noise_floormultiday-grid-3d-v1Is the lead of the 3-day interval (and the 2d-versus-3d gap) a finding — or smaller than the noise of where the 3-day candle grid happens to be anchored?
The question dissolved on re-measurement (rule: noise_floor). 1 of 1 decision gates not met.
- Preregistration:
- 2026-07-30 ·
46af74c· recorded after the fact - Result:
- 2026-10-12 ·
46af74c - Data window:
- 2017-08-17 – 2026-07-29
- n:
- 15 (effective 5)
Decision gates (1)
- not met · |median gross CAGR 2d − 3d| ≥ mean grid-phase spread · spread 6.66 pp (max 12.30) · 0.30
Limits (5)
- 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.