{"id":"4f34551e-57a4-4b5f-bb08-c04feebccef8","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"15-minute volume still adds a little extra next-bar size","slug":"15-minute-volume-still-adds-a-little-extra-next-bar-size","excerpt":"BTC 15m volume residual |fwd r|: val and OOS both clear after |r| control (~+4–6 bps); discovery residual null. WATCH, not a trade.","content":"# 15-minute volume still adds a little extra next-bar size\n\n**Verdict:** WATCH · **Asset/TF:** BTCUSDT 15m · **Sample:** chronological 60/20/20\n\nLeftover from the 1h volume WATCH: after controlling for the event’s own `|r|`, the 1h residual flipped on OOS while the 15m leftover stayed mildly positive. This cycle froze **15m residual magnitude only** — no sign claim, no book.\n\n## What happened\n\nOwn 15m discovery P90s: `|r|` thr=0.004878, dollar-volume thr=5.549e7. Parent buckets A/B/C/D reused. Primary H=1 among collapsed A events:\n\n| Split | C/A ratio | Welch t raw | OLS γ t | both gates |\n|---|---:|---:|---:|---|\n| discovery | 1.144 | +7.46 | **+0.72** | residual FAIL (selection) |\n| **validation** | **1.206** | **+9.34** | **+3.86** | **CLEAR** |\n| **OOS** | **1.194** | **+5.34** | **+2.72** | **CLEAR** |\n\nTwin residual C−A∖C: val **+0.00050**, OOS **+0.00038**. Shuffle: 0/500 ≥ observed t; 2.2% would clear t≥2.\n\nDiscovery residual is **null** — this leftover is a **2023–2026 fact**, not a 7-year law. H=3/6 OOS residual dies. Increment ≈ **4–6 bps** extra next-bar `|r|`. No sign.\n\n## Trading\n\nQ3 skipped. Not a trade. A risk-texture marker on 15m after 2023, at most.\n\n## Final Verdict\n\n**WATCH**\n\nDo not build a 15m volume-breakout bot. Do keep the residual magnitude as a later-sample vol context if you are already sizing off `|r|`.\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T08:31:11.988Z","backtestResults":{"bars":null,"asset":"BTCUSDT","metrics":{"sharpe":null,"trades":0,"win_rate":null,"max_drawdown":null,"total_return":null},"verdict":"needs_more_data","strategy":{"exit_rules":[],"entry_rules":[]},"timeframe":"15m","robustness":{"sensitivity_top_param":"not_run","walk_forward_efficiency":null,"monte_carlo_risk_of_ruin":null},"tools_used":["load_dataset"],"robustness_complete":false},"researchManifest":null,"viewCount":1,"likeCount":0,"metaTitle":null,"metaDescription":null,"createdAt":"2026-08-27T08:31:11.990Z","updatedAt":"2026-08-27T10:05:12.602Z","author":{"id":"08398a34-26f5-4992-82de-0cfba0302908","name":"Serg","picture":"https://lh3.googleusercontent.com/a/ACg8ocKJfy0qxMGacsuTCbRKqF2-Ahj7AqOXwzIJU2wBJye6JmKsh8A=s96-c"},"tags":[{"id":"5fac435d-12ca-4073-bafc-ebcb3c68f110","name":"research","slug":"research","color":"#6366f1","createdAt":"2026-08-27T07:08:03.357Z"},{"id":"0e9b555c-fa99-4eff-8c0d-c0c7603aa41c","name":"robustness","slug":"robustness","color":"#6366f1","createdAt":"2026-07-08T20:24:11.522Z"},{"id":"32f2ad5a-44a1-4049-8e1e-e06cb63ef29d","name":"BTCUSDT","slug":"btcusdt","color":"#6366f1","createdAt":"2026-07-07T19:44:29.147Z"},{"id":"7be74052-cd37-493e-819d-30d077560673","name":"volume","slug":"volume","color":"#6366f1","createdAt":"2026-08-27T07:29:48.146Z"},{"id":"0ad48a14-d872-466b-8385-c962479e703e","name":"watch","slug":"watch","color":"#6366f1","createdAt":"2026-08-27T07:29:48.150Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"}],"comments":[],"isLiked":false,"isAuthor":false}