trading / confluences / b_blackout
Corpus lane — SW-08 · Scored and did not clear its own noise floor.
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.
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.
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.
| Field | Value |
|---|---|
| Source component | SW-08-clock-blackout-windows |
| Evidence tier | CLAIMED |
| Backlog rank | #8 |
| bounds | "inclusive" |
| windows_et | [["09:39", "09:50"], ["09:58", "10:05"], ["13:55", "14:35"]] |
| Design doc | backtests/conf_lab/SCREEN-2026-08-07-DESIGN.md |
| Doc sha256 | e2ba7ca77acce01c03ebcdb7afb51ffade7bb7a591303a2923329dba13a91d94 |
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.
| Era | n filled | Prevalence | Δ mean R | matched p | boot 95% CI | flag |
|---|---|---|---|---|---|---|
| pre-2025 | 1,790 | 39.05% | +0.0616 | 0.3297 | [-0.058, +0.183] | — |
| 2025+ | 499 | 34.27% | -0.2065 | 0.1273 | [-0.470, +0.052] | — |
| Measure | Value |
|---|---|
| Candidate rate (all 2,882) | 37.58% |
| Limit fill rate — bit = 1 | 80.33% |
| Limit fill rate — bit = 0 | 78.88% |
| Fill-conditioning gap | +0.0146 |
| Live take rate — bit = 1 | 16.81% |
| Live take rate — bit = 0 | 17.79% |
| Live bit | Agreement | Jaccard |
|---|---|---|
| c1_trend | 51.20% | 0.1799 |
| c2_vwap | 66.54% | 0.5036 |
| c3_volume | 21.45% | 0.2030 |
| c4_sweep | 48.23% | 0.3743 |
| c5_htf | 54.13% | 0.1816 |
| c6_room | 59.02% | 0.0750 |
| Stratum | n on | n off | mean R on | mean R off | crude Δ |
|---|---|---|---|---|---|
| other live bits == 0 SMALL | 1 | 1 | +0.3762 | -1.3246 | +1.7007 |
| other live bits == 1 | 34 | 72 | -0.1413 | -0.3378 | +0.1966 |
| other live bits == 2 | 263 | 406 | -0.0865 | -0.0535 | -0.0331 |
| other live bits == 3 | 373 | 580 | +0.0241 | -0.0532 | +0.0773 |
| other live bits == 4 | 179 | 297 | +0.0755 | +0.1385 | -0.0630 |
| other live bits == 5 | 17 | 58 | -0.0975 | -0.0055 | -0.0920 |
| other live bits == 6 SMALL | 3 | 5 | -0.2130 | -0.1839 | -0.0291 |
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.
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.