ORB Black Box Live Lab

Research-only ORB probability monitor. Separate from Alpha Current official decision layer.
NOT A TRADE TRIGGER - does not feed Alpha Current decisions.
5m ORBSTALE
No current-session ORB board. Latest source bar is 2026-07-24T13:04:00-05:00.
Break None High N/A Low N/A Mid N/A N/A ticks
10m ORBSTALE
No current-session ORB board. Latest source bar is 2026-07-24T13:04:00-05:00.
Break None High N/A Low N/A Mid N/A N/A ticks
15m ORBSTALE
No current-session ORB board. Latest source bar is 2026-07-24T13:04:00-05:00.
Break None High N/A Low N/A Mid N/A N/A ticks

Live ORB State

Now: 2026-07-26 01:24:40 CT

Status: PASS

Signal: TRADE LAB LIVE ORB — NO-CHASE FIRST BREAK

Bias: FIRST BREAK RETURNED INSIDE

Confidence: MEDIUM

Usable For Official Decision: True

ORB Window: 08:30-08:44:59

Latest Bar: 2026-07-24T13:04:00-05:00

Freshness: STALE

Recomputed Age: 2180.7 minutes

Live Fresh: False

Session Complete: False

Inference Allowed: False

Labels: NO-CHASE FIRST BREAK, CURVE CONFIRMED

Front Symbol: LEV6

ORB High: 222.625

ORB Low: 221.475

ORB Mid: 222.05

First Break: UP 2026-07-24T08:47:00-05:00

Close Back Inside: True

Midpoint Close Cross: False

Opposite Break: False

Curve: CURVE CONFIRMED

First ORB break closed back inside; do not chase.

Live Model Probabilities

Research-only live-safe model is loaded, but no live inference is allowed right now. Full-day RF stats below are stronger but NOT live-safe.

No live inference - Trade Lab input is STALE.

Model: /opt/orb_black_box_live/model/orb_live_safe_rf_curve.joblib

Model accuracy: 72.0%

Balanced accuracy: 77.0%

Learning Status

The model is not self-learning. It only learns after the research snapshot dataset is updated and the trainer is rerun.

Mode: SCHEDULED_RETRAIN_WHEN_SOURCE_ADVANCES

Auto-learning: True

Training source latest date: 2026-07-02

Training rows: 615

Raw Provider: Databento

Raw Databento Latest Date: 2026-07-02

Raw Databento Rows: 1290340

Model file time: 2026-07-06T18:52:04.991524-05:00

Raw Source: /opt/alpha/data/databento/parquet/le_continuous_ohlcv_1m_2020_2026.parquet

Source: /opt/alpha/research/le_orb_live_safe_snapshots_curve_2020_2026.csv

The service predicts from a saved model. The scheduled rebuild refreshes the research chain and retrains only when the snapshot source advances.

Live-Safe Checkpoints

Best current checkpoint: 10:00 CT

Use as warning context only. Earlier checkpoints are lower quality.

Checkpoint CT Role Quality Historical Read
08:45Early readWeakTrap pick 51.9%; continuation pick 46.1%
09:00Developing readLow / MediumTrap pick 58.6%; continuation pick 55.8%
09:15Better readMediumTrap pick 70.2%; continuation pick 61.3%
09:30Strong warning windowMedium / HighTrap pick 74.0%; continuation pick 65.2%
10:00Best current checkpointHighestTrap pick 82.9%; continuation pick 71.6%

Full-Day Black Box RF

Research-only. Not live-safe. Uses completed-day path/outcome fields.
LE ORB BLACK BOX RANDOM FOREST FAST 2020-2026
========================================================================
Source: /opt/alpha/research/le_orb_model_input_2020_2026.csv
Train rows: 3,369
Test rows: 1,443
Split date: 2024-06-18

Actual target groups in test:
- CONTINUATION: 626
- TRAP: 508
- FAILED_DRIVE_OR_FAKEOUT: 276
- NO_TRADE_OR_CHOP: 33

Black box picks:
- CONTINUATION: 569
- TRAP: 508
- FAILED_DRIVE_OR_FAKEOUT: 333
- NO_TRADE_OR_CHOP: 33

Accuracy: 95.6%
Balanced accuracy: 97.3%

When black box picks X, actual result:
CONTINUATION:
  - CONTINUATION: 566 (99.5%)
  - FAILED_DRIVE_OR_FAKEOUT: 3 (0.5%)
FAILED_DRIVE_OR_FAKEOUT:
  - FAILED_DRIVE_OR_FAKEOUT: 273 (82.0%)
  - CONTINUATION: 60 (18.0%)
NO_TRADE_OR_CHOP:
  - NO_TRADE_OR_CHOP: 33 (100.0%)
TRAP:
  - TRAP: 508 (100.0%)

