LightGBM meta-labeler trained on 21 emitter agents, deployed 2026-05-07 for the 30-day Phase 1 shadow window. Frozen model (no in-place retraining; next retrain at Phase 2 review 2026-06-06). Per the 2026-05-11 A/B verdict, the v1 artifact lost to HRP-weighted Tier-1 sleeves and is now research-only.
| metric | value |
|---|---|
| Rows in ledger | 5,614 |
| Entries | 263 |
| Exits | 255 |
| Blocked by concentration cap | 1718 |
| Heartbeats (still-open positions) | 3378 |
| Cumulative realized P&L | -4.7278% |
| Hit rate | 38.8% |
| Observation window | 2026-05-07 22:00 → 2026-05-29 20:00 (526.0h) |
Entry band: p_cal > 0.55 → LONG, p_cal < 0.45 → SHORT.
| pair | p_cal | band | view | conviction | atr_24h | model_price |
|---|---|---|---|---|---|---|
| AUDUSD | 0.4926 | neutral | — | 0.074 | 0.00060 | — |
| EURUSD | 0.6111 | LONG band | LONG | 1.111 | 0.00074 | — |
| GBPUSD | 0.6034 | LONG band | LONG | 1.034 | 0.00092 | — |
| NZDUSD | 0.4926 | neutral | — | 0.074 | 0.00057 | — |
| USDCAD | 0.7951 | LONG band | LONG | 2.951 | 0.00081 | — |
| USDCHF | 0.5605 | LONG band | LONG | 0.605 | 0.00065 | — |
| USDJPY | 0.6034 | LONG band | LONG | 1.034 | 0.05258 | — |
| USDMXN | 0.9758 | LONG band | LONG | 4.758 | 0.01188 | — |
| USDNOK | 0.6834 | LONG band | LONG | 1.834 | 0.00899 | — |
| USDPLN | 0.7731 | LONG band | LONG | 2.731 | 0.00289 | — |
| USDSEK | 0.7663 | LONG band | LONG | 2.663 | 0.00976 | — |
| USDZAR | 0.9758 | LONG band | LONG | 4.758 | 0.02304 | — |
| pair | position |
|---|---|
| EURUSD | {"side": -1, "entry_price": 1.16647, "entry_bar_time": "2026-05-29 19:00:00", "e |
| GBPUSD | {"side": 1, "entry_price": 1.346765, "entry_bar_time": "2026-05-29 19:00:00", "e |
| NZDUSD | {"side": -1, "entry_price": 0.59888, "entry_bar_time": "2026-05-29 19:00:00", "e |
| USDCAD | {"side": 1, "entry_price": 1.379035, "entry_bar_time": "2026-05-29 19:00:00", "e |
| USDJPY | {"side": 1, "entry_price": 159.265, "entry_bar_time": "2026-05-29 19:00:00", "en |
| USDMXN | {"side": 1, "entry_price": 17.34, "entry_bar_time": "2026-05-29 19:00:00", "entr |
| USDZAR | {"side": 1, "entry_price": 16.214795, "entry_bar_time": "2026-05-29 19:00:00", " |
| USDNOK | {"side": -1, "entry_price": 9.24559, "entry_bar_time": "2026-05-29 20:00:00", "e |
| bar_time (UTC) | pair | action | side | realized | reason |
|---|---|---|---|---|---|
| 2026-05-29 20:00 | USDSEK | BLOCKED | S | — | blocked_min_bars_between_1h_lt_12 |
| 2026-05-29 20:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDZAR | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDMXN | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDJPY | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDCAD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | NZDUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | EURUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | USDZAR | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDMXN | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDJPY | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDCAD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | EURUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | USDZAR | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDMXN | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDJPY | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDCAD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | NZDUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | EURUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | USDZAR | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDMXN | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDJPY | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | USDCAD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | NZDUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-05-29 20:00 | EURUSD | HEARTBEAT | S | — | nan |
| 2026-05-29 20:00 | EURUSD | HEARTBEAT | S | — | nan |
Shadow ledger source: ~/trading/meta_labeler_state/shadow_ledger.csv
· Driver: scripts/meta_labeler_live.py
· Page added 2026-05-11.