ETH gate60 window 2022-12-02..2026-09-18 (1387 days). Null = random skip of the same count. N perms = 4000. Rule: REJECT if p>=0.05.
| Variant | n_long | n_skip | base SR | gated SR | obs lift | null mean | null p95 | p | verdict |
|---|---|---|---|---|---|---|---|---|---|
| skip if eth_z>1.5 | 382 | 68 | 1.09 | 0.89 | -0.20 | -0.02 | +0.07 | 0.997 | REJECT |
| skip if btc_z>1.5 | 382 | 74 | 1.09 | 1.04 | -0.05 | -0.02 | +0.07 | 0.671 | REJECT |
| keep iff eth_z<-1.5 (complacency) | 382 | 35 | 1.09 | 1.17 | +0.08 | -0.01 | +0.06 | 0.012 | SIGNAL |
Reading
- REJECT -> the DVOL spike gate adds nothing over skipping the same number of long days at random.
- SIGNAL -> DVOL spike state decides which long days to skip.