Setup quality buckets:
- HIGH: 943
- LOW: 391
- MEDIUM_HIGH: 71
- LOW_MEDIUM: 24
- MEDIUM: 14

Average black-box score by actual target:
- CONTINUATION: 80.3
- FAILED_DRIVE_OR_FAKEOUT: 0.5
- NO_TRADE_OR_CHOP: 0.0
- TRAP: 94.7

Top 30 feature importances:
- opposite_break_int: 0.1413
- first_break_side_NONE: 0.0906
- any_tick_return_inside_int: 0.0733
- front_continuation_back_confirm_int: 0.0529
- close_back_inside_int: 0.0522
- same_bar_return_inside_int: 0.0488
- majority_outcome_CONTINUATION_AFTER_CLOSE_RETURN: 0.0450
- majority_outcome_TRAP_OPPOSITE_BREAK: 0.0403
- all3_close_back_inside_int: 0.0332
- front_trap_back_confirm_int: 0.0315
- bars_to_opposite_break: 0.0298
- mfe_ticks_after_break: 0.0275
- all3_trap_int: 0.0265
- all3_opposite_break_int: 0.0259
- curve_confirmation_score: 0.0256
- curve_confirmation_bucket_HIGH_CONFIRMATION: 0.0225
- midpoint_close_cross_int: 0.0203

Live-Safe RF With Curve

LE ORB LIVE-SAFE RANDOM FOREST WITH CURVE 2020-2026
========================================================================
Source: /opt/alpha/research/le_orb_live_safe_snapshots_curve_2020_2026.csv

Snapshot performance:
- 08:45:00: train=3,369, test=1,443, split=2024-06-18, accuracy=26.9%, balanced_accuracy=39.9%
- 09:00:00: train=3,369, test=1,443, split=2024-06-18, accuracy=35.8%, balanced_accuracy=49.2%
- 09:15:00: train=3,369, test=1,443, split=2024-06-18, accuracy=46.5%, balanced_accuracy=56.9%
- 09:30:00: train=3,369, test=1,443, split=2024-06-18, accuracy=52.9%, balanced_accuracy=61.6%
- 10:00:00: train=3,369, test=1,443, split=2024-06-18, accuracy=61.0%, balanced_accuracy=67.1%

