trading / confluences / b_blackout

b_blackout — clock blackout windows DEAD

Corpus lane — SW-08 · Scored and did not clear its own noise floor.

BURNED DATA — 2019–2026 was selected on before this lab existedNOT TV-VERIFIEDSCREENING ≠ CERTIFICATIONOPTIMISTIC FILL MODEL — touch fills, zero slippageMES ONLY · P1 M2 managementSOLO LEDGER IS NOT A BOOK — never summed

What it asks

Don't trade in three named minute-windows (09:39–09:50, 09:58–10:05, 13:55–14:35 ET). The bit is 1 when the decision falls OUTSIDE all of them.

Exact definition · verbatim docstring from backtests/conf_lab/bits.py (sha1 5473adbbf694)

SW-08 clock blackout. 1 iff the DECISION time is OUTSIDE every blackout
window (so 1 = tradeable, matching the other bits' polarity).

Windows (ET, inclusive both ends): 09:39-09:50, 09:58-10:05, 13:55-14:35.
Fixed a priori; no window was swept, added or moved. Pure clock predicate —
it reads no market data at all, which is why it cannot leak.

Fixed parameters & provenance

Every parameter below was fixed in the design document before any candidate value was computed. No sweep, no tuning: a bit that needs tuning to pass has failed.

FieldValue
Source componentSW-08-clock-blackout-windows
Evidence tierCLAIMED
Backlog rank#8
bounds"inclusive"
windows_et[["09:39", "09:50"], ["09:58", "10:05"], ["13:55", "14:35"]]
Design docbacktests/conf_lab/SCREEN-2026-08-07-DESIGN.md
Doc sha256e2ba7ca77acce01c03ebcdb7afb51ffade7bb7a591303a2923329dba13a91d94

Screen analytics — screen-2026-08-07

Conditional association on mean solo R, stratified on the count of the OTHER live bits, against a per-bit prevalence-matched null (50,000 i.i.d. Bernoulli draws at this bit's own prevalence, scored on its own strata). Population: 2,882 candidates, 2,289 filled, MES, 2019-06-04 → 2026-07-31.

Prevalence
38.01%
of filled rows
Pooled Δ mean R
+0.0174
stratified, vs bit=0
Matched-null p
0.7576
24.24th pctile of own null
BH q (15-bit family)
0.9517
q=0.25 gate
Bootstrap 95% CI
[-0.090, +0.126]
week-block, n=20,000 · p=0.7517
Win-rate Δ
+0.0282
secondary statistic

Per era · reported separately, never pooled into a verdict — each cell is a smaller sample than the headline

Eran filledPrevalenceΔ mean Rmatched pboot 95% CIflag
pre-20251,79039.05%+0.06160.3297[-0.058, +0.183]
2025+49934.27%-0.20650.1273[-0.470, +0.052]

Funnel & fill conditioning · a bit that mostly predicts whether a limit FILLS is not the same discovery as a bit that predicts whether a trade WINS

MeasureValue
Candidate rate (all 2,882)37.58%
Limit fill rate — bit = 180.33%
Limit fill rate — bit = 078.88%
Fill-conditioning gap+0.0146
Live take rate — bit = 116.81%
Live take rate — bit = 017.79%

Novelty vs the six live bits · high agreement means the bit is mostly restating a gate that is already in the stack

Live bitAgreementJaccard
c1_trend51.20%0.1799
c2_vwap66.54%0.5036
c3_volume21.45%0.2030
c4_sweep48.23%0.3743
c5_htf54.13%0.1816
c6_room59.02%0.0750

By stratum — does it work where the method actually trades? · the live A/B take rule is count >= 4, so the count>=4 rows are the only ones that could change a live trade

Stratumn onn offmean R onmean R offcrude Δ
other live bits == 0 SMALL11+0.3762-1.3246+1.7007
other live bits == 13472-0.1413-0.3378+0.1966
other live bits == 2263406-0.0865-0.0535-0.0331
other live bits == 3373580+0.0241-0.0532+0.0773
other live bits == 4179297+0.0755+0.1385-0.0630
other live bits == 51758-0.0975-0.0055-0.0920
other live bits == 6 SMALL35-0.2130-0.1839-0.0291

Status — DEAD

NULL: pooled +0.017 R, matched p=0.758 (24.2nd percentile of its own null), q=0.952. This is the cleanest bit in the slate to trust as a null, because it reads no market data at all — a pure clock predicate, structurally incapable of leaking. The windows were taken from the source card verbatim and never moved; the card's 08:20 and 15:49 windows were dropped because they lie outside P1's signal hours, which is a scope decision, not a tuning one.

Retest path

Do not move the windows. Re-cutting time-of-day boundaries until one pays is the purest form of the multiplicity this programme is built to refuse.

Standing caveats

screen-2026-08-07stream conflab-pop-v1opportunity sha256 b62ca795de4a647b…harness ok · 0 real violations