trading / confluences / b_gapadr

b_gapadr — overnight gap vs daily ATR band DEAD

Corpus lane — RG-27 · Scored and did not clear its own noise floor.

What it asks

Is the overnight gap a useful size — neither so small the day is chop nor so large the day is unstable? The bit wants |gap| between 0.10 and 0.75 of the 20-session daily ATR.

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

RG-27 gap-vs-ADR band. 1 iff |overnight gap| / dailyATR20 lies in
[0.10, 0.75] — too small (chop) and too large (unstable) both excluded.

The gap is the record's own `gap_pts` (09:30 RTH open minus the prior RTH
close), which the engine computes from prior-session data plus the 09:30
open and stamps on every candidate. The denominator is `_daily_atr20`, the
view-side restatement of `strategies_p1._ors_daily_atr20`. Missing gap or
ATR -> 0. Band fixed a priori; not swept.

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.

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.

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

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

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

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

Config-grid involvement — 2026-08-07

Paired replay on the certified conflab-livegate-v1 stream, $250-nominal basis (~2.6% high versus engine dollars), 31 cells examined with ZERO multiplicity correction and no p-values. Every cell below is post-hoc on data the bits were screened on.

Status — DEAD

FAILED the pre-registered FDR gate: matched p=0.066, q=0.308 against q=0.25, and its bootstrap CI [−0.0095, +0.230] contains zero. Under the design it earns no A/B at all — CONFIG_9 and the b_gapadr swaps exist only because they were asked for after the fact, and they lost anyway: adding it doubled the book, diluted expR from .0912 to .0508, pushed max EOD drawdown to $11,216 (worse than base $10,826, which is Stage-1 item 3 and therefore death), and its 'era win' pre-2025 contains a −$3,870 year. In the traded count>=4 stratum its conditional effect is NEGATIVE (−0.073). Both judges ruled the same way: do not resurrect it in any form.

Retest path

None offered. A bit that failed its own pre-registered gate and then failed post-hoc as well does not get a third look on this data. A genuine retest would be a new registration that CITES the old one, so the attempt count and the multiplicity it creates stay visible (PROTOCOL gate 7).

Standing caveats

• Fill model optimistic: touch fills, zero net slippage, entry-bar SL/TP not checked inside the fill minute.
• Not a holdout — 2019-2026 was selected on, tuned on and reported on before this lab existed. A good number here means 'worth pre-registering', nothing more.
• MES only; the P1 edge is MES-centric and recent-regime.
• Masters miss four Sunday-evening blocks (May-Jun 2026); data ends 2026-07-31.
• Mean solo R is an average per candidate. The solo ledger is not a book and is never summed (PROTOCOL.md §0).
• Per-era cells are reported separately and are NOT pooled into a verdict; each is a smaller sample than the headline.
• Nothing on this page is TV-verified. A backtest number becomes actionable only after an independent TradingView Pine port reproduces entries AND per-trade PnL on a Deep Backtest export.
• Screening is not certification. Promotion requires all seven PROTOCOL gates, ending in a forward paired evaluation and a Pine referee.

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