The Search-Space Atlas

Machine-readable summary

Every figure below is generated at build time from the same artifacts the interactive plates draw from, so no script has to run to read this page. The interactive version above is the same numbers with controls on them.

Every plate carries this label in its own header as well. The narrowing is a PREFIX of the rank-ordered ticker axis Plane C already stores, so no simulation was re-run for it, and the top-500 result is kept as a paired control — see plate XV's universe control, where the two are compared configuration by configuration.

Study: is the grammar wide enough?

Every boundary that was a CUT rather than a structural floor was extended and re-measured, with each new level compared against the old boundary at identical coordinates on every other axis. A 5-minute opening range, a zero buffer, a 5-minute entry window and a zero volume filter are floors, not cuts, and cannot be extended.

There are 2 probes and they are a CHAIN: v3x read against v3 then v3y read against v3x. A continuation is compared against the furthest level already tested, never against the original boundary — the question is whether the axis is still moving, and re-answering it from the start would be re-reporting a settled result as a new one.

Probe v3x, read against v3

# Probe v3x — what was run
key	value
grammar	v3x
grammar_digest	1e27d39d42a8684f3ed2bad0ec71a1f8
reference_grammar	v3
lattice	12 x 9 x 23 x 11 x 18
configurations	491832
configurations_in_reference	143640
plane_c	7e64fe0a8d92
rel_volume	a95c6a4c7b1b
sessions	4531
span	2005-01-03 to 2022-12-30
years	18
flat_below_fraction_of_a_step	0.500000
direction_share_required	0.600000
min_trades_for_a_level	20
verdict_vocabulary	adequate, not-extended, clipped, plateau, reversing, under-resolved, sample-limited, sample-starved

# Probe v3x — every tested end, every statistic
axis	end	verdict	boundary_level	extension_levels	step_inside	step_first_past_boundary	step_furthest_evaluable	share_improved_first	share_improved_furthest	levels_evaluable	levels_starved	median_trades_per_extension_level	flat_threshold	reason
or_bars	upper	clipped	24	30,36,48	-0.024150	-0.061392	-0.068300	0.375501	0.414000	3	0	4290.5,3204.0,2460.5	0.032400	the axis is still moving past the boundary: -0.061 at the first extension level and -0.068 at the furthest evaluable one, against a typical step of 0.065, with 41% of the 15,960 paired configurations moving the same way. The grid was cut before this axis stopped mattering
buffer	upper	clipped	0.25	0.4,0.6,1.0	-0.057610	-0.030973	0.021700	0.425822	0.526200	3	0	7970.0,4108.5,1337.5	0.018540	the axis is still moving past the boundary: -0.031 at the first extension level and +0.022 at the furthest evaluable one, against a typical step of 0.037, with 53% of the 23,940 paired configurations moving the same way. The grid was cut before this axis stopped mattering
stop	tight OR	plateau	0.25x OR	0.15x OR,0.10x OR	-0.149109	-0.019079	-0.033720	0.423204	0.407500	2	0	23980.0,23980.0	0.035450	the axis was still moving at the boundary — -0.149 over the last step inside — and stops there: -0.019 at the first extension level and -0.034 at the furthest evaluable one, both under the 0.035 that half a typical step on this axis is worth. The boundary lands on the flat
stop	tight ATR	clipped	0.07x ATR	0.05x ATR,0.03x ATR	-0.029309	-0.030357	-0.076410	0.338272	0.256000	2	0	23980.0,23980.0	0.035450	the axis is still moving past the boundary: -0.030 at the first extension level and -0.076 at the furthest evaluable one, against a typical step of 0.071, with 26% of the 7,560 paired configurations moving the same way. The grid was cut before this axis stopped mattering
entry_window	upper	plateau	360	480	-0.190840	0.000000	0.000000	0.075884	0.075900	1	0	57783.5	0.057730	the axis was still moving at the boundary — -0.191 over the last step inside — and stops there: +0.000 at the first extension level and +0.000 at the furthest evaluable one, both under the 0.058 that half a typical step on this axis is worth. The boundary lands on the flat
rel_volume_min	upper	sample-limited	15.0	20.0,30.0,50.0,100.0	0.100200	0.051362	NA	0.649448	NA	0	0	297.0,114.5,33.0,9.0	0.039410	the levels past this boundary hold enough trades over the whole span and not in any single year — at most 3 of the 12 years a stability statement needs. The pooled numbers are reported below and the axis is UNRESOLVED: the sample gives out before the effect does, and a level rarer still would be a number with nothing behind it

# Probe v3x — or_bars: every level, verdict clipped
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
1	True	-0.497860	0.156600	NA	NA	71691.500000	701.000000	18	False	-1.806970
2	True	-0.583220	0.091200	NA	NA	49418.000000	247.000000	18	False	-2.247070
3	True	-0.591740	0.067200	NA	NA	38023.000000	120.000000	18	False	-2.257560
4	True	-0.585030	0.034000	NA	NA	31144.000000	68.000000	18	False	-2.302190
6	True	-0.587600	0.025300	NA	NA	23185.500000	35.000000	18	False	-2.191190
9	True	-0.596900	0.037400	NA	NA	15029.000000	13.000000	18	False	-1.990140
12	True	-0.472210	0.085700	NA	NA	11558.000000	11.000000	18	False	-1.539500
18	True	-0.208460	0.233800	NA	NA	7363.000000	0.000000	18	False	-0.556660
24	True	-0.190960	0.272000	NA	NA	5465.500000	1.000000	18	False	-0.479390
30	False	-0.279640	0.269300	-0.061390	0.375500	4290.500000	1.000000	18	False	-0.617590
36	False	-0.292090	0.220200	-0.111970	0.330400	3204.000000	1.000000	18	False	-0.594860
48	False	-0.241670	0.260600	-0.068300	0.414000	2460.500000	0.000000	18	False	-0.540130

# Probe v3x — buffer: every level, verdict clipped
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
0.0	True	-0.392000	0.148900	NA	NA	33623.000000	41.000000	18	False	-1.409450
0.025	True	-0.428630	0.136000	NA	NA	31571.000000	29.000000	18	False	-1.568510
0.05	True	-0.458460	0.122100	NA	NA	28686.000000	22.000000	18	False	-1.708620
0.1	True	-0.530310	0.080900	NA	NA	24023.000000	8.000000	18	False	-2.005720
0.15	True	-0.546640	0.098600	NA	NA	19841.000000	4.000000	18	False	-2.099740
0.25	True	-0.577380	0.082300	NA	NA	13154.000000	0.000000	18	False	-2.204910
0.4	False	-0.569050	0.090900	-0.030970	0.425800	7970.000000	0.000000	18	False	-2.102810
0.6	False	-0.527350	0.070300	-0.026900	0.453900	4108.500000	0.000000	18	False	-1.877060
1.0	False	-0.533050	0.075600	0.021700	0.526200	1337.500000	0.000000	18	False	-1.557290

# Probe v3x — stop: every level, verdict clipped
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
0.10x OR	False	-0.983510	0.014300	-0.033720	0.407500	23980.000000	0.000000	18	False	-2.156610
0.15x OR	False	-0.971270	0.013400	-0.019080	0.423200	23980.000000	0.000000	18	False	-2.347250
0.25x OR	True	-0.952320	0.014300	NA	NA	23980.000000	0.000000	18	False	-2.667660
0.50x OR	True	-0.833090	0.016900	NA	NA	23980.000000	0.000000	18	False	-2.892760
0.75x OR	True	-0.610370	0.040500	NA	NA	23980.000000	0.000000	18	False	-2.356430
1.00x OR	True	-0.324410	0.172500	NA	NA	23980.000000	0.000000	18	False	-1.301350
1.50x OR	True	-0.313340	0.176300	NA	NA	23980.000000	0.000000	18	False	-1.324660
2.00x OR	True	-0.319190	0.167900	NA	NA	23980.000000	0.000000	18	False	-1.372310
3.00x OR	True	-0.289480	0.190200	NA	NA	23980.000000	0.000000	18	False	-1.233080
4.00x OR	True	-0.269960	0.203400	NA	NA	23980.000000	0.000000	18	False	-1.171000
no stop	True	-0.247410	0.224700	NA	NA	23980.000000	0.000000	18	False	-1.055350
3.00x ATR	True	-0.264620	0.207900	NA	NA	23980.000000	0.000000	18	False	-1.134060
2.20x ATR	True	-0.274730	0.195100	NA	NA	23980.000000	0.000000	18	False	-1.162610
1.40x ATR	True	-0.307040	0.162400	NA	NA	23980.000000	0.000000	18	False	-1.300190
0.90x ATR	True	-0.406400	0.108300	NA	NA	23980.000000	0.000000	18	False	-1.687650
0.60x ATR	True	-0.507850	0.077200	NA	NA	23980.000000	0.000000	18	False	-2.064880
0.40x ATR	True	-0.602670	0.050100	NA	NA	23980.000000	0.000000	18	False	-2.277730
0.25x ATR	True	-0.665070	0.036000	NA	NA	23980.000000	0.000000	18	False	-2.266970
0.15x ATR	True	-0.738380	0.027900	NA	NA	23980.000000	0.000000	18	False	-2.232600
0.10x ATR	True	-0.773030	0.022000	NA	NA	23980.000000	0.000000	18	False	-2.111070
0.07x ATR	True	-0.806910	0.024100	NA	NA	23980.000000	0.000000	18	False	-1.978190
0.05x ATR	False	-0.835220	0.019400	-0.030360	0.338300	23980.000000	0.000000	18	False	-1.867220
0.03x ATR	False	-0.905180	0.018700	-0.076410	0.256000	23980.000000	0.000000	18	False	-1.779450

