2 Commits

Author	SHA1	Message	Date
jaxperro	052eda04d1	research: Study C FREEZE — maker inventory-lean pre-registration (follow arm verdict; fade failed its concentration gate) ... score_lean wired into the nightly (walk-forward as-of screening, frozen trigger, chain truth); params/study_lean.json frozen; forward window = ledger rows dated after this commit. Fade $2k+ arm excluded by the pre-declared gate (top event 32%, tail net-negative) — tracked report-only. Follow $150-500: robust across 869 events (top 14%). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>	2026-07-23 15:49:50 -04:00
jaxperro	85ef7809f0	research: maker_lean (T6) — WALK-FORWARD POSITIVE: follow small maker leans, fade whale bags ... 9,165 chain-graded leans, 3 walk-forward days, as-of screening (no self-selection). FOLLOW +$2.51/lean pooled (59% hit @ 58c avg), positive ALL THREE days (+1.60/+2.20/+3.60) — day-consistency the surge signal never had under truth. Size structure tells the mechanism: $150-500 leans FOLLOW +$2.90 (absorbed retail flow = signal); $2k+ leans FOLLOW -$1.73 / FADE +$13.38 n=422 (whale bags = makers getting picked off). Caveats: last-print entry optimism, thin vs the fee hurdle as taker (maker-entry execution is the natural pairing), $2k+ fade cell needs an event-concentration check before pre-registration. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>	2026-07-23 15:08:43 -04:00