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Systematic discovery & rigorous validation of statistical anomalies in open HF market data (hfmarketdata.io) — pre-registered, artifact-null-driven, fully reproducible. Live atlas: www.anomaly-atlas.io

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# project: anomaly-atlas document: Synthetic series with known properties author: Simon-Pierre Boucher contact: contact@spboucher.ai data_source: hfmarketdata.io created: 2026-08-12 status: draft

# Synthetic test series — "test the tests" (CLAUDE.md §8.1)

Before any detector touches real data it must pass, on series generated here:

  • pure random walks -> NO anomaly detected;
  • planted mean-reversion / lead-lag / seasonal effects -> recovered;
  • pure bid-ask bounce -> flagged as ARTIFACT, not anomaly. A detector that finds anomalies in a random walk is broken.