Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity
f784e93 verified | # Data policy | |
| ## Public repository boundary | |
| The public repository and its Hugging Face mirror contain only Git-tracked | |
| source code, configuration, tests, documentation, and small placeholder files. | |
| They do not contain exchange observations or generated research bundles. | |
| The following local paths are excluded from every public package: | |
| - `data/raw/`, `data/normalized/`, `data/derived/`, `data/models/`, and | |
| `data/quality/`; | |
| - `data/m8/`, `data/m8_l2/`, and `data/_ingestion_manifests/`; | |
| - `artifacts/runs/`; | |
| - local environments, caches, bytecode, credentials, and dashboard secrets. | |
| Empty `.gitkeep` placeholders may exist in the standalone GitHub repository but | |
| are omitted from the Hugging Face publication mirror where practical. | |
| ## Provider terms | |
| The research adapters use credential-free public Binance market-data endpoints | |
| and official archive metadata. Public availability is not treated as a grant to | |
| redistribute provider data. Users who reproduce a public-data study obtain the | |
| inputs independently and remain responsible for the provider's current terms, | |
| rate limits, and permitted uses. | |
| ## Research outputs | |
| Source-controlled prose may summarize bounded aggregate validation counts and | |
| protocol terminals. Raw events, normalized rows, derived features, fitted model | |
| states, account-like records, and generated run bundles are not redistributed. | |
| Synthetic fixtures and smoke outputs are labeled `SYNTHETIC_SMOKE` and support | |
| software verification only. | |
| The public website and Space may encode low-dimensional aggregate values when | |
| they link back to a named, checksummed source and preserve its evidence label. | |
| One explicit `PUBLIC_DERIVED_ONLY` exception is approved for | |
| `assets/data/microstructure_backtest_reference.json` and the identical Space | |
| copy. It contains 144 counterfactual scenario summaries from the | |
| `NONCONFIRMATORY_CONTINUOUS_PILOT_EXPLORATION` run: dimensions, gross P&L, fees, | |
| net P&L, turnover-normalized edge and drawdown, simple order/fill counts, and | |
| checksummed provenance. It excludes events, positions, ledgers, models, local | |
| paths, and the run bundle itself. | |
| The approved summary must display “research reference only,” identify the | |
| single four-hour simulation, state that scenarios overlap and cannot be summed, | |
| and distinguish turnover-normalized marked drawdown from account return or | |
| capital-based drawdown. | |
| ## Trading boundary | |
| The repository has no authenticated exchange client, account connection, or | |
| order-entry path. Nothing in the public package is investment advice or evidence | |
| of executable profit. | |