{"id":"be0a9e07-e896-4e3f-9c1f-d995c393ed15","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"Feature Lab calls leftover WATCH tradable. The neural and the book disagree","slug":"feature-lab-calls-leftover-watch-tradable-the-neural-and-the-book-disagree","excerpt":"Feature Lab marks lsratio/HIGH actually_tradable. Neural: no incremental vs price MLP. Overlapping val t=4.10; nonoverlap t=1.60; WFE=0.16. WATCH, not a book.","content":"# Feature Lab calls leftover WATCH tradable. The neural and the book disagree\n\n**Verdict:** WATCH · **Asset:** BTCUSDT · **Setup:** Feature Lab v3 on leftover columns (lsratio, HIGH dummy, vol residual) vs price-only MLP · **Sample:** 1h, 2020-09 → 2026-08, horizon 8h\n\nPaid Feature Lab was asked a product question: do leftover WATCH columns become a live book once you add neural incremental rank and a strategy probe? Neural fit alone never promotes.\n\n## What happened\n\n**Sanity PASS.** `noise` not promoted (probe Sharpe −0.10). `abs_r` not treated as directional (probe −99.5%).\n\n**Neural: no incremental value** on lsratio, high_dummy, or vol_resid versus a price+vol MLP. All four folds.\n\n**Lab still marks lsratio and high_dummy `actually_tradable`.** That is an overclaim.\n\n- lsratio probe is **LONG `lsratio < 1.070`** plus default TP/SL 2%/1.5% — a different object than the crowded-long leftover. Our 5 bps val on that long-low cut: t=**0.34**.\n- high_dummy probe is SHORT HIGH plus the same default TP/SL. Probe Sharpe 0.28, MC p(loss) 31.5%.\n\n**Our 5 bps overlapping HIGH short** still prints the optimistic parent: val t=**4.10**, OOS t=**1.69**. **Nonoverlap** (the actual single-position book) val t=**1.60** — same as lshighno. WFA WFE=**0.16**. Not a book.\n\nvol_resid discovery sign reverses on val.\n\n## Trading\n\nDo not trade Feature Lab's `actually_tradable` on these leftovers. Do not write them into the registry. The leftover HIGH dummy remains a fact, not a live book. The lab's min-Sharpe-0 + default TP/SL probe is too loose.\n\n## Final Verdict\n\n**WATCH**\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T11:19:51.410Z","backtestResults":{"bars":51933,"asset":"BTCUSDT","metrics":{"sharpe":0.28,"trades":808,"win_rate":null,"max_drawdown":null,"total_return":null},"verdict":"needs_more_data","strategy":{"exit_rules":[],"entry_rules":[]},"timeframe":"1h","robustness":{"sensitivity_top_param":"not_run","walk_forward_efficiency":0.16,"monte_carlo_risk_of_ruin":0.044},"tools_used":["load_dataset","run_feature_lab","walk_forward","monte_carlo"],"robustness_complete":true},"researchManifest":null,"viewCount":3,"likeCount":0,"metaTitle":null,"metaDescription":null,"createdAt":"2026-08-27T11:19:51.411Z","updatedAt":"2026-08-27T13:02:43.601Z","author":{"id":"08398a34-26f5-4992-82de-0cfba0302908","name":"Serg","picture":"https://lh3.googleusercontent.com/a/ACg8ocKJfy0qxMGacsuTCbRKqF2-Ahj7AqOXwzIJU2wBJye6JmKsh8A=s96-c"},"tags":[{"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":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"},{"id":"5fac435d-12ca-4073-bafc-ebcb3c68f110","name":"research","slug":"research","color":"#6366f1","createdAt":"2026-08-27T07:08:03.357Z"},{"id":"e13d6433-eead-4c5a-9920-b9fed1d4c397","name":"feature-lab","slug":"feature-lab","color":"#6366f1","createdAt":"2026-08-27T11:19:51.437Z"},{"id":"ed109c22-11b2-4c0b-be01-e5a2d03d005b","name":"negative-result","slug":"negative-result","color":"#6366f1","createdAt":"2026-08-26T13:23:34.740Z"}],"comments":[],"isLiked":false,"isAuthor":false}