{
  "schema": "ldth.modela.validation-summary.v1",
  "publishedAt": "2026-08-28T00:00:00+10:00",
  "subject": "XAU/USD",
  "scope": "H1 current-market-state classification",
  "label": "pivot_roll.v2",
  "annualOutOfSample": {
    "window": "2019-2025",
    "method": "anchored annual walk-forward; each test year is trained only on earlier years",
    "activeMarketSamples": 41399,
    "stateLabelAgreement": 0.974057344380299,
    "stateLabelAgreementWilson95": [0.9724815265325782, 0.9755451937841683],
    "balancedAccuracy": 0.9696465943544211,
    "coverage": 0.9876152609762288,
    "annualAgreement": {
      "2019": 0.972593469802064,
      "2020": 0.9716551375063269,
      "2021": 0.9771457592686643,
      "2022": 0.9719262641637071,
      "2023": 0.9719864176570459,
      "2024": 0.9806332098349613,
      "2025": 0.9724336208354473
    }
  },
  "parameterNeighborhood": {
    "l2_3": 0.9742264305901108,
    "l2_6": 0.974057344380299,
    "l2_12": 0.9737916374791662
  },
  "chronologicalHoldout2026Q1": {
    "samples": 1447,
    "stateLabelAgreement": 0.9619903248099516,
    "note": "Not a prospective forward test because the research was conducted in 2026."
  },
  "futureDirectionContinuation": {
    "definition": "After an up/down state, the percentage of future active-market H1 close changes in the same direction; flat states and unchanged prices are excluded.",
    "rates": {
      "1_active_h1": 0.49781038503099584,
      "3_active_h1": 0.4962470146707608,
      "6_active_h1": 0.49829429156242894,
      "12_active_h1": 0.5044348419376847,
      "24_active_h1": 0.5124239495081594
    },
    "finding": "Every 24-bar block-bootstrap 95% interval crossed 50%; no simple future-direction advantage was confirmed."
  },
  "dataAudit": {
    "sourceSha256": "765f826ed935c7b53127b7db22a2d4005c7e90973d66540730f1b4cc16d8ca51",
    "rawTimelineRows": 87624,
    "activeMarketRows": 59105,
    "forwardFilledOrZeroRangeRowsExcluded": 28519,
    "duplicateTimestamps": 0,
    "nonFiniteValues": 0,
    "invalidOhlcRows": 0
  },
  "definitions": {
    "stateLabelAgreement": "Agreement between ModelA output and the frozen current-state label on eligible closed active-market H1 samples.",
    "balancedAccuracy": "Arithmetic mean of recall for down, flat and up classes.",
    "outOfSample": "The test year was not used to train that year's model.",
    "notTradingWinRate": "These metrics do not define entries, spreads, slippage, stops, targets, sizing or exits; they are not trading win rate, return or a future guarantee."
  }
}