4-Gate Orthogonal Scorer — NEO
Surface · Situation Room

4-Gate Orthogonal Scorer

Live regime and entry assessment. Each gate independent, all four required. No partial credit.

Deployment-Tier Confidence Statistical
33.1%

CONFIDENCE that the strategy as deployed is positive-edge under current regime

Bayesian posterior over the operator-deployable population. Low absolute number does not mean the system is wrong 67% of the time — it means the system has not yet accumulated enough live tape to discriminate from a strong null.

Strategy Hit Rate Empirical
73.66%

EMPIRICAL hit rate on the sealed 6.3-year backtest window

2,870 trades across 2020-01-01 → 2026-04-14 on RTH_NARROW (predecessor) / 3,010 trades on RTH_FULL production. Distinct concept from deployment confidence.

Live Gate State

live tape · 13:42:18 ET · m30 bar 26 of 13
Gate 1 · D1 Regime

d1_price_above_sma50

Daily close above the 50-day simple moving average. Macro regime filter — refuses to operate inside a primary downtrend.

universe pass-rate · 88% (53/60)
Gate 2 · H4 Regime

h4_price_above_sma50

4-hour close above the 50-period SMA. Intermediate trend filter — confirms regime alignment under the daily.

universe pass-rate · 71% (43/60)
Gate 3 · M30 Trigger

donchian OR c2_breakout

30-minute entry trigger. Donchian channel break or continuation-of-2-bar breakout. The actuator — fires at the bar.

universe pass-rate · 21% (13/60)
Gate 4 · Volume

m30_rvol > 1.3

30-minute relative volume above 1.3× the 20-bar baseline. Conviction filter — refuses thin moves.

universe pass-rate · 46% (28/60)
Funnel · current m30 bar 60 → 7 → 2
Approved universe 60
After Gate 1 (d1 regime) 53 · 88%
After Gate 2 (h4 regime) 43 · 71%
After Gate 3 (m30 trigger) 7 · 11.6%
After Gate 4 (rvol) 2 · 3.3%
Gate Stream · last 60s EV33
13:42:18 PASS CRWD d1✓ h4✓ m30✓ rvol=1.84
13:42:18 PASS PLTR d1✓ h4✓ m30✓ rvol=1.62
13:42:18 FAIL SMCI d1✓ h4✓ m30✓ rvol=1.18 < 1.3
13:42:18 FAIL AMD d1✓ h4✓ m30✗ no_trigger
13:42:18 FAIL NFLX d1✓ h4✗ regime_break
13:42:18 FAIL COIN d1✗ regime_break
13:41:18 PASS CRM d1✓ h4✓ m30✓ rvol=2.14
13:41:18 FAIL ANET d1✓ h4✓ m30✗ no_trigger
13:41:18 FAIL PANW d1✓ h4✓ m30✗ no_trigger
13:41:18 FAIL ZS d1✓ h4✗ regime_break
13:40:18 PASS GOOGL d1✓ h4✓ m30✓ rvol=1.51
13:40:18 FAIL MU d1✓ h4✓ m30✓ rvol=1.22 < 1.3
13:40:18 FAIL QCOM d1✓ h4✓ m30✗ no_trigger
Why orthogonal L80 / L86

Pre-V129 the scorer was a 7-indicator continuous weighting. It produced a discrete atom-set output {0/7, 1/7, … 7/7} that collapsed any matrix axis placed off the on-support boundaries — adjacent thresholds yielded bit-identical cells (CF.14).

The 4-gate orthogonal scorer replaces it: each gate measures a different time horizon and a different concept. They cannot collapse into each other because they are not the same kind of signal.

  • D1 regime — multi-week trend
  • H4 regime — multi-day trend
  • M30 trigger — entry timing
  • M30 rvol — conviction