# Probe v3x — stop: steps inside the grammar larger than the whole extension past it
from	to	from_level	to_level	median_delta_sharpe
0.50x OR	0.75x OR	3	4	0.245500
0.75x OR	1.00x OR	4	5	0.283800

# Probe v3x — entry_window: every level, verdict plateau
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
5	True	-0.157190	0.303500	NA	NA	5596.000000	0.000000	18	False	-0.402650
10	True	-0.261730	0.171700	NA	NA	10924.000000	4.000000	18	False	-0.810460
15	True	-0.354900	0.107800	NA	NA	15018.000000	10.000000	18	False	-1.246790
20	True	-0.423010	0.090600	NA	NA	17790.000000	12.000000	18	False	-1.469870
30	True	-0.501450	0.095200	NA	NA	23066.000000	15.000000	18	False	-1.771650
60	True	-0.617240	0.080300	NA	NA	33055.500000	53.000000	18	False	-2.167750
90	True	-0.663760	0.067500	NA	NA	37765.000000	85.000000	18	False	-2.335690
150	True	-0.781340	0.069800	NA	NA	45573.000000	126.000000	18	False	-2.614660
240	True	-0.935350	0.071400	NA	NA	51532.000000	203.000000	18	False	-2.946900
360	True	-1.196250	0.056900	NA	NA	57783.500000	230.000000	18	False	-3.442430
480	False	-1.214150	0.057400	0.000000	0.075900	57783.500000	230.000000	18	False	-3.476750

# Probe v3x — rel_volume_min: every level, verdict sample-limited
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
0.0	True	-1.174380	0.028300	NA	NA	531593.500000	2022.000000	18	False	-2.478160
0.6	True	-1.089760	0.048000	NA	NA	433435.500000	1593.000000	18	False	-2.299580
0.8	True	-0.974250	0.070800	NA	NA	334428.500000	1236.000000	18	False	-2.128210
1.0	True	-0.843670	0.096900	NA	NA	240449.000000	854.000000	18	False	-1.921530
1.3	True	-0.725330	0.117100	NA	NA	145791.500000	472.000000	18	False	-1.807080
1.8	True	-0.594000	0.136100	NA	NA	69750.500000	202.000000	18	False	-1.761880
2.5	True	-0.522990	0.113500	NA	NA	31694.000000	84.000000	18	False	-1.957450
3.0	True	-0.499910	0.091300	NA	NA	20266.000000	55.000000	18	False	-2.014650
4.0	True	-0.376670	0.128400	NA	NA	10380.500000	27.000000	18	False	-1.707390
5.0	True	-0.296370	0.188100	NA	NA	6295.000000	14.000000	18	False	-1.499730
6.0	True	-0.345850	0.168700	NA	NA	4176.500000	9.000000	18	False	-1.823850
8.0	True	-0.338910	0.123200	NA	NA	2213.500000	3.000000	18	False	-1.607470
10.0	True	-0.339350	0.089500	NA	NA	1362.000000	2.000000	18	False	-1.508240
15.0	True	-0.249580	0.160800	NA	NA	564.000000	0.000000	17	False	-0.793920
20.0	False	-0.193100	0.162500	0.051360	0.649400	297.000000	0.000000	3	False	-0.516570
30.0	False	-0.055590	0.406000	0.174040	0.814400	114.500000	0.000000	0	False	-0.075750
50.0	False	-0.003530	0.484700	0.245230	0.832000	33.000000	0.000000	0	False	0.000000
100.0	False	0.253120	0.709000	0.448320	0.968200	9.000000	0.000000	0	True	0.047840

# Probe v3x — the whole lattice
key	value
median_sharpe_probe	-0.397426
median_sharpe_v3	-0.490431
median_trades_probe	2575.500000
median_trades_v3	23980.000000
configs_with_a_sharpe	478285
configs_starved	72611

# Probe v3x — verdicts by class
key	value
adequate	0
not-extended	0
clipped	3
plateau	1
reversing	0
under-resolved	0
sample-limited	1
sample-starved	0

Probe v3y, read against v3x

# Probe v3y — what was run
key	value
grammar	v3y
grammar_digest	b0017b7eec29c4d2bd80f2c507f062fe
reference_grammar	v3x
lattice	14 x 12 x 29 x 11 x 18
configurations	964656
configurations_in_reference	491832
plane_c	181c6c416a4c
rel_volume	d84937b8d90d
sessions	4531
span	2005-01-03 to 2022-12-30
years	18
flat_below_fraction_of_a_step	0.500000
direction_share_required	0.600000
min_trades_for_a_level	20
verdict_vocabulary	adequate, not-extended, clipped, plateau, reversing, under-resolved, sample-limited, sample-starved

# Probe v3y — every tested end, every statistic
axis	end	verdict	boundary_level	extension_levels	step_inside	step_first_past_boundary	step_furthest_evaluable	share_improved_first	share_improved_furthest	levels_evaluable	levels_starved	median_trades_per_extension_level	flat_threshold	reason
or_bars	upper	sample-limited	48	60,72	0.000000	-0.042587	NA	0.439665	NA	0	0	186.5,71.0	0.026320	the levels past this boundary hold enough trades over the whole span and not in any single year — at most 0 of the 12 years a stability statement needs. The pooled numbers are reported below and the axis is UNRESOLVED: the sample gives out before the effect does, and a level rarer still would be a number with nothing behind it
buffer	upper	sample-limited	1.0	1.5,2.5,4.0	0.059081	0.081632	NA	0.639589	NA	0	0	60.5,13.0,3.0	0.011870	the levels past this boundary hold enough trades over the whole span and not in any single year — at most 0 of the 12 years a stability statement needs. The pooled numbers are reported below and the axis is UNRESOLVED: the sample gives out before the effect does, and a level rarer still would be a number with nothing behind it
stop	loose OR	adequate	4.00x OR	6.00x OR,9.00x OR,14.00x OR	0.000000	0.000000	0.000000	0.490166	0.470500	3	0	2575.5,2575.5,2575.5	0.022640	flat on both sides: +0.000 over the last step inside and +0.000 across the whole evaluable extension, against 0.023. The effect had already stopped before the cut
stop	loose ATR	adequate	3.00x ATR	4.50x ATR,7.00x ATR,11.00x ATR	0.001617	0.000000	0.001450	0.454580	0.532000	3	0	2575.5,2575.5,2575.5	0.022640	flat on both sides: +0.002 over the last step inside and +0.001 across the whole evaluable extension, against 0.023. The effect had already stopped before the cut

# Probe v3y — or_bars: every level, verdict sample-limited
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
1	True	-0.525440	0.163300	NA	NA	27091.000000	1.000000	18	False	-1.808300
2	True	-0.550620	0.175300	NA	NA	14772.000000	0.000000	18	False	-1.941670
3	True	-0.497600	0.132600	NA	NA	9555.500000	0.000000	18	False	-1.838210
4	True	-0.516630	0.106100	NA	NA	6939.500000	0.000000	18	False	-1.918740
6	True	-0.544000	0.092300	NA	NA	4576.500000	0.000000	18	False	-1.753650
9	True	-0.585890	0.094900	NA	NA	2513.000000	0.000000	18	False	-1.673680
12	True	-0.451450	0.120700	NA	NA	1819.500000	0.000000	18	False	-1.208590
18	True	-0.263030	0.207000	NA	NA	1057.500000	0.000000	18	False	-0.445770
24	True	-0.242390	0.236100	NA	NA	696.500000	0.000000	18	False	-0.370260
30	True	-0.235830	0.287300	NA	NA	513.000000	0.000000	17	False	-0.269060
36	True	-0.267060	0.217300	NA	NA	366.500000	0.000000	11	False	-0.320900
48	True	-0.235830	0.267700	NA	NA	254.000000	0.000000	0	False	-0.216590
60	False	-0.345010	0.118500	-0.042590	0.439700	186.500000	0.000000	0	False	-0.258170
72	False	-0.055560	0.393400	0.205820	0.692100	71.000000	0.000000	0	False	-0.004100

