FHAT Technical Note #001R: Post-Hoc Review — Thematic Assessment of the Spatiotemporal Scaling Projection for SOXL

This Technical Note provides the formal ex-post outcome review and thematic reassessment for FHAT Technical Note #001 (preregistered July 26, 2026; DOI: 10.5281/zenodo.21607512) for the Direxion Daily Semiconductor Bull 3X Shares (SOXL), evaluating the model against realized empirical price action through August 19, 2026 (trading day 18 post-baseline). Revision Note:Revision 1 of this audit scored TN#001 as a single, undifferentiated FALSIFIED outcome. Revision 2 establishes a thematic scoring architecture that evaluates the primary temporal hypothesis (H1) and secondary spatial hypothesis (H2) as separable, independently testable claims. Key Reconciliation Highlights: 1. Thematic Hypothesis Scoring:- H1 (Temporal Inflection Hypothesis, Primary): NOT FALSIFIED. The preregistered expansion factor (k = 1.5) derived a central temporal projection of T_projected = 18 trading days (window: August 12–20, 2026). Realized price printed a push high of USD 156.924 at day 16 (August 17) and concluded a sharp secondary liquidation sweep to an intraday low of USD 116.840 on August 19 (trading day 18, closing at USD 120.740). The central estimate coincided precisely with a primary structural inflection.- H2 (Spatial Structural Hypothesis, Secondary): FALSIFIED as written. Realized prices (intraday low USD 86.21 on July 29, and USD 116.84 on August 19) breached both preregistered paths (Path A1: USD 130.53–182.20; Path A2: USD 124.00–128.00). A documentation-completeness note is recorded regarding unstated private tail expectations.- Criterion C2 (Mechanical Falsification Rule): Triggered on literal reading. Section 4.3 identifies C2 as an unconditional path-dependent knock-out barrier that conflated an acute mid-process liquidation wick with terminal structural failure. The rule is flagged for methodology revision toward terminal-resolution checkpoints rather than path-dependent tick triggers. 2. Methodological Findings:- Duration vs. Amplitude Decoupling: The scaling factor k = 1.5 was derived purely from down-leg durations (6 days / 4 days) without amplitude scaling inputs, explaining why timing generalized robustly while spatial boundaries proved sensitive to unscaled impulse velocity.- Single-Analog (n=1) Spatial Fragility: Confirms that temporal symmetry in fractal scaling exhibits higher transferability than unscaled spatial depth projections. Document Metadata:- Document ID: FHAT-TN-001-REC (Revision 2, August 19, 2026)- Author: Yingshan Han (FHAT Independent Researcher)- Parent Record: FHAT Technical Note #001 (DOI: 10.5281/zenodo.21607512)- Asset Focus: SOXL (Direxion Daily Semiconductor Bull 3X Shares) Disclaimer: This document is an ex-post methodology audit and research review for scholarly and educational purposes only. It does not constitute investment advice or a financial recommendation.