Regime-Specific Holdout AUC
Verified market-pressure model versus momentum + volatility controlsCalculating the newest chronological holdout.
Hypothesis: current Kraken market-pressure features improve one-hour downside classification beyond momentum and volatility controls.
Loading the newest chronological holdout test…
Kraken volume pressure, VWAP deviation, candle range, and trade-count pressure beyond the control model.
Whether XRP/USD closes lower four completed 15-minute candles later.
Chronological 70/30 holdout with a four-candle purge and no future predictors.
The separate three-year XRPL exchange-inflow study remains blocked until authoritative exchange-label provenance is supplied.