Sixcents — BTC 15-Minute Model
The split is chronological, not randomized. The model is fitted only on the first 70% and then frozen before the last 30% is evaluated.
A stricter check than the single split. Starting at the 70% mark, the model is refit on everything before each block, then predicts only the next block it has never seen. The window rolls forward until the data ends, and all blocks are scored together.
Each feature is standardized on the training set, then logistic regression learns its weight. A positive weight means higher values push toward "Higher"; a negative weight means the feature has tended to mean-revert.
For historical window i, the locked price is that 15-minute candle's open and every feature is calculated only from candles that ended before window i began. The candle's close is used only afterward as the Higher/Lower outcome. Feature scaling, weights and the price-move table all come from the training 70%; the test 30% never participates in fitting.