a tool, with method, date and scope; source-inspected read from code or committed files.

HMM · XAUUSD, QQQM

Gaussian HMM regime model

  • FROZEN
  • SOURCE-INSPECTED
  • M5 COORDINATE

One frozen Gaussian hidden Markov model per instrument (XAUUSD, QQQM). It labels every 5-minute bar with a latent regime and routes the regime-specific classifier.

01Intended use

Describe which latent regime a historical bar most resembles, and choose the regime-specific classifier. Research and education only.

02Not for

Trading decisions, live signals or any claim that a regime will persist. Regime names are interpretations derived from training characteristics, not externally observed market facts.

03Inputs

The original HMM schema has 31 ordered inputs, built on D1/H4/H1/M15/M5 and aligned to the M5 bar.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.3 · source-inspected

04Settings

Gaussian HMM with K4 states, diag covariance, 200 iterations and seed 42 (Table 3.3). HMM imputation uses training medians, followed by a training-fitted StandardScaler.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.4 Table 3.3 · source-inspected

05Data periods

Labelled populations in native tagged model coordinates (Table 3.4). XAUUSD history is the imported/resampled original record; QQQM history is the native MT5 original record.

Data periods
InstrumentDevelopmentFixed holdoutHistorical fresh
XAUUSD380,752 rows · 2020-01-03 03:50 → 2025-07-09 20:2567,192 rows · 2025-07-09 20:30 → 2026-07-03 19:302,017 rows · 2026-07-07 18:30 → 2026-07-24 22:25
QQQM75,574 rows · 2021-03-19 20:50 → 2025-10-07 18:2513,337 rows · 2025-10-07 18:30 → 2026-07-02 22:30988 rows · 2026-07-06 16:30 → 2026-07-24 22:30
Development, holdout and fresh periods never overlapcalendar time, per instrument
202120222023202420252026 XAUUSDQQQM

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.1, §3.2.6 Table 3.4 · source-inspected

06Validation

MR-01: causal versus whole-sequence regime labels

REPLICATION GATE PASS IN EVERY POPULATION
  • sensitivity analysis of a stated limitation; exploratory; not a new model, not confirmatory
  • primary variant: causal_online_viterbi_cold

The original regime labels were decoded over whole sequences, which can use bars after the row being labelled. MR-01 re-decoded them causally (online, no later bars) and compared the two. For each instrument and population the table gives the replication-gate status and the share of rows on which the causal labels equal the whole-sequence labels, as written in the metrics file. Populations are not pooled and instruments are not averaged.

Dot plot of MR-01 label agreement for 12 populations (QQQM and XAUUSD development folds 1 to 4, fixed holdout, historical fresh); every value is between 0.98 and 1.
Each dot is one population's share of rows on which causal (online) regime labels equal the whole-sequence labels, as written in the MR-01 metrics file. The lowest plotted value is 0.9861179970252851 (XAUUSD · historical fresh) and the highest is 0.9985443959243085 (QQQM · development fold 4). The axis starts at 0.98, not 0. Evidence label: reported (owner-run; metrics file as posted; not recomputed).
MR-01: causal versus whole-sequence regime labels: values with source and evidence label
ValueResultEvidenceSource
Label recorded with the resultsensitivity analysis of a stated limitation; exploratory; not a new model, not confirmatoryreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /label
Primary causal variantcausal_online_viterbi_coldreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /primary_variant
Run date2026-11-02reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /run_date
QQQM development fold 1: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_1/status
QQQM development fold 1: label agreement, causal vs whole-sequence0.9958978430594151reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_1/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 2: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_2/status
QQQM development fold 2: label agreement, causal vs whole-sequence0.9943099113404791reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_2/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 3: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_3/status
QQQM development fold 3: label agreement, causal vs whole-sequence0.9915310308323408reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_3/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 4: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_4/status
QQQM development fold 4: label agreement, causal vs whole-sequence0.9985443959243085reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_4/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM fixed holdout: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1fixed_holdout/status
QQQM fixed holdout: label agreement, causal vs whole-sequence0.9939266701657045reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1fixed_holdout/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM historical fresh: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1historical_fresh/status
QQQM historical fresh: label agreement, causal vs whole-sequence0.9919028340080972reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1historical_fresh/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 1: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_1/status
XAUUSD development fold 1: label agreement, causal vs whole-sequence0.9983453709783322reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_1/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 2: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_2/status
XAUUSD development fold 2: label agreement, causal vs whole-sequence0.9965331582403152reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_2/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 3: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_3/status
XAUUSD development fold 3: label agreement, causal vs whole-sequence0.9977675640183847reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_3/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 4: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_4/status
XAUUSD development fold 4: label agreement, causal vs whole-sequence0.9962967826657912reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_4/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD fixed holdout: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1fixed_holdout/status
XAUUSD fixed holdout: label agreement, causal vs whole-sequence0.9903559947612811reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1fixed_holdout/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD historical fresh: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1historical_fresh/status
XAUUSD historical fresh: label agreement, causal vs whole-sequence0.9861179970252851reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1historical_fresh/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence

Per-population results are on the Research page.

