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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: expD_leadlag_scan/README author: Simon-Pierre Boucher contact: contact@spboucher.ai data_source: hfmarketdata.io created: 2026-08-12 status: draft

# expD_leadlag_scan

Lead-lag scan: lagged cross-correlations and Granger, separating timestamp artifacts

Status: completed 2026-08-12 — decay 2006-07→2014-15 measured on synchronized pairs; ES↔SPY splice-invariant basis effect; SPX lead = content staleness (H11 confirmed at scan level).