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>
