SYNTHETIC 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.
OOS candidate
Closest-to-proof on synthetic data — NOT real out-of-sample proof. The only admissible next step is replication on real data.
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 "SYNTHETIC" is corroborated by a SYNTHETIC data_fingerprint => shown as declared
Rationale · Walk-forward passed for "Trend-following survives synthetic OOS" but on SYNTHETIC data — this is not real out-of-sample proof. Per doctrine synthetic results are never trusted, review-ready, or capital-ready. Next admissible test: replicate on REAL data.
What this run is trying to prove
Establish, on a fair and pre-registered basis, whether "A well-separated MA-crossover trend follower (fast=10/slow=50), selected on validation and evaluated out-of-sample, retains a positive walk-forward OOS edge across repeated synthetic trend swings — the closest a synthetic run can get to proof, but it is still synthetic and needs real-market replication." 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 well-separated MA-crossover trend follower (fast=10/slow=50), selected on validation and evaluated out-of-sample, retains a positive walk-forward OOS edge across repeated synthetic trend swings — the closest a synthetic run can get to proof, but it is still synthetic and needs real-market replication." is structurally plausible (non-degenerate parameterization).
claim_type=strategy_edge · strategy_degenerate=false · genome_fast=10 · genome_slow=50 · genome_thresh=0
- plausible mechanism only — not yet causally verified
- parameterization could still be an overfit artifact
- synthetic data only — not real-market, never trusted proof
Strong in-sample fit (Sharpe 80.57). Preserved as supporting evidence — in-sample only, not trusted proof.
supports early pattern — not OOS proof
in_sample_sharpe=80.5717
- in-sample only — overfit-prone, never trusted proof
- no held-out generalization established by this receipt
- synthetic data only — not real-market, never trusted proof
Survives validation (Sharpe 83.43). Preserved as supporting evidence — validation only, not trusted proof.
supports early pattern — not OOS proof
validation_sharpe=83.4269 · degradation_in_to_validation=-2.8552
- validation only — tuned-window result, never trusted proof
- validation window may share regime structure with the fit window
- synthetic data only — not real-market, never trusted proof
Survives held-out walk-forward OOS (Sharpe 85.03, return 30.46%).
oos_sharpe=85.0325 · oos_return=0.3046 · oos_max_drawdown=-0.0469 · positive_fold_frac=1 · degradation=-0.0554 · n_folds=5 · passed=true
- OOS pass on this dataset only — needs real-market and forward confirmation
- fold dispersion not yet stress-tested
- synthetic data only — not real-market, never trusted proof
Result is fee-resilient (not fee-fragile): OOS return stable from 30.46% (1x) to 29.68% (5x fees).
base_oos_return=0.3046 · x2_oos_return=0.3026 · x5_oos_return=0.2968 · fee_fragile=false
- fee robustness measured on summary OOS return only
- slippage/impact beyond fee multiples not modeled here
- synthetic data only — not real-market, never trusted proof
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)
- synthetic data only — not real-market, never trusted proof
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.
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
- synthetic data only — not real-market, never trusted proof
Proof gaps
What is still missing before this claim could be trusted. Each gap is a reason it is NOT_CAPITAL_READY.
PROOF GAP: no real-market out-of-sample evidence exists — this run is synthetic. Real-data replication is required before any trust.
data_mode=SYNTHETIC · has_real_oos=false · oos_passed=true · run_limitations_count=6
- no real-market data has been observed — synthetic results are not transferable
- this gap blocks any trusted / review-ready / capital-ready status until closed
- synthetic data only — not real-market, never trusted proof
Next admissible test
walk_forward on REAL shadow data with regime-calibrated folds (data_replication)
Fastest path to evidence · Source REAL-market data for the traded asset(s) and re-run the walk-forward with regime-calibrated folds. The synthetic result — pass or fail — is not trusted proof; promoting the claim to real data is the single highest-leverage step and everything downstream depends on it.
- Synthetic non-transfer: an edge that exists in synthetic regimes vanishes on real-market data.
- Overfit collapse: strong in-sample/validation Sharpe that degrades to <= 0 out-of-sample.
- Single-fold dependence: the OOS result is carried by one lucky fold and is not broad.
- Fee fragility: a gross edge that turns negative once realistic fees and slippage are applied.
- Regime concentration: the edge exists only in the dominant regime and does not generalize.
- Look-ahead / leakage: the signal uses information not available at decision time.
- Artifact mechanism: a negative control reproduces the 'edge', revealing it as a measurement artifact.
- Forward decay: an OOS-validated edge that fails to persist in forward shadow testing.
Run limitations
- Synthetic data only — no real-market ingestion (real ingestion is on HOLD).
- SHADOW posture: no live orders, no exchange/broker connection, no capital moved.
- Walk-forward OOS is on synthetic regimes; results are illustrative, not an alpha claim.
- Single random seed; not yet replicated across independent synthetic draws.
- NOT capital-ready: a synthetic run can never be promoted to live.
- Closest-to-proof, NOT proof: a passed SYNTHETIC walk-forward is not real OOS; the only admissible next step is replication on REAL market data.
Decision record
Research Decision Record
- Run:
scenario_oos_synth - Claim:
claim_trend_oos_synth - Decision: Do not promote strategy.
- Verdict:
oos_candidate - Capital ready: NO
- Labels:
SYNTHETICNOT_CAPITAL_READYNOT_TRUSTED - Reviewed by:
operator_pending - Created at: 2026-06-10T00:05:00Z
Reason
Evidence is SYNTHETIC; synthetic data can never be capital-ready or review-ready. 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: SYNTHETIC. Archived record — recorded 93 days ago, not a current observation. Capital authority: none.