{
  "anomaly_id": "F001-short-horizon-survival",
  "title": "Nothing in the searched universe survives the full validation ladder",
  "summary": "Across 22 pre-registered hypotheses (372 searched rules: reversion, lead-lag, calendar; 2000-2016 train), every effect that beats the measured artifact nulls and Hansen-SPA search correction dies at a fraction of its own half-spread (median breakeven = 1.1% of one half-spread; zero intraday rules survive paying the full half-spread), and this negative result REPLICATES on the untouched 2016-2021 validation split (zero net survivors at full spread; the lone marginal 0.25x survivor fails its pre-registered sub-period clause; the splice-invariant ES-SPY train effect flips sign OOS; the daily 2008-2015 reversal family was crisis-regime).",
  "negative_result": true,
  "key_numbers": {
    "searched_rules": 372,
    "naive_significant": 232,
    "fdr_survivors": 226,
    "spa_step1_survivors": 68,
    "median_breakeven_kappa": 0.0114,
    "net_survivors_at_full_halfspread_train": 0,
    "net_survivors_at_full_halfspread_validation": 0
  },
  "evidence": [
    "results/expC_reversion_scan/",
    "results/expD_leadlag_scan/",
    "results/expE_calendar_scan/",
    "results/expF_multiple_testing/",
    "results/expG_cost_frontier/",
    "results/expH_oos_stability/"
  ],
  "reproduce": "make setup && python experiments/micro/expF_multiple_testing/benchmark.py (cache-served); full chain expA->expH per experiments/micro/*/hypothesis.md",
  "author": "Simon-Pierre Boucher",
  "contact": "contact@spboucher.ai",
  "data_source": "hfmarketdata.io",
  "confidence_level": 2
}