noise_floormultiday-grid-3d-v1Ist der Vorsprung des 3-Tage-Intervalls (und der Abstand 2d zu 3d) ein Befund — oder kleiner als das Rauschen, wo das 3-Tage-Kerzengitter zufällig verankert ist?
Die Frage hat sich beim Nachmessen aufgelöst (Regel: noise_floor). 1 von 1 Entscheidungsschwellen nicht erreicht.
- Präregistrierung:
- 2026-07-30 ·
46af74c· nachträglich erfasst - Ergebnis:
- 2026-10-12 ·
46af74c - Datenfenster:
- 2017-08-17 – 2026-07-29
- n:
- 15 (effektiv 5)
Entscheidungsschwellen (1)
- nicht genommen · |median gross CAGR 2d − 3d| ≥ mean grid-phase spread · spread 6.66 pp (max 12.30) · 0.30
Grenzen (5, englisch aus dem Protokoll)
- Recorded after the fact: no preregistration; the reading (gap below the grid-phase spread ⇒ nothing to explain) was set with the first measurement on 2026-07-30.
- Grid phase re-run on 2026-10-12 with the fixed end date 2026-07-29: mean spread 6.66 pp, max 12.30 pp over 5 strategies on BTCUSDT — identical to the first measurement.
- Interval gap measured anew on 2026-10-12 (docs/research/multiday-grid/interval-distance-v1.json): 217971 runs, 4305 combinations present in all intervals; median gross 2d -2.10 %, 3d -1.80 % ⇒ gap 0.30 pp. The first measurement used a much smaller pool and is not reproducible; today 3d sits above 2d.
- Two different populations: the spread comes from five strategies on BTCUSDT, the gap from all crypto pairs. The comparison asks whether a gap of this size could be produced by an arbitrary anchor alone.
- Weekly and monthly intervals rank above 3d gross today, but with a median of about two trades or fewer per cell; they are not part of the 2d/3d question.