Research Program Map

Market Alchemy is an independent research program built around one question: how much of what we observe belongs to the system itself, and how much belongs to the way we observe it? The program explores this question across time, complex systems, markets, physics, organization, and computation.
ORCID: 0009-0008-4942-5495 Zenodo Archive Structural Depth Community GitHub Repositories
Foundations & Core Ideas
The program begins with a small set of connected ideas: systems have structure, structure creates constraints, constraints shape what is accessible, and observation reveals only part of that structure. The research asks what can remain stable across different descriptions and measurements.
SDA
Structural Determination Axioms: the minimum set of assumptions used to ask what a system is before choosing how to describe or measure it.
SDT
Structural Depth Theory: a framework for studying how systems become organized through layers of constraints, relations, and containment.
Structural Determination
The containment-based layer in which containment is treated as the primitive relation and valid containment paths provide an operational route to structural depth.
Structural Dispersion (Ψ)
A path-depth dispersion quantity defined as Ψ = Θ_max − Θ_min and operationalized in a selected market-microstructure representation.
Research Domains
Reality & Physics
How constraints shape physical accessibility, localization, phase behavior, and what can be observed.
Organization & Systems
How layered constraints, relations, and containment may help describe organization, complexity, and system evolution.
Time & Transitions
How internal coordination, structural change, phase transitions, and waiting costs relate to the experience and measurement of time.
Markets & Financial Systems
How containment, order flow, liquidity, and changing accessibility may appear in price formation and market transitions.
Research Timeline
Phase I (2026 Q1): Conceptual foundations: containment, structural depth, time, phase transitions, and energy traps.
Phase II (2026 Q2): Formal development: building mathematical descriptions for local–global consistency, constraints, and accessibility.
Phase III (2026 Q3): Representation independence and empirical testing across different systems, measurements, and market data.
Phase IV (2026 Q3 — Active): Testing whether containment-derived structural states can be computed, repeatedly observed, and empirically separated from matched controls without claiming causality or universal price direction.
Research Structure

Foundations & Theory

Core concepts, axioms, mathematical foundations, and the boundaries of the framework.

Methods & Computation

Models, simulations, null tests, computational experiments, and reproducible tools.

Empirical Research

What happened when the ideas met data: successful tests, failed tests, cross-market experiments, and findings that survived further checks.

