Research Note 07

BOS: A Structural Scanner, Not a Predictor

BOS is a standalone structural-scanning lab, built alongside Klines rather than inside it. It detects confirmed swings, breaks of structure, and persistent impulses causally across 1H, 4H, and 1D BTC data. Against 134 real BTC waves of 8% or more from 2022–2026, the 1H layer covered 93% of waves with a median 35-hour lag; a 30-minute candidate led 1H BOS by a median 15 hours but produced a 44.8% false-positive rate. Predicting BOS direction from prior bars failed with correlation 0.009, and timeframe divergence also failed as a predictor. The core therefore survives as a descriptive scanner, not a standalone trading signal. Path continuity and a small BOS → 1H-confirm → 4H-align effect remain open, while an options and gamma overlay is being tested against a fixed end-of-September decision point.

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