{"kind":"hades-result","manifest":{"code_git_sha":"617187b19f6e63f768fc5d1dc317454036656242","input_artifact_sha256":{"cointegration/pairs.json":"5b00c9112e47495862a2d60f91aaac4609505909555da6db6e5cf5ee16036b2e","cot/leveraged-funds.json":"0b8b933568771868f870ecd0d9df2357abe8d2cb56564c8a38f30dd62f76b969","trendbars/AUDJPY-H1.jsonl":"620355c578efb64a14021c2ec235d1c9b68d220156526955b6021a11339f1823","trendbars/AUDUSD-H1.jsonl":"c030086c466b4362edea2b0eca3555e57dda360557e15ee435e51aec3857995d","trendbars/NZDUSD-H1.jsonl":"a240d09ad252b65003ae25ac5bb06e6cc9a277718bbfcf18fc8bbec2f739cdf9","trendbars/USDJPY-H1.jsonl":"578f0fca28b0ea5572782a3cc2d7f3c41d87b6d4a2216feb60cb8cd9a4ab177e"},"parameter_snapshot":{"alarm":"univariate_cusum_on_t2","anchor_axis":"cot_weekly","coint_combo":"AUDUSD~NZDUSD","descriptive":true,"estimator":"hotelling_t2_ledoit_wolf_trailing_ref","min_coverage":0.85,"n_channels":12,"n_obs":201,"n_surrogates":200,"offline_crosscheck":"pelt_change_in_mean","ref_window":52,"surrogate":"independent_circular_rotation_count","surrogate_seed":12648430,"tri_cross":"AUDJPY","vol_pairs":["AUDUSD","NZDUSD","USDJPY"]},"registry_revision":"Rev 2.4","verdict_content_hash":"952a4add4548f196b4993073b04406497fab4902c99d6508af99427cc7e4681e"},"result":{"DESCRIPTIVE_BANNER":"DESCRIPTIVE joint change-point \u2014 a multivariate Hotelling-T^2 / CUSUM regime-break layer above the univariate SPC charts. A joint break is a STRUCTURAL co-movement event (the conjunction the positioning thesis lives in), an UPPER BOUND on opportunity, never a tradeable edge. No p-value, no graduation, no denominator change.","changepoints":[{"co_moved":[{"channel":"COT AUD","contribution":11.678157819269254,"kind":"cot-net","share":0.403761957883882,"z":-2.999392161675867},{"channel":"vol AUDUSD","contribution":5.912171619707819,"kind":"vol-path","share":0.20440809462087925,"z":-2.500492645394029},{"channel":"COT JPY","contribution":4.109503461223643,"kind":"cot-net","share":0.14208244049386157,"z":-2.204226260453108},{"channel":"COT EUR","contribution":3.117461121890607,"kind":"cot-net","share":0.10778345571974784,"z":-1.7720237225515052}],"date":"2024-03-19","exceeds_ucl":false,"index":81,"t2":28.92337326793868,"ts":1710806400000}],"channels":[{"kind":"cot-net","name":"COT AUD"},{"kind":"cot-net","name":"COT GBP"},{"kind":"cot-net","name":"COT CAD"},{"kind":"cot-net","name":"COT EUR"},{"kind":"cot-net","name":"COT JPY"},{"kind":"cot-net","name":"COT NZD"},{"kind":"cot-net","name":"COT CHF"},{"kind":"vol-path","name":"vol AUDUSD"},{"kind":"vol-path","name":"vol NZDUSD"},{"kind":"vol-path","name":"vol USDJPY"},{"kind":"cointegration-spread","name":"coint AUDUSD~NZDUSD"},{"kind":"triangular-residual","name":"tri AUDJPY"}],"control_surrogate":{"exceeds_surrogate":false,"method":"independent circular-rotation of each channel (random per-channel shifts; preserves each marginal + autocorrelation, breaks the cross-channel co-movement); recount the joint change-points","n_surrogates":200,"note":"statistic = number of joint change-points; surrogate_p near 0 => the joint breaks exceed independent-channel chance, near 1 => indistinguishable.","observed":1.0,"resolution":{"n_effective":200,"note":"an estimated tail fraction, above the test's floor","render":"p = 1 (n=200)","resolution_floor":0.004975124378109453,"saturated":false},"surrogate_mean":1.365,"surrogate_p":1.0},"cusum":{"h":24.49489742783178,"k_allow":2.449489742783178,"target":12.0},"excluded_channels":{},"grid_constraint":{"binding_input":null,"declared_by":"each input artifact's own `bar_count` header