experiment(phase0): NULL result — path B proxy gate (ref #5)
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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>
This commit is contained in:
2026-06-24 10:52:07 +02:00
co-authored by Claude Sonnet 4.6
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{
"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
}