This paper reports an unexpected pattern that appeared repeatedly during evolutionary search over technical indicator architectures. Across unrelated markets (crypto, FX, index futures, equities), the search process converged toward similar structural motifs.

These motifs included multi-scale momentum, entropy-based filtering, volatility-adaptive scaling, and regime gating. They reappeared independently across runs, suggesting that certain indicator structures may function as “market invariants” under diverse microstructures.

The system does not use prior knowledge of finance; it only evaluates candidate architectures by out-of-sample performance and stability. The repeated convergence raises questions about whether modern markets impose structural constraints that shape successful technical signals.