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 | 8,211 |
| Entries | 388 |
| Exits | 377 |
| Blocked by concentration cap | 2486 |
| Heartbeats (still-open positions) | 4960 |
| Cumulative realized P&L | +3.7386% |
| Hit rate | 45.6% |
| Observation window | 2026-05-07 22:00 → 2026-06-12 00:00 (842.0h) |
Entry band: p_cal > 0.55 → LONG, p_cal < 0.45 → SHORT.
| pair | p_cal | band | view | conviction | atr_24h | model_price |
|---|---|---|---|---|---|---|
| AUDUSD | 0.4567 | neutral | — | 0.433 | 0.00120 | 0.70447 |
| EURUSD | 0.4244 | SHORT band | SHORT | 0.756 | 0.00147 | 1.15698 |
| GBPUSD | 0.4611 | neutral | — | 0.389 | 0.00181 | 1.34082 |
| NZDUSD | 0.4611 | neutral | — | 0.389 | 0.00116 | 0.58245 |
| USDCAD | 0.5814 | LONG band | LONG | 0.814 | 0.00127 | 1.39773 |
| USDCHF | 0.6607 | LONG band | LONG | 1.607 | 0.00120 | 0.79589 |
| USDJPY | 0.6607 | LONG band | LONG | 1.607 | 0.12337 | 160.17050 |
| USDMXN | 0.5745 | LONG band | LONG | 0.745 | 0.02602 | 17.25129 |
| USDNOK | 0.6130 | LONG band | LONG | 1.130 | 0.01865 | 9.49474 |
| USDPLN | 0.6525 | LONG band | LONG | 1.525 | 0.00630 | 3.67345 |
| USDSEK | 0.6834 | LONG band | LONG | 1.834 | 0.02256 | 9.45510 |
| USDZAR | 0.6252 | LONG band | LONG | 1.252 | 0.04891 | 16.29689 |
| pair | position |
|---|---|
| EURUSD | {"side": 1, "entry_price": 1.157895, "entry_bar_time": "2026-06-11 23:00:00", "e |
| GBPUSD | {"side": 1, "entry_price": 1.341755, "entry_bar_time": "2026-06-11 23:00:00", "e |
| NZDUSD | {"side": 1, "entry_price": 0.58306, "entry_bar_time": "2026-06-11 23:00:00", "en |
| USDCAD | {"side": -1, "entry_price": 1.39698, "entry_bar_time": "2026-06-11 23:00:00", "e |
| USDCHF | {"side": -1, "entry_price": 0.79481, "entry_bar_time": "2026-06-11 23:00:00", "e |
| USDJPY | {"side": -1, "entry_price": 160.0385, "entry_bar_time": "2026-06-11 23:00:00", " |
| USDMXN | {"side": -1, "entry_price": 17.246195, "entry_bar_time": "2026-06-11 23:00:00", |
| USDNOK | {"side": -1, "entry_price": 9.48818, "entry_bar_time": "2026-06-11 23:00:00", "e |
| USDPLN | {"side": -1, "entry_price": 3.669555, "entry_bar_time": "2026-06-11 23:00:00", " |
| USDSEK | {"side": -1, "entry_price": 9.442545, "entry_bar_time": "2026-06-11 23:00:00", " |
| USDZAR | {"side": 1, "entry_price": 16.29689, "entry_bar_time": "2026-06-12 00:00:00", "e |
| bar_time (UTC) | pair | action | side | realized | reason |
|---|---|---|---|---|---|
| 2026-06-12 00:00 | USDZAR | ENTRY | L | — | nan |
| 2026-06-12 00:00 | USDJPY | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | EURUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | NZDUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | USDCAD | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDCHF | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDJPY | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDMXN | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDNOK | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDPLN | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDSEK | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | EURUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | USDCAD | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDCHF | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | NZDUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | USDMXN | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDCAD | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDSEK | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDPLN | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDNOK | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDMXN | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDNOK | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDCHF | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | USDJPY | HEARTBEAT | S | — | nan |
| 2026-06-12 00:00 | NZDUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | GBPUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | EURUSD | HEARTBEAT | L | — | nan |
| 2026-06-12 00:00 | USDSEK | HEARTBEAT | S | — | nan |
Shadow ledger source: ~/trading/meta_labeler_state/shadow_ledger.csv
· Driver: scripts/meta_labeler_live.py
· Page added 2026-05-11.