Empirical Evidence — V1.0
Most Defensible Current Claim
Structural Dispersion (Ψ) can be produced as an observable structural state/event in live data from a selected containment-based market-microstructure representation and can be measurably associated with subsequent market behavior under strict, one-to-one, contamination-aware, non-overlapping matched-control designs.
This is an empirical association and structural-separation claim, not a claim of causality, universal price direction, out-of-sample prediction, alpha, or profitability.
Computational coreT1–T15: 15/15 PASS.
Campaign IV corpus8,019,919 observation rows; 80,817 Ψ>0 events.
Strict matchingOne-to-one, non-overlapping controls with zero recorded control contamination in the main matching record.
Epistemic boundaryIndependent R/SciPy verification of custom inferential p-values remains required for final inferential claims.
What the evidence establishes
The empirical program reduces the containment → structural determination → depth/dispersion → observation chain to a genuinely computable and falsifiable layer on a selected domain projection. The strongest direct support concerns containment/path organization, the computability of Structural Dispersion (Ψ), and the measurable separation of Ψ>0 states from Ψ=0 controls in subsequent microstructure behavior.
Theory ↔ Evidence Map
This map follows the empirical paper's own epistemic categories. Direct support means the relevant proposal was explicitly operationalized and empirically observed on the selected market representation. Partial support means an earlier or lower computational layer was tested. Conceptual compatibility means the observation is consistent with a theoretical layer without testing its central formal claim. Not tested means the study does not provide empirical evidence for that claim.
Research-program workEmpirical findingSupport levelBoundary / untested component
Structural Depth: A Containment-Based Measure of OrganizationContainment/path-depth structure yields computable Θ and Ψ; Ψ>0 states are observed and separated in subsequent behavior.DIRECT EMPIRICAL SUPPORTLimited to the selected domain projection; does not establish a representation-independent universal measure.
Structural Determination: From Causality to ContainmentΨ is computed from containment/execution structure before reference to outcome variables; Ψ>0 and Ψ=0 states are compared with forward outcomes.DIRECT OPERATIONAL SUPPORTUniversal replacement of causality by containment as a scientific explanatory principle is not established; this is not a causal-mechanism test.
Structural Determination Axioms (SDA)A containment-primitive architecture is converted into a computable quantity on a selected domain projection.PARTIAL / EMPIRICAL BRIDGERepresentation-independent validity, categorical/ontological scope, and necessity across all domains are not tested.
Structural Depth Theory I: Foundations of Structural Constraint Geometry via Grothendieck SitesMarket data are modeled as an admissible relational representation; containment paths, closure, and path depth are operationally tested through T1–T15.PARTIAL SUPPORTGrothendieck-site structure and sheafification/local-to-global consistency theorems are not directly tested.
Structural Depth Theory II: Structural Determination and Sheaf-Theoretic CoherenceContainment path depth, Θ, and Ψ are computed; T1–T15 and live campaigns support producibility of Ψ as a structural quantity.PARTIAL — STRONG OPERATIONAL SUPPORTSheaf-theoretic coherence, invariant-residue/obstruction results, and categorical generality are not directly tested.
Structural Depth Theory III: Spectral Accessibility, Structural Depth, and Sheaf-Theoretic Constraint GeometryThe containment-path organization layer preceding the spectral layer is tested as an empirical counterpart to an early observable part of the chain.PARTIAL / EARLY LAYERAccessibility spectrum, spectral dimension, Laplacian, and spectral-accessibility results are not directly measured or validated.
Structural Depth Theory IV: Operational Foundations, Spectral Accessibility, and Computational DemonstrationsT1–T15, live telemetry generation of Ψ, event detection, strict matching, and reproducible audit chain reduce the theoretical quantity to a computable/falsifiable operational layer.DIRECT OPERATIONAL SUPPORTNot an independent representation-independent validation of all spectral and operational results in SDT IV.
Structural Depth and Markets: Price Formation as Structural FixationΨ as a market-microstructure structural state is systematically related to subsequent ΔR and execution/microstructure variables.PARTIAL EMPIRICAL SUPPORTThe claim that all price formation is explained by structural fixation or a single mechanism is not tested.
The Structural Depth Law of TimeDifferences in subsequent t+1/t+3/t+5 behavior are observed between Ψ>0 and Ψ=0 states, showing temporal separation.CONCEPTUAL COMPATIBILITY — NOT DIRECT VALIDATIONWaiting time τ or a structural-depth-dependent coordination time is not directly measured; the principal quantitative claim is not tested.
Structural Depth Definition of Reality: Constrained Observational Functors and Invariant Core StructureA structural quantity becomes observable and outcome-independent within a selected domain representation.PARTIAL / METHODOLOGICAL COMPATIBILITYRepresentation-independent mathematical results concerning invariant core structure and constrained observational functors are not directly tested.
Structural Depth as a Spectral Constraint FieldAn earlier containment/path-depth layer is empirically produced.NOT TESTEDSpectral constraint fields, anomalous diffusion, and emergent dimensional reduction are not tested.
Generalized Quantum Constraint TopologyThe experiment produces containment-derived structural dispersion in market microstructure.NOT TESTEDNon-commutative accessibility and quantum constraint-topology claims are not tested.
Reality as a Constraint-Invariant StructureComputability of a structural state independently of outcome variables is methodologically compatible with the projection/observation framework.METHODOLOGICAL COMPATIBILITY — NOT TESTEDThe general ontological claim that reality is a constraint-invariant structure is not empirically tested.
Phase Transitions: An Interpretation as Containment ExpansionΨ events and forward microstructure differences provide observations compatible with structural reorganization/transition.CONCEPTUAL COMPATIBILITYA formal phase-transition mechanism defined as containment expansion is not directly specified and tested.
The Price of WaitingAssociations between structural states and different forward-horizon behaviors are measured.NOT TESTED / PARTIAL COMPATIBILITYWaiting cost, presence validity, and phase-dependent economic cost are not quantitatively measured.
Structural Depth and EntropyComputability of Ψ supports an alternative measurement layer for structural organization.NOT TESTEDFormal entropy–Structural Depth unification or empirical comparison is outside the study scope.
What This Does Not Establish
The current evidence does not validate the Structural Depth Research Program as a whole. It does not establish representation-independent universality, causality, a universal price direction, out-of-sample predictive performance, profitability, spectral accessibility, quantum/non-commutative topology, entropy unification, or the principal quantitative waiting-time claim of the Structural Depth Law of Time.
Theoretical–Empirical Bridge
Empirical Study — Zenodo V1.0
From Causality to Containment: Empirical Testing of Structural Determination and Its Implications for the Structural Depth Framework
The empirical study operationalizes containment-based structural determination on a selected market-microstructure representation. It defines Θ_min, Θ_max and Ψ = Θ_max − Θ_min, validates the computational core through T1–T15, and tests Ψ>0 against strict matched controls. Its evidence boundary is explicit: the strongest current result is structural observability and measurable association, not causality or profitability.
DOI → 10.5281/zenodo.22062816
Reproducibility — Source Code
Source Codes of From Causality to Containment: Empirical Testing of Structural Determination and Its Implications for the Structural Depth Framework
The companion Zenodo record preserves the source-code layer of the empirical evidence chain and connects the published result to its computational reproducibility record.
DOI → 10.5281/zenodo.22062622
Earlier Theoretical–Empirical Bridge
Reality as a Constraint-Invariant Structure — Version 2
An earlier bridge in the program connecting the theoretical question of invariant structure with an empirical testing direction.
Research Archive
Publications, Preprints, DOI Records & Reproducibility
The Research Archive preserves the chronological record of the program: published research papers, preprints, DOI records, source-code records, earlier formulations, and working documents. This page remains a research map; technical publication details are kept in the archive.
Empirical Article
From Causality to Containment: Empirical Testing of Structural Determination and Its Implications for the Structural Depth Framework
10.5281/zenodo.22062816
Software / Source Code
Source Codes of From Causality to Containment: Empirical Testing of Structural Determination and Its Implications for the Structural Depth Framework
10.5281/zenodo.22062622
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