# Probe v3y — buffer: every level, verdict sample-limited
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
0.0	True	-0.309210	0.231400	NA	NA	8006.000000	0.000000	18	False	-0.848200
0.025	True	-0.339280	0.221800	NA	NA	7426.000000	0.000000	18	False	-0.967770
0.05	True	-0.366510	0.206300	NA	NA	6614.000000	0.000000	18	False	-1.093330
0.1	True	-0.422060	0.159700	NA	NA	5235.500000	0.000000	18	False	-1.326830
0.15	True	-0.442890	0.161500	NA	NA	4119.500000	0.000000	18	False	-1.387300
0.25	True	-0.446960	0.159700	NA	NA	2486.500000	0.000000	18	False	-1.305990
0.4	True	-0.441310	0.156600	NA	NA	1248.000000	0.000000	18	False	-1.127300
0.6	True	-0.409390	0.145800	NA	NA	588.500000	0.000000	18	False	-0.903290
1.0	True	-0.394720	0.132400	NA	NA	174.000000	0.000000	0	False	-0.590390
1.5	False	-0.352000	0.140500	0.081630	0.639600	60.500000	0.000000	0	False	-0.331060
2.5	False	-0.304800	0.126100	0.199560	0.726500	13.000000	0.000000	0	True	-0.110420
4.0	False	-0.264730	0.096900	0.319110	0.797100	3.000000	0.000000	0	True	-0.030030

# Probe v3y — buffer: steps inside the grammar larger than the whole extension past it
from	to	from_level	to_level	median_delta_sharpe
0.05	0.1	2	3	-0.076200

# Probe v3y — stop: every level, verdict under-resolved
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
0.10x OR	True	-0.711810	0.062500	NA	NA	2575.500000	0.000000	18	False	-1.601510
0.15x OR	True	-0.700370	0.073000	NA	NA	2575.500000	0.000000	18	False	-1.724360
0.25x OR	True	-0.663150	0.088200	NA	NA	2575.500000	0.000000	18	False	-1.851470
0.50x OR	True	-0.568570	0.104700	NA	NA	2575.500000	0.000000	18	False	-1.762670
0.75x OR	True	-0.406110	0.174100	NA	NA	2575.500000	0.000000	18	False	-1.284270
1.00x OR	True	-0.235830	0.265800	NA	NA	2575.500000	0.000000	18	False	-0.568320
1.50x OR	True	-0.232270	0.270200	NA	NA	2575.500000	0.000000	18	False	-0.556850
2.00x OR	True	-0.235830	0.264900	NA	NA	2575.500000	0.000000	18	False	-0.580490
3.00x OR	True	-0.217500	0.283500	NA	NA	2575.500000	0.000000	18	False	-0.517980
4.00x OR	True	-0.211820	0.287000	NA	NA	2575.500000	0.000000	18	False	-0.491580
6.00x OR	False	-0.199720	0.297000	0.000000	0.490200	2575.500000	0.000000	18	False	-0.447250
9.00x OR	False	-0.198750	0.297400	0.000000	0.486900	2575.500000	0.000000	18	False	-0.442940
14.00x OR	False	-0.198910	0.297000	0.000000	0.470500	2575.500000	0.000000	18	False	-0.441220
no stop	True	-0.195990	0.300200	NA	NA	2575.500000	0.000000	18	False	-0.430590
11.00x ATR	False	-0.198300	0.297700	0.001450	0.532000	2575.500000	0.000000	18	False	-0.439120
7.00x ATR	False	-0.198430	0.297900	0.002280	0.554700	2575.500000	0.000000	18	False	-0.438170
4.50x ATR	False	-0.204090	0.293900	0.000000	0.454600	2575.500000	0.000000	18	False	-0.460270
3.00x ATR	True	-0.204690	0.292600	NA	NA	2575.500000	0.000000	18	False	-0.464990
2.20x ATR	True	-0.207810	0.287800	NA	NA	2575.500000	0.000000	18	False	-0.485690
1.40x ATR	True	-0.232010	0.268000	NA	NA	2575.500000	0.000000	18	False	-0.567920
0.90x ATR	True	-0.288880	0.218900	NA	NA	2575.500000	0.000000	18	False	-0.832530
0.60x ATR	True	-0.372210	0.181600	NA	NA	2575.500000	0.000000	18	False	-1.112820
0.40x ATR	True	-0.444770	0.136600	NA	NA	2575.500000	0.000000	18	False	-1.318720
0.25x ATR	True	-0.489220	0.103500	NA	NA	2575.500000	0.000000	18	False	-1.412320
0.15x ATR	True	-0.551650	0.086600	NA	NA	2575.500000	0.000000	18	False	-1.524400
0.10x ATR	True	-0.584810	0.072200	NA	NA	2575.500000	0.000000	18	False	-1.523190
0.07x ATR	True	-0.614380	0.071400	NA	NA	2575.500000	0.000000	18	False	-1.481730
0.05x ATR	True	-0.623660	0.071800	NA	NA	2575.500000	0.000000	18	False	-1.398210
0.03x ATR	True	-0.669140	0.061100	NA	NA	2575.500000	0.000000	18	False	-1.334970

# Probe v3y — stop: steps inside the grammar larger than the whole extension past it
from	to	from_level	to_level	median_delta_sharpe
0.50x OR	0.75x OR	3	4	0.180400
0.75x OR	1.00x OR	4	5	0.182500

# Probe v3y — entry_window: every level, verdict not-extended
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
5	True	-0.183680	0.264700	NA	NA	223.500000	0.000000	0	False	-0.088000
10	True	-0.235830	0.220800	NA	NA	524.000000	0.000000	18	False	-0.300340
15	True	-0.281100	0.180600	NA	NA	882.000000	0.000000	18	False	-0.483860
20	True	-0.317790	0.167400	NA	NA	1193.000000	0.000000	18	False	-0.687500
30	True	-0.382890	0.149000	NA	NA	1793.000000	0.000000	18	False	-1.035100
60	True	-0.482120	0.150000	NA	NA	3378.000000	0.000000	18	False	-1.542650
90	True	-0.516820	0.157100	NA	NA	4496.500000	1.000000	18	False	-1.786080
150	True	-0.597680	0.164900	NA	NA	6473.000000	1.000000	18	False	-2.082910
240	True	-0.677960	0.166600	NA	NA	8190.500000	1.000000	18	False	-2.356470
360	True	-0.767680	0.152200	NA	NA	9245.500000	1.000000	18	False	-2.592680
480	True	-0.772660	0.152200	NA	NA	9262.500000	1.000000	18	False	-2.603920

# Probe v3y — rel_volume_min: every level, verdict not-extended
level	in_reference	median_sharpe	positive_config_share	paired_delta_vs_boundary	share_improved_vs_boundary	median_trades	min_trades	years_evaluable	sample_starved	median_total_return
0.0	True	-1.379090	0.049600	NA	NA	311008.000000	12.000000	18	False	-2.742730
0.6	True	-1.306770	0.071400	NA	NA	253994.500000	11.000000	18	False	-2.526290
0.8	True	-1.188730	0.077400	NA	NA	196409.500000	10.000000	18	False	-2.366150
1.0	True	-1.056010	0.080900	NA	NA	139531.000000	7.000000	18	False	-2.192470
1.3	True	-0.912660	0.088600	NA	NA	81385.000000	3.000000	18	False	-2.072110
1.8	True	-0.777280	0.099300	NA	NA	36067.500000	2.000000	18	False	-2.027700
2.5	True	-0.670520	0.074800	NA	NA	15128.000000	0.000000	18	False	-2.100180
3.0	True	-0.581530	0.073300	NA	NA	9362.500000	0.000000	18	False	-1.957760
4.0	True	-0.454730	0.092000	NA	NA	4629.500000	0.000000	18	False	-1.613720
5.0	True	-0.343170	0.146900	NA	NA	2723.000000	0.000000	18	False	-1.148660
6.0	True	-0.339010	0.155800	NA	NA	1783.000000	0.000000	18	False	-1.106990
8.0	True	-0.311330	0.157600	NA	NA	935.000000	0.000000	18	False	-0.940370
10.0	True	-0.291390	0.163300	NA	NA	561.000000	0.000000	16	False	-0.774410
15.0	True	-0.235830	0.211200	NA	NA	231.000000	0.000000	0	False	-0.426910
20.0	True	-0.222800	0.169900	NA	NA	118.000000	0.000000	0	False	-0.338470
30.0	True	-0.066030	0.377500	NA	NA	46.000000	0.000000	0	False	-0.028250
50.0	True	0.000080	0.438600	NA	NA	15.000000	0.000000	0	True	0.000000
100.0	True	0.235830	0.622500	NA	NA	5.000000	0.000000	0	True	0.019110

