# Slow Regime-Head Experiment — BTC 6H

Non-promoting, fixed-policy screen. The current winner's thresholds were held fixed; the only trainable parameters are three residual 8→1 output heads.

## Decision

Rejected at the exploratory screen: no candidate met the canonical WFO coverage requirement (0/3 eligible), and median WFO Calmar (0.000) was below the paired null-head control (0.663). This is independent of the stricter live-promotion benchmark.

## Results

```text
                             experiment  is_calmar  is_pnl_pct  is_max_dd_pct  is_trades  wfo_mean_calmar  wfo_min_calmar  wfo_valid_folds  wfo_eligible  oos_calmar  oos_pnl_pct  oos_trades
null heads (exact shared-trunk control)      0.214    2846.944        -50.498         59            0.663           0.609                2          True       0.000        0.000           0
   slow-regime residual heads seed 8080      0.040     199.882        -84.875         47            0.000         -99.000                0         False       0.407       20.936           1
   slow-regime residual heads seed 8181      0.040     204.708        -84.875         46            0.000         -99.000                0         False       0.407       20.936           1
   slow-regime residual heads seed 8282      0.040     202.447        -84.875         46            0.000         -99.000                0         False       0.407       20.936           1
```

## Provenance

```json
{
  "non_promoting": true,
  "asset": "COINBASE_BTCUSD",
  "tf": "6H",
  "router": {
    "smoothing_span": 72,
    "trend_window": 28,
    "enter_threshold": 0.2,
    "exit_threshold": 0.05,
    "min_dwell_bars": 28
  },
  "state_counts": {
    "-1": 8966,
    "0": 2616,
    "1": 1346
  },
  "state_switches": 47,
  "validation_start": "2025-10-01",
  "fixed_policy": "winner thresholds unchanged",
  "runs": [
    {
      "seed": 8080,
      "training": {
        "epochs_run": 51,
        "best_val_mse": 0.2494032382965088,
        "train_bars": 11443,
        "val_bars": 601
      },
      "residual_heads": [
        [
          [
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            -0.2613184154033661,
            0.2748820185661316,
            0.03166499733924866,
            -0.26153600215911865
          ],
          [
            0.268688827753067,
            0.2430269867181778,
            -0.2536555528640747,
            0.2744859457015991,
            -0.25845131278038025,
            0.2717306613922119,
            0.24421969056129456,
            -0.259394109249115
          ],
          [
            0.26038607954978943,
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            -0.2560650706291199,
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          ]
        ],
        [
          0.25781694054603577,
          0.25711482763290405,
          0.25513768196105957
        ]
      ]
    },
    {
      "seed": 8181,
      "training": {
        "epochs_run": 51,
        "best_val_mse": 0.2499271035194397,
        "train_bars": 11443,
        "val_bars": 601
      },
      "residual_heads": [
        [
          [
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            -0.255633682012558,
            0.2623544931411743,
            -0.2591279447078705,
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            0.032383862882852554,
            -0.2620598375797272
          ],
          [
            0.2706071436405182,
            0.24359896779060364,
            -0.256255179643631,
            0.27489200234413147,
            -0.25528937578201294,
            0.2727607488632202,
            0.2441062480211258,
            -0.2601358890533447
          ],
          [
            0.26146966218948364,
            0.24882839620113373,
            -0.258407324552536,
            0.20301945507526398,
            -0.2562951445579529,
            0.2678014636039734,
            0.24744468927383423,
            -0.25676944851875305
          ]
        ],
        [
          0.2583373785018921,
          0.2550888955593109,
          0.25626417994499207
        ]
      ]
    },
    {
      "seed": 8282,
      "training": {
        "epochs_run": 51,
        "best_val_mse": 0.2491127997636795,
        "train_bars": 11443,
        "val_bars": 601
      },
      "residual_heads": [
        [
          [
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          ],
          [
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            0.27443817257881165,
            -0.25690487027168274,
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            -0.2588135600090027
          ],
          [
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            -0.2573469579219818,
            0.19977402687072754,
            -0.2560136914253235,
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            -0.25821471214294434
          ]
        ],
        [
          0.25719496607780457,
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          0.25365564227104187
        ]
      ]
    }
  ]
}
```