← Validation Lab
Expansion ↗EMA200 Confirmation ↗
CONDITIONAL ALPHA / REGIME INTERACTION LAB

CIF v0.21.3

Test whether v0.15 near-miss factors become reproducible only inside their pre-registered BTC risk regime, and whether the target regime truly beats the opposite regime.

Regime confirmation
2023-09 → 2025-08
INTERACTION, NOT CHERRY-PICKING. A factor must work inside its frozen target regime, survive 7d/30d/90d and both temporal halves, and beat its own behavior in the opposite BTC regime.
NEW ASSET + TIME HOLDOUT

Post-v0.15 conditional confirmation

success · complete
KAVACOMPCRVSNXCHZENJGRTRUNEINJ1INCH
Replay points1050
Mature 30d1050
Risk-on rows880
Risk-off rows170

Assets succeeded 10/10. The universe is different from both v0.13 and v0.15 factor screens.

PRE-REGISTERED INTERACTIONS

Six hypotheses · six families

frozen before results
Volatility Compression × BTC Risk-Offvolatility_structure · target risk_off

v0.15 showed positive compression behavior in BTC risk-off and negative behavior in risk-on.

v0.15 target/opposite ρ: 0.226 / -0.126
RS Persistence 12W × BTC Risk-Onrelative_strength_persistence · target risk_on

v0.15 showed the strongest positive risk-on specialization among the expansion factors.

v0.15 target/opposite ρ: 0.252 / -0.022
Trend Efficiency 60D × BTC Risk-Ontrend_quality · target risk_on

v0.15 showed a sign-separated trend-quality interaction: positive risk-on, negative risk-off.

v0.15 target/opposite ρ: 0.149 / -0.226
Drawdown Recovery Velocity × BTC Risk-Ondrawdown_recovery · target risk_on

v0.15 suggested recovery strength mattered mainly when BTC itself was risk-on.

v0.15 target/opposite ρ: 0.131 / -0.166
Volume-Price Thrust 7D × BTC Risk-Onvolume_price_interaction · target risk_on

v0.15 suggested price/volume thrust was favorable in risk-on but not risk-off.

v0.15 target/opposite ρ: 0.126 / -0.058
Market Breadth EMA50 × BTC Risk-Onmarket_breadth · target risk_on

v0.15 suggested broad market participation was useful mainly during BTC risk-on.

v0.15 target/opposite ρ: 0.110 / -0.038
TARGET REGIME REPLICATION

7d / 30d / 90d time-series evidence

median per-asset ρ
HypothesisTarget ρ 7/30/90+ assetsOpposite 30d ρΔ target−oppStatus
Volatility Compression × BTC Risk-Offrisk_off-0.173 / 0.081 / 0.23070.0%0.124-0.02440.0% +Δ assetsNOT_CONFIRMED
RS Persistence 12W × BTC Risk-Onrisk_on-0.065 / -0.133 / 0.02430.0%-0.0730.13170.0% +Δ assetsNOT_CONFIRMED
Trend Efficiency 60D × BTC Risk-Onrisk_on0.079 / 0.004 / -0.04450.0%0.102-0.16240.0% +Δ assetsNOT_CONFIRMED
Drawdown Recovery Velocity × BTC Risk-Onrisk_on0.082 / 0.017 / 0.02460.0%-0.0180.01860.0% +Δ assetsNOT_CONFIRMED
Volume-Price Thrust 7D × BTC Risk-Onrisk_on0.086 / 0.122 / 0.084100.0%-0.2660.36890.0% +Δ assetsCONDITIONAL_ALPHA_CONFIRMED
Market Breadth EMA50 × BTC Risk-Onrisk_on0.115 / 0.049 / 0.08970.0%0.232-0.20410.0% +Δ assetsNOT_CONFIRMED
TEMPORAL STABILITY

Target-regime 30d by sample half

both signs must be positive
HypothesisFirst half ρSecond half ρTarget N assetsInteraction N assets
Volatility Compression × BTC Risk-Off——1010
RS Persistence 12W × BTC Risk-On-0.025-0.2861010
Trend Efficiency 60D × BTC Risk-On0.030-0.0721010
Drawdown Recovery Velocity × BTC Risk-On-0.0220.0931010
Volume-Price Thrust 7D × BTC Risk-On0.1600.0991010
Market Breadth EMA50 × BTC Risk-On0.123-0.0061010
FROZEN INTERACTION GATES

Every check must pass

no post-result threshold changes
Volatility Compression × BTC Risk-OffNOT_CONFIRMED
NO
minimum_eligible_assetsPASS
target_median_30d_rhoNO
target_positive_30d_assetsPASS
target_7d_positiveNO
target_90d_positivePASS
target_first_half_positiveNO
target_second_half_positiveNO
interaction_assetsPASS
interaction_deltaNO
interaction_positive_assetsNO
RS Persistence 12W × BTC Risk-OnNOT_CONFIRMED
NO
minimum_eligible_assetsPASS
target_median_30d_rhoNO
target_positive_30d_assetsNO
target_7d_positiveNO
target_90d_positivePASS
target_first_half_positiveNO
target_second_half_positiveNO
interaction_assetsPASS
interaction_deltaPASS
interaction_positive_assetsPASS
Trend Efficiency 60D × BTC Risk-OnNOT_CONFIRMED
NO
minimum_eligible_assetsPASS
target_median_30d_rhoNO
target_positive_30d_assetsNO
target_7d_positivePASS
target_90d_positiveNO
target_first_half_positivePASS
target_second_half_positiveNO
interaction_assetsPASS
interaction_deltaNO
interaction_positive_assetsNO
Drawdown Recovery Velocity × BTC Risk-OnNOT_CONFIRMED
NO
minimum_eligible_assetsPASS
target_median_30d_rhoNO
target_positive_30d_assetsNO
target_7d_positivePASS
target_90d_positivePASS
target_first_half_positiveNO
target_second_half_positivePASS
interaction_assetsPASS
interaction_deltaNO
interaction_positive_assetsPASS
Volume-Price Thrust 7D × BTC Risk-OnCONDITIONAL_ALPHA_CONFIRMED
PASS
minimum_eligible_assetsPASS
target_median_30d_rhoPASS
target_positive_30d_assetsPASS
target_7d_positivePASS
target_90d_positivePASS
target_first_half_positivePASS
target_second_half_positivePASS
interaction_assetsPASS
interaction_deltaPASS
interaction_positive_assetsPASS
Market Breadth EMA50 × BTC Risk-OnNOT_CONFIRMED
NO
minimum_eligible_assetsPASS
target_median_30d_rhoNO
target_positive_30d_assetsPASS
target_7d_positivePASS
target_90d_positivePASS
target_first_half_positivePASS
target_second_half_positiveNO
interaction_assetsPASS
interaction_deltaNO
interaction_positive_assetsNO
CONTEXTUAL ARCHITECTURE GATE

ISOLATED_CONDITIONAL_ALPHA_ONLY

1 confirmed
Confirmed interactions1≥ 2
Distinct families1≥ 2
Architecture eligibleNO
Production readyNO
Volume-Price Thrust 7D × BTC Risk-Onvolume_price_interaction · risk_on

Conditionally confirmed in v0.16; live forward confirmation is still required.

REGIME FIREWALL

What v0.16 is allowed to conclude