# Probe v3y — the whole lattice
key	value
median_sharpe_probe	-0.308844
median_sharpe_v3	-0.397426
median_trades_probe	485.000000
median_trades_v3	2575.500000
configs_with_a_sharpe	866926
configs_starved	269062

# Probe v3y — verdicts by class
key	value
adequate	0
not-extended	2
clipped	0
plateau	0
reversing	0
under-resolved	1
sample-limited	2
sample-starved	0

Study: the relative-volume axis, run past the grammar's ceiling

Verdict: STILL IMPROVING. the median Sharpe is +0.051 at 20x and +0.245 at 50x against the 15x boundary, against a typical step on this axis of 0.079, and 83% of the 10,260 paired configurations move the same way. The upper boundary is still unresolved. The boundary tested was 15.0000x; the furthest level with enough sample to evaluate was 50.0000x; levels 80x, 120x are sample-starved and their figures are reported but not relied on.

No simulation was re-run for this: the threshold is applied by selection over outcomes the simulation already produced, so grammar v3's Plane C (0f8e339a980b) and ratio cache (e0e2c650eb92) were read unchanged.

Every rolling five-year window

The whole-period curve above is one observation. Below is the same curve in every rolling 5-year window, complete — every window, every threshold, every count. Moments are additive, so a window is the sum of its annual moment cubes and its Sharpe is the Sharpe of that window's pooled daily series, not the average of five annual Sharpes.

# Plate XIII — rolling windows, summary
key	value
windows	14
mean_adjacent_spearman	0.944014
min_adjacent_spearman	0.759398
windows_monotone	1
windows_with_a_reversal	13
improving_through_min	1.300000
improving_through_max	120.000000
improving_through_by_window	8.000000,8.000000,8.000000,8.000000,1.300000,5.000000,5.000000,5.000000,5.000000,5.000000,120.000000,1.800000,1.800000,2.500000

# Plate XIII — median Sharpe, every rolling 5-year window by every threshold
# rows are windows, columns are rel_volume_min. Each cell reduces 10,260 configurations that differ only in this threshold.
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	-1.1394	-1.0829	-0.9536	-0.7791	-0.6146	-0.5142	-0.3846	-0.3496	-0.3697	-0.2294	-0.2142	-0.1444	-0.2791	-0.3378	-0.2298	-0.1743	-0.0431	-0.2239	-0.2929	-0.4474
2006-2010	-1.1184	-1.0627	-0.9652	-0.8275	-0.7257	-0.6903	-0.5716	-0.5643	-0.5962	-0.4672	-0.4558	-0.3383	-0.4839	-0.4017	-0.2536	-0.0232	0.1356	0.3459	0.4312	0.4474
2007-2011	-1.3555	-1.3229	-1.2129	-1.0864	-1.0210	-0.9932	-0.8003	-0.7646	-0.7006	-0.5941	-0.6125	-0.4189	-0.4944	-0.3096	-0.2791	-0.0596	0.1151	0.4395	0.4472	0.4573
2008-2012	-1.0994	-1.0775	-0.9741	-0.8750	-0.8579	-0.8575	-0.6814	-0.6022	-0.5328	-0.4003	-0.4099	-0.2067	-0.3139	-0.0599	-0.1296	0.0804	0.2375	0.4891	0.4887	0.4938
2009-2013	-0.6781	-0.6426	-0.5371	-0.4344	-0.4612	-0.5687	-0.5505	-0.4533	-0.4546	-0.3155	-0.3203	-0.1670	-0.2307	-0.0614	-0.1247	0.0019	0.2489	0.5947	0.5637	0.4972
2010-2014	-1.1952	-1.1099	-0.9554	-0.8524	-0.8425	-0.7734	-0.7009	-0.5459	-0.2825	-0.1655	-0.2655	-0.1906	-0.2532	-0.1908	-0.2883	-0.2490	-0.0054	0.3685	0.4849	0.4837
2011-2015	-1.3032	-1.2027	-1.0423	-0.8822	-0.8368	-0.6781	-0.6054	-0.4939	-0.2089	-0.1120	-0.1679	-0.0848	-0.1197	-0.1017	-0.2058	-0.1508	0.0430	0.1640	0.3432	0.5729
2012-2016	-0.9237	-0.8114	-0.6400	-0.4664	-0.4612	-0.3239	-0.3233	-0.2274	-0.0613	0.0632	-0.0366	-0.0292	-0.1137	-0.1604	-0.1649	-0.0755	0.1274	0.0919	0.4476	0.5729
2013-2017	-1.0638	-0.9666	-0.8256	-0.6313	-0.5835	-0.3737	-0.3619	-0.3015	-0.0925	-0.0846	-0.2323	-0.1755	-0.2050	-0.3291	-0.2748	-0.1361	0.0615	0.0256	0.3759	0.4474
2014-2018	-1.6561	-1.5934	-1.4668	-1.3097	-1.2640	-0.9386	-0.8352	-0.7067	-0.4210	-0.4530	-0.5587	-0.4144	-0.3619	-0.3766	-0.3964	-0.2243	-0.2469	0.0541	0.3968	0.4476
2015-2019	-1.3800	-1.3483	-1.2488	-1.0820	-0.9987	-0.7302	-0.7592	-0.7181	-0.4197	-0.3597	-0.3795	-0.2514	-0.1415	0.0548	0.0487	0.2198	0.2106	0.4476	0.4476	0.4476
2016-2020	-1.0721	-1.0350	-0.9550	-0.8538	-0.7423	-0.6051	-0.6511	-0.6727	-0.4547	-0.3392	-0.4417	-0.5194	-0.5201	-0.3443	-0.3778	-0.2881	-0.3321	-0.0539	0.3414	-0.4474
2017-2021	-1.2209	-1.1048	-0.9917	-0.9519	-0.7706	-0.6338	-0.6829	-0.7120	-0.4944	-0.3840	-0.4889	-0.6725	-0.4672	-0.2472	-0.2194	-0.2636	-0.3687	-0.1206	0.1531	-0.4474
2018-2022	-1.4148	-1.2991	-1.2041	-1.1446	-0.9836	-0.8073	-0.7728	-0.8241	-0.5900	-0.5104	-0.5681	-0.7627	-0.5493	-0.2586	-0.1402	-0.2080	-0.1854	-0.0541	-0.0328	-0.4474

