21 Sept 2026 – 23 Sept 2026OPEN
The new signal chain: CORTEX alone decides — and may end the trade
PRE-REGISTERED
Fixed on Sept 22, before the first data existed: more than 6.6 entries per day, a CORTEX-exit share between 10 and 30%, verdict only after 5 trading days and 30 trades. Old and new chain are never pooled.
WHAT THE DATA SAID
No verdict yet. Measured before the rebuild: 6 of the model's 49 inputs are practically silent, and no single feature separates up from down (AUC 0.47–0.51). Three throttles made the signal chain 3.3 s slow.
CONSEQUENCE
Throttles removed (≈ 0.2 s by calculation), training moved to its own process, fresh learning state for everyone with release 0.5.30. Not built, because it measured too weak beforehand: a bracket width taken from the bracket head (AUC 0.54).
Pre-registration: s469-kette-umbau · 22 Sept 2026
14 Sept 2026 – 20 Sept 2026DOES NOT HOLD
The weekend study's last candidate falls — despite a 65.6% hit rate
PRE-REGISTERED
In a daily forward test since Aug 29, frozen: “flush absorption” (price drops ≥ 12 ticks in 10 s under strong buying → long entry). Decision at n ≥ 50 and Wilson lower bound ≥ 55% — with positive expectancy.
WHAT THE DATA SAID
At n = 90 the candidate hits 65.6% (lower bound 55.3%) — and loses $5.17 per trade. On Sept 14 (n = 52) the threshold was briefly met; the rule has no stopping at the first crossing.
CONSEQUENCE
Discarded by rule since Sept 18, as were the other two candidates. Lesson for every future pre-registration: a hit rate without expectancy is not an edge.
14 Sept 2026 – 20 Sept 2026DOES NOT HOLD
The “fireworks” in the HUD: spectacular, but not predictive
PRE-REGISTERED
Four displays in the app each got a baseline that simply bets against the trend or with the last move. They only hold if the Wilson lower bound beats that baseline — one verdict after 30 resolved events.
WHAT THE DATA SAID
Reversal signal 57.0% (lower bound 46.8%) vs 48.2%. Takeover at the inside 58.5% (n = 41). A price where pressure was absorbed holds 48.6% vs 46.5%. Strongest HUD events 45.7% vs 50.1%. None holds.
CONSEQUENCE
All stay displays — with honest legends (“pressure absorbed here — no proven barrier”). Found and fixed on the way: the wall tracker counted cancellations as absorption.
Pre-registration: s449-cortex-rev · 14 Sept 2026 | s449g-absorptions-konto · 14 Sept 2026 | s449i-hud-ereignisse · 14 Sept 2026
14 Sept 2026 – 20 Sept 2026DOES NOT HOLD
Highly significant, but too small: repeating prints as an iceberg hint
PRE-REGISTERED
Do ≥ 5 equal-size prints at one price within 60 s indicate real reloading in the order book? Required in advance: at least 10 percentage points difference to the control and p < 0.05, once, on the first 5 days.
WHAT THE DATA SAID
20,170 candidates vs 18,649 controls: 11.4% vs 8.5% — p ≈ 10⁻²², but only 2.9 percentage points.
CONSEQUENCE
No display in the app, no parameter search on the same days. The example shows what a pre-set effect size is for: significant does not mean relevant.
Pre-registration: s447d-clip-wiederkehr · 12 Sept 2026
7 Sept 2026 – 13 Sept 2026HOLDS
The exchange as referee: our delta was 30% wrong
PRE-REGISTERED
For the first time with real CME order data as ground truth: the rule holds if it assigns ≥ 90% of volume correctly on ≥ 6 of 7 days. Switch only with a confirmation day after deployment (≥ 95%, per-minute r ≥ 0.95).
WHAT THE DATA SAID
Quote rule 97.5% of volume correct, the tick rule used until then only 69.9% — with the wrong daily sign on 4 of 7 days. With a locked quote every neighbour rule is below chance. Confirmation day Sept 11: 97.0%, per-minute r = 0.985.
CONSEQUENCE
Delta switched in indicator, app and AI; locked prints count as “side not determinable” instead of guessed. Old and new days are never pooled — the learning state was restarted.
Pre-registration: s441-je-trade-join · 10 Sept 2026 | s441-gesperrt-naechst · 10 Sept 2026 | s443-quote-regel-umsetzung · 10 Sept 2026
7 Sept 2026 – 13 Sept 2026DOES NOT HOLD
Absorption and exhaustion: largely an artefact of classification
PRE-REGISTERED
“Just a label” if the tick version and exchange truth agree on the sign ≥ 90% of the time; “noise” below 75%. Second question: does the true exhaustion predict the price target better (AUC ≥ 0.53)?
WHAT THE DATA SAID
Signs agree only 74.1% of the time; the tick version reports exhaustion in 41–49% of seconds, the truth in 34%. And the true exhaustion does not hold either: AUC 0.510 vs 0.510.
CONSEQUENCE
The correct rule makes the measure true, but not useful. For the model restart that means: it costs no signal, because there was none.
