generated from mathias/template-go-web
mathiasandClaude Sonnet 4.6
3445b6d267
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>
13 lines
276 B
JSON
13 lines
276 B
JSON
{
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"label": "null",
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"mean_sil": 0.018206419112781685,
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"pca_sil": 0.13589094579219818,
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"spread": 0.8673340065023978,
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"pc1_hv_corr": 0.525803392278542,
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"per_seed": [
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0.026790648698806763,
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0.010999602265655994,
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0.016829006373882294
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],
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"passed": false
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} |