# Plate XIII — share of configurations positive, every rolling 5-year window by every threshold
# rows are windows, columns are rel_volume_min. Each cell reduces 10,260 configurations that differ only in this threshold.
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	0.0773	0.0872	0.1082	0.1481	0.2121	0.2410	0.2678	0.2863	0.2794	0.3719	0.3626	0.4074	0.2616	0.2550	0.3335	0.3773	0.4746	0.3694	0.3680	0.4487
2006-2010	0.0843	0.0972	0.1166	0.1516	0.1785	0.1879	0.1713	0.1774	0.1601	0.2249	0.2240	0.2442	0.1356	0.1619	0.3161	0.4799	0.5994	0.6365	0.7097	0.7749
2007-2011	0.0620	0.0674	0.0801	0.0874	0.0958	0.1040	0.1058	0.1313	0.1045	0.1522	0.1621	0.1983	0.1263	0.1952	0.2921	0.4452	0.5920	0.6712	0.7121	0.7257
2008-2012	0.1145	0.1198	0.1374	0.1502	0.1481	0.1346	0.1537	0.1901	0.1508	0.2271	0.2262	0.3075	0.2225	0.4424	0.4145	0.5632	0.6201	0.7985	0.7807	0.7860
2009-2013	0.2620	0.2691	0.3024	0.3346	0.2869	0.1983	0.1744	0.2191	0.1783	0.2470	0.2408	0.3565	0.3076	0.4503	0.4034	0.5005	0.6495	0.8449	0.8185	0.7884
2010-2014	0.0897	0.1129	0.1385	0.1592	0.1412	0.1027	0.1184	0.1700	0.2513	0.3301	0.2301	0.2949	0.2540	0.3211	0.2291	0.2687	0.4948	0.7218	0.7772	0.7799
2011-2015	0.0415	0.0554	0.0817	0.1135	0.1093	0.0908	0.1069	0.1497	0.2831	0.3867	0.3462	0.4071	0.3613	0.3963	0.2712	0.3533	0.5364	0.5890	0.6948	0.8314
2012-2016	0.1209	0.1529	0.2140	0.2865	0.2553	0.2894	0.2460	0.3030	0.4267	0.5703	0.4566	0.4692	0.3740	0.3507	0.3241	0.4343	0.6026	0.5673	0.7782	0.8314
2013-2017	0.0738	0.0950	0.1312	0.1880	0.1805	0.2549	0.2339	0.2855	0.4161	0.4197	0.2936	0.3247	0.3054	0.2235	0.2392	0.3903	0.5707	0.5152	0.7416	0.7338
2014-2018	0.0256	0.0252	0.0300	0.0348	0.0301	0.0372	0.0759	0.1032	0.1813	0.1795	0.1774	0.2213	0.2956	0.1555	0.1350	0.2754	0.2626	0.5381	0.7669	0.7307
2015-2019	0.0228	0.0141	0.0327	0.0466	0.0454	0.0904	0.0967	0.1004	0.1778	0.2107	0.2237	0.2659	0.3685	0.5511	0.5556	0.7236	0.7532	0.7623	0.7799	0.7651
2016-2020	0.0576	0.0708	0.1040	0.1288	0.1542	0.1737	0.1451	0.1215	0.1593	0.1896	0.1715	0.1340	0.1408	0.2172	0.1397	0.2799	0.2557	0.4701	0.6412	0.0000
2017-2021	0.0132	0.0470	0.0785	0.0944	0.1382	0.1364	0.1107	0.0793	0.1048	0.1641	0.2229	0.1333	0.1465	0.2736	0.2805	0.2748	0.2137	0.4504	0.5470	0.0000
2018-2022	0.0058	0.0229	0.0325	0.0398	0.0965	0.1094	0.0974	0.0587	0.0777	0.1067	0.1375	0.0781	0.0818	0.2214	0.3224	0.3054	0.3065	0.4585	0.4764	0.0000

# Plate XIII — median trades per configuration, every rolling 5-year window by every threshold
# rows are windows, columns are rel_volume_min. Each cell reduces 10,260 configurations that differ only in this threshold.
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	145786	117054	91786	66688	40566	19211	8586	5466	2764	1627	1063	534	320	120	62	38	21	6	3	1
2006-2010	146679	119290	93510	67608	40790	19187	8534	5424	2714	1586	1036	532	306	122	66	44	30	13	8	6
2007-2011	147793	120692	93660	67696	40516	19097	8347	5223	2548	1442	938	488	282	114	66	44	32	13	8	6
2008-2012	148906	122906	94554	67603	39838	18696	8026	5101	2505	1433	938	495	295	122	74	46	33	15	8	6
2009-2013	150528	123139	93846	66726	39092	18204	7925	5101	2532	1490	988	530	318	134	77	46	32	14	8	6
2010-2014	150807	122565	94770	67680	40662	19503	8578	5425	2758	1602	1072	566	346	146	84	53	36	16	8	6
2011-2015	147775	120646	93534	66932	40930	19655	8806	5676	2888	1710	1131	605	372	149	80	48	29	8	1	0
2012-2016	144979	118754	91554	65875	40294	19636	8910	5785	3002	1836	1226	662	408	164	86	54	31	8	1	0
2013-2017	144408	117812	90296	65500	40492	19809	9099	5866	3082	1894	1276	684	415	172	86	54	32	6	1	0
2014-2018	144273	118506	91028	66175	40856	20114	9307	6060	3108	1909	1267	684	420	172	88	53	31	6	1	0
2015-2019	145530	119040	90960	65084	39647	19307	8995	5816	3070	1918	1286	718	449	188	94	53	30	6	1	0
2016-2020	147272	120739	92164	66016	40598	19888	9200	6088	3138	1932	1318	732	453	200	104	62	36	8	1	0
2017-2021	147736	119979	91642	65959	39788	19360	8920	5900	3077	1890	1282	716	448	196	100	58	34	7	1	0
2018-2022	148871	121788	93850	67164	40534	19318	8839	5780	2986	1825	1258	694	428	190	96	60	36	9	0	0

# Plate XIII — fewest trades held by any configuration, every rolling 5-year window by every threshold
# rows are windows, columns are rel_volume_min. Each cell reduces 10,260 configurations that differ only in this threshold.
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	793	615	484	330	172	57	20	12	5	4	2	1	0	0	0	0	0	0	0	0
2006-2010	733	570	443	304	154	49	17	10	4	3	2	1	0	0	0	0	0	0	0	0
2007-2011	578	440	327	231	121	51	22	10	6	5	3	1	0	0	0	0	0	0	0	0
2008-2012	510	395	295	215	113	49	19	7	4	3	2	0	0	0	0	0	0	0	0	0
2009-2013	537	410	307	220	118	54	22	10	5	3	2	0	0	0	0	0	0	0	0	0
2010-2014	547	431	332	235	136	64	27	17	10	5	4	0	0	0	0	0	0	0	0	0
2011-2015	508	410	316	225	139	68	27	15	10	5	4	0	0	0	0	0	0	0	0	0
2012-2016	491	399	306	217	130	58	21	14	8	3	3	0	0	0	0	0	0	0	0	0
2013-2017	531	434	332	228	138	67	26	18	7	2	2	0	0	0	0	0	0	0	0	0
2014-2018	516	429	329	222	131	64	27	16	7	2	2	0	0	0	0	0	0	0	0	0
2015-2019	468	384	295	202	115	55	22	14	3	0	0	0	0	0	0	0	0	0	0	0
2016-2020	474	378	291	200	113	55	23	17	6	2	1	0	0	0	0	0	0	0	0	0
2017-2021	473	372	287	200	116	59	27	18	8	4	2	1	0	0	0	0	0	0	0	0
2018-2022	399	312	239	167	97	46	19	14	6	4	3	2	1	0	0	0	0	0	0	0

# Plate XIII — configurations with a defined Sharpe, every rolling 5-year window by every threshold
# rows are windows, columns are rel_volume_min. Each cell reduces 10,260 configurations that differ only in this threshold.
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10127	10089	10089	9918	8322	8075	5396
2006-2010	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10184	10184	10184	10146	9595	9462	9120
2007-2011	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10203	10203	10184	10165	9671	9443	9101
2008-2012	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10203	10184	10165	10165	9671	9443	9101
2009-2013	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10184	10184	10146	10070	9462	9101	9101
2010-2014	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10203	10203	10165	10165	9614	9101	9101
2011-2015	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10203	10203	10127	10127	9329	5377	3381
2012-2016	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10146	10146	10127	10108	8911	5434	3381
2013-2017	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10222	10222	10165	10146	10146	10127	9690	5453	3572
2014-2018	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10165	10146	10146	10146	9614	5453	3572
2015-2019	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10241	10241	10222	10165	10146	10146	10051	9918	5453	3572
2016-2020	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10222	10222	10184	10165	10127	9519	6346	3287
2017-2021	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10241	10241	10222	10127	9538	5757	3287
2018-2022	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10260	10241	10241	10222	10127	9709	4826	2907

