trading / confluences
Every confluence this desk has ever put on trial — the six live gates of the P1 Master method, the 2026-08-07 candidate screen, the bits that were dropped before they cost a multiplicity slot, and the ones it is now forbidden to re-run. Permanent record; nothing here has ever changed the live method.
The Courtroom is a permanent, cheat-resistant way to ask one question — does this confluence actually help? — and, more importantly, a way to not fool ourselves when the answer looks like yes. Everything the lab produces is a ranking. A ranking is not a decision. Nothing changes the live method until it has walked the whole gauntlet, and most things never will.
Its central scarcity rule is the one-challenger law: at most ONE candidate bit is under test at any moment — not a family, not a sweep, one. The registration is written into a hash-chained, append-only ledger before the bit is scored, carrying its promotion rule, its minimum effect and its quarantine start date. This is enforced in code, not by good intentions: the registry refuses a second open challenger, an incomplete registration, a bit whose source hash no longer matches what was registered, and any attempt to re-open a closed experiment. Because a forward quarantine is measured in months of wall-clock, the seat is the programme's scarcest resource — which is why spending it on a case you expect to lose is itself a ruled-against move.
Failures are permanent. A rejected bit is appended to the ledger with its verdict and is never deleted, never quietly re-run with different settings, never retried "because the market changed". A genuine retest is a NEW registration that cites the old one — so the count of attempts, and the multiplicity it creates, stay visible.
The screen that produced most of this page is the Gate-2 instrument applied as a screen, with parameters fixed in a sha-pinned design document before any value was computed, and BH-FDR at q=0.25 across the declared 15-bit family. Its own warning, verbatim:
HISTORICAL SCREEN, NOT CERTIFICATION. 2019-2026 is burned data. Nothing here is a forward test, an engine A/B or a Pine referee; nothing here may touch the live method. It nominates at most ONE bit for the Courtroom's challenger seat, and only Arman's registration puts it there.
| Control | Requirement | Result | Passes |
|---|---|---|---|
| ctl_planted | planted +0.30 R must be DETECTED (p < 0.05) | Δ +0.2979 · p=0.0000 | YES |
| ctl_null ×20 | ≤ 3 of 20 permuted columns below α=0.05 | 1 of 20 | YES — calibrated |
| ctl_null (single) | the design doc's literal wording: p ≥ 0.05 on one designated seed | p=0.0196 | NO — reported verbatim; a single null draw lands below α with probability α by construction, so this is not the instrument the verdict rests on |
| leak self-tests | two deliberately broken bits must be CAUGHT | 3,817 + 3 violations flagged | YES |
Live-gate statistics come from the six-bit commissioning family (exp-0001, 2026-08-05); screen-slate statistics come from the fifteen-bit screen family (screen-2026-08-07). The two q columns are corrections over different families and are NOT comparable to each other — both are exploratory sorting keys, never evidence.
| Confluence | Status | Prevalence | Δ mean R | matched p | q | Headline |
|---|---|---|---|---|---|---|
| Live gates — the P1 Master stack, commissioning stats | ||||||
| c1_trend | LIVE | 32.2% | +0.0808 | 0.1740 | 0.348 | WEAK |
| c2_vwap | LIVE | 63.3% | +0.0588 | 0.3119 | 0.416 | INDISTINGUISHABLE |
| c3_volume | LIVE | 80.6% | +0.0663 | 0.3468 | 0.416 | INDISTINGUISHABLE |
| c4_sweep | LIVE | 75.7% | +0.1312 | 0.0435 | 0.261 | NOMINAL |
| c5_htf | LIVE | 28.2% | +0.0886 | 0.1525 | 0.348 | WEAK |
| c6_room | LIVE | 9.6% | +0.0373 | 0.6940 | 0.694 | INDISTINGUISHABLE |
| Screen slate 2026-08-07 — FDR survivors (q ≤ 0.25) | ||||||
| b_onbreak | SURVIVOR-BENCHED | 21.4% | +0.1664 | 0.0141 | 0.197 | survivor — benched, seat not spent |
| b_actfloor | SURVIVOR-BENCHED | 78.5% | +0.1444 | 0.0315 | 0.221 | survivor — benched, seat not spent |
| Screen slate 2026-08-07 — scored and dead | ||||||
| b_gapadr | DEAD | 69.5% | +0.1106 | 0.0660 | 0.308 | failed FDR gate (p=0.066) — no A/B earned |
| b_pmor | DEAD | 76.9% | +0.1012 | 0.1261 | 0.441 | 87.4th pctile of its own null |
| b_volhard | DEAD | 87.7% | -0.1028 | 0.2276 | 0.637 | 77.2th pctile of its own null |