field","inputs_without_declared_length":["cointegration/pairs.json","cot/leveraged-funds.json","trendbars/AUDJPY-H1.jsonl","trendbars/AUDUSD-H1.jsonl","trendbars/NZDUSD-H1.jsonl","trendbars/USDJPY-H1.jsonl"],"n_inputs_with_declared_length":0,"note":"no input declared a bar_count \u2014 the grid ceiling is UNKNOWN"},"input_evidence":{"declared_by":"each input artifact's own header line (line 1), verbatim","inputs_unreadable":["cointegration/pairs.json","cot/leveraged-funds.json","trendbars/AUDJPY-H1.jsonl","trendbars/AUDUSD-H1.jsonl","trendbars/NZDUSD-H1.jsonl","trendbars/USDJPY-H1.jsonl"],"n_inputs_read":6,"provenance":"UNDECLARED (header unreadable)","provenance_unanimous":true,"source":"UNDECLARED (header unreadable)","source_unanimous":true,"tier":"UNDECLARED (header unreadable)","tier_unanimous":true},"kind":"hades-joint-changepoint","kind_label":"joint / multivariate change-point (Lane 5, descriptive)","measured_utc":"2026-08-20T12:00:00Z","measured_utc_basis":"inputs (derived at the publish chokepoint)","n_changepoints":1,"n_channels":12,"n_obs":201,"note":"DESCRIPTIVE joint regime layer: the online Hotelling-T^2 (PIT, trailing reference) flags weeks where the JOINT vector breaks; the CUSUM turns a SUSTAINED excursion into a change-point; the per-channel T^2 decomposition names WHICH series co-moved. PELT is an OFFLINE cross-check. The rotation matched-null asks whether the joint breaks beat independent channels. No verdict, no p-value-as-pass/fail, no graduation.","pelt_changepoints":[{"date":"2023-02-21","index":25,"ts":1676937600000},{"date":"2024-06-18","index":94,"ts":1718668800000},{"date":"2025-12-09","index":171,"ts":1765238400000}],"per_pair":false,"ref_window":52,"source":"Hotelling-T^2 of each weekly observation vs a trailing reference window (Ledoit-Wolf shrunk covariance) + the univariate CUSUM primitive for the alarm; offline PELT corroboration; circular-rotation matched-null","substrate":"12 channels (COT net + vol-path + cointegration spread + triangular residual) \u00b7 201 weekly obs \u00b7 ref_window 52","trace_t2":[10.744985917307304,12.030718234924377,8.311261617253711,21.028081403978522,21.275810396576013,17.02537760668387,20.54853204062443,10.74111015955486,9.37419335599119,9.930539245996211,7.080338261772911,14.314634511403135,15.868115648206452,11.12993952854131,14.370650257839513,12.863001339060691,27.262051429617845,23.583472632598895,8.99354301923277,6.7497503292173295,5.482768439645123,8.545162301549698,15.105068591309466,11.363392445841214,21.205726623826255,10.192484235644034,28.976238757318598,13.738096147347678,16.78942950544683,28.92337326793868,22.426893027765257,61.00821154898457,28.262255350708127,33.818077377844034,31.271444462589333,63.094425764224326,36.27506387137234,25.201119384281487,13.967060091920288,18.18652657484252,18.95929340965002,19.045332148274653,31.763045810538088,25.64381222380258,32.4109925786248,24.709160538887733,49.08114543356339,32.249358351743055,26.201076632404483,49.19039696401324,29.6204862238593,16.73624982101895,13.226590785310748,11.811095549076123,5.601272271526158,5.859961064165096,11.606675280882754,18.360342456016387,17.4227525452071,13.287537139974205,17.403133872861957,22.42299873899913,12.676630627417348,14.398429692210135,16.846314647331774,16.977552488791467,15.85245754842971,18.90203266711411,31.594369619369825,22.246860623161556,25.865014130696757,14.140253958946309,11.500743998938635,20.59955309588473,15.912247922227717,16.82917419429059,10.678357494338469,7.942947917455148,12.871644802030834,11.309507475917291,8.8760383100843,8.124614414129619,15.312645