Pre-registration: s441-buch-wahrheit · 10 Sept 2026 | s441-exh-wahrheit-ziel · 10 Sept 2026
7 Sept 2026 – 13 Sept 2026DOES NOT HOLD
The replay machine: would the strategy have won the other way round?
PRE-REGISTERED
105 replayable trades, tick by tick on our own tape, including costs. A variant only holds with a positive net result and a Wilson lower bound above its own break-even line. One look per variant.
WHAT THE DATA SAID
Original −1.76 ticks per contract. Reversed direction −1.73. No time stop, T1 = stop, no break-even lock: −1.36 to −1.72. Larger scale: −2.01 to −0.89. Brackets that grow with speed: −1.86 / −1.87. No variant holds.
CONSEQUENCE
The entries themselves carry no edge — no management rescues them. Strategy not reversed, brackets not enlarged. The shortcut “flip the sign” (+0.95 ticks) was retracted before any code changed.
Pre-registration: s437-inversion · 9 Sept 2026 | s439-bracket-struktur · 9 Sept 2026 | s440-skala · 10 Sept 2026 | s440-vollgas-bracket · 10 Sept 2026
31 Aug 2026 – 6 Sept 2026DOES NOT HOLD
Order flow describes the move — but does not predict the next one
PRE-REGISTERED
Fixed since July 29: the sign of the order-flow imbalance must hit the next mid-price move with a skill ≥ 1.25 against the chance line. If this stage falls, the whole cascade above it falls.
WHAT THE DATA SAID
19 days, 77,972 windows: hit rate 49.2–50.2%, skill 0.995 on all four horizons. The simultaneous move, however, is explained almost completely by the same order flow (median R² 0.893).
CONSEQUENCE
On Sept 1 stages 5 to 8 were shut down — exactly as fixed in advance. A planned order-flow entry gate was never built.
Pre-registration: s394 · 29 Jul 2026
31 Aug 2026 – 6 Sept 2026HOLDS
A well-known iceberg trader's theses against 33 days of data
PRE-REGISTERED
Exploratory, but with a fixed hurdle: candidate only above the 95th percentile of a corrected control, not worse on ≥ 60% of days and an effect of ≥ 2 percentage points.
WHAT THE DATA SAID
Sweep zones pull price back (on 25 of 33 days), sweeps through a 60-minute extreme reverse more often (55.4% vs 51.8%). Falling short: iceberg zones as anchors and the entry rule “ATR + 15%”.
CONSEQUENCE
Two candidates for a later pre-registration on new days — no code in strategy or CORTEX. Experience supplies hypotheses, not the yardstick.
Pre-registration: s429-ereigniszone · 31 Aug 2026
31 Aug 2026 – 6 Sept 2026DOES NOT HOLD
“Open road after full throttle”: the market picture does not survive the data
PRE-REGISTERED
Seven states of an intuitive market picture (full throttle, refuel stop, jam, wall) against time-matched control moments: holds above the control's 95th percentile and on ≥ 60% of days.
WHAT THE DATA SAID
436,088 seconds, 19 days: after a refuel stop the move continues less often than chance (46.5% vs 58.8%, better on 0 of 19 days). Large walls, on the other hand, measurably hold (break-through 42.9% vs 49.5%).
CONSEQUENCE
No phase module built. The opposite signature became a new, separate pre-registration on fresh days — instead of turning thresholds until the picture fits.
Pre-registration: s421-autobahn · 31 Aug 2026 | s421-autobahn-rev2 · 31 Aug 2026
24 Aug 2026 – 30 Aug 2026DOES NOT HOLD
The only positive learnability trace does not replicate
PRE-REGISTERED
A sequence model (GRU) had shown a weak trace in August (AUC 0.548 on 2 test days). Replicated only at p ≤ 0.01 on days that analysis never saw — with a working positive control.
WHAT THE DATA SAID
6 fresh days: AUC 0.5045, p = 0.366. Positive control sharp (0.796), placebo silent — an edge from AUC ≈ 0.605 would have been found. New feature sets failed as well (also in the repeat on Sept 11).
CONSEQUENCE
The August trace counts as small-sample chance. Four model classes are empty on this question; no model restart for new features.
Pre-registration: s415-sequenz-oos · 26 Aug 2026 | featrev-s415 · 26 Aug 2026
17 Aug 2026 – 23 Aug 2026DOES NOT HOLD
Filtering out small prints does not improve the delta
PRE-REGISTERED
Paired test against the raw delta: confirmed only at ≥ 3 percentage points difference and p ≤ 0.005. The exploration day on which the idea arose was excluded.
WHAT THE DATA SAID
Delta from clearly classifiable volume only: −0.55 percentage points. From prints of 5 contracts and more only: +0.63 percentage points (p = 0.40). Divergences under high rule agreement do not hold either (p = 0.19).
CONSEQUENCE
The raw delta stays — a month later the exchange truth showed that the problem lay elsewhere: in the rule itself (week 37).
Pre-registration: s407h-identifizierbarkeit · 18 Aug 2026 | s407h-divergenz · 18 Aug 2026
