Research / Stage 2 / H06, H07, H08, H09, H12, H13, H14, H15 and H15-D-A

Does market behaviour contain predictive information?

H08 compares smooth and noisy completed 30-minute price paths within the same initial-move magnitude group. It reports statistical forward-return evidence only—never trades, entries, targets, P&L or broker orders.

Final test partition protectedDiscovery 60% · Validation 20% · Final Locked Test 20%

Connect Alice Blue to view your private Stage-2 research records. Stage 2 reads stored one-minute data and never calls the broker.

Authoritative Stage-2 family status

Hypothesis Leaderboard

Decision

Rank	Hypothesis	Decision	Stage-2 score	Discovery effect	Validation effect	Effect retention	FDR	Independent samples	Best observed research horizon	Strategy Factory eligible	Dependency / lineage
Connect Alice Blue to load the persisted Stage-2 family status.

Scientific order: PASS → WEAK → INCONCLUSIVE → FAIL → BLOCKED. Blocked hypotheses have no fabricated experiment records. Final Locked Test remains reserved and unused for every hypothesis.

Pre-declared research design

H08 — Price-Path Monotonicity

Hypothesis

Dataset from

Dataset to

Observation window30 completed one-minute close-to-close changesFrozen for this experiment.

Forward horizons5m · 10m · 15m · 30m · 60mPre-declared; no horizon optimisation.

Universe selectionUp to 20 liquid NSE cash equities selected by stored 1m availability, quality and Discovery-period traded value only.

Frozen experiment lineage

Stage-2 result

No H08 experiment selected

No H08 Discovery/Validation pair exists yet.

Directional forward log return

Efficiency-ratio quintiles

Horizon

Q1 is the lowest and Q5 the highest efficiency ratio after controlling for the initial absolute-move magnitude. Positive directional returns indicate continuation; negative values indicate reversal. Discovery and Validation remain separate.

Discovery

Validation

Split	Horizon	Independent	Q1	Q2	Q3	Q4	Q5	Q5 − Q1	95% CI	Raw p	FDR p	Monotonicity
Run the pre-declared H08 experiment to see statistics.

Research horizon persistence

Forward-return effect curve

No completed effect curve is available.

Do not hide weak segments

Stability and safeguards

Segment details for selected horizon

No completed segment statistics are available.

Statistical details and frozen safeguards

No result available.

Calculation audit sample (maximum 10 observations)

No audit sample available.

Final Test Dataset: RESERVED — NOT USED.