---
project: anomaly-atlas
document: F001 confidence
author: Simon-Pierre Boucher
contact: contact@spboucher.ai
data_source: hfmarketdata.io
created: 2026-08-12
status: reviewed
---

Level: 2

# Confidence — F001 (negative finding)

**Level 2 — robust** (corrected & OOS & robust). Evidence per layer:

* **Corrected**: the claim is made against the FULL searched universe (372
  signed rules), with BH-FDR + White RC + Hansen SPA (500 stationary
  bootstraps) + DSR; the 22-hypothesis budget was declared before scanning
  (research_gaps.md) and never expanded.
* **Artifact-adjusted**: scans ran net of measured nulls (taxonomy T1-T7:
  bounce/EDGE variance-consistent MA(1) null, both-fresh synchronization,
  permuted calendar); detectors passed 29 synthetic gate tests first.
* **Out-of-sample**: the 2016-2021 validation split, frozen before any scan
  and opened exactly once (expH), REPLICATES the negative: zero net
  survivors at full half-spread; the lone 0.25x survivor fails its
  pre-registered sub-period clause; ES->SPY flips sign; the daily reversal
  family collapses (-0.143 -> +0.023 VR30 excess).
* **Robust**: holds across 4 timeframes, 2 train sub-periods, 2 validation
  sub-periods, liquidity buckets, futures splice variants, and both close
  conventions where applicable.

**Why not Level 3**: Level 3 is reserved for confirmation on the sealed
holdout (2022->), which this project deliberately did not spend on an
already-settled negative. Costs are estimated (EDGE), not quoted — the
cost-real qualifier is model-based.