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.