Layer C (real 1-min, 30-day window already in data/tx-1min.json). Q8: VWAP and the 0.4–2.4× OR-median vol band are still glued together inside ALPHA-37. H-06 split the gap filter; this is the matching split for the two C-layer filters.
Not a pass/fail. n=30, all in the 2026 bull, no 2025 veto. Same framing as H-01-30d probe grid. Official Q8 pass/kill still needs real 1-min from 2024-08-26.
Skeleton (locked): probeMin=37, targetR=0, stopOrFrac=0.55 (not TORB's 0.7 — stop fraction stays out of this ablation), no regime / settlement / foreign / weekday filter. Cost model = 2026 MTX.
2×2, gaps OFF (isolate C-layer):
- none (TORB-37 skeleton at 0.55)
- vwap only
- vol only
- vwap+vol
Companion, not in the 2×2: ALPHA-37 as shipped (vwap+vol+gaps).
Real path vs synthetic path, each with its own OR-width history (same replay as scripts/h01-probegrid.ts). Seed 0 for the table; 20-seed synthetic distribution is optional companion and cannot upgrade this to a pass.
Do not: change DEFAULT_PARAMS, retune 0.8 / 0.55 / 37, add presets, treat 30-day PF as Q8 pass or kill.
Read-only diagnostic: report ΔPF of each cell vs none on the real path, plus skip-reason counts. Sign of ΔPF only tells us whether the filter is still worth waiting for the long real window.
Layer C (real 1-min, 30-day window already in
data/tx-1min.json). Q8: VWAP and the 0.4–2.4× OR-median vol band are still glued together inside ALPHA-37. H-06 split the gap filter; this is the matching split for the two C-layer filters.Not a pass/fail. n=30, all in the 2026 bull, no 2025 veto. Same framing as H-01-30d probe grid. Official Q8 pass/kill still needs real 1-min from 2024-08-26.
Skeleton (locked):
probeMin=37,targetR=0,stopOrFrac=0.55(not TORB's 0.7 — stop fraction stays out of this ablation), no regime / settlement / foreign / weekday filter. Cost model = 2026 MTX.2×2, gaps OFF (isolate C-layer):
Companion, not in the 2×2: ALPHA-37 as shipped (vwap+vol+gaps).
Real path vs synthetic path, each with its own OR-width history (same replay as
scripts/h01-probegrid.ts). Seed 0 for the table; 20-seed synthetic distribution is optional companion and cannot upgrade this to a pass.Do not: change
DEFAULT_PARAMS, retune 0.8 / 0.55 / 37, add presets, treat 30-day PF as Q8 pass or kill.Read-only diagnostic: report ΔPF of each cell vs none on the real path, plus skip-reason counts. Sign of ΔPF only tells us whether the filter is still worth waiting for the long real window.