← all research
STUDY

"Sham-Probability Control for ML-Gated ORB"

2026-08-12

Random noise gates, identical protocol (val threshold pick -> test sim):

VariantTradesPFWR
ungated320.91756.2%
sham_seed1151.45760.0%
sham_seed2190.82557.9%
sham_seed3163.34875.0%
sham_seed7172.11864.7%
sham_seed11122.10366.7%
sham_seed42132.59969.2%

Verdict

GATE IS NOISE if random gates hit PF >= 1.3 anywhere near as often as the real-model gates (LSTM 1.99, TRM 1.69, XGB 1.27).