PEL
Playbook Edge Ledger
ORIGINALComposite StatePANE
Four archetype playbooks (trend-follow, breakout, mean-revert, hold) run as shadow strategies, each a rolling t-statistic of its returns — which tactic the tape is currently paying, with leadership-flip and edge-death events.
Inputs
| Label | Kind | Default | Range |
|---|---|---|---|
| Edge Window | int | 200 | 50–1000 |
| Trend Slope Window | int | 40 | 10–200 |
| Breakout Window | int | 55 | 10–200 |
| Mean-Revert Window | int | 20 | 5–100 |
| Mean-Revert Trigger (σ) | float | 1.5 | 0.5–4 |
| Normalization Window | int | 250 | 50–2000 |
Plots
| Label | Kind | Color |
|---|---|---|
| Disagreement | bg | #12141f |
| Trend-Follow Edge | line | #2dd4bf |
| Breakout Edge | line | #3aa7e0 |
| Mean-Revert Edge | line | #8b5cf6 |
| Hold Baseline | line | #64748b |
| Leadership Flip | marker | #f0f3fa |
| Edge Death | marker | #64748b |
ORIGINAL RESEARCH
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