experiment(phase0): NULL result — path B proxy gate (ref #5)

Phase-0 SSL feasibility gate run on daily 2019-2023 EUR/USD (path B deviation:
not hourly 2008-2022 + Go harness as specced in #5). Results:
  TS-JEPA silhouette mean=0.018 (need >0.20) — FAIL
  PCA baseline silhouette=0.136 — also below threshold
  sensitivity: 2000 ep + D=64 worsened to 0.004 (not a training-time issue)

Root cause: 2 daily features (ret, realized_vol) carry minimal regime structure
at this resolution. The JEPA objective with SIGReg pushes embeddings toward
isotropic Gaussian — good for downstream probes (val_vol_r2>0) but may actively
resist the clustering structure the silhouette gate measures.

Null protocol: real gate requires #4 (Go harness) + #2 (hourly data, more
features) before rerunning. HEPA (#14) noted as alternative backbone.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

results/summaries/phase-0-metrics.json

@@ -0,0 +1,13 @@
+{
+  "label": "null",
+  "mean_sil": 0.018206419112781685,
+  "pca_sil": 0.13589094579219818,
+  "spread": 0.8673340065023978,
+  "pc1_hv_corr": 0.525803392278542,
+  "per_seed": [
+    0.026790648698806763,
+    0.010999602265655994,
+    0.016829006373882294
+  ],
+  "passed": false
+}

results/summaries/phase-0-null.md

@@ -0,0 +1,25 @@
+# Phase-0 SSL feasibility gate — null
+
+**Date:** 2026-06-24
+**Path B deviation:** Daily 2019-2023 (not hourly 2008-2022); Python harness
+(not Go #4); gate metric adapted from silhouette-on-embedding to match
+available data. Go harness (#4) remains open for production experiments.
+
+## Data
+- Train: EUR/USD daily 2019-2021 (907 windows)
+- OOS: EUR/USD daily 2022-2023 (593 windows)
+- HV label: top-33% realized-vol days = high-volatility (196 days)
+
+## Results
+| | Value | Gate |
+|---|---|---|
+| TS-JEPA mean silhouette (3 seeds) | 0.0182 | > 0.20 → **False** |
+| Beats PCA baseline (0.1359) | 0.0182 | > PCA → **False** |
+| Seed stability (spread) | 86.73% | < 10% → **False** |
+| PC1/HV correlation | 0.5258 | < 0.95 → **True** |
+
+Per-seed: ['0.0268', '0.0110', '0.0168']
+
+## Verdict: **NULL**
+
+One or more gate criteria not met. See null result protocol in #5.