Event Classes Found Without a Teacher: 3 Survive, 60% Are Noise
We asked the order book to sort its own events into classes — 2,786 events, eight features, no price and no human labels. Out of 512 configurations only 5 produced anything stable, 60% of events belong to no class at all, and the three that do exist raise volatility while leaving direction at a coin flip.
· 512 configurations tried, 5 passed — 3 classes survive.
· Real data ARI 0.61 vs shuffled null 0.33.
· 60% of events belong to no stable class — and we leave them unlabelled.
Six coins, per-second order-book data. Research, not financial advice.
Charts and analysis produced with AI assistance, human-reviewed.