# Plate XIII — mean Sharpe, every rolling 5-year window by every threshold
# rows are windows, columns are rel_volume_min. Each cell reduces 10,260 configurations that differ only in this threshold.
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	-1.2429	-1.1893	-1.0710	-0.9029	-0.7159	-0.5768	-0.4598	-0.4219	-0.4155	-0.2906	-0.2644	-0.1884	-0.3754	-0.4095	-0.2919	-0.2191	-0.1961	-0.1506	-0.1434	-0.1449
2006-2010	-1.2281	-1.1855	-1.0850	-0.9552	-0.8304	-0.7435	-0.6531	-0.6307	-0.6314	-0.5027	-0.4963	-0.3970	-0.5729	-0.5100	-0.2900	-0.1099	0.0200	0.2470	0.2876	0.3323
2007-2011	-1.4596	-1.4309	-1.3272	-1.2085	-1.1247	-1.0280	-0.8762	-0.7986	-0.7287	-0.6178	-0.6328	-0.4573	-0.5658	-0.4212	-0.2965	-0.1263	0.0272	0.3242	0.2840	0.3037
2008-2012	-1.1868	-1.1667	-1.0704	-0.9730	-0.9351	-0.8814	-0.7087	-0.5976	-0.5514	-0.4332	-0.4358	-0.2775	-0.3514	-0.1404	-0.1664	-0.0417	0.0661	0.4353	0.3777	0.3695
2009-2013	-0.7449	-0.7174	-0.6190	-0.5150	-0.5586	-0.6507	-0.5708	-0.4463	-0.4516	-0.3347	-0.3410	-0.2157	-0.2548	-0.0499	-0.1113	0.0014	0.2220	0.5141	0.4444	0.3783
2010-2014	-1.2645	-1.1862	-1.0514	-0.9373	-0.9171	-0.8337	-0.6902	-0.5193	-0.2447	-0.1547	-0.2669	-0.1946	-0.2559	-0.1885	-0.2781	-0.2463	-0.0182	0.3016	0.4051	0.3694
2011-2015	-1.3897	-1.3068	-1.1537	-0.9897	-0.9323	-0.7643	-0.6175	-0.4928	-0.2152	-0.1303	-0.1829	-0.0776	-0.1322	-0.1051	-0.1971	-0.1329	0.0466	0.1149	0.2164	0.3907
2012-2016	-1.0229	-0.9233	-0.7526	-0.5720	-0.5527	-0.3884	-0.3548	-0.2484	-0.0840	0.0370	-0.0410	-0.0236	-0.1134	-0.1534	-0.1774	-0.0598	0.1230	0.1157	0.3422	0.3833
2013-2017	-1.1567	-1.0701	-0.9282	-0.7331	-0.6786	-0.4449	-0.4090	-0.3405	-0.1421	-0.1088	-0.2227	-0.1763	-0.2248	-0.3334	-0.2821	-0.0937	0.0649	0.0877	0.2759	0.2064
2014-2018	-1.7036	-1.6523	-1.5330	-1.3776	-1.3288	-0.9934	-0.8399	-0.6965	-0.4220	-0.4074	-0.5279	-0.4243	-0.3489	-0.4054	-0.4000	-0.2139	-0.2034	0.1064	0.2937	0.1978
2015-2019	-1.4550	-1.4502	-1.3466	-1.1830	-1.1003	-0.8036	-0.7721	-0.7093	-0.4288	-0.3450	-0.3414	-0.2193	-0.1064	0.0154	0.0273	0.1855	0.1956	0.3510	0.2954	0.2119
2016-2020	-1.1426	-1.1286	-1.0325	-0.9299	-0.8167	-0.6805	-0.6801	-0.6664	-0.4611	-0.3438	-0.4312	-0.4872	-0.4827	-0.3498	-0.3827	-0.2435	-0.2542	-0.0811	0.0900	-0.4831
2017-2021	-1.3105	-1.2077	-1.1042	-1.0353	-0.8621	-0.6960	-0.6847	-0.7083	-0.4980	-0.4326	-0.4430	-0.5942	-0.4367	-0.2668	-0.2509	-0.2572	-0.3016	-0.1179	-0.0241	-0.5138
2018-2022	-1.5205	-1.4134	-1.3227	-1.2652	-1.0834	-0.9084	-0.8261	-0.8572	-0.6222	-0.5238	-0.5339	-0.7113	-0.5395	-0.2807	-0.1775	-0.1905	-0.1951	-0.1355	-0.0904	-0.5109

# Plate XIII — sample-starved flags, every window by every threshold
# 1 marks a cell where over half the configurations hold fewer than 20 trades
rows\cols	0x	0.6x	0.8x	1x	1.3x	1.8x	2.5x	3x	4x	5x	6x	8x	10x	15x	20x	24.5x	30x	50x	80x	120x
2005-2009	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2006-2010	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2007-2011	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2008-2012	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2009-2013	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2010-2014	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2011-2015	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2012-2016	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2013-2017	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2014-2018	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2015-2019	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2016-2020	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2017-2021	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1
2018-2022	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	1	1

# Plate XIII — every rolling window: where the curve rises, plateaus and turns. Flat is any step under 0.03941.
window	years	improving_from	improving_through	plateau_begins_at	reversal_begins_at	net_change_lowest_to_highest	curve_min	curve_max	range_of_curve	monotone_increasing	steps_up	steps_flat	steps_down	spearman_to_previous	spearman_to_next	pearson_to_next	level_difference_to_next
2005-2009	2005,2006,2007,2008,2009	0.000000	8.000000	NA	8.000000	0.691978	-1.139369	-0.043090	1.096279	False	11	3	5	NA	0.759398	0.712263	-0.030933
2006-2010	2006,2007,2008,2009,2010	0.000000	8.000000	80.000000	8.000000	1.565775	-1.118384	0.447391	1.565775	False	13	5	1	0.759398	0.987970	0.990990	0.119064
2007-2011	2007,2008,2009,2010,2011	0.000000	8.000000	50.000000	8.000000	1.812841	-1.355545	0.457296	1.812841	False	11	7	1	0.987970	0.996992	0.996820	-0.163911
2008-2012	2008,2009,2010,2011,2012	0.000000	8.000000	50.000000	8.000000	1.593269	-1.099427	0.493842	1.593269	False	11	6	2	0.996992	0.956391	0.966594	-0.159735
2009-2013	2009,2010,2011,2012,2013	0.000000	1.300000	NA	1.300000	1.175249	-0.678070	0.594696	1.272767	False	9	6	4	0.956391	0.903759	0.922220	0.171793
2010-2014	2010,2011,2012,2013,2014	0.000000	5.000000	80.000000	5.000000	1.678854	-1.195195	0.484880	1.680075	False	13	3	3	0.903759	0.990977	0.981403	-0.022825
2011-2015	2011,2012,2013,2014,2015	0.000000	5.000000	NA	5.000000	1.876062	-1.303209	0.572853	1.876062	False	15	2	2	0.990977	0.953383	0.977343	-0.177860
2012-2016	2012,2013,2014,2015,2016	0.000000	5.000000	NA	5.000000	1.496537	-0.923684	0.572853	1.496537	False	11	5	3	0.953383	0.978947	0.992146	0.110584
2013-2017	2013,2014,2015,2016,2017	0.000000	5.000000	NA	5.000000	1.511175	-1.063784	0.447391	1.511175	False	13	4	2	0.978947	0.905263	0.969640	0.329879
2014-2018	2014,2015,2016,2017,2018	0.000000	5.000000	NA	5.000000	2.103689	-1.656120	0.447569	2.103689	False	14	4	1	0.905263	0.989474	0.967682	-0.219234
2015-2019	2015,2016,2017,2018,2019	0.000000	120.000000	50.000000	NA	1.827540	-1.379971	0.447569	1.827540	True	12	7	0	0.989474	0.900752	0.894402	0.121203
2016-2020	2016,2017,2018,2019,2020	0.000000	1.800000	NA	1.800000	0.624709	-1.072100	0.341360	1.413460	False	10	4	5	0.900752	0.960902	0.972336	0.036235
2017-2021	2017,2018,2019,2020,2021	0.000000	1.800000	NA	1.800000	0.773488	-1.220879	0.153133	1.374012	False	11	2	6	0.960902	0.987970	0.976224	0.083411
2018-2022	2018,2019,2020,2021,2022	0.000000	2.500000	NA	2.500000	0.967368	-1.414759	-0.032782	1.381977	False	11	3	5	0.987970	NA	NA	NA

