spb/anomaly-atlas
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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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Wed, Aug 12, 2026 1
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expH: validation ladder closes + first atlas entries + Publications tab
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expH (validation 2016-2021, opened once; holdout stays sealed): - negative finding REPLICATES: 0 net survivors at full half-spread OOS - CKX fails pre-registered sub-period clause (kappa* 0.445->0.263) - ES->SPY flips sign OOS (+0.003, p=0.68) — regime-fragile - daily reversal family: VR30 excess -0.143 -> +0.023 (crisis-regime) - figure: alphas collapse OOS, the SPX staleness artifact persists Atlas (via new_finding.py, Level 2 each): - F001 nothing in the searched universe survives the full ladder - F002 SPX->SPY lead is index content staleness (Fisher), survives SPA Publications: new tab + P001 'The Artifact Frontier, Part I' — formal write-up of expA->expG with live {{figure:...}} tokens rendered from committed results.json Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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