
<div> <div> <p>LEVENT is defined as a deterministic estimator that resets at regime transitions and decays based on transition strength (governed by efficiency and stability via sigmoid-gated function), providing a forward-looking bar-count measure of structural viability conditional on efficiency-regime states.</p> <p>Financial time series analysis traditionally treats time as a homogeneous, continuous dimension. We challenge this assumption by identifying a "Previously Overlooked Dimension in Technical Analysis: Structural Remaining Lifetime": while classical indicators measure displacement (RSI) or magnitude (ATR), none estimate the Remaining Structural Useful Life (RUL) of a price formation process. LEVENT fills this missing dimension by converting efficiency-regime events into a forward-looking lifetime estimate via a distinctive "jump-and-countdown" dynamic.</p> <p>Empirical validation across Equities (AAPL), Crypto (BTC), and FX (EURUSD) demonstrates that LEVENT provides statistically significant incremental information (+0.46% R²) gain and exhibits constructive orthogonality (Pearson ρ ≈ 0.56 with its input proxy). These results establish LEVENT not as a refined indicator, but as a previously unmeasured structural observable complementing DERYA’s state measurement.</p> </div> </div>
market microstructure, efficiency-regime transitions, time-to-failure, OHLC data, financial time series, regime switching, regime-dependent lifetime, structural lifetime
market microstructure, efficiency-regime transitions, time-to-failure, OHLC data, financial time series, regime switching, regime-dependent lifetime, structural lifetime
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