{"findings":{"top_win":{"asset":"FLOKI","timeframe":"15min","target":"volatility_next_24h","architecture":"mlp_shallow","features":"mega","brier_oos":0.1215,"baseline_oos":0.25,"edge":0.1285,"ci90":[0.1182,0.1247],"cfg_id":"98aada9748","caveat":"Balanced target; validates ML as volatility/regime detector, not a live trading claim yet."},"secondary_wins":[{"asset":"COMP","timeframe":"15min","target":"breakout_next_10","architecture":"mlp_deep","features":"mega","brier_oos":0.0839,"baseline_oos":0.1338,"edge":0.0498,"ci90":[0.0814,0.0879],"cfg_id":"86b793fa48","caveat":"Rare-event target; low absolute Brier partly reflects class imbalance."},{"asset":"FLOKI","timeframe":"5min","target":"magnitude_next_1h","architecture":"cnn1d","features":"volatility","brier_oos":0.2196,"baseline_oos":0.25,"edge":0.0304,"ci90":[0.2175,0.2218],"cfg_id":"ee6f567d5e","caveat":"Marginal but positive edge on next-hour magnitude."}],"confirmed_negatives":{"direction_5min":{"asset":"COMP","timeframe":"5min","target":"direction_next_bar","best_edge":-0.0011,"best_brier_oos":0.2474,"baseline_oos":0.2463,"verdict":"random_walk_floor","source":"report_directional_check"}},"run_metadata":{"configs_tested":660,"gpu":"RTX 4080 SUPER","runtime_hours":1.05,"methodology":"Phase 1 LHS exploration + Phase 2 refinement + OOS bootstrap CI + baseline edge checks","report_path":"/var/www/strategyarena/data/cuda_brier_brute_force_report_20260517.md","summary_path":"/var/www/strategyarena/data/cuda_brier_brute_force_summary_20260517.json"},"raw_available":{"report_exists":true,"summary_exists":true}},"methodology":[{"name":"Chronological split","detail":"Train 60%, validation/test 20%, final OOS 20%; no random shuffle across time."},{"name":"Embargo","detail":"48 bars for 5m/15m targets and 24 bars for 1h/4h targets between split boundaries."},{"name":"Train-only thresholds","detail":"Volatility and magnitude class thresholds are computed on the train split only."},{"name":"Baseline comparison","detail":"Every result is compared against train-climatology Brier on the OOS split."},{"name":"Bootstrap confidence interval","detail":"100 OOS bootstrap resamples produce the published CI90 ranges."},{"name":"Multiple-testing caution","detail":"Absolute Brier is not enough; we publish edge versus baseline and caveats for imbalanced targets."},{"name":"No auto-deployment","detail":"The finding is research-grade until forward live tracking validates trading usefulness."}],"report_path":"/var/www/strategyarena/data/cuda_brier_brute_force_report_20260517.md","summary_path":"/var/www/strategyarena/data/cuda_brier_brute_force_summary_20260517.json"}