Composable models and A/B tests of the 2024 ideas; add powerlaw.

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Models are now a Composite of drift, volatility and (optional) shape
components, so an experiment can swap one part against a fixed control.

btcmodel/experiments.py holds seven experiments built from the ideas in the
old branches (catalogued in docs/2024-ideas.md), each with its hypothesis
and source, and a verdict rule fixed before anything ran. `just ab` runs
them on development data. Results:

- Shrinking the cycle drift, and a power-law trend (plain or reverting),
  beat their controls. The power law beats the random walk by 53-63% at
  3-4 years with unbiased outcomes, so it is promoted to MODELS.
- Every alternative volatility estimate (EWMA blends, other windows,
  reversion to a level or trend) is worse than the trailing 365-day window.
  Cycle-dependent volatility, heavy tails and stretched cycle phase show no
  reliable effect.

...

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sam

2026-09-24 03:01:46 -07:00

parent cfc27a38de

commit b0243adf61

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tests/__init__.py