| b_pdbreak | DEAD | 28.1% | +0.0654 | 0.2904 | 0.678 | 71.0th pctile of its own null |
| b_adx | DEAD | 72.3% | -0.0510 | 0.4118 | 0.824 | 58.8th pctile of its own null |
| b_orwcap | DEAD | 83.2% | -0.0450 | 0.5463 | 0.874 | 45.4th pctile of its own null |
| b_dwell | DEAD | 70.6% | -0.0265 | 0.6627 | 0.928 | 33.7th pctile of its own null |
| b_blackout | DEAD | 38.0% | +0.0174 | 0.7576 | 0.952 | 24.2th pctile of its own null |
| b_stopband | DEAD | 82.7% | -0.0152 | 0.8402 | 0.952 | 16.0th pctile of its own null |
| b_volregime | DEAD | 43.4% | +0.0084 | 0.8837 | 0.952 | 11.6th pctile of its own null |
| b_nr7 | DEAD | 16.0% | -0.0040 | 0.9575 | 0.958 | 4.2th pctile of its own null |
| Screen slate 2026-08-07 — not scoreable | ||||||
| b_avwapday | DEGENERATE | 100.0% | — | — | — | degenerate — consumes no verdict |
| b_dryup | UNDERPOWERED | 2.5% | +0.1034 | 0.5618 | 0.874 | underpowered — consumes no verdict |
| Dropped in the open — before any outcome value was computed | ||||||
| b_closeconf | DROPPED | — | — | — | — | structural tautology — 400/400 sampled candidates |
| b_roomstop | DROPPED | — | — | — | — | duplicate of the live c6 at the same 2.0 multiple |
| SW-31-breakout-latency-window | DROPPED | — | — | — | — | reduces to FDR-dead n4-earlySignal |
| EN-12-signal-bar-range-cap | DROPPED | — | — | — | — | source states no number — would be tuning-by-authorship |
| Do not retest — FDR-dead in the 2026-07-21 deep-dive | ||||||
| n1-narrowOR | DO-NOT-RETEST | — | — | — | — | Narrow opening range as a positive signal — rewards OR narrowness. |
| n2-gapAlign | DO-NOT-RETEST | — | — | — | — | Overnight gap direction aligned with the trade direction. |
| n3-displacement | DO-NOT-RETEST | — | — | — | — | Signal-bar displacement / bar-size as a quality proxy. |
| n4-earlySignal | DO-NOT-RETEST | — | — | — | — | How soon after the opening range the signal fires. |
| Bit | Standing |
|---|---|
| n1-narrowOR | FDR-dead in the 2026-07-21 confluence deep-dive. Two later candidates were built specifically to NOT be it and both said so in writing: b_orwcap (wide side only, excludes rather than rewards) and b_nr7 (prior-DAY range, not OR width). Both then failed on their own merits. |
| n2-gapAlign | FDR-dead 2026-07-21. Note b_gapadr is a different mechanism — gap MAGNITUDE as a band, not gap direction — which is why it was allowed a slot; it then failed the screen's FDR gate anyway (p=0.066, q=0.308). |
| n3-displacement | FDR-dead 2026-07-21. It is the reason EN-12 was dropped (a bar-size cap is adjacent to it) and the reason b_dwell's registration insists in writing that it is persistence, not bar size. |
| n4-earlySignal | FDR-dead 2026-07-21. It is the reason SW-31 was dropped without being measured. |
Two independent judges, five reviews (two with full primary-data access, three packet-only), ruling on the 31-cell config grid. Keep the live six-gate stack untouched. Register no challenger. Record the result as "live stands" — which the config-challenge workflow explicitly calls a success of the process, not a failure.
All three of the grid's both-era winners are dead under the study's own pre-declared Stage-1 bar ("cells failing any item are DEAD"):
The promotion arithmetic forecloses the seat independently. Over the true 7.16-year span the burned, in-sample, optimistic-basis deltas annualise to $661/12m (actfloor→c6), $544/12m (CONFIG_9_k5) and $380/12m (CONFIG_7_k4) against a $1,500/12m bar. The best cell's most flattering number is 44% of the bar, and forward performance will be lower. Registering any of them is a pre-paid rejection.
Disposition: the live stack stands; b_onbreak goes to the bench as the one object the study produced that deserves to live, re-testable only on a future pre-registered grid over data it has not seen (post-2026-07-31), with a zero-risk shadow-fill log available to resolve its fill-conditioning without spending the seat; b_actfloor is benched behind a required drop-c6 ablation; b_gapadr is not to be resurrected in any form. The challenger seat stays open.
Final line, verbatim: "live stands; all three winners dead under the study's own law; b_onbreak to the bench; the seat stays open. A smaller true number beats a bigger fragile one — and this grid's bigger numbers are not merely fragile, they are mechanically explained."