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| 1 | +# BTC Fib Selection-Learning — artifact-probe MECHANICS NOTE (2026-06-24) |
| 2 | + |
| 3 | +**Lean Fib Research. Research-only. DESCRIPTIVE-ONLY — NO verdict, NO claim, no edge/behaviour/PnL/ |
| 4 | +backtest/Genesis/auto-fib/1H/ETH/label-mutation.** Executed per the blind |
| 5 | +[mechanics PLAN](btc-fib-selection-learning-artifact-mechanics-plan-20260624.md) (`70174df`) on the |
| 6 | +**same frozen data / locked detection** as the |
| 7 | +[artifact-probe](btc-fib-selection-learning-artifact-results-20260624.md) (no refresh, no new |
| 8 | +universe, no matched-null). It explains the *mechanics* behind the three artifact-probe observations; |
| 9 | +**it issues no verdict, changes no lock, and the artifact-probe reading is unchanged.** A clean |
| 10 | +mechanical explanation of a gap is **not** evidence for or against "genuine human signal" — the crux |
| 11 | +stays OPEN. |
| 12 | + |
| 13 | +> **STATUS — descriptive mechanics, no verdict.** (1) The 4H "reached legs less clean than unreached" |
| 14 | +> gap is **fully accounted for by leg span (duration)**: cleanliness falls steeply with span |
| 15 | +> (Spearman **−0.69**), reached legs are longer (median 5 vs 3 bars), and the −0.056 gap **vanishes |
| 16 | +> when conditioning on span** (short-span gap +0.003, long-span gap −0.017). It is a **composition / |
| 17 | +> Simpson-flavoured** effect, not a property of "being reached". (2) 4H snapping **lowers** cleanliness |
| 18 | +> because detector pivots mostly sit **outside** the human anchors → snapping **extends** the span |
| 19 | +> (extend 33% vs shrink 1.6%) → more path. (3) The **1D sign flip** is the genuine cross-TF asymmetry: |
| 20 | +> 1D snaps shrink far more often (10% vs 1.6%) **and** the span-delta→cleanliness relationship itself |
| 21 | +> **flips sign** (Spearman 4H −0.19 vs 1D +0.18) — so the flip is **not** purely arithmetic; the deeper |
| 22 | +> "why the local relationship reverses by TF" stays an **open investigate-target**, claimed as nothing. |
| 23 | +
|
| 24 | +## What was built + run |
| 25 | + |
| 26 | +A small descriptive pass: `src/fibengine/research/selection_learning_artifact_mechanics.py` (own |
| 27 | +`--artifact-mechanics` CLI) records three per-leg quantities on the artifact-probe rows — |
| 28 | +`span_bars = |pos_b − pos_a|`, `magnitude_atr` (net close-move ÷ causal ATR at `anchor_b`), |
| 29 | +`snap_span_delta = |snapped span| − |exact span|` — and the PLAN-P3 summaries (median/IQR, a single |
| 30 | +Spearman, a single median split). **Numpy-only, deterministic, no bootstrap, no verdict.** Three new |
| 31 | +descriptive fields were added to `ArtifactRow` (used by no contrast/verdict). Run on the frozen |
| 32 | +universe (preflight READY; no `--refresh`). |
| 33 | + |
| 34 | +## M1 — 4H "reached less clean" is a span (duration) confound |
| 35 | + |
| 36 | +| quantity | reached (n=314) | unreached (n=51) | |
| 37 | +|----------|----------------:|-----------------:| |
| 38 | +| `span_bars` median (IQR) | 5.0 (2–11) | 3.0 (2–6) | |
| 39 | +| `magnitude_atr` median (IQR) | — see summary.json — | — | |
| 40 | +| Spearman(`cleanliness`, `span_bars`), all legs | **−0.686** | | |
| 41 | +| Spearman(`cleanliness`, `magnitude_atr`), all legs | −0.322 | | |
| 42 | + |
| 43 | +**Attenuation (single median split on `span_bars`):** |
| 44 | + |
| 45 | +| span half | n reached / unreached | mean clean reached | mean clean unreached | **gap** | |
| 46 | +|-----------|----------------------:|-------------------:|---------------------:|--------:| |
| 47 | +| short-span | 170 / 38 | 0.864 | 0.861 | **+0.003** | |
| 48 | +| long-span | 144 / 13 | 0.600 | 0.617 | **−0.017** | |
| 49 | + |
| 50 | +- Cleanliness falls **steeply with span** (−0.69). Unreached legs cluster in the **short-span** bucket |
| 51 | + (38/51 ≈ 75%) where cleanliness is high (~0.86); reached legs spread into the **long-span** bucket |
| 52 | + (~46%) where it is low (~0.60). The overall −0.056 surfacing gap is that **composition** — **within |
| 53 | + each span half the gap is ≈0** (+0.003 / −0.017). So "reached legs are less clean" is **"reached legs |
| 54 | + are longer"**, not a detector preference for clean legs. |
| 55 | +- This matches the artifact-probe's `inverse_surfacing` direction and its **marginal** magnitude (CI |
| 56 | + upper −0.00095): there is no real surfacing-by-cleanliness effect to explain — just the span confound. |
| 57 | + |
