trading / confluences / c3_volume

c3 — decision-bar volume spike LIVE

Live gate · In the live P1 Master gate stack today.

What it asks

Did the bar that produced the signal trade unusually heavy volume? c3 is 1 when the decision 5m bar's volume exceeds 1.5× the mean of the 20 preceding 5m bars on the continuous series.

Exact definition · as the engine implements it

Live confluence c3_volume, read from the engine-stamped `conf_bits`.

Engine meaning: `helpers.vol_spike_cont(mk, decision_bar_open, mult=1.5, lb=20)` — volume spike on the decision bar.

Commissioning stats — exp-0001, 2026-08-05

Gate 2 of 7, EXPLORATORY. Conditional association stratified on the count of the other five live bits, against this bit's own prevalence-matched null. This report supersedes its own first version, which used a single pooled placebo p95 and published a false headline; the superseded line is left on the ledger unedited (PROTOCOL gate 7).

Family verdict (verbatim, 2026-08-05): EXPLORATORY, NO PROMOTION. Under a correct prevalence-matched null, 1 of the six live confluences clears its own noise floor: c4_sweep +0.1312 R, matched p=0.043 (95.7th percentile of its own null). Over the 6-bit family that is BH q=0.26, its 95% CI touches zero, and all seven years are selection-burned — so it earns a pre-registration (gates 3-4), not a promotion. The other five do not clear their matched nulls. The previous headline on this id ('no real bit clears the placebo p95', 'ALL SIX indistinguishable') was FALSE: it applied one mixed-cloud p95 to every bit, distorting percentiles by up to 22 points in both directions.

Composition findings

• count-4 hump REPRODUCES: +0.1148 R (n=476) vs -0.0551 (n=1813) for all other counts; non-monotone (count-5 -0.0263 n=75, count-6 -0.1948 n=8). Descriptive only.
• missing-c6 poison pattern DOES NOT REPRODUCE: at 5-count, missing-c6 is the largest cell (n=48) and mildly POSITIVE (+0.0323); the negative cells are missing-c5 (-0.2993, n=11) and missing-c3 (-1.0734, n=2 = not a pattern).
• c5/c6 are NOT entangled (phi -0.027) despite shared HTF machinery; the strongest pair is c2xc3 at phi -0.330.

Status — LIVE

INDISTINGUISHABLE. +0.066 mean solo R, matched p=0.347 (65.3rd percentile), q=0.416. The 2026-08-07 screen then attacked the threshold directly: b_volhard (the same bit at 1.2×) came back NEGATIVE (−0.103 R, p=0.228), and the inverted hypothesis b_dryup was underpowered. So neither loosening nor inverting c3 improved on it — the threshold is not the lever the backlog claimed.

Retest path

A c3 threshold study would be a new pre-registered grid with the ablation cell declared first. The 1.2× arm is already spent: re-running it is a second look at the same question on the same rows.

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.

← all confluences