k1 wide + own GBM, full history

k1 wide + own GBM: full history Aug 4 → Oct 24, including the sealed window

Detector: recurring-level dip with the level = the latest swing high alone (k = 1). It buys a dip 0.8–2.0× the token's typical swing below that level, with a 24h lookback, the crash veto (q10) and a 2-min delay. Exit TP25 / 15h, multi book. Model: gradient-boosted trees on 33 pre-entry features (no hour of day), trained on DEV-A only. DEV-A is scored out-of-fold by week, with that week's tokens excluded from training. SEALED and DEV-B are scored by the single model fit on all of DEV-A. Cuts are quantiles of the DEV-A out-of-fold scores, applied unchanged everywhere. Accounting: isolated (no own-impact recovery), fixed $100, 5 s worst fill. CI is the 95% token bootstrap. Oct 8–10 is the DEV-B warm-up, so no decisions fall there.

This is a second, unregistered read of the sealed window, made at your request; it is logged in results/sealed_reads.log, and the reservation record is archived. The detector and model were not built using the sealed window, but I chose this variant and the p75 cut after seeing DEV-B. Treat the sealed rows as strong but descriptive evidence. A clean confirmation needs Oct 25+.

By cut and period

Cut	Period	Trades	Trades/mo	Tokens	Hit	Net/trade	95% CI	$/mo	Top-5 token share of $	Positive weeks
no model	DEV-A Aug 4–Sep 21 (train, OOF)	35,263	21,590	1070	46%	-0.37%	-0.9..+0.1	$-7,950		4/8
no model	SEALED Sep 22–Oct 7	7,325	13,734	407	49%	+0.15%	-1.2..+1.4	$1,998	5.71	2/3
no model	DEV-B Oct 11–24	7,603	16,488	356	49%	+0.15%	-1.3..+1.6	$2,524	6.31	2/3
no model	All 3 periods	50,191	19,100	1425	47%	-0.21%	-0.7..+0.3	$-4,093		6/12
p50	DEV-A Aug 4–Sep 21 (train, OOF)	17,632	10,795	858	51%	+0.91%	+0.2..+1.6	$9,840	0.39	7/8
p50	SEALED Sep 22–Oct 7	5,945	11,147	356	50%	+0.80%	-0.5..+2.0	$8,921	1.19	2/3
p50	DEV-B Oct 11–24	6,239	13,530	314	50%	+0.90%	-0.7..+2.4	$12,235	1.21	2/3
p50	All 3 periods	29,816	11,346	1189	51%	+0.89%	+0.3..+1.5	$10,074	0.32	10/12
p60	DEV-A Aug 4–Sep 21 (train, OOF)	14,105	8,636	784	53%	+1.27%	+0.5..+2.1	$10,998	0.33	7/8
p60	SEALED Sep 22–Oct 7	5,152	9,660	327	52%	+1.10%	-0.6..+2.5	$10,629	0.95	3/3
p60	DEV-B Oct 11–24	5,309	11,513	285	51%	+1.33%	-0.3..+2.8	$15,326	0.85	3/3
p60	All 3 periods	24,566	9,349	1105	52%	+1.25%	+0.6..+1.9	$11,683	0.24	11/12
p75	DEV-A Aug 4–Sep 21 (train, OOF)	8,816	5,398	657	58%	+2.08%	+0.9..+3.2	$11,253	0.27	8/8
p75	SEALED Sep 22–Oct 7	3,539	6,636	279	56%	+2.03%	+0.3..+3.6	$13,486	0.68	3/3
p75	DEV-B Oct 11–24	3,516	7,625	234	55%	+1.86%	-0.2..+3.7	$14,186	0.68	3/3
p75	All 3 periods	15,871	6,040	973	57%	+2.02%	+1.1..+2.9	$12,221	0.21	12/12
p85	DEV-A Aug 4–Sep 21 (train, OOF)	5,290	3,239	514	61%	+2.89%	+1.4..+4.3	$9,357	0.24	8/8
p85	SEALED Sep 22–Oct 7	2,100	3,938	216	63%	+3.95%	+1.7..+6.1	$15,557	0.52	3/3
p85	DEV-B Oct 11–24	1,983	4,300	179	61%	+3.17%	+0.4..+5.5	$13,622	0.57	3/3
p85	All 3 periods	9,373	3,567	794	62%	+3.19%	+2.1..+4.3	$11,364	0.17	12/12
p90	DEV-A Aug 4–Sep 21 (train, OOF)	3,527	2,159	413	64%	+3.50%	+1.7..+5.2	$7,552	0.24	7/8
p90	SEALED Sep 22–Oct 7	1,409	2,642	161	68%	+5.70%	+2.5..+8.4	$15,046	0.42	3/3
p90	DEV-B Oct 11–24	1,244	2,698	141	65%	+4.36%	+1.0..+7.5	$11,750	0.59	3/3
p90	All 3 periods	6,180	2,352	640	65%	+4.17%	+2.8..+5.5	$9,810	0.17	11/12
p95	DEV-A Aug 4–Sep 21 (train, OOF)	1,764	1,080	299	66%	+4.05%	+1.8..+6.2	$4,377	0.30	7/8
p95	SEALED Sep 22–Oct 7	646	1,211	109	74%	+8.49%	+4.9..+11.7	$10,280	0.37	3/3
p95	DEV-B Oct 11–24	564	1,223	89	69%	+4.23%	-1.1..+8.8	$5,176	0.84	3/3
p95	All 3 periods	2,974	1,132	462	68%	+5.05%	+3.1..+6.8	$5,715	0.19	11/12

