# project: anomaly-atlas document: expH_oos_stability/analysis author: Simon-Pierre Boucher contact: contact@spboucher.ai data_source: hfmarketdata.io created: 2026-08-12 modified: 2026-08-12 status: reviewed

# Analysis — expH_oos_stability

Run: results/expH_oos_stability/20260812T072518Z/results.json. The validation split (2016-2021), frozen before the first scan, was opened here for the first time (418 requests, 18.8M rows). The holdout (2022→) remains sealed. All four pre-registered questions resolved:

Question	Train	Validation	Verdict
Q-b nothing survives κ=1	0 survivors	0 survivors	negative finding replicates
Q-a CKX 1day net@0.25	κ*=0.28	+16.3 bp/d CI [1.4, 26.5], but 2019-21 CI [−19.5, +22.0]	fails robustness clause — not confirmed
Q-c ES→SPY fresh corr	−0.032 (FDR, splice-invariant)	+0.003 (p=0.68)	does not replicate
Q-d daily reversal family	VR30 excess −0.143	+0.023	crisis-regime story confirmed

# Reading

The ladder closes on the honest outcome. Artifact nulls → search correction → costs → OOS: nothing survives all four. This is the charter's anticipated result ("a well-documented 'it's all artifacts' is a success"), now demonstrated rather than assumed — and it becomes the atlas's first Level-2 entry.
CKX was exactly what it looked like. The lone cost survivor decays within validation (κ* 0.445 → 0.263), fails its pre-registered two-sub-period clause, and lives in a name whose capacity rounds to zero. Not escalated; the sealed holdout is not spent on it.
ES→SPY is a lesson in regime-fragility: a splice-invariant, FDR-significant train effect that flips sign OOS. Splice-invariance guards against one artifact — it says nothing about stationarity.
The artifact replicates even though the anomalies do not. SPY still leads SPX on validation (+0.080 vs +0.132 in train) — content staleness is structural. That contrast (artifacts stable, "alphas" not) is the project's cleanest single sentence.

# Hand-off

Two atlas entries created via tools/new_finding.py (F001 negative finding, Level 2; F002 SPX artifact demonstration, Level 2). Candidate 02 (turn-of-month) and candidate 01 (intraday momentum) keep their protocols for future work; the holdout stays sealed until a claim earns it.