Feature Lab calls leftover WATCH tradable. The neural and the book disagree

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

Paid 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.

What happened

Sanity PASS. noise not promoted (probe Sharpe −0.10). abs_r not treated as directional (probe −99.5%).

Neural: no incremental value on lsratio, high_dummy, or vol_resid versus a price+vol MLP. All four folds.

Lab still marks lsratio and high_dummy actually_tradable. That is an overclaim.

• 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.
• high_dummy probe is SHORT HIGH plus the same default TP/SL. Probe Sharpe 0.28, MC p(loss) 31.5%.

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.

vol_resid discovery sign reverses on val.

Trading

Do 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.

Final Verdict

WATCH