Archived version · 2026-05-12
H4 re-scoped to the full corpus + the real-analysis figures. At deployment scale, every crypto asset × indicator family × walk-forward window that lands a portfolio (2,548 cells, 26 assets, 7 families, k = 20), on the leak-free 45-D causal fingerprint, the topology selection-and-construction Stack beats Hierarchical Risk Parity by +0.96 ΔSortino (Holm-significant, wins ~61 % of cells) and edges out a plain reliability-ranked top-k (+0.37), but does not beat the naive in-sample-Sharpe-rank top-k portfolio (−0.50) and carries the deepest drawdowns of the four (≈ 9 positions vs 20); the edge concentrates in the momentum-oscillator families and is ≈ 0 on the moving-average families. So the headline is restated from “+4.79 Sortino over 26 MACD cohorts, ~54 % smaller drawdown” to: risk-parity-beating, audit-traceable portfolio construction, not raw-return dominance. Four real-analysis figures land, the actual Mapper / Reeb graph on Bitcoin/MACD, the deployment-scale verdict bars, the H4 equity curves on real cohorts, the H17 persistence-diagram trajectory, replacing the pedagogical Mapper schematic, the per-cohort forest plot, the drawdown box, and the H17 correlation lollipop; the Deployment-Stack decision-flow and the prediction-vs-decision partition figures are re-rendered to the +0.96 number. Date labels bumped to 2026-05-12.
This is a summary of what the topology-roadmap page was at this version, not a full visual snapshot. The live page has since moved on; the changelog index lists every version, and the live page is always the current state.
What this version was
- H4 PASS restated at deployment scale. On the leak-free 45-D causal fingerprint, across every crypto-asset × indicator-family × walk-forward-window cell that lands a portfolio (2,548 cells, 26 assets, 7 indicator families, k = 20): the topology Stack beats Hierarchical Risk Parity by +0.96 ΔSortino (95 % CI [+0.75, +1.17], Holm-significant; wins 1,554 of 2,548 cells ≈ 61 %) and edges out a plain reliability-ranked top-k portfolio (+0.37), but loses to the naive in-sample-Sharpe-rank top-k portfolio (−0.50), and carries the deepest drawdowns of the four (mean max-drawdown magnitude ≈ 279 vs ≈ 254 for HRP and ≈ 138 for the in-sample-Sharpe rank, the Stack runs ≈ 9 positions where the others hold 20). The edge is concentrated in the momentum-oscillator families (MACD ≈ +2.2 ΔSortino vs HRP, Stochastic ≈ +2.4) and ≈ 0 on the moving-average families. The earlier “+4.79 over 26 MACD cohorts, ~54 % smaller drawdown” figures were the MACD-only slice; folding in the six non-MACD families brings the corpus number down, and reverses the drawdown sign. The headline is restated everywhere it appeared (dek, central claim, the H4 finding, the Phase-06 detail, the changes log): risk-parity-beating, audit-traceable construction, not raw-return dominance. Sampling-based topology stays invariant to the program-wide contamination fix by construction (the selector's decisions never pass through a regression of OOS Sharpe onto the fingerprint).
- Four real-analysis figures replace illustrative or now-superseded ones. The actual Mapper / Reeb graph on Bitcoin/MACD (~2,000 backtested strategies covered by 17 Mapper nodes over the mean-OOS-Sharpe lens, a thin tail of catastrophic-Sharpe nodes hinging into a three-way fan where ~96 % of the population sits, one connected component; replaces the pedagogical Mapper schematic on the H4-method block). The deployment-scale verdict bars (mean paired delta of the Stack vs three baselines on Sortino / Sharpe / Calmar / max-drawdown, bootstrap 95 % CIs, Holm-significant pairs marked; replaces the per-cohort H4 forest plot on the H4 finding). The H4 equity curves on real cohorts (cumulative OOS PnL over the walk-forward windows for Litecoin/MACD, Bitcoin/Stochastic-%K, Ethereum/MACD and Ethereum/EMA, the Stack above hierarchical risk parity and below the naive Sharpe-rank on the oscillator cohorts, all four bunched on the moving-average cohort; replaces the H4 drawdown box). The H17 cohort persistence-diagram trajectory (Bitcoin/MACD's 16 movement phases on a tightly-wound path vs a longer-history cohort's 5 on a longer one, step-size strips, the segment-count × OOS-stability ρ = +0.72 stat; replaces the H17 correlation lollipop). The Deployment-Stack decision-flow diagram and the prediction-vs-decision partition map are re-rendered with the +0.96 number in place of +4.79.
- Date labels bumped to 2026-05-12 (last-updated, findings header, roadmap-status caption); the roadmap-status caption and the H4 phase-detail eyebrow now note the full-corpus re-scope.

