REAL DATA · READ-ONLY BACKTEST · NOT_CAPITAL_READY — research evidence only. This run executed no order and moved no capital. SigmaX proposes; humans authorize. No capital authority, no allocation recommendation.
Rejected
The claim did not survive testing. Preserved as evidence, not promoted.
Provenance on this page is DERIVED, not taken from what the record says about itself: the declared data mode is checked against the dataset fingerprint the run hashed, and a self-declared trusted / review_ready is shown as a claim because nothing on this public surface verified it. data_mode "REAL" is corroborated by a REAL data_fingerprint => shown as declared
Rationale · Walk-forward FAILED for "ETH/USD MA-crossover walk-forward OOS vs negative controls (REAL)": OOS Sharpe 0.01527911446523631 (return -0.012264611609510312), degradation 0.9302853368821556. In-sample 0.21916643905183597/validation 0.39719100278136893 did not survive out-of-sample. Supporting receipts (mechanism, regime, fee, safety) are preserved, but the headline claim is rejected.
What this run is trying to prove
Establish, on a fair and pre-registered basis, whether "A fee-aware MA-crossover strategy, searched on train and selected on validation, retains a positive walk-forward OOS edge on ETH/USD 1h data that beats its negative controls and survives fee stress." survives real-market out-of-sample testing net of fees and across regimes — and is therefore worth advancing toward human review.
Why it matters · Capital is never authorized by the Foundry (capital_authority="none"). The objective exists to separate a genuine, durable strategy edge from an in-sample artifact BEFORE any operator review, so that only trusted evidence — never an unsupported performance claim — reaches the decision record.
- real-market (non-synthetic) data over a strictly held-out OOS window
- walk-forward OOS edge that is positive after fees across a majority of folds
- evidence the edge is not concentrated in a single regime (regime replication)
- fee/slippage resilience: net-of-cost edge survives realistic execution assumptions
- forward shadow persistence on inert/paper data, unseen at fit/validation/OOS
- synthetic-only evidence (synthetic data can never be capital_ready or review-ready)
- in-sample / validation-only support with no out-of-sample test
- failed real-data out-of-sample (OOS Sharpe <= 0 after fees) => rejected or research_only
- missing fee or regime evidence (incomplete => proof_gap, not proven)
- single-fold dependence or look-ahead/leakage in the evaluation
- a negative control that reproduces the 'edge' (the result is an artifact)
- forward decay: an OOS edge that does not persist in shadow testing
Best evidence for
The strongest fair case in favour of the claim. None of it is proof on its own — each item carries its limitations, and any in-sample / validation number is shown as supports early pattern — not OOS proof.
Proposed mechanism for "A fee-aware MA-crossover strategy, searched on train and selected on validation, retains a positive walk-forward OOS edge on ETH/USD 1h data that beats its negative controls and survives fee stress." is structurally plausible (non-degenerate parameterization).
claim_type=strategy_edge · strategy_degenerate=false · genome_fast=38 · genome_slow=88 · genome_thresh=0.008432785827253104
- plausible mechanism only — not yet causally verified
- parameterization could still be an overfit artifact
Result is fee-resilient (not fee-fragile): OOS return stable from -1.23% (1x) to -5.89% (5x fees).
base_oos_return=-0.0123 · x2_oos_return=-0.0241 · x5_oos_return=-0.0589 · fee_fragile=false
- fee robustness measured on summary OOS return only
- base OOS return is non-positive — fee-resilience does not rescue an unprofitable result
Safety gates held: can_go_live=false, live_broker_inert=true — no live-capital pathway was reachable for this run.
can_go_live=false · live_broker_inert=true · promoted_live=false · capital_mode=none · capital_authority=none · missing_live_keys_count=3
- safety gate proves the kill-switch held, NOT that the strategy has edge
- live broker remains inert (missing keys: AETHERFORGE_BROKER_API_KEY, AETHERFORGE_BROKER_API_SECRET, AETHERFORGE_EXCHANGE_API_KEY)
Best evidence against
The strongest case against the claim. These receipts are preserved and shown even when the headline verdict already reflects them — disconfirming evidence is never buried.
