Date declared: 2026-07-24, before any computation. Split: Research only (ETHUSDT
2017-08-17 → 2022-12-31, Binance corpus already on disk). Layer 3, Edge Lab.
Evidence basis: the R4 rhythm scan's sole survivor — BTC streak_up_ge8 continuation
+0.34 ATR/1h (CI 0.088–0.590) and +0.60 ATR/4h (CI 0.155–1.051), 6/6 year-blocks
positive, monotone vs ge5, down-side null (2026-07-24-rhythm-falsification-scan.md).
Per Amendment A1, within-crypto-class replication is the operative second-instrument
test for a crypto-only effect.
The BTC finding's pattern, not just any effect: (a) streak_up_ge8 signed positive at
1h AND 4h with block-bootstrap CI > 0; (b) monotone dose (ge8 > ge5, same sign, at those
horizons); (c) ≥4/6 year-blocks positive; (d) the asymmetry reproduces (down-side
shows no comparable clean effect — if ETH shows a strong symmetric effect, that is a
different phenomenon than the BTC finding and is logged as non-replication of the
pattern). All four or it is NOT REPLICATED.
streak_up_ge5 (+1), streak_down_ge5 (−1), streak_up_ge8 (+1), streak_down_ge8
(−1); freshness = first bar reaching the threshold (== not ≥, disjoint event sets);
horizons 15/30/60/240; universe, nulls, engine defaults as the BTC run. 16 hypotheses
(cumulative 117 → 133 of 2,000).
Report mean/median ATR14(M5) as % of price at ge8 event bars, both instruments. Reason: the TEMPLATE's ex-ante kill rule needs drag = round_trip_cost / stop, and a first paper pass at Vantage 3.1bp suggests the effect is marginal under a 1×ATR stop (gross ≈ 0.34R/1h vs drag ≈ 0.2–0.3R unless event-time ATR% is elevated). This scan supplies the measured ATR% so the arithmetic is done with data, not guesses, BEFORE any execution prereg is considered.
Honest prior: genuinely uncertain — displacement replicated crypto-wide with near-identical magnitudes, but this effect is thinner (n≈500 on BTC) and front-loaded in early years; ETH's research window shares those early thin years, which cuts both ways. A clean replication makes this the project's premier lead; a failure retires the rhythm layer after all (the BTC survival would then read as a single-instrument artifact that Amendment A1's logic exists to catch).
REPLICATED per the pre-declared mechanical rule (a)–(d), all four clear. Full table
in results/upstreak-eth.json; feature-store up_streak/down_streak columns
hand-verified unchanged on ETHUSDT (symbol-agnostic code — spot-checked against a sampled
run of consecutive closes at 2017-08-22 08:45→09:25 before the run: streak lengths
increment/reset exactly as on BTC, ge8 first reached at bar 8 of a run); 171 tests green.
Freshness reading (same as the BTC scan, restated for the record): each streak counts
once, at the bar where it first reaches the threshold (up_streak == 5 / == 8, not
>= 5 / >= 8), so the ge5/ge8 event sets are disjoint per side.
