95f8c47d4f
Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65 tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction flips). Large raw data files (parquet, per-boundary samples) gitignored. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
1.6 KiB
1.6 KiB
| 1 | hour | ticks | tw_mean | mean | median | p75 | p90 | p99 | max | pct_le_030 | pct_ge_060 | tradable |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 0 | 362893.0 | 0.749 | 0.768 | 0.79 | 0.82 | 0.86 | 1.1 | 7.69 | 0.053 | 94.561 | - |
| 3 | 1 | 540182.0 | 0.735 | 0.742 | 0.74 | 0.81 | 0.87 | 1.0 | 5.59 | 0.073 | 90.449 | - |
| 4 | 2 | 431589.0 | 0.716 | 0.722 | 0.73 | 0.8 | 0.86 | 0.95 | 2.96 | 0.1 | 85.27 | - |
| 5 | 3 | 343952.0 | 0.708 | 0.711 | 0.71 | 0.79 | 0.84 | 0.95 | 1.67 | 0.081 | 82.939 | Y |
| 6 | 4 | 246262.0 | 0.704 | 0.702 | 0.71 | 0.78 | 0.82 | 0.94 | 1.86 | 0.098 | 82.627 | Y |
| 7 | 5 | 388365.0 | 0.712 | 0.716 | 0.72 | 0.79 | 0.82 | 0.95 | 2.17 | 0.076 | 86.745 | Y |
| 8 | 6 | 368999.0 | 0.65 | 0.651 | 0.65 | 0.69 | 0.74 | 0.94 | 2.32 | 0.079 | 71.668 | Y |
| 9 | 7 | 313149.0 | 0.601 | 0.598 | 0.59 | 0.65 | 0.69 | 0.994 | 3.08 | 0.239 | 42.904 | Y |
| 10 | 8 | 347276.0 | 0.612 | 0.616 | 0.6 | 0.66 | 0.74 | 1.0 | 3.04 | 0.308 | 48.349 | Y |
| 11 | 9 | 321619.0 | 0.612 | 0.615 | 0.6 | 0.66 | 0.72 | 1.0 | 5.95 | 0.288 | 50.644 | Y |
| 12 | 10 | 295271.0 | 0.611 | 0.618 | 0.6 | 0.66 | 0.71 | 1.0 | 9.36 | 0.164 | 49.253 | - |
| 13 | 11 | 336963.0 | 0.619 | 0.624 | 0.6 | 0.67 | 0.79 | 1.0 | 4.97 | 0.203 | 50.178 | - |
| 14 | 12 | 476773.0 | 0.66 | 0.697 | 0.63 | 0.72 | 0.877 | 1.367 | 14.98 | 0.257 | 59.633 | Y |
| 15 | 13 | 651425.0 | 0.641 | 0.648 | 0.63 | 0.69 | 0.787 | 1.487 | 11.407 | 0.296 | 60.297 | - |
| 16 | 14 | 673391.0 | 0.625 | 0.625 | 0.63 | 0.68 | 0.77 | 0.9 | 11.98 | 0.458 | 59.085 | Y |
| 17 | 15 | 598398.0 | 0.636 | 0.638 | 0.64 | 0.7 | 0.78 | 0.91 | 4.49 | 0.433 | 66.296 | Y |
| 18 | 16 | 485023.0 | 0.648 | 0.644 | 0.64 | 0.7 | 0.757 | 0.917 | 4.09 | 0.118 | 68.496 | - |
| 19 | 17 | 450119.0 | 0.626 | 0.628 | 0.627 | 0.7 | 0.726 | 0.84 | 4.08 | 0.154 | 63.337 | Y |
| 20 | 18 | 411538.0 | 0.626 | 0.63 | 0.637 | 0.7 | 0.71 | 0.79 | 4.16 | 0.107 | 67.734 | Y |
| 21 | 19 | 435396.0 | 0.638 | 0.643 | 0.65 | 0.7 | 0.72 | 0.896 | 5.804 | 0.11 | 72.007 | Y |
| 22 | 20 | 212654.0 | 0.684 | 0.665 | 0.66 | 0.7 | 0.76 | 1.217 | 7.15 | 0.226 | 70.215 | Y |
| 23 | 21 | 31319.0 | 0.627 | 0.622 | 0.61 | 0.68 | 0.75 | 1.02 | 2.08 | 0.089 | 53.153 | - |
| 24 | 22 | 108879.0 | 0.829 | 0.834 | 0.797 | 0.84 | 0.98 | 2.05 | 10.11 | 0.056 | 95.434 | Y |
| 25 | 23 | 161079.0 | 1.032 | 0.913 | 0.8 | 0.89 | 1.307 | 2.77 | 13.174 | 0.092 | 95.41 | - |