FAILS held-out walk-forward OOS (Sharpe 0.02, return -1.23%): the edge does not survive out-of-sample.
oos_sharpe=0.0153 · oos_return=-0.0123 · oos_max_drawdown=-0.4978 · positive_fold_frac=0.6 · degradation=0.9303 · n_folds=5 · passed=false
- rejection is dataset-specific — a different feature/horizon may still hold
- in-sample/validation strength is an overfit signature, not a usable edge
Regime classifier over-calls (dominant label "trend_down" at 31.7%, accuracy 68.1%); regime context is a limitation, not yet load-bearing.
accuracy=0.681 · crisis_recall=0.8 · dominant_label=trend_down · dominant_frac=0.317 · n_regimes=5
- regime classifier over-concentrates / under-accurate — context unreliable
- regime-conditional claims cannot lean on this calibration yet
Proof gaps
What is still missing before this claim could be trusted. Each gap is a reason it is NOT_CAPITAL_READY.
PROOF GAP: real-market forward confirmation is missing.
data_mode=REAL · has_real_oos=true · oos_passed=false · run_limitations_count=6
- no forward/shadow window has accrued — only historical real OOS exists
- this gap blocks any trusted / review-ready / capital-ready status until closed
Next admissible test
Fastest path to evidence · Pass the held-out walk-forward OOS gates on real data AND beat every negative control; then capture out-of-time forward data in shadow mode for replication. No promotion occurs on this lane regardless of outcome.
- Overfit collapse: strong validation/in-sample Sharpe that degrades to <= 0 OOS.
- Single-fold dependence: one lucky fold carries the OOS result.
- Fee fragility: a gross edge that turns negative under realistic fees/slippage.
- Regime concentration: edge exists only in the dominant regime.
- Look-ahead / leakage: signal uses information not available at decision time.
- Artifact mechanism: a negative control reproduces the 'edge'.
- Data-quality artifact: gaps/duplicates/non-monotonic timestamps drive the result.
Run limitations
- READ-ONLY research lane: no live orders, no exchange/broker connection, no capital moved.
- Walk-forward OOS is the ONLY proof metric; in-sample/validation are NON-PROOF.
- A candidate that does not beat its negative controls is reported as NOT proof.
- VERDICT CEILING: strongest posture is review_candidate; capital_ready stays false.
- Single CSV source + single seed; needs out-of-time forward (shadow) replication.
- NOT capital-ready: this lane holds no trading authority and cannot promote to live.
Decision record
Research Decision Record
- Run:
realdata_ethusd_1h - Claim:
claim_eth/usd_ma_oos - Decision: Do not promote strategy.
- Verdict:
rejected - Capital ready: NO
- Labels:
NOT_CAPITAL_READYNOT_TRUSTEDREJECTED - Reviewed by:
operator_pending - Created at: 2026-06-10T00:05:00Z
Reason
Walk-forward out-of-sample FAILED (oossharpe=0.01527911446523631, oosreturn=-0.012264611609510312); in-sample/validation-only is never trusted proof. Live trading is disabled (cangolive=false); the kill-switch held — a supporting safety receipt, not a promotion path. Fee stress was non-fragile (supporting receipt preserved) but cannot rescue a negative-OOS result.
The Proof Foundry proposes; the operator disposes. This record carries no capital authority and makes no unsupported alpha claim.
SigmaX proposes; humans authorize. This record carries no capital authority and makes no allocation recommendation.
This dossier is research evidence only. Every figure above is paired with its limitations and its in-sample / out-of-sample framing — no allocation recommendation is made. Data mode: REAL. Archived record — recorded 93 days ago, not a current observation. Capital authority: none.