EXP-018 conditional effect map
Status: insufficient_data / exploratory (no EXP-013 or EXP-015 account ledgers yet)
| generated_at | 2026-09-17T00:00:00+09:00 |
Scope: EXP-014 history_B · generalization23 · proxy_slip2 · 5-day events. Conditions used only the day-t close and earlier data.
| Axis | Bucket | Events | Signal days | Mean excess effect | Median |
|---|---|---|---|---|---|
| market_direction | up | 199 | 147 | -0.099% | -0.487% |
| market_direction | down | 41 | 34 | 1.258% | 0.112% |
| concentration | low | 74 | 71 | 0.645% | -0.118% |
| concentration | high | 166 | 110 | -0.159% | -0.607% |
| liquidity_tercile | low | 72 | 63 | -0.156% | -0.635% |
| liquidity_tercile | mid | 86 | 77 | 0.168% | -0.241% |
| liquidity_tercile | high | 82 | 78 | -0.164% | -0.977% |
| volatility_tercile | low | 60 | 56 | 0.625% | 0.276% |
| volatility_tercile | mid | 81 | 70 | -0.501% | -0.878% |
| volatility_tercile | high | 99 | 88 | 0.157% | -0.633% |
Preregistered contrasts (high − low)
- market_direction: -1.337% (21-day CI -2.915% ~ 0.179%)
- concentration: -0.782% (21-day CI -2.231% ~ 0.548%)
This result is a diagnostic explaining differences across conditions; it is not automatically promoted to an entry filter or capital-allocation rule.
Source and migration evidence
Source: reports/experiments/EXP-018-conditional-effect-map.md
Original SHA-256: 9bd6037ecb432cf37cdbdf7e318ddc67568c1035159d6129584ae88addfc644d
Raw data and account information are not part of the public package. The original results do not replace statistical or scientific revalidation. The English text is a translation; numbers, tables and charts are carried over unchanged.