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**CMD Unified v4.4.3 — Alpha Engine Export**

CMD Unified is a directional bias indicator built on asymmetric bull/bear divergence architecture. It uses a K-Nearest Neighbors classifier trained on live market geometry to identify when bull and bear momentum are structurally diverging, then emits a directional code — Long, Short, or Neutral — only when a multi-layer validity gate is satisfied.

**How it works**

The engine tracks two independent centroid populations: bull-side and bear-side. At each bar it measures the Mahalanobis distance of current price action to each centroid cluster and scores divergence using a z-normalized delta oscillator. A directional fire is triggered only when the dominant side crosses a configurable confidence threshold and the KNN classifier has accumulated sufficient training samples.

A hold-latch mechanism sustains the last directional code for a user-defined number of bars after a crossover, smoothing signal choppiness without introducing look-ahead bias.

**Exports for cross-script consumption**

The indicator publishes three plots readable by a companion strategy via `input.source`:

- **KTS_STATE** — directional code: 1 = Long, 2 = Short, 0 = Neutral, 3 = gate not satisfied
- **KTS_STRENGTH** — signed signal strength, z-normalized and tanh-compressed, scaled by transfer entropy reliability
- **KTS_RANGE** — range-position context: negative = coiled/absorption, positive = expansion/exhaustion

**Intended use**

Designed as one component of a multi-signal combiner. Works best on liquid perpetual futures at 15m–4H timeframes with at least 500 bars of warmup history.

リリースノート

i'm working on simplifying it to make comprehensible, hold on.

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