# Plate XIII — every step of every rolling window's curve, classified
window	from	to	delta_median_sharpe	direction
2005-2009	0.000000	0.600000	0.056447	up
2005-2009	0.600000	0.800000	0.129334	up
2005-2009	0.800000	1.000000	0.174465	up
2005-2009	1.000000	1.300000	0.164515	up
2005-2009	1.300000	1.800000	0.100362	up
2005-2009	1.800000	2.500000	0.129628	up
2005-2009	2.500000	3.000000	0.035004	flat
2005-2009	3.000000	4.000000	-0.020048	flat
2005-2009	4.000000	5.000000	0.140243	up
2005-2009	5.000000	6.000000	0.015200	flat
2005-2009	6.000000	8.000000	0.069803	up
2005-2009	8.000000	10.000000	-0.134680	down
2005-2009	10.000000	15.000000	-0.058663	down
2005-2009	15.000000	20.000000	0.107995	up
2005-2009	20.000000	24.500000	0.055489	up
2005-2009	24.500000	30.000000	0.131186	up
2005-2009	30.000000	50.000000	-0.180848	down
2005-2009	50.000000	80.000000	-0.068955	down
2005-2009	80.000000	120.000000	-0.154498	down
2006-2010	0.000000	0.600000	0.055636	up
2006-2010	0.600000	0.800000	0.097505	up
2006-2010	0.800000	1.000000	0.137735	up
2006-2010	1.000000	1.300000	0.101828	up
2006-2010	1.300000	1.800000	0.035380	flat
2006-2010	1.800000	2.500000	0.118742	up
2006-2010	2.500000	3.000000	0.007280	flat
2006-2010	3.000000	4.000000	-0.031895	flat
2006-2010	4.000000	5.000000	0.128961	up
2006-2010	5.000000	6.000000	0.011390	flat
2006-2010	6.000000	8.000000	0.117570	up
2006-2010	8.000000	10.000000	-0.145667	down
2006-2010	10.000000	15.000000	0.082258	up
2006-2010	15.000000	20.000000	0.148081	up
2006-2010	20.000000	24.500000	0.230427	up
2006-2010	24.500000	30.000000	0.158761	up
2006-2010	30.000000	50.000000	0.210290	up
2006-2010	50.000000	80.000000	0.085320	up
2006-2010	80.000000	120.000000	0.016174	flat
2007-2011	0.000000	0.600000	0.032633	flat
2007-2011	0.600000	0.800000	0.110038	up
2007-2011	0.800000	1.000000	0.126479	up
2007-2011	1.000000	1.300000	0.065440	up
2007-2011	1.300000	1.800000	0.027707	flat
2007-2011	1.800000	2.500000	0.192930	up
2007-2011	2.500000	3.000000	0.035721	flat
2007-2011	3.000000	4.000000	0.064011	up
2007-2011	4.000000	5.000000	0.106493	up
2007-2011	5.000000	6.000000	-0.018452	flat
2007-2011	6.000000	8.000000	0.193604	up
2007-2011	8.000000	10.000000	-0.075505	down
2007-2011	10.000000	15.000000	0.184836	up
2007-2011	15.000000	20.000000	0.030546	flat
2007-2011	20.000000	24.500000	0.219441	up
2007-2011	24.500000	30.000000	0.174758	up
2007-2011	30.000000	50.000000	0.324319	up
2007-2011	50.000000	80.000000	0.007759	flat
2007-2011	80.000000	120.000000	0.010083	flat
2008-2012	0.000000	0.600000	0.021906	flat
2008-2012	0.600000	0.800000	0.103430	up
2008-2012	0.800000	1.000000	0.099054	up
2008-2012	1.000000	1.300000	0.017150	flat
2008-2012	1.300000	1.800000	0.000358	flat
2008-2012	1.800000	2.500000	0.176178	up
2008-2012	2.500000	3.000000	0.079197	up
2008-2012	3.000000	4.000000	0.069304	up
2008-2012	4.000000	5.000000	0.132520	up
2008-2012	5.000000	6.000000	-0.009526	flat
2008-2012	6.000000	8.000000	0.203143	up
2008-2012	8.000000	10.000000	-0.107169	down
2008-2012	10.000000	15.000000	0.254010	up
2008-2012	15.000000	20.000000	-0.069695	down
2008-2012	20.000000	24.500000	0.209971	up
2008-2012	24.500000	30.000000	0.157132	up
2008-2012	30.000000	50.000000	0.251566	up
2008-2012	50.000000	80.000000	-0.000360	flat
2008-2012	80.000000	120.000000	0.005097	flat
2009-2013	0.000000	0.600000	0.035423	flat
2009-2013	0.600000	0.800000	0.105528	up
2009-2013	0.800000	1.000000	0.102676	up
2009-2013	1.000000	1.300000	-0.026731	flat
2009-2013	1.300000	1.800000	-0.107487	down
2009-2013	1.800000	2.500000	0.018141	flat
2009-2013	2.500000	3.000000	0.097189	up
2009-2013	3.000000	4.000000	-0.001255	flat
2009-2013	4.000000	5.000000	0.139049	up
2009-2013	5.000000	6.000000	-0.004716	flat
2009-2013	6.000000	8.000000	0.153294	up
2009-2013	8.000000	10.000000	-0.063719	down
2009-2013	10.000000	15.000000	0.169297	up
2009-2013	15.000000	20.000000	-0.063341	down
2009-2013	20.000000	24.500000	0.126587	up
2009-2013	24.500000	30.000000	0.247048	up
2009-2013	30.000000	50.000000	0.345784	up
2009-2013	50.000000	80.000000	-0.030973	flat
2009-2013	80.000000	120.000000	-0.066545	down
2010-2014	0.000000	0.600000	0.085314	up
2010-2014	0.600000	0.800000	0.154525	up
2010-2014	0.800000	1.000000	0.102952	up
2010-2014	1.000000	1.300000	0.009913	flat
2010-2014	1.300000	1.800000	0.069045	up
2010-2014	1.800000	2.500000	0.072569	up
2010-2014	2.500000	3.000000	0.154972	up
2010-2014	3.000000	4.000000	0.263388	up
2010-2014	4.000000	5.000000	0.116979	up
2010-2014	5.000000	6.000000	-0.100001	down
2010-2014	6.000000	8.000000	0.074960	up
2010-2014	8.000000	10.000000	-0.062660	down
2010-2014	10.000000	15.000000	0.062402	up
2010-2014	15.000000	20.000000	-0.097481	down
2010-2014	20.000000	24.500000	0.039279	flat
2010-2014	24.500000	30.000000	0.243613	up
2010-2014	30.000000	50.000000	0.373899	up
2010-2014	50.000000	80.000000	0.116407	up
2010-2014	80.000000	120.000000	-0.001221	flat
2011-2015	0.000000	0.600000	0.100536	up
2011-2015	0.600000	0.800000	0.160391	up
2011-2015	0.800000	1.000000	0.160102	up
2011-2015	1.000000	1.300000	0.045400	up
2011-2015	1.300000	1.800000	0.158710	up
2011-2015	1.800000	2.500000	0.072714	up
2011-2015	2.500000	3.000000	0.111465	up
2011-2015	3.000000	4.000000	0.285021	up
2011-2015	4.000000	5.000000	0.096825	up
2011-2015	5.000000	6.000000	-0.055900	down
2011-2015	6.000000	8.000000	0.083152	up
2011-2015	8.000000	10.000000	-0.034901	flat
2011-2015	10.000000	15.000000	0.017970	flat
2011-2015	15.000000	20.000000	-0.104117	down
2011-2015	20.000000	24.500000	0.055006	up
2011-2015	24.500000	30.000000	0.193867	up
2011-2015	30.000000	50.000000	0.120965	up
2011-2015	50.000000	80.000000	0.179222	up
2011-2015	80.000000	120.000000	0.229634	up
2012-2016	0.000000	0.600000	0.112319	up
2012-2016	0.600000	0.800000	0.171329	up
2012-2016	0.800000	1.000000	0.173629	up
2012-2016	1.000000	1.300000	0.005208	flat
2012-2016	1.300000	1.800000	0.137275	up
2012-2016	1.800000	2.500000	0.000591	flat
2012-2016	2.500000	3.000000	0.095974	up
2012-2016	3.000000	4.000000	0.166087	up
2012-2016	4.000000	5.000000	0.124505	up
2012-2016	5.000000	6.000000	-0.099789	down
2012-2016	6.000000	8.000000	0.007319	flat
2012-2016	8.000000	10.000000	-0.084473	down
2012-2016	10.000000	15.000000	-0.046680	down
2012-2016	15.000000	20.000000	-0.004508	flat
2012-2016	20.000000	24.500000	0.089440	up
2012-2016	24.500000	30.000000	0.202816	up
2012-2016	30.000000	50.000000	-0.035412	flat
2012-2016	50.000000	80.000000	0.355624	up
2012-2016	80.000000	120.000000	0.125284	up
2013-2017	0.000000	0.600000	0.097186	up
2013-2017	0.600000	0.800000	0.140951	up
2013-2017	0.800000	1.000000	0.194346	up
2013-2017	1.000000	1.300000	0.047761	up
2013-2017	1.300000	1.800000	0.209808	up
2013-2017	1.800000	2.500000	0.011881	flat
2013-2017	2.500000	3.000000	0.060352	up
2013-2017	3.000000	4.000000	0.208995	up
2013-2017	4.000000	5.000000	0.007902	flat
2013-2017	5.000000	6.000000	-0.147742	down
2013-2017	6.000000	8.000000	0.056837	up
2013-2017	8.000000	10.000000	-0.029477	flat
2013-2017	10.000000	15.000000	-0.124084	down
2013-2017	15.000000	20.000000	0.054250	up
2013-2017	20.000000	24.500000	0.138682	up
2013-2017	24.500000	30.000000	0.197603	up
2013-2017	30.000000	50.000000	-0.035869	flat
2013-2017	50.000000	80.000000	0.350304	up
2013-2017	80.000000	120.000000	0.071488	up
2014-2018	0.000000	0.600000	0.062728	up
2014-2018	0.600000	0.800000	0.126596	up
2014-2018	0.800000	1.000000	0.157126	up
2014-2018	1.000000	1.300000	0.045665	up
2014-2018	1.300000	1.800000	0.325400	up
2014-2018	1.800000	2.500000	0.103428	up
2014-2018	2.500000	3.000000	0.128456	up
2014-2018	3.000000	4.000000	0.285723	up
2014-2018	4.000000	5.000000	-0.031983	flat
2014-2018	5.000000	6.000000	-0.105675	down
2014-2018	6.000000	8.000000	0.144218	up
2014-2018	8.000000	10.000000	0.052561	up
2014-2018	10.000000	15.000000	-0.014693	flat
2014-2018	15.000000	20.000000	-0.019855	flat
2014-2018	20.000000	24.500000	0.172162	up
2014-2018	24.500000	30.000000	-0.022632	flat
2014-2018	30.000000	50.000000	0.300982	up
2014-2018	50.000000	80.000000	0.342682	up
2014-2018	80.000000	120.000000	0.050798	up
2015-2019	0.000000	0.600000	0.031642	flat
2015-2019	0.600000	0.800000	0.099557	up
2015-2019	0.800000	1.000000	0.166739	up
2015-2019	1.000000	1.300000	0.083313	up
2015-2019	1.300000	1.800000	0.268561	up
2015-2019	1.800000	2.500000	-0.029068	flat
2015-2019	2.500000	3.000000	0.041139	up
2015-2019	3.000000	4.000000	0.298368	up
2015-2019	4.000000	5.000000	0.060050	up
2015-2019	5.000000	6.000000	-0.019816	flat
2015-2019	6.000000	8.000000	0.128080	up
2015-2019	8.000000	10.000000	0.109921	up
2015-2019	10.000000	15.000000	0.196262	up
2015-2019	15.000000	20.000000	-0.006034	flat
2015-2019	20.000000	24.500000	0.171021	up
2015-2019	24.500000	30.000000	-0.009169	flat
2015-2019	30.000000	50.000000	0.236973	up
2015-2019	50.000000	80.000000	0.000000	flat
2015-2019	80.000000	120.000000	0.000000	flat
2016-2020	0.000000	0.600000	0.037118	flat
2016-2020	0.600000	0.800000	0.079961	up
2016-2020	0.800000	1.000000	0.101173	up
2016-2020	1.000000	1.300000	0.111576	up
2016-2020	1.300000	1.800000	0.137143	up
2016-2020	1.800000	2.500000	-0.046004	down
2016-2020	2.500000	3.000000	-0.021591	flat
2016-2020	3.000000	4.000000	0.218003	up
2016-2020	4.000000	5.000000	0.115563	up
2016-2020	5.000000	6.000000	-0.102566	down
2016-2020	6.000000	8.000000	-0.077669	down
2016-2020	8.000000	10.000000	-0.000663	flat
2016-2020	10.000000	15.000000	0.175725	up
2016-2020	15.000000	20.000000	-0.033497	flat
2016-2020	20.000000	24.500000	0.089694	up
2016-2020	24.500000	30.000000	-0.043944	down
2016-2020	30.000000	50.000000	0.278194	up
2016-2020	50.000000	80.000000	0.395243	up
2016-2020	80.000000	120.000000	-0.788751	down
2017-2021	0.000000	0.600000	0.116086	up
2017-2021	0.600000	0.800000	0.113066	up
2017-2021	0.800000	1.000000	0.039825	up
2017-2021	1.000000	1.300000	0.181275	up
2017-2021	1.300000	1.800000	0.136864	up
2017-2021	1.800000	2.500000	-0.049121	down
2017-2021	2.500000	3.000000	-0.029135	flat
2017-2021	3.000000	4.000000	0.217622	up
2017-2021	4.000000	5.000000	0.110400	up
2017-2021	5.000000	6.000000	-0.104929	down
2017-2021	6.000000	8.000000	-0.183549	down
2017-2021	8.000000	10.000000	0.205318	up
2017-2021	10.000000	15.000000	0.219915	up
2017-2021	15.000000	20.000000	0.027890	flat
2017-2021	20.000000	24.500000	-0.044239	down
2017-2021	24.500000	30.000000	-0.105100	down
2017-2021	30.000000	50.000000	0.248141	up
2017-2021	50.000000	80.000000	0.273683	up
2017-2021	80.000000	120.000000	-0.600524	down
2018-2022	0.000000	0.600000	0.115623	up
2018-2022	0.600000	0.800000	0.095050	up
2018-2022	0.800000	1.000000	0.059448	up
2018-2022	1.000000	1.300000	0.161030	up
2018-2022	1.300000	1.800000	0.176354	up
2018-2022	1.800000	2.500000	0.034410	flat
2018-2022	2.500000	3.000000	-0.051294	down
2018-2022	3.000000	4.000000	0.234106	up
2018-2022	4.000000	5.000000	0.079620	up
2018-2022	5.000000	6.000000	-0.057705	down
2018-2022	6.000000	8.000000	-0.194534	down
2018-2022	8.000000	10.000000	0.213389	up
2018-2022	10.000000	15.000000	0.290625	up
2018-2022	15.000000	20.000000	0.118437	up
2018-2022	20.000000	24.500000	-0.067761	down
2018-2022	24.500000	30.000000	0.022556	flat
2018-2022	30.000000	50.000000	0.131276	up
2018-2022	50.000000	80.000000	0.021347	flat
2018-2022	80.000000	120.000000	-0.414609	down