07Known failure modes

Original whole-window decoding lets later evaluation emissions influence earlier state assignments (MR-01). The result is retrospective conditional classification evidence, not established row-by-row causal adaptive superiority.

State names are interpretations derived from training characteristics; the economic names are not externally observed truth.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.5 · source-inspected

08Version

Frozen original CP2 bundle per instrument. The model files are not published on this site.

MR-01 frozen protocol experiments/cp2_mr01_causal_v1/PROTOCOL_FROZEN_v1.md, sha256 e06465f6c87ed7e40b66b381b9b767053c738c72d02a631bea8185b0d469fbca (computed from the committed file at build time) · source-inspected

Frozen-protocol hash: UNAVAILABLE No committed file records a frozen-protocol hash for the original CP2 model bundle. The bundle hash is checked in the private terminal's model registry; model files are not published.

XGB · REGIME

Adaptive (regime-routed) XGBoost

  • FROZEN
  • SOURCE-INSPECTED
  • DOWN / NEUTRAL / UP

One XGBoost classifier per admitted regime and instrument, chosen by the regime model; the global classifier is the fallback.

01Intended use

Estimate Down, Neutral and Up probabilities for a stored historical bar and explain them in the terminal. Its output is shown as model output, not a signal.

02Not for

Live trading, recommendations or position sizing.

03Target

The forward target is the close return to the sixth subsequent M5 row. Up is assigned when r_t>0.001; Down when r_t<−0.001; Neutral includes both boundaries and the intervening region. Elapsed horizon must be 25–35 minutes.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.2 · source-inspected

04Inputs

The recorded final classifier schema has 170 ordered inputs, including volume-profile features (point-of-control distance, value-area position). Target, future_return, horizon_elapsed and identity fields are excluded from classifier input.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.3 · source-inspected

05Settings

Same explicit settings as the global model: multi:softprob, 200 trees, depth 4, learning_rate=0.05, subsample=0.8, colsample_bytree=0.8, seed 42, tree_method hist. A regime is admitted with ≥1,000 training rows and ≥2 distinct labels; otherwise the global fallback is used.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.4 Table 3.3 · source-inspected

06Evaluation

Development uses four expanding folds with initial training 60%, validation 10% and step 10%; the latest 15% rounded row count is the fixed holdout; a later historical fresh period is evaluated separately.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.6 · source-inspected

07Metrics

Headline model figures: development, fixed holdout and historical fresh

  • values as written in the Chapter 4 claims ledger
  • populations reported separately, never pooled

Direction-model figures exactly as the Chapter 4 results-claims ledger of the CP2 report draft records them: the regime-adaptive model under its original whole-sequence regime labels, and the unchanged global model relisted from its saved metrics, for each instrument on the development folds (equal mean of the four folds, as the file gives it), the fixed holdout and the historical fresh period. Populations are named as the ledger names them; the ledger rows give no calendar dates. Exploratory research results, not a trading recommendation and not investment advice.