Cut

Period

Trades

Trades/mo

Tokens

Hit

Net/trade

95% CI

$/mo

Top-5 token share of $

Positive weeks

no model

DEV-A Aug 4–Sep 21 (train, OOF)

35,263

21,590

1070

46%

-0.37%

-0.9..+0.1

$-7,950

4/8

no model

SEALED Sep 22–Oct 7

7,325

13,734

407

49%

+0.15%

-1.2..+1.4

$1,998

5.71

2/3

no model

DEV-B Oct 11–24

7,603

16,488

356

49%

+0.15%

-1.3..+1.6

$2,524

6.31

2/3

no model

All 3 periods

50,191

19,100

1425

47%

-0.21%

-0.7..+0.3

$-4,093

6/12

p50

DEV-A Aug 4–Sep 21 (train, OOF)

17,632

10,795

858

51%

+0.91%

+0.2..+1.6

$9,840

0.39

7/8

p50

SEALED Sep 22–Oct 7

5,945

11,147

356

50%

+0.80%

-0.5..+2.0

$8,921

1.19

2/3

p50

DEV-B Oct 11–24

6,239

13,530

314

50%

+0.90%

-0.7..+2.4

$12,235

1.21

2/3

p50

All 3 periods

29,816

11,346

1189

51%

+0.89%

+0.3..+1.5

$10,074

0.32

10/12

p60

DEV-A Aug 4–Sep 21 (train, OOF)

14,105

8,636

784

53%

+1.27%

+0.5..+2.1

$10,998

0.33

7/8

p60

SEALED Sep 22–Oct 7

5,152

9,660

327

52%

+1.10%

-0.6..+2.5

$10,629

0.95

3/3

p60

DEV-B Oct 11–24

5,309

11,513

285

51%

+1.33%

-0.3..+2.8

$15,326

0.85

3/3

p60

All 3 periods

24,566

9,349

1105

52%

+1.25%

+0.6..+1.9

$11,683

0.24

11/12

p75

DEV-A Aug 4–Sep 21 (train, OOF)

8,816

5,398

657

58%

+2.08%

+0.9..+3.2

$11,253

0.27

8/8

p75

SEALED Sep 22–Oct 7

3,539

6,636

279

56%

+2.03%

+0.3..+3.6

$13,486

0.68

3/3

p75

DEV-B Oct 11–24

3,516

7,625

234

55%

+1.86%

-0.2..+3.7

$14,186

0.68

3/3

p75

All 3 periods

15,871

6,040

973

57%

+2.02%

+1.1..+2.9

$12,221

0.21

12/12

p85

DEV-A Aug 4–Sep 21 (train, OOF)

5,290

3,239

514

61%

+2.89%

+1.4..+4.3

$9,357

0.24

8/8

p85

SEALED Sep 22–Oct 7

2,100

3,938

216

63%

+3.95%

+1.7..+6.1

$15,557

0.52

3/3

p85

DEV-B Oct 11–24

1,983

4,300

179

61%

+3.17%

+0.4..+5.5

$13,622

0.57

3/3

p85

All 3 periods

9,373

3,567

794

62%

+3.19%

+2.1..+4.3

$11,364

0.17

12/12

p90

DEV-A Aug 4–Sep 21 (train, OOF)

3,527

2,159

413

64%

+3.50%

+1.7..+5.2

$7,552

0.24

7/8

p90

SEALED Sep 22–Oct 7

1,409

2,642

161

68%

+5.70%

+2.5..+8.4

$15,046

0.42

3/3

p90

DEV-B Oct 11–24

1,244

2,698

141

65%

+4.36%

+1.0..+7.5

$11,750

0.59

3/3

p90

All 3 periods

6,180

2,352

640

65%

+4.17%

+2.8..+5.5

$9,810

0.17

11/12

p95

DEV-A Aug 4–Sep 21 (train, OOF)

1,764

1,080

299

66%

+4.05%

+1.8..+6.2

$4,377

0.30

7/8

p95

SEALED Sep 22–Oct 7

646

1,211

109

74%

+8.49%

+4.9..+11.7

$10,280

0.37

3/3

p95

DEV-B Oct 11–24

564

1,223

69%

+4.23%

-1.1..+8.8

$5,176

0.84

3/3

p95

All 3 periods

2,974

1,132

462

68%

+5.05%

+3.1..+6.8

$5,715

0.19

11/12

k1 wide + own GBM: full history Aug 4 → Oct 24, including the sealed window

By cut and period

Each cut separately