foxalgo.io

Graveyard

Most tested ideas don't survive contact with an adversarial review — lookahead bias, confounded stratification, or a placebo control that quietly fails. We publish the ones that died here instead of quietly dropping them.

TF timeframe agreement DEAD

Claim: 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: DAYSTATS.md — Co je MRTVÉ

Cross-sector / intermarket cues DEAD

Claim: 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: DAYSTATS.md — Co je MRTVÉ

Event days (FOMC / CPI / NFP) DEAD

Claim: Scheduled macro events shift conditional touch/breakout probabilities.

Conditional probabilities did not move on event-flagged days in any tested pair.

Source: DAYSTATS.md — Co je MRTVÉ

VWAP-side pairs as new information DEAD (as a combo)

Claim: 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: DAYSTATS.md — Co je MRTVÉ

Sweep-behind-back setup FALSIFIED — lookahead

Claim: 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: MEMORY — sweep-za-zady-volno-pred-sebou.md

Expansion as a directional signal FALSIFIED — lookahead

Claim: 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: MEMORY — expanze-je-smerovy-signal.md

HTF anti-persistence timing DEAD — lookahead

Claim: Anti-persistence against the higher timeframe improves selection timing.

The construction required future information to compute; retired as lookahead.

Source: MEMORY — htf-nesouhlas-vyberu.md

Calendar-day flag FALSIFIED

Claim: Day-of-week / calendar position explains part of the observed ratio.

The apparent calendar effect was volatility repricing, not a calendar effect.

Source: MEMORY — research-v3