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The Kronos model (Shi et al., 2025), trained on millions ","work_id":"4c1a097d-1d17-48ff-b508-c2e8f751eb85","year":2025},{"cited_arxiv_id":"","doi":"","is_internal_anchor":false,"ref_index":2,"title":"After session boundary filtering and removal of partial days, 947 complete trading days remain for daily feature construction","work_id":"1592a258-ce4c-4275-bc1d-bc79101fb2fa","year":2021},{"cited_arxiv_id":"","doi":"","is_internal_anchor":false,"ref_index":3,"title":"Target A (daily close vs","work_id":"b886a6c5-7175-4cf2-99b9-46571c6b805a","year":2026},{"cited_arxiv_id":"","doi":"","is_internal_anchor":false,"ref_index":4,"title":"Model Architectures and Validation Methodology 4.1 Gradient Boosting Classifier Three gradient boosting configurations are evaluated, each representing a different feature set and target specification","work_id":"b2f96e01-9b46-497a-bbbd-ceb08f09bf1d","year":2026},{"cited_arxiv_id":"","doi":"","is_internal_anchor":false,"ref_index":5,"title":"This is the most conservative test—it does not attempt to use intraday structure and instead relies on multi-day patterns in returns, gaps, and volatility","work_id":"d2ecfea5-e666-4af1-8cce-8c54e7fcaa64","year":2022}],"snapshot_sha256":"e8b940a13a5717091dc9bc5773caa53286ee49b66a25343ddb81f1e1ab97e291"},"source":{"id":"2605.17724","kind":"arxiv","version":1},"verdict":{"created_at":"2026-05-19T22:00:29.571833Z","id":"eccea29e-edf0-4c7b-912d-acb6ec144de3","model_set":{"reader":"grok-4.3"},"one_line_summary":"Neither LSTM nor gradient boosting models achieve statistically significant out-of-sample accuracy above the 51.8% base rate for intraday MNQ directional prediction using 944 trading days of five-minute OHLCV data under walk-forward validation.","pipeline_version":"pith-pipeline@v0.9.0","pith_extraction_headline":"Four years of single-instrument five-minute OHLCV data prove insufficient for reliable intraday ML forecasting.","strongest_claim":"The results indicate that four years of single-instrument five-minute OHLCV data are insufficient for reliable sequential ML-based intraday forecasting.","weakest_assumption":"That the chosen binary target (close > 10:30 AM open by more than ten points) and the five-minute OHLCV representation are sufficient to reveal any exploitable sequential structure if such structure exists in the market."}},"verdict_id":"eccea29e-edf0-4c7b-912d-acb6ec144de3"}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:583e72ed69520904eccdd4091372476ce5efe5e50f33478d66565d45f7070ef0","target":"record","created_at":"2026-05-20T00:04:54Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"0bc95ba36e2ad1ed6ea3870000321a32a5af91d2104d1348d0837a0cf88e795e","cross_cats_sorted":["cs.LG","q-fin.CP","q-fin.ST"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2026-05-18T01:03:28Z","title_canon_sha256":"46468d0b79a32d3df108eedfa6eb74a9740d8f11d87de70c0519103b7f0b4b25"},"schema_version":"1.0","source":{"id":"2605.17724","kind":"arxiv","version":1}},"canonical_sha256":"184bc65cf8653919c725eecb8d66dd25f468cfa446920f2500121c4ec52b944f","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"184bc65cf8653919c725eecb8d66dd25f468cfa446920f2500121c4ec52b944f","first_computed_at":"2026-05-20T00:04:54.860899Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-20T00:04:54.860899Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"7Sw/J6jQdY/4tFmuKf6xakNGObF+lOdh3Ph7VxVcwc12futeDG0b+PN4nK1rzCbM8uYhKECLTQqh3KhjNFBEAQ==","signature_status":"signed_v1","signed_at":"2026-05-20T00:04:54.861715Z","signed_message":"canonical_sha256_bytes"},"source_id":"2605.17724","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:583e72ed69520904eccdd4091372476ce5efe5e50f33478d66565d45f7070ef0","sha256:e2457784879176db6937bdb9f6bc716e770fdab26d5e6f31e61c1db4fbee7a5a"],"state_sha256":"cdacdca9274379e816e52ce358f22013df2e2759499500de505e38fe96592962"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"WKJVpdKbPve1kkX2TUMR3Ah6reacKu9YBxEZhkcy7NZ6oGh7Pv4WIRzVz537+/MM0nC2dzI0mMBlKiVZTcicCw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-06T02:47:09.323870Z","bundle_sha256":"66a0a4ba1aa40985a9a8224fa936f4a1af7049d774b8f48faf5a9a0a93e7d7d0"}}