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| 1 | +# BTC Fib Selection-Learning — CAMPAIGN CHECKPOINT (2026-06-24) |
| 2 | + |
| 3 | +**Lean Fib Research. Research-only. Selection learning — NOT a behaviour/edge claim, no |
| 4 | +backtest/PnL, no Genesis, no auto-fib-as-truth, no label mutation.** This doc **locks what the |
| 5 | +selection-learning line has actually established** across its five committed runs, names the **single |
| 6 | +open crux**, and makes the **next-step choice (A / B / C) well-posed**. It starts **no** new track, |
| 7 | +authorises **no** code, run, or build, and adds **no** new positive claim. Decision needs a separate |
| 8 | +explicit GO. |
| 9 | + |
| 10 | +## Scope of this line (unchanged since the 2026-06-17 prereg) |
| 11 | + |
| 12 | +> *Can a model reproduce **how the human selects** swings/ranges* — labels = facit, **no |
| 13 | +> edge/behaviour/PnL/backtest/Genesis/auto-fib claim**. Stage-2 (leg/range gestalt) = headline target; |
| 14 | +> Stage-1 (per-pivot) = diagnostic floor. One primary cell `k=3`, coverage ceiling, **4h is the only |
| 15 | +> adequately powered TF** (1M/1w/1d underpowered throughout — **context, not refuted**). |
| 16 | +
|
| 17 | +## Verdict chain (committed, blind-locked rules applied verbatim) |
| 18 | + |
| 19 | +| # | Study (date) | Locked verdict | Headline number (4h, powered) | Commit | |
| 20 | +|---|--------------|----------------|-------------------------------|--------| |
| 21 | +| 1 | Stage-2 headline (06-18) | modest single-feature lead | lift **+0.052**, CI [0.023, 0.120] vs magnitude | `ea6c2ea` | |
| 22 | +| 2 | Prominence-family sensitivity (06-18) | **`survives_prominence_family`** | lift survives vs summed (+0.043) AND max (+0.049) prominence | `ea6c2ea` | |
| 23 | +| 3 | k-sweep {0,3,6,12} (06-18) | **`k_stable_live_selection_signal`** | k=3/6/12 all survive; k=0 degenerate | `ea6c2ea` | |
| 24 | +| 4 | W-gap causal-availability (06-23) | **`no_causal_gap`** | gap(k=3) **−0.0045**, CI [−0.070, +0.031] incl. 0 | `b515b08`↩`61c41d1` | |
| 25 | +| 5 | Stage-1 per-pivot (06-24) | **`no_pivot_signal_above_prominence`** | recall **0.902**; ranking lift +0.0228, CI [−0.035, +0.079] incl. 0 | `b515b08` | |
| 26 | + |
| 27 | +## What we KNOW (positive, scoped to 4h + the frozen eight features) |
| 28 | + |
| 29 | +1. **There is a real, modest selection correlate.** On the one powered cell the model out-ranks every |
| 30 | + §6 baseline OOS (magnitude + summed/max prominence), CI excludes 0, `p_one_sided(lift≤0)=0/2000`. |
| 31 | +2. **It is carried almost entirely by ONE leg-level feature — `cleanliness`** (net move ÷ path, |
| 32 | + standardized weight ~0.20, ≈3× the next term). Human-marked legs are **cleaner / more efficient**. |
| 33 | + It is **not** a multi-feature reproduction. |
| 34 | +3. **It is not hindsight** (W-gap `no_causal_gap`): a bounded 180-bar retrospective view buys no |
| 35 | + selection info the live view at `k=3` lacks — `cleanliness` is **live-available**. |
| 36 | +4. **It is not a buffer artifact** (`k_stable_live_selection_signal`): stable across k∈{3,6,12}. |
| 37 | +5. **It is not a coverage/detection failure** (Stage-1 recall ~0.90): the human's anchors **are** in |
| 38 | + the detector's pivot universe — the Stage-2 ceiling is **not** a detection problem. |
| 39 | +6. **It does not live in the lone pivot** (Stage-1 `no_pivot_signal_above_prominence`): per-pivot |
| 40 | + features add nothing over prominence. **The signal lives in the leg/range GESTALT**, and the one |
| 41 | + feature carrying it (`cleanliness`) is structurally a **leg-level** quantity. |
| 42 | +7. **Absolute agreement is LOW** — AP ~0.057–0.066 against a ~0.83 reachability ceiling. **The human |
| 43 | + is not "reproduced."** |
| 44 | + |
| 45 | +> One-line state: *On 4h there is a modest, OOS, live-available, buffer-stable, baseline-robust |
| 46 | +> selection correlate, carried by leg `cleanliness` and living in the leg gestalt (not the lone pivot, |
