mathiasandClaude Sonnet 4.6 3445b6d267 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>

2026-06-24 10:52:07 +02:00

..

check_gpu.py

chore(phase0): reproducible compute gate — torch cu130 + GPU smoke test

2026-06-23 16:43:01 +02:00

context-sync.sh

Initial commit

2026-05-27 21:55:18 +00:00

fetch_data.py

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

phase0_gate.py

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

2026-06-24 10:52:07 +02:00

prepare_data.py

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00