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
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expC: reversion scan — null mis-specification caught, corrected triage
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- pre-specified EDGE+Roll intraday bounce null predicts impossible AC1 (-3..-27): discarded its positive-excess family as null artifact; variance-consistency rule adopted (taxonomy T1 amended) - corrected MA(1)-consistent VR triage: 14 Level-0 cells (JPM 1min -0.243, MSFT 5min 2000-07...) + daily 2008-15 mega-cap/index reversal family (XOM -0.133 FDR, SPY -0.055 FDR) - H01 confirmed (liquid intraday lag-1 reversion = 0 net of bounce); decay clause partially falsified — recorded as-is - new: stats/multiple_testing.py (BH-FDR, bootstrap p), EDGE wrapper, pre-specified splits in data/universe.py, 6 new gate tests Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>