foxalgoCimetière
La plupart des hypothèses testées ne résistent pas à un examen critique : biais d'anticipation, stratification biaisée ou groupe témoin sous placebo qui échoue sans que l'on s'en aperçoive. Nous publions ici celles qui ont échoué, plutôt que de les laisser tomber discrètement.
TF timeframe agreement DEAD
Référence : Cross-timeframe candle agreement predicts next-move direction.
Agreement rate came out at ~49% across 242k states — a coin flip. It predicts move size, not direction. Strong-looking hits were window-boundary artifacts (the TF candle sat inside the London/Asia session window).
Source : Research archive #01
Cross-sector / intermarket cues DEAD
Référence : Rates move stocks, USD moves metals/energy — cross-sector signals carry information.
Raw deltas of 15-17 bps shrank to 1-5 bps once stratified by each market's own position (pos930_atr). Daily-level intermarket analysis adds nothing beyond a market's own state. Only the peer-Asia-sweep pattern inside the same sector survives.
Source : Research archive #02
Event days (FOMC / CPI / NFP) DEAD
Référence : Scheduled macro events shift conditional touch/breakout probabilities.
Conditional probabilities did not move on event-flagged days in any tested pair.
Source : Research archive #03
VWAP-side pairs as new information DEAD (as a combo)
Référence : print8 & vwap_side930 combined carries information beyond either signal alone.
Raw delta looked like +50 bps versus +27 bps for pos930 alone, but the increment over stratified singles with shared weights was only ~+1.5 bps (52/54 draws positive, 0/54 above 5 bps). Lesson: stratified deltas must be subtracted using shared weights, or three different band-weight distributions produce a compositional artifact.
Source : Research archive #04
Sweep-behind-back setup FALSIFIED — lookahead
Référence : A liquidity sweep behind price plus room ahead gave +20.6 bps edge.
The +20.6 bps result used information not yet known at decision time (lookahead). A placebo control did not catch it — the key lesson was that a naive placebo does not reveal lookahead bias by itself.
Source : Research archive #05
Expansion as a directional signal FALSIFIED — lookahead
Référence : Range expansion predicts next-bar direction, +18.4 bps.
+18.4 bps was intrabar lookahead (the signal used the fill bar's own outcome). After the fix, the effect dropped to +0.2 bps. A vendor-direction agreement of 87.5% remains as a descriptive fact, not a tradeable edge.
Source : Research archive #06
HTF anti-persistence timing DEAD — lookahead
Référence : Anti-persistence against the higher timeframe improves selection timing.
The construction required future information to compute; retired as lookahead.
Source : Research archive #07
Calendar-day flag FALSIFIED
Référence : Day-of-week / calendar position explains part of the observed ratio.
The apparent calendar effect was volatility repricing, not a calendar effect.
Source : Research archive #08