| Condition | n | Signed mean ATR: 15m / 30m / 1h / 4h |
|---|---|---|
| streak_up_ge5 | 7,053 | −0.015 / +0.031 / +0.070 / +0.209 |
| streak_up_ge8 | 625 | +0.003 / +0.131 / +0.228 / +0.536 |
| streak_down_ge5 | 6,779 | −0.015 / −0.003 / +0.015 / +0.042 |
| streak_down_ge8 | 571 | −0.073 / −0.050 / +0.099 / +0.211 |
Mechanical rule check (a)–(d):
streak_up_ge8 signed positive at 1h AND 4h, CI > 0: 1h +0.228, boot90 CI
[0.030, 0.443]; 4h +0.536, boot90 CI [0.047, 0.987] — both positive, both CIs
exclude zero. Met.streak_up_ge8 @ 1h: 2017 +0.196, 2018 +0.073, 2019
+0.395, 2020 +0.581, 2021 −0.170, 2022 +0.341 → 5/6 positive. @ 4h: 2017 +1.87,
2018 +0.186, 2019 +0.68, 2020 +2.067, 2021 −0.12, 2022 −0.668 → 4/6 positive
(exactly at the bar; front-loaded in 2017/2020 the same way the BTC 4h effect
front-loaded in 2017/2018). Met at both horizons.streak_down_ge8 signed is same-sign-as-continuation but small and not clean: 1h
+0.099, CI [−0.156, 0.345] (crosses zero); 4h +0.211, CI [−0.240, 0.641] (crosses
zero) — neither horizon clears CI-excludes-zero, unlike the up side. Down-side
year-blocks are mixed (1h 4/6 positive but dominated by a −0.666 2017 outlier against
small positives; 4h 4/6 positive but the pooled CI still straddles zero) — no clean
effect at either horizon. This differs mechanically from the BTC down-side failure mode
(BTC's streak_down_ge8 flipped sign against streak_down_ge5, i.e. a dose-response
break; ETH's down-side keeps the same sign as its own ge5 but never clears
significance) but the declaration's criterion is "no comparable clean effect," which
both failure modes satisfy. ETH does not show a strong symmetric effect — the
asymmetry (only the up-side is a clean, CI-clearing finding) reproduces. Met.All four criteria hold → REPLICATED. The BTC streak_up_ge8 continuation effect (R4
survivor) is not a single-instrument artifact under Amendment A1's within-crypto-class
test; this is now a two-instrument, sign-stable (5/6 and 4/6 year-blocks), dose-responsive,
asymmetric finding and becomes the project's next-highest-priority mentor-adjacent lead
(subject to the same ex-ante cost arithmetic as any other candidate before an execution
prereg).
Null-battery caveat (as in the BTC scan): shuffle-p is degenerate (=1.000) in every
cell — permuting a constant per-variant direction sign is a no-op by construction. The
frequency-matched random null and block bootstrap carry the weight; the random null
confirms streak_up_ge8/streak_down_ge8 events are genuinely high-volatility on ETH too
(rand-p 0.002–0.024 across cells) — magnitude evidence, not direction, consistent with but
not independent proof of the signed finding.
Descriptive add-on — ATR14(M5) as % of price at ge8 event bars (both instruments):
ambiguity resolution logged — "ge8 event bars" is read as the union of up_streak==8 and
down_streak==8 bars (the declaration does not restrict this to one side), with the
up/down split also reported for transparency:
| n | mean ATR14/close | median ATR14/close | |
|---|---|---|---|
| ETH — up_ge8 | 625 | 0.398% | 0.326% |
| ETH — down_ge8 | 571 | 0.447% | 0.353% |
| ETH — combined | 1,196 | 0.421% | 0.338% |
| BTC — up_ge8 | 498 | 0.318% | 0.273% |
| BTC — down_ge8 | 466 | 0.357% | 0.274% |
| BTC — combined | 964 | 0.337% | 0.274% |
ETH's event-time ATR% runs ~23–25% richer than BTC's (0.421% vs 0.337% mean; 0.338% vs 0.274% median) at the same streak-length trigger — the TEMPLATE's ex-ante drag arithmetic (round_trip_cost / stop) should use these measured figures per instrument, not a shared number; ETH's larger ATR% at the event, combined with its larger gross signed effect (+0.536 ATR/4h vs BTC's +0.603 ATR/4h — comparable, ETH not "cheaper" gross but not worse either), is directionally favorable for surviving a 1×ATR-stop cost test but does not by itself decide it — an execution prereg with real cost inputs is required before any capital claim.
Other ambiguity resolutions on record:
- Which horizons the (a)/(c) checks bind to: read as both 1h and 4h independently (the
declaration names both), each cell checked on its own year-block count rather than a
pooled requirement — this is the stricter reading and both cells still clear.
- Results file naming: written to results/upstreak-eth.json (config name alone),
not upstreak-eth-ethusdt.json (the BTC script's {name}-{symbol} convention) — this
scan's declared deliverable path names the file directly.
- Seed: reused 20260724, identical to the BTC scan's config, per "identical
constants to the BTC scan" in the Conditions section above.