Headline model figures: development, fixed holdout and historical fresh: values with source and evidence label
ValueResultEvidenceSource
QQQM development (equal mean of the four folds) whole-sequence Macro-F1 (C04-R179)0.3896784170912872reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R179/value_as_written
QQQM development (equal mean of the four folds) whole-sequence accuracy (C04-R181)0.468969167659124reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R181/value_as_written
QQQM fixed holdout whole-sequence Macro-F1 (C04-R99)0.391185042763235reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R99/value_as_written
QQQM fixed holdout whole-sequence accuracy (C04-R101)0.47222013946164804reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R101/value_as_written
QQQM fixed holdout global Macro-F1 (relisted) (C04-R105)0.3559988734227451reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R105/value_as_written
QQQM historical fresh whole-sequence Macro-F1 (C04-R109)0.3943384106077888reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R109/value_as_written
QQQM historical fresh whole-sequence accuracy (C04-R111)0.44534412955465585reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R111/value_as_written
QQQM historical fresh global Macro-F1 (relisted) (C04-R115)0.3624472129438476reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R115/value_as_written
XAUUSD development (equal mean of the four folds) whole-sequence Macro-F1 (C04-R185)0.3439477396205161reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R185/value_as_written
XAUUSD development (equal mean of the four folds) whole-sequence accuracy (C04-R187)0.7081746552856205reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R187/value_as_written
XAUUSD fixed holdout whole-sequence Macro-F1 (C04-R159)0.40280872264291845reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R159/value_as_written
XAUUSD fixed holdout whole-sequence accuracy (C04-R161)0.4931092987260388reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R161/value_as_written
XAUUSD fixed holdout global Macro-F1 (relisted) (C04-R165)0.3634154387733373reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R165/value_as_written
XAUUSD historical fresh whole-sequence Macro-F1 (C04-R169)0.37821750685585914reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R169/value_as_written
XAUUSD historical fresh whole-sequence accuracy (C04-R171)0.4774417451660882reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R171/value_as_written
XAUUSD historical fresh global Macro-F1 (relisted) (C04-R175)0.3465026681071915reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R175/value_as_written

MR-01: causal versus whole-sequence regime labels

REPLICATION GATE PASS IN EVERY POPULATION
  • sensitivity analysis of a stated limitation; exploratory; not a new model, not confirmatory
  • primary variant: causal_online_viterbi_cold

The original regime labels were decoded over whole sequences, which can use bars after the row being labelled. MR-01 re-decoded them causally (online, no later bars) and compared the two. For each instrument and population the table gives the replication-gate status and the share of rows on which the causal labels equal the whole-sequence labels, as written in the metrics file. Populations are not pooled and instruments are not averaged.

Dot plot of MR-01 label agreement for 12 populations (QQQM and XAUUSD development folds 1 to 4, fixed holdout, historical fresh); every value is between 0.98 and 1.
Each dot is one population's share of rows on which causal (online) regime labels equal the whole-sequence labels, as written in the MR-01 metrics file. The lowest plotted value is 0.9861179970252851 (XAUUSD · historical fresh) and the highest is 0.9985443959243085 (QQQM · development fold 4). The axis starts at 0.98, not 0. Evidence label: reported (owner-run; metrics file as posted; not recomputed).
MR-01: causal versus whole-sequence regime labels: values with source and evidence label
ValueResultEvidenceSource
Label recorded with the resultsensitivity analysis of a stated limitation; exploratory; not a new model, not confirmatoryreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /label
Primary causal variantcausal_online_viterbi_coldreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /primary_variant
Run date2026-11-02reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /run_date
QQQM development fold 1: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_1/status
QQQM development fold 1: label agreement, causal vs whole-sequence0.9958978430594151reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_1/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 2: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_2/status
QQQM development fold 2: label agreement, causal vs whole-sequence0.9943099113404791reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_2/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 3: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_3/status
QQQM development fold 3: label agreement, causal vs whole-sequence0.9915310308323408reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_3/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 4: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_4/status
QQQM development fold 4: label agreement, causal vs whole-sequence0.9985443959243085reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_4/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM fixed holdout: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1fixed_holdout/status
QQQM fixed holdout: label agreement, causal vs whole-sequence0.9939266701657045reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1fixed_holdout/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM historical fresh: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1historical_fresh/status
QQQM historical fresh: label agreement, causal vs whole-sequence0.9919028340080972reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1historical_fresh/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 1: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_1/status
XAUUSD development fold 1: label agreement, causal vs whole-sequence0.9983453709783322reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_1/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 2: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_2/status
XAUUSD development fold 2: label agreement, causal vs whole-sequence0.9965331582403152reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_2/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 3: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_3/status
XAUUSD development fold 3: label agreement, causal vs whole-sequence0.9977675640183847reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_3/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 4: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_4/status
XAUUSD development fold 4: label agreement, causal vs whole-sequence0.9962967826657912reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_4/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD fixed holdout: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1fixed_holdout/status
XAUUSD fixed holdout: label agreement, causal vs whole-sequence0.9903559947612811reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1fixed_holdout/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD historical fresh: replication gatePASSreported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1historical_fresh/status
XAUUSD historical fresh: label agreement, causal vs whole-sequence0.9861179970252851reported (owner-run; metrics file as posted; not recomputed)experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1historical_fresh/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence

Per-population results are on the Research page.

08Known failure modes

MR02: the inspected original adjacent split functions did not establish an explicit target-maturity purge. No affected-row count is calculated and no performance correction is claimed.

Routing depends on retrospective HMM state assignments (MR-01).

