Gaussian HMM regime model, XAUUSD

Describe which latent regime a historical bar most resembles, and choose the regime-specific classifier. Research and education only.

Trading decisions, live signals or any claim that a regime will persist. Regime names are interpretations derived from training characteristics, not externally observed market facts.

Gaussian HMM with K4 states, diag covariance, 200 iterations and seed 42 (Table 3.3). The original HMM schema has 31 ordered inputs; HMM imputation uses training medians, followed by a training-fitted StandardScaler.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.3, §3.2.4 Table 3.3 · source-inspected

Labelled populations in native tagged model coordinates (Table 3.4). XAUUSD history is the imported/resampled original record.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.1, §3.2.6 Table 3.4 · source-inspected

Original whole-window decoding lets later evaluation emissions influence earlier state assignments (MR-01). The result is retrospective conditional classification evidence, not established row-by-row causal adaptive superiority.

State names are interpretations derived from training characteristics; the economic names are not externally observed truth.

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.5 · source-inspected

Frozen original CP2 bundle. The model file is not published on this site.

MR-01: causal versus whole-sequence regime labels

REPLICATION GATE PASS IN EVERY POPULATION

• sensitivity analysis of a stated limitation; exploratory; not a new model, not confirmatory
• primary variant: causal_online_viterbi_cold

The original regime labels were decoded over whole sequences, which can use bars after the row being labelled. MR-01 re-decoded them causally (online, no later bars) and compared the two. For each instrument and population the table gives the replication-gate status and the share of rows on which the causal labels equal the whole-sequence labels, as written in the metrics file. Populations are not pooled and instruments are not averaged.

MR-01: causal versus whole-sequence regime labels: values with source and evidence label

Value	Result	Evidence	Source
Label recorded with the result	sensitivity analysis of a stated limitation; exploratory; not a new model, not confirmatory	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /label
Primary causal variant	causal_online_viterbi_cold	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /primary_variant
Run date	2026-11-02	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /run_date
QQQM development fold 1: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_1/status
QQQM development fold 1: label agreement, causal vs whole-sequence	0.9958978430594151	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_1/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 2: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_2/status
QQQM development fold 2: label agreement, causal vs whole-sequence	0.9943099113404791	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_2/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 3: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_3/status
QQQM development fold 3: label agreement, causal vs whole-sequence	0.9915310308323408	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_3/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM development fold 4: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_4/status
QQQM development fold 4: label agreement, causal vs whole-sequence	0.9985443959243085	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1development_fold_4/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM fixed holdout: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1fixed_holdout/status
QQQM fixed holdout: label agreement, causal vs whole-sequence	0.9939266701657045	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1fixed_holdout/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
QQQM historical fresh: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1historical_fresh/status
QQQM historical fresh: label agreement, causal vs whole-sequence	0.9919028340080972	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/QQQM~1historical_fresh/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 1: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_1/status
XAUUSD development fold 1: label agreement, causal vs whole-sequence	0.9983453709783322	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_1/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 2: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_2/status
XAUUSD development fold 2: label agreement, causal vs whole-sequence	0.9965331582403152	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_2/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 3: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_3/status
XAUUSD development fold 3: label agreement, causal vs whole-sequence	0.9977675640183847	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_3/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD development fold 4: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_4/status
XAUUSD development fold 4: label agreement, causal vs whole-sequence	0.9962967826657912	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1development_fold_4/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD fixed holdout: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1fixed_holdout/status
XAUUSD fixed holdout: label agreement, causal vs whole-sequence	0.9903559947612811	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1fixed_holdout/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence
XAUUSD historical fresh: replication gate	PASS	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1historical_fresh/status
XAUUSD historical fresh: label agreement, causal vs whole-sequence	0.9861179970252851	reported (owner-run; metrics file as posted; not recomputed)	experiments/cp2_mr01_causal_v1/results/mr01_metrics.json @ fa88153ed383 · /populations/XAUUSD~1historical_fresh/variants/causal_online_viterbi_cold/label_agreement_with_whole_sequence

MR-01 frozen protocol experiments/cp2_mr01_causal_v1/PROTOCOL_FROZEN_v1.md, sha256 e06465f6c87ed7e40b66b381b9b767053c738c72d02a631bea8185b0d469fbca (computed from the committed file at build time) · source-inspected

Per-population results are on the Research page.

UNAVAILABLE No committed file records a frozen-protocol hash for the original CP2 model bundle. The bundle hash is checked in the private terminal's model registry; model files are not published.