Results9 Oct 2026cvd_breakout_flow_results_all.md

H3 — Flow-Confirmed Breakout Continuation — Results (exploratory, 2026)

Notes

Primary: event pooled rank IC(flow_align_z, oriented return)

period IC n
design -0.0107 3084
test -0.0057 6385

test IC 95% bootstrap CI: [-0.0362, 0.0243]

Horizon consistency (test event IC)

horizon IC
1h 0.0004
4h -0.0057
24h -0.0075
3d -0.0029

Test quintiles (flow_align_z → return / failure rate)

qubit n mean median fail_rate
0 1277 0.00047 -0.00049 0.561
1 1277 -0.00090 -0.00087 0.575
2 1277 0.00030 -0.00076 0.548
3 1277 0.00141 -0.00065 0.504
4 1277 0.00059 -0.00089 0.441

Matched control (high − low alignment)

Incremental regression (flow_align_z coefficient)

Per-symbol test event IC

symbol IC n
1000PEPEUSDT -0.0050 64
AAOIUSDT -0.1997 48
AAPLUSDT -0.0972 66
AAVEUSDT 0.1447 68
ADAUSDT -0.1407 72
AKEUSDT 0.3050 53
ALGOUSDT -0.2408 70
AMDUSDT -0.0168 67
APTUSDT -0.0143 75
ARBUSDT -0.1076 65
ASTERUSDT -0.1422 61
AVAXUSDT 0.0053 58
AVGOUSDT 0.0340 64
BCHUSDT 0.2586 63
BNBUSDT -0.0775 67
BTCUSDT -0.0660 71
BTWUSDT 0.0383 41
BZUSDT -0.0065 71
CBRSUSDT 0.0884 60
CLUSDT 0.1571 71
CRCLUSDT -0.1246 66
CRVUSDT -0.0417 76
CTSIUSDT 0.1391 62
DOGEUSDT -0.0807 64
DOTUSDT -0.0537 72
DRAMUSDT 0.1315 58
ENAUSDT 0.0334 77
ETHFIUSDT 0.1782 73
ETHUSDT -0.2388 63
EWYUSDT 0.1406 64
FETUSDT -0.0882 75
FILUSDT -0.1731 66
GOOGLUSDT 0.1112 67
GTCUSDT -0.2620 64
HBARUSDT -0.2424 70
HYPEUSDT -0.0963 75
INJUSDT 0.0131 76
INTCUSDT -0.0943 69
JCTUSDT -0.0576 64
JUPUSDT -0.1387 67
KORUUSDT -0.1496 37
LINKUSDT -0.0428 67
LITEUSDT 0.1038 63
LITUSDT 0.0506 71
LTCUSDT -0.0608 69
METAUSDT 0.0511 67
METUSDT -0.0687 67
MINAUSDT -0.1380 68
MRVLUSDT 0.0396 58
MSTRUSDT 0.0384 68
MUUSDT -0.1469 71
MUUUSDT -0.1079 29
NATGASUSDT 0.1294 63
NBISUSDT -0.0327 54
NEARUSDT 0.0160 74
NVDAUSDT -0.0285 69
OGNUSDT -0.0533 62
ONDOUSDT 0.1061 72
ONUSDT 0.0503 62
ORCAUSDT -0.1301 67
PAXGUSDT -0.0465 69
PENGUUSDT 0.1000 69
PLTRUSDT -0.2772 63
PONSUSDT -0.1000 5
PUMPUSDT 0.0632 74
PYTHUSDT 0.0674 72
QNTUSDT -0.0236 70
QQQUSDT -0.1132 74
RAYSOLUSDT -0.0044 73
RLCUSDT 0.0702 72
SAMSUNGUSDT 0.0012 49
SANDUSDT 0.0485 64
SKHYNIXUSDT 0.2589 53
SKHYUSDT 0.5077 32
SNDKUSDT 0.2465 68
SNXXUSDT 0.4794 30
SOLUSDT 0.1486 74
SOXLUSDT -0.1727 57
SOXSUSDT 0.0629 27
SPCXUSDT -0.0283 51
SPYUSDT 0.0452 69
STRKUSDT -0.0425 67
SUIUSDT -0.0872 66
TAOUSDT -0.2236 67
TIAUSDT 0.1463 69
TQQQUSDT 0.1645 36
TRUMPUSDT 0.1202 60
TSLAUSDT 0.0043 72
UNIUSDT 0.0694 59
VVVUSDT -0.0365 69
WLDUSDT -0.0087 76
WUSDT -0.1122 70
XAGUSDT 0.4126 65
XAUTUSDT 0.0617 69
XAUUSDT -0.0425 69
XLMUSDT 0.1138 72
XRPUSDT -0.1736 68
ZECUSDT 0.0438 73
ZROUSDT -0.0504 75
龙虾USDT -0.0960 67

Robustness sweep (test event IC)

timeframe lookback flow_window design_ic test_ic n_events
15m 24 1 -0.0050 -0.0090 51980
15m 24 4 -0.0157 -0.0088 51980
15m 24 12 -0.0088 -0.0045 51980
15m 48 1 -0.0135 -0.0149 38549
15m 48 4 -0.0219 -0.0152 38549
15m 48 12 -0.0141 -0.0114 38549
15m 96 1 -0.0070 -0.0222 26983
15m 96 4 -0.0099 -0.0103 26983
15m 96 12 -0.0132 -0.0124 26983
1h 24 1 -0.0109 -0.0329 12932
1h 24 4 -0.0334 -0.0212 12932
1h 24 12 -0.0428 -0.0185 12932
1h 48 1 0.0066 -0.0076 9469
1h 48 4 -0.0107 -0.0057 9469
1h 48 12 -0.0544 0.0013 9469
1h 96 1 -0.0110 -0.0238 6556
1h 96 4 -0.0372 -0.0212 6556
1h 96 12 -0.0624 -0.0111 6556
4h 24 1 -0.1443 0.0341 3215
4h 24 4 -0.1472 0.0302 3215
4h 24 12 -0.0619 0.0102 3215
4h 48 1 -0.1214 0.0133 2389
4h 48 4 -0.1311 0.0063 2389
4h 48 12 -0.0686 0.0075 2389
4h 96 1 -0.1915 0.0064 1646
4h 96 4 -0.2134 0.0019 1646
4h 96 12 -0.1284 0.0064 1646

Verdict: NO EDGE (H0)

# criterion pass
R1 ❌
R2 ❌
R3 ❌
R4 ❌
R5 ❌
R6 ❌
R7 ❌

← All reports · source (.md)