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spb/anomaly-atlas Public License

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

Python 61.4% JavaScript 28.7% CSS 8.6% Shell 0.7% Makefile 0.5%

History of atlas/F002-spx-spy-staleness-artifact/v1/finding.json · clear filter

  1. expH: validation ladder closes + first atlas entries + Publications tab
    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>
    Simon-Pierre Boucher committed 5 h ago (Aug 12, 2026) · 1 file changed +22