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.2, §3.2.5; MR02 record · source-inspected

09Version

Frozen original CP2 bundles. Model files are not published on this site.

MR-01 frozen protocol experiments/cp2_mr01_causal_v1/PROTOCOL_FROZEN_v1.md, sha256 e06465f6c87ed7e40b66b381b9b767053c738c72d02a631bea8185b0d469fbca (computed from the committed file at build time) · source-inspected

Frozen-protocol hash: UNAVAILABLE No committed file records a frozen-protocol hash for the original CP2 model bundle. The bundle hash is checked in the private terminal's model registry; model files are not published.

XGB · GLOBAL

Global XGBoost

  • FROZEN
  • SOURCE-INSPECTED
  • BASELINE

One classifier for the whole original feature population of an instrument: the comparison baseline for regime routing and its fallback.

01Intended use

Answer the research question by comparison: does routing by regime beat one pooled model? Research and education only.

02Settings

multi:softprob, mlogloss, 200 trees, depth 4, learning_rate=0.05, subsample=0.8, colsample_bytree=0.8, seed 42, tree_method hist (Table 3.3).

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.4 Table 3.3 · source-inspected

03Comparison

Headline model figures: development, fixed holdout and historical fresh

  • values as written in the Chapter 4 claims ledger
  • populations reported separately, never pooled

Direction-model figures exactly as the Chapter 4 results-claims ledger of the CP2 report draft records them: the regime-adaptive model under its original whole-sequence regime labels, and the unchanged global model relisted from its saved metrics, for each instrument on the development folds (equal mean of the four folds, as the file gives it), the fixed holdout and the historical fresh period. Populations are named as the ledger names them; the ledger rows give no calendar dates. Exploratory research results, not a trading recommendation and not investment advice.

Headline model figures: development, fixed holdout and historical fresh: values with source and evidence label
ValueResultEvidenceSource
QQQM development (equal mean of the four folds) whole-sequence Macro-F1 (C04-R179)0.3896784170912872reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R179/value_as_written
QQQM development (equal mean of the four folds) whole-sequence accuracy (C04-R181)0.468969167659124reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R181/value_as_written
QQQM fixed holdout whole-sequence Macro-F1 (C04-R99)0.391185042763235reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R99/value_as_written
QQQM fixed holdout whole-sequence accuracy (C04-R101)0.47222013946164804reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R101/value_as_written
QQQM fixed holdout global Macro-F1 (relisted) (C04-R105)0.3559988734227451reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R105/value_as_written
QQQM historical fresh whole-sequence Macro-F1 (C04-R109)0.3943384106077888reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R109/value_as_written
QQQM historical fresh whole-sequence accuracy (C04-R111)0.44534412955465585reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R111/value_as_written
QQQM historical fresh global Macro-F1 (relisted) (C04-R115)0.3624472129438476reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R115/value_as_written
XAUUSD development (equal mean of the four folds) whole-sequence Macro-F1 (C04-R185)0.3439477396205161reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R185/value_as_written
XAUUSD development (equal mean of the four folds) whole-sequence accuracy (C04-R187)0.7081746552856205reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R187/value_as_written
XAUUSD fixed holdout whole-sequence Macro-F1 (C04-R159)0.40280872264291845reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R159/value_as_written
XAUUSD fixed holdout whole-sequence accuracy (C04-R161)0.4931092987260388reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R161/value_as_written
XAUUSD fixed holdout global Macro-F1 (relisted) (C04-R165)0.3634154387733373reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R165/value_as_written
XAUUSD historical fresh whole-sequence Macro-F1 (C04-R169)0.37821750685585914reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R169/value_as_written
XAUUSD historical fresh whole-sequence accuracy (C04-R171)0.4774417451660882reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R171/value_as_written
XAUUSD historical fresh global Macro-F1 (relisted) (C04-R175)0.3465026681071915reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R175/value_as_written

Per-population results are on the Research page.

04Known failure modes

The same target definition and MR02 qualification as the regime-routed models apply. It pools regimes, so a regime-specific pattern can be averaged away.

05Version

Frozen original CP2 bundle. The model file is not published on this site.

How to read these cards

Each card says what a frozen model is for, what it saw, how it was checked and where it fails. The models never changed after freezing; the terminal reads them, it does not retrain them.

  • Not investment advice.

    No card is a recommendation, and no model output is a trading signal.

  • Exploratory research.

    Results are descriptive; no study-wide error rate is certified.

  • Data stays private.

    Broker prices, model files and predictions are not published on this site.