← Validation Lab
Candidate Lab ↗Cross-Asset ↗
SIGNAL DECOMPOSITION LAB

CIF v0.21.3

Separate relative asset selection from within-asset market timing, then test both on a pre-discovery temporal holdout.

Temporal holdout
2022-08 → 2024-08
NO WEIGHT SEARCH. RAS and MTS are transformations of the unchanged MOS v0.8. Their definitions and support gates are frozen before this temporal holdout is observed.
PRE-DISCOVERY TEMPORAL HOLDOUT

Independent time block

success · complete
BNBSOLXRPADADOGELINKLTCTRXDOTBCH
Replay points1050
Mature 30d1050
RAS points1050
MTS points1050

Window: 2022-08-07 → 2024-08-06 · assets succeeded 10/10.

TWO DIFFERENT QUESTIONS

One MOS → two signal operators

RAS — Relative Asset Strengthcross-sectional operator

Same-date cross-sectional percentile rank of unchanged MOS v0.8.

Question: which asset is stronger right now versus its peers?
MTS — Market Timing Scoretime-series operator

Current unchanged MOS v0.8 percentile versus the asset's strictly prior 26 weekly MOS observations.

Question: is this asset in a historically strong state versus itself?
RAS RESULT

Relative asset selection

NOT SUPPORTED
Date-matched median ρ0.018
Positive dates50.5%
Top2−Bottom2 spread0.28 pp
Cross-sectional dates105
MTS RESULT

Within-asset market timing

NOT SUPPORTED
Median asset ρ → 30d raw-0.047
Positive assets40.0%
MTS high−low return-3.45 pp
Δ ρ vs raw MOS0.031

Baseline raw MOS median per-asset ρ: -0.078. MTS uses only strictly prior weekly MOS observations.

2D DECISION LAYER

RAS × MTS outcome matrix

30d outcomes
RAS ↓ / MTS →
LOW
MID
HIGH
HIGH RAS
-3.37 ppvs BTCN=34 · beat BTC 41.2%raw 0.3% · DD -15.2%
-2.76 ppvs BTCN=69 · beat BTC 40.6%raw 1.5% · DD -9.6%
-6.14 ppvs BTCN=212 · beat BTC 38.2%raw -1.3% · DD -12.4%
MID RAS
-2.46 ppvs BTCN=134 · beat BTC 40.3%raw 2.4% · DD -9.6%
-4.87 ppvs BTCN=142 · beat BTC 33.8%raw -1.0% · DD -13.0%
-2.95 ppvs BTCN=144 · beat BTC 38.9%raw -3.1% · DD -13.2%
LOW RAS
-3.46 ppvs BTCN=175 · beat BTC 36.0%raw -1.8% · DD -11.2%
-7.42 ppvs BTCN=89 · beat BTC 29.2%raw -0.7% · DD -12.3%
-4.57 ppvs BTCN=51 · beat BTC 33.3%raw -2.4% · DD -18.3%

High/low thresholds are fixed at 67/33. The matrix is descriptive; it does not create a combined production score.

DECOMPOSITION VERDICT

NEITHER_SUPPORTED

production remains blocked
NEITHER_SUPPORTED. This decomposition does not receive holdout support; redesign must return to hypothesis generation.
RAS gateNO2/4 checks
MTS gateNO1/4 checks
Formula promotedNO
Production readyNO
ANTI-LEAKAGE CONTRACT

What v0.12 is allowed to conclude