Study: does any of the structure persist?

The pooled atlas is taken apart by calendar year and by the market's overnight gap. Findings, stated as the artifact states them:

• The overnight gap is the strongest conditioning variable in the project, and it does not survive being taken apart by year.
• Persistence is not regional: the configurations that were positive in 13 of 18 years fall into disconnected pieces, and not one has an interior cell — every member has a neighbour that failed.
• No stop at all beats both OR-width and ATR stops on every persistence measure, on one common eligible sample.
• Universe size is a plateau, not a peak.
• The grid is not four stocks: the median configuration traded over a thousand distinct names.

Grammar v3, 143,640 configurations, 4,531 sessions, 2005-01-03 to 2022-12-30.

Study: the stock's own gap — direction, or magnitude?

The first per-position state variable in the project: each stock's own overnight gap in its own ATR units, over 7,728,361 (stock, session) cells, so two names held on the same morning land in different bins. The finding is that the effect is SIGNED, not a breakout. An up-gapping stock beats a flat-opening one by +0.2029 Sharpe with 74% of 143,507 paired configurations agreeing, and a down-gapping one loses -0.2326. But a big move in EITHER direction against a quiet open — the contrast an opening-range breakout actually predicts — is worth -0.0231 at 48% agreement, which is a coin.

the frozen ORB definition triggers only on the UPSIDE — the first bar closing above the opening range high plus a buffer — and has no short side. So an up-gap helping and a down-gap hurting is consistent with the day's directional drift reaching a long position, and this study cannot separate that from a breakout effect. The magnitude contrast can: a breakout edge should show up when the open is unusual in EITHER direction. The unconditioned median across all 143,640 configurations is -0.4833: every difference below is a difference between two losing portfolios, and the level is printed beside it for that reason.

Every year, every contrast

Rolling five-year windows

How each effect varies along the parameter axes

Study: universe depth — what did the top 500 buy?

UNRESOLVED AT THE UNIVERSE BOUNDARY. the universe artifact stops at 500 names, so a quantity still moving at the last rung is a statement about where the data ends, not about where the effect does. Nothing here extrapolates past it. Plane C stores each session's tickers in universe rank order, so a top-N portfolio is a prefix sum along the ticker axis and all 500 values of N come out of one cumulative sum rather than 500 reductions.

No N is recommended. The best-performing N exists in any sample and is the same kind of artifact as the best cell of the parameter grid. What is reported instead is where four quantities stop changing, and they can settle at different depths. Shape and ranking are measured on all 143,640 configurations; level, spread and drawdown on a 2,054-configuration sample (54 points of the lattice's own skeleton plus a seeded draw, chosen by geometry and by seed, never by result).