500842352,17.304959981322792,57.55739049318356,48.70378306341003,34.90067891461578,13.12946583932215,8.12370104743501,9.164771350344406,7.771823242288094,6.246731869037332,9.942501100804938,11.258578488700213,8.841408316712775,8.787814241553162,7.139557997878961,7.021163337458034,10.73181444523415,5.914553387610674,8.39373590387206,12.027350280710552,19.343555799193435,20.91746009741188,22.627837293829053,17.47174343519394,12.242913240617394,9.735017877040463,9.087020520417239,20.837361409053933,15.7767233831712,14.095360351921512,8.832749256970283,7.702906768283906,9.426621871228217,18.15464448675192,12.209529980012512,16.952574410111822,11.509474851211829,39.63203209240164,53.16108165232274,25.270797151006008,59.54739325906563,13.661388763008828,16.07919734885676,12.758937960290547,18.40551801733999,23.627952271023542,18.412104282302263,17.66957584866975,16.34374607476526,12.926260509221795,27.270842167160144,35.723929504682516,29.454306196505208,12.240837435491423,32.16810312975192,12.668821884890843,11.391009248843798,14.883794966808843,45.544939863453465,20.72258534049197,13.4010238437935,12.58979283767369,25.50430843424801,21.624192365200525,17.620863361155536,20.172203741455437,23.14084279062549],"trace_t2_ts":[1693267200000,1693872000000,1694476800000,1695081600000,1695686400000,1696291200000,1696896000000,1697500800000,1698105600000,1698710400000,1699315200000,1699920000000,1700524800000,1701129600000,1701734400000,1702339200000,1702944000000,1703548800000,1704153600000,1704758400000,1705363200000,1705968000000,1706572800000,1707177600000,1707782400000,1708387200000,1708992000000,1709596800000,1710201600000,1710806400000,1711411200000,1712016000000,1712620800000,1713225600000,1713830400000,1714435200000,1715040000000,1715644800000,1716249600000,1716854400000,1717459200000,1718064000000,1718668800000,1719273600000,1719878400000,1720483200000,1721088000000,1721692800000,1722297600000,1722902400000,1723507200000,1724112000000,1724716800000,1725321600000,1725926400000,1726531200000,1727136000000,1727740800000,1728345600000,1728950400000,1729555200000,1730160000000,1730764800000,1731369600000,1731974400000,1732579200000,1733184000000,1733788800000,1734393600000,1734998400000,1735603200000,1736208000000,1736812800000,1737417600000,1738022400000,1738627200000,1739232000000,1739836800000,1740441600000,1741046400000,1741651200000,1742256000000,1742860800000,1743465600000,1744070400000,1744675200000,1745280000000,1745884800000,1746489600000,1747094400000,1747699200000,1748304000000,1748908800000,1749513600000,1750118400000,1750723200000,1751328000000,1751932800000,1752537600000,1753142400000,1753747200000,1754352000000,1754956800000,1755561600000,1756166400000,1756771200000,1757376000000,1757980800000,1758585600000,1759190400000,1759795200000,1760400000000,1761004800000,1761609600000,1762214400000,1762732800000,1763424000000,1764028800000,1764633600000,1765238400000,1765843200000,1766448000000,1767052800000,1767657600000,1768262400000,1768867200000,1769472000000,1770076800000,1770681600000,1771286400000,1771891200000,1772496000000,1773100800000,1773705600000,1774310400000,1774915200000,1775520000000,1776124800000,1776729600000,1777334400000,1777939200000,1778544000000,1779148800000,1779753600000,1780358400000,1780963200000,1781568000000,1782172800000,1782777600000],"ucl":33.069946761497484,"ucl_p":0.999,"verdict":"DESCRIPTIVE \u2014 12 joint channels over 201 weekly observations; 1 joint change-point(s); latest 2024-03-19 co-moved by COT AUD, vol AUDUSD, COT JPY, COT EUR. A STRUCTURAL co-movement break (no edge, no graduation)."}}