{ "run_id": "ridge_closeh_135_feature_source_attribution_144_20260713T025240Z", "hypothesis_id": "ridge_closeh_135_feature_source_attribution_144", "hypothesis": { "id": "ridge_closeh_135_feature_source_attribution_144", "status": "pending", "created_at": "2026-07-13T02:45:13+00:00", "level": "L2 audit causal/feature attribution du close-H; non promotionnel, Test reporting-only", "title": "Attribution source des features close-H 135: isoler fold, score TP, prob_tp et micro30 sans sélectionner sur Test", "observation": "141 a falsifié la promotion immédiate: retirer fold/bars_held et surtout les dérivés TP réduit fortement la Validation (no-fold≈6.6% de rétention; minimal Val≈180 mais Test≈-19.7 et DD≈-22%). 142 montre que la version full n’est pas simplement portée par 1-2 mois; le risque dominant est donc la causalité des champs hérités.", "bottleneck": "Identifier quelle source d’information crée le score close-H: vrai micro-signal pré-entry, proxy de régime via fold/time-id, ou héritage du protocole TP-touch.", "causal_mechanism": "Si le signal est causal, des blocs de features strictement observables (OHLC 30m/1h, accord, range/vol) doivent produire un ranking Validation monotone et stable; si score/prob_tp ou fold expliquent presque tout, le run 135 est un diagnostic de sélection de régime, pas un système prêt pour paper-forward.", "why_now": "Avant toute capacité/paper-forward, il faut comprendre la source du signal après le warning 141; c’est CPU-light et plus informatif qu’un nouveau retuning.", "quick_protocol": "Rejouer la pipeline 135 en blocs prédéclarés: fold seul, score seul, prob_tp seul, score+prob, OHLC30/1h strict, OHLC+score, OHLC+prob, all-minus-fold, all-minus-score/prob. Même Ridge alpha simple, standardisation Train-only, seuil/cap choisis Validation uniquement. Ajouter permutation Train labels pour les meilleurs blocs; Test/recent reporting-only.", "expected_result": "Un bloc causal devrait garder Val>100, Test reporting-only >=0, DD<22% et ne pas dépendre de fold seul; score/prob seuls doivent être interprétés comme diagnostics s’ils dominent.", "success_criteria": "Identifier au moins un bloc pré-entry non temporel avec Val capital_score >100, Test reporting-only >0, avg_trade net >0.15%, top_asset_share <70%, et permutation négative; sinon suspendre la famille full 135.", "falsification": "Fold seul ou score/prob seuls expliquent l’essentiel; blocs OHLC stricts ne transfèrent pas; permutations gardent du score; Test reporting-only très négatif après choix Val.", "leakage_risks": "Aucun choix de bloc via Test; fold/time-id étiqueté explicitement comme suspect; toutes transformations et quantiles fit Train-only; Test/2026 reporting-only; pas de promotion issue de cet audit." }, "protocol_id": "autonomous_ridge_lab_closeh_feature_source_attribution_144", "protocol_level": "L2 audit causal/feature attribution du close-H; non promotionnel, Test reporting-only", "created_at": "2026-07-13T02:52:40+00:00", "completed_at": "2026-07-13T02:53:21+00:00", "config": { "model": "Ridge alpha=1, Train-only standardization and target winsor from 135", "target": "future close-to-close return H10 delay1 net 8 bps", "threshold_percentile": 70, "cap": 2, "feature_sets": { "fold_only": [ "fold" ], "score_only": [ "score", "micro30_score" ], "prob_tp_only": [ "prob_tp_trainonly" ], "score_plus_prob": [ "score", "micro30_score", "prob_tp_trainonly" ], "ohlc_strict_preentry": [ "range30", "vol_chg30", "ret30", "hl_pos30", "agree30_1h" ], "ohlc_plus_score": [ "range30", "vol_chg30", "ret30", "hl_pos30", "agree30_1h", "score", "micro30_score" ], "ohlc_plus_prob": [ "range30", "vol_chg30", "ret30", "hl_pos30", "agree30_1h", "prob_tp_trainonly" ], "all_minus_fold": [ "score", "prob_tp_trainonly", "range30", "vol_chg30", "ret30", "bars_held", "hl_pos30", "micro30_score", "agree30_1h" ], "all_minus_score_prob_tp": [ "range30", "vol_chg30", "ret30", "fold", "hl_pos30", "agree30_1h" ], "full_reference": [ "score", "prob_tp_trainonly", "range30", "vol_chg30", "ret30", "fold", "bars_held", "hl_pos30", "micro30_score", "agree30_1h" ] }, "selection": "blocks predeclared; threshold on Validation; Test/recent reporting-only; success assessed without Test selection", "permutation": "shuffle Train labels for top-3 Validation blocks after block ranking", "no_test_selection": true, "test_reporting_only": true, "limitations": "Fast attribution audit; candidate construction inherited from 135; no order book; timeout-only close-H so TP hits are zero." }, "data": { "rows_1h": 26744, "rows_30m": 53500, "start": "2023-05-04 04:00:00+00:00", "end": "2026-05-22 11:00:00+00:00", "symbols": [ "ADA", "BCH", "BNB", "BTC", "DOT", "ETH", "LINK", "SOL", "SUI", "XRP" ], "fold_count": 17, "n_train_records": 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"test_avg_open_trades": 1.9024390243902438, "test_max_open_trades": 2, "test_avg_exposure": 0.9512195121951219, "test_max_exposure": 1.0, "success": false }, "interpretation": "Défavorable/non promotionnel: le meilleur score Validation provient surtout d'un bloc suspect ou le bloc OHLC strict ne satisfait pas simultanément Val>100, Test>0, DD<22%, avg/trade>0.15%, concentration<70% et permutation négative.", "lesson": "La source du signal close-H 135 reste fortement attribuée aux variables héritées score/prob/fold ou à un régime fragile; les features strictement pré-entry ne suffisent pas comme système autonome robuste dans cet audit rapide.", "next_implication": "Suspendre toute promotion/paper-forward du full 135; prioriser une reconstruction causale minimale ou abandonner cette famille si le prochain rebase ne transfère pas.", "report_url": "https://hermes.overalex.fr/reports/autonomous-ridge-closeh-135-feature-source-attribution-144.html", "results_url": "https://hermes.overalex.fr/reports/protocols/autonomous_ridge_lab/ridge_closeh_135_feature_source_attribution_144/results.json", "dashboard_url": "https://hermes.overalex.fr/reports/autonomous-ridge-lab.html", "elapsed_sec": 40.5985951423645, "plots": [ "autonomous-ridge-closeh-135-feature-source-attribution-144-blocks.png", "autonomous-ridge-closeh-135-feature-source-attribution-144-permutation.png" ] }