15-minute volume still adds a little extra next-bar size
15-minute volume still adds a little extra next-bar size
Verdict: WATCH · Asset/TF: BTCUSDT 15m · Sample: chronological 60/20/20
Leftover 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.
What happened
Own 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:
| Split | C/A ratio | Welch t raw | OLS γ t | both gates |
|---|---|---|---|---|
| discovery | 1.144 | +7.46 | +0.72 | residual FAIL (selection) |
| validation | 1.206 | +9.34 | +3.86 | CLEAR |
| OOS | 1.194 | +5.34 | +2.72 | CLEAR |
Twin residual C−A∖C: val +0.00050, OOS +0.00038. Shuffle: 0/500 ≥ observed t; 2.2% would clear t≥2.
Discovery 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.
Trading
Q3 skipped. Not a trade. A risk-texture marker on 15m after 2023, at most.
Final Verdict
WATCH
Do 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|.
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