trading / confluences / b_nr7

b_nr7 — Crabel NR7 daily range contraction DEAD

Online lane — published (Crabel) · Scored and did not clear its own noise floor.

What it asks

Was yesterday the narrowest-range session of the last seven? The classic volatility-contraction-precedes-expansion setup.

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

Crabel NR7 — daily volatility contraction. 1 iff the most recent RTH
session strictly before the decision day has a range (hi-lo) STRICTLY
smaller than each of the 6 sessions before it.

Sessions come from `_rth_daily_from_m5` over `view.history("m5", n=12000)`,
the same builder `_daily_atr20` uses. Fewer than 7 prior sessions -> 0.

NOT the FDR-dead `n1-narrowOR`: this is prior-DAY range, not opening-range
width. Evidence tier: PUBLISHED (Crabel, plus decades of practitioner
replication). Window 7 fixed a priori; no sweep.

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

Status — DEAD

The flattest result in the entire slate, and notably so given it carries the slate's ONLY 'published' evidence tier (Crabel's book plus decades of practitioner replication). Pooled delta −0.004 R. Matched p=0.958 — the 4.25th percentile of its own null, i.e. more null-like than 95% of random columns at the same prevalence. q=0.958. A published, widely-believed daily-volatility factor adds nothing to this intraday method's confluence stack. That is the single most useful sentence the online lane produced.

Retest path

None. This is as clean a null as the instrument can deliver, on a bit that was carefully distinguished from the dead n1-narrowOR (prior-DAY range, not opening-range width) before it was run.

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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