Hourly BTC direction is not predictable: the three deployed direction
artifacts score ROC-AUC 0.47-0.50 with negative MCC, below an always-UP
baseline, and independent work with correct methodology reproduces the
same result. Their reported F1 of ~0.60 at 6h and 24h is majority-class
behaviour, not skill.
Realised volatility does cluster, so it is predictable. This adds a model
for "will the next 24h be more volatile than the trailing 90-day median",
measured at 0.7129 accuracy +/- 0.0224 over five chronological
walk-forward folds (2022-2026, 65,563 hourly candles), ROC-AUC 0.7895,
MCC 0.4284. The target is balanced, and it beats a persistence baseline
of 0.6561 in all five folds.
The direction figures are left as they are. They describe different
models on a different task, and relabelling them with this number would
claim an accuracy those artifacts do not have.
Two findings worth recording, both caught by measurement:
* the model must receive threshold-relative features, or pl…