| 58 | +## M3 — the 4H↔1D snapping sign flip (cross-TF asymmetry; the headline object) |
| 59 | + |
| 60 | +| TF | `snap_span_delta`: extend (>0) | no change (=0) | shrink (<0) | Spearman(`snap_span_delta`, `snapped−exact`) † | |
| 61 | +|----|----:|----:|----:|----:| |
| 62 | +| **4H** | **0.328** | 0.656 | **0.016** | **−0.193** | |
| 63 | +| 1D | 0.233 | 0.667 | **0.100** | **+0.180** | |
| 64 | +| 1w | 0.211 | 0.737 | 0.053 | −0.057 | |
| 65 | +| 1M | 0.667 | 0.333 | 0.000 | +0.165 | |
| 66 | + |
| 67 | +† the bare span-delta↔cleanliness Spearman is **partly arithmetic** (changing the span changes |
| 68 | +`net/path` mechanically) — shown for completeness, **not** the finding. |
| 69 | + |
| 70 | +- **4H is extension-dominated** (extend 33% vs shrink **1.6%**, ≈20:1): detector pivots sit at the |
| 71 | + fuller swing extremes, the human anchors **inside** them, so snapping extends the span → more path → |
| 72 | + cleanliness **down** (consistent with the locked `snapping_deflates`). |
| 73 | +- **1D has far more shrinking** (10% vs 1.6%) **and** the span-delta→cleanliness relationship **flips |
| 74 | + sign** (+0.18 vs −0.19). That sign flip is the genuinely non-trivial fact (not pure arithmetic): on |
| 75 | + 1D, where detector pivots land relative to the local price path differs — **detector granularity vs |
| 76 | + human-anchoring precision differs by TF**. This is enough to explain *that* the artifact-probe's |
| 77 | + snapping contrast flips sign on 1D (it inflates there), **without** claiming a mechanism for the |
| 78 | + reversal — *why* the local relationship reverses stays an **open investigate-target**. |
| 79 | + |
| 80 | +## Population guard (binding — carried from the PLAN) |
| 81 | + |
| 82 | +M1 explains the **reached-vs-unreached** contrast (detector-reached vs detector-missed **human** legs). |
| 83 | +This is a **different population** from the Stage-2 cleanliness lead (human-matched vs **non-human** |
| 84 | +candidates, both *inside* the detector universe). **"Span explains the reached/unreached gap" does NOT |
| 85 | +mean "span explains/dissolves the Stage-2 lead"** — different populations, different (un-made) claim. |
| 86 | + |
| 87 | +## Observed / Inferred / Unverified |
| 88 | + |
| 89 | +- **Observed (verified):** the numbers above; Spearman(clean, span)=−0.686 on 4H; reached span median |
| 90 | + 5 vs 3; the surfacing gap collapses within span halves (+0.003 / −0.017); 4H extend:shrink ≈ 33:1.6; |
| 91 | + 1D 23:10 with span-delta↔clean Spearman flipping −0.19→+0.18; deterministic; new tests green. |
| 92 | +- **Inferred (descriptive, scoped):** the 4H reached-less-clean gap is a **span/duration composition |
| 93 | + confound**; the 4H snapping deflation is **span extension** (pivots outside human anchors); the 1D |
| 94 | + flip is a **TF-dependent geometry** (more shrinking + reversed local relationship). |
| 95 | +- **Unverified / scope limits:** |
| 96 | + 1. **No verdict, no claim, no lock change** — the artifact-probe reading is unchanged; the crux |
| 97 | + stays OPEN. |
| 98 | + 2. **Why the span-delta↔cleanliness relationship reverses by TF** is **not** explained — an open |
| 99 | + investigate-target, claimed as nothing. |
| 100 | + 3. M1 does **not** touch the Stage-2 lead (population guard). |
| 101 | + 4. 1M/1w surfacing carry no weight (0 / 2 unreached); context only. |
| 102 | + |
| 103 | +## Non-claims (binding) |
| 104 | + |
| 105 | +Descriptive consolidation only. **No verdict, no positive claim, no lock change, no reproduction, no |
| 106 | +edge/behaviour/PnL/backtest/strategy claim.** Explaining the mechanics of the artifact-probe gaps is |
| 107 | +**not** evidence that `cleanliness` is or is not "human intuition" — the crux is unchanged and OPEN. No |
| 108 | +matched-null, no new candidate universe, no new model feature, no Genesis, no auto-fib-as-truth, no 1H, |
| 109 | +no ETH, no label/corpus mutation, no `data.fetch --refresh`. |
| 110 | + |
| 111 | +> The 4H "reached less clean" gap is **span (duration), not detector cleanliness-preference** — it |
| 112 | +> vanishes at equal span. 4H snapping deflates because pivots sit **outside** the human anchors |
| 113 | +> (span extends); the 1D flip is a **TF-dependent geometry** (more shrinking + a sign-reversed local |
| 114 | +> relationship) whose deeper cause stays an open investigate-target. Descriptive only — no verdict, no |
| 115 | +> claim, crux unchanged. |
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