| 47 | +> not detection coverage) — but at low absolute agreement, and on one powered TF only.* |
| 48 | +
|
| 49 | +## What we DON'T know — the single open CRUX |
| 50 | + |
| 51 | +**Is the `cleanliness` lead a genuine human-selection signal, or a detection / anchoring artifact?** |
| 52 | +The entire pipeline is **conditioned on the detector's pivot universe**, and `cleanliness` is computed |
| 53 | +on **detector-defined legs**. If the detector preferentially surfaces or anchors clean/efficient legs, |
| 54 | +then "human legs are cleaner" is partly **mechanical** — baked in by candidate generation, not a fact |
| 55 | +about human choice. This question has been flagged at **every** stage (06-18 sensitivity, k-sweep, |
| 56 | +W-gap, Stage-1) and **deliberately left OPEN**; nothing run so far can resolve it, because every run |
| 57 | +lives inside the same detector frame. |
| 58 | + |
| 59 | +**Secondary loose end:** set-level **`exclusivity`** (`k*=3`) was specced in the |
| 60 | +[§12 addendum](btc-fib-selection-learning-addendum-20260618.md) but the Stage-2 live whitelist actually |
| 61 | +built was `{magnitude, cleanliness, duration, prominence, structure_alignment}` — **exclusivity was |
| 62 | +never implemented or run.** It is an unfinished feature, not a result. |
| 63 | + |
| 64 | +## The next-step choice — A / B / C (all roads lead to the crux) |
| 65 | + |
| 66 | +| | Track | What it does | Decides the crux? | Main risk | |
| 67 | +|--|-------|--------------|:-----------------:|-----------| |
| 68 | +| **A** | set-level exclusivity / `cleanliness`-artifact diagnostic | stays in the detector frame: (i) build the unbuilt `exclusivity` feature, does `cleanliness` survive its inclusion; (ii) a diagnostic separating "human prefers clean legs" from "detector surfaces clean legs" | **partly** | within-detector-frame circularity may be **irreducible** — a within-frame test may not fully break the circle | |
| 69 | +| **B** | detector-independent anchor-probe | removes the detector as candidate-generator and tests whether the anchor / `cleanliness` signal survives **without** the suspected source of circularity | **most directly** | requires **inventing a detector-independent frame** → new arbitrary choices (validity-over-convenience hazard); MUST be locked blind | |
| 70 | +| **C** | pause + write "current theory of human fib selection" | synthesis-only; consolidates KNOW/crux into a stated theory, defers the empirical crux | **no** (defers) | leaves the artifact question open; risks theorizing past the evidence | |
| 71 | + |
| 72 | +- **A and B are two angles on the SAME crux** (cleanliness-as-artifact / detector-circularity); **C |
| 73 | + defers it.** Whichever empirical track is chosen, its verdict rule must be **locked blind before any |
| 74 | + build** (two-commit gate, as with W-gap and Stage-1), and must respect validity-over-convenience — |
| 75 | + no quietly-chosen control or frame. |
| 76 | +- **Tentative lean (not a decision — the GO is the user's next turn):** the crux *is* the artifact |
| 77 | + question, and only **B** attacks its suspected source head-on; **A**'s within-frame test may not |
| 78 | + break the circularity and **C** defers it. So **B, but only behind a tight blind lock** — and if a |
| 79 | + detector-independent frame cannot be defined without arbitrary convenience choices, **fall back to |
| 80 | + A**'s narrow cleanliness-artifact diagnostic. Recommend: **this checkpoint first, then A or B.** |
| 81 | + |
| 82 | +## Non-claims (binding — carried from every prior lock) |
| 83 | + |
| 84 | +Not a reproduction of human selection. **No edge / behaviour / PnL / backtest / strategy claim.** The |
| 85 | +`cleanliness`-as-artifact question is **OPEN** and this doc does **not** resolve it. Underpowered TFs |
| 86 | +are context, not refuted. No Genesis, no auto-fib-as-truth, no label/corpus mutation, no 1H, no ETH. |
| 87 | +This checkpoint is **descriptive consolidation only** — it adds no new positive claim and starts no |
| 88 | +track. |
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