Prediction quality by snapshot:
08:45:00:
  Picks:
  - FAILED_DRIVE_OR_FAKEOUT: 500
  - NO_TRADE_OR_CHOP: 383
  - CONTINUATION: 319
  - TRAP: 241
  When model picks X, actual result:
  CONTINUATION:
    - CONTINUATION: 147 (46.1%)
    - TRAP: 123 (38.6%)
    - FAILED_DRIVE_OR_FAKEOUT: 47 (14.7%)
    - NO_TRADE_OR_CHOP: 2 (0.6%)
  FAILED_DRIVE_OR_FAKEOUT:
    - CONTINUATION: 226 (45.2%)
    - TRAP: 179 (35.8%)
    - FAILED_DRIVE_OR_FAKEOUT: 90 (18.0%)
    - NO_TRADE_OR_CHOP: 5 (1.0%)
  NO_TRADE_OR_CHOP:
    - CONTINUATION: 166 (43.3%)
    - FAILED_DRIVE_OR_FAKEOUT: 110 (28.7%)
    - TRAP: 81 (21.1%)
    - NO_TRADE_OR_CHOP: 26 (6.8%)
  TRAP:
    - TRAP: 125 (51.9%)
    - CONTINUATION: 87 (36.1%)
    - FAILED_DRIVE_OR_FAKEOUT: 29 (12.0%)
09:00:00:
  Picks:
  - NO_TRADE_OR_CHOP: 409
  - CONTINUATION: 396
  - TRAP: 321
  - FAILED_DRIVE_OR_FAKEOUT: 317
  When model picks X, actual result:
  CONTINUATION:
    - CONTINUATION: 221 (55.8%)
    - TRAP: 126 (31.8%)
    - FAILED_DRIVE_OR_FAKEOUT: 49 (12.4%)
  FAILED_DRIVE_OR_FAKEOUT:
    - CONTINUATION: 140 (44.2%)
    - TRAP: 100 (31.5%)
    - FAILED_DRIVE_OR_FAKEOUT: 76 (24.0%)
    - NO_TRADE_OR_CHOP: 1 (0.3%)
  NO_TRADE_OR_CHOP:
    - CONTINUATION: 160 (39.1%)
    - FAILED_DRIVE_OR_FAKEOUT: 123 (30.1%)
    - TRAP: 94 (23.0%)
    - NO_TRADE_OR_CHOP: 32 (7.8%)
  TRAP:
    - TRAP: 188 (58.6%)
    - CONTINUATION: 105 (32.7%)
    - FAILED_DRIVE_OR_FAKEOUT: 28 (8.7%)
09:15:00:
  Picks:
  - CONTINUATION: 553
  - FAILED_DRIVE_OR_FAKEOUT: 314
  - TRAP: 299
  - NO_TRADE_OR_CHOP: 277
  When model picks X, actual result:
  CONTINUATION:
    - CONTINUATION: 339 (61.3%)
    - TRAP: 150 (27.1%)
    - FAILED_DRIVE_OR_FAKEOUT: 64 (11.6%)
  FAILED_DRIVE_OR_FAKEOUT:
    - CONTINUATION: 120 (38.2%)
    - TRAP: 105 (33.4%)
    - FAILED_DRIVE_OR_FAKEOUT: 89 (28.3%)
  NO_TRADE_OR_CHOP:
    - CONTINUATION: 108 (39.0%)
    - FAILED_DRIVE_OR_FAKEOUT: 93 (33.6%)
    - TRAP: 43 (15.5%)
    - NO_TRADE_OR_CHOP: 33 (11.9%)
  TRAP:
    - TRAP: 210 (70.2%)
    - CONTINUATION: 59 (19.7%)
    - FAILED_DRIVE_OR_FAKEOUT: 30 (10.0%)
09:30:00:
  Picks:
  - CONTINUATION: 566
  - TRAP: 358
  - FAILED_DRIVE_OR_FAKEOUT: 318
  - NO_TRADE_OR_CHOP: 201
  When model picks X, actual result:
  CONTINUATION:
    - CONTINUATION: 369 (65.2%)
    - TRAP: 123 (21.7%)
    - FAILED_DRIVE_OR_FAKEOUT: 74 (13.1%)
  FAILED_DRIVE_OR_FAKEOUT:
    - CONTINUATION: 120 (37.7%)
    - TRAP: 101 (31.8%)
    - FAILED_DRIVE_OR_FAKEOUT: 97 (30.5%)
  NO_TRADE_OR_CHOP:
    - FAILED_DRIVE_OR_FAKEOUT: 76 (37.8%)
    - CONTINUATION: 73 (36.3%)
    - NO_TRADE_OR_CHOP: 33 (16.4%)
    - TRAP: 19 (9.5%)
  TRAP:
    - TRAP: 265 (74.0%)
    - CONTINUATION: 64 (17.9%)
    - FAILED_DRIVE_OR_FAKEOUT: 29 (8.1%)
10:00:00:
  Picks:
  - CONTINUATION: 567
  - TRAP: 410
  - FAILED_DRIVE_OR_FAKEOUT: 310
  - NO_TRADE_OR_CHOP: 156
  When model picks X, actual result:
  CONTINUATION:
    - CONTINUATION: 406 (71.6%)
    - TRAP: 82 (14.5%)
    - FAILED_DRIVE_OR_FAKEOUT: 79 (13.9%)
  FAILED_DRIVE_OR_FAKEOUT:
    - CONTINUATION: 131 (42.3%)
    - FAILED_DRIVE_OR_FAKEOUT: 101 (32.6%)
    - TRAP: 78 (25.2%)
  NO_TRADE_OR_CHOP:
    - FAILED_DRIVE_OR_FAKEOUT: 62 (39.7%)
    - CONTINUATION: 53 (34.0%)
    - NO_TRADE_OR_CHOP: 33 (21.2%)
    - TRAP: 8 (5.1%)
  TRAP:
    - TRAP: 340 (82.9%)
    - CONTINUATION: 36 (8.8%)
    - FAILED_DRIVE_OR_FAKEOUT: 34 (8.3%)

Average live-safe score by snapshot and actual target:
- 08:45:00 CONTINUATION: 3.3
- 08:45:00 FAILED_DRIVE_OR_FAKEOUT: 2.2
- 08:45:00 NO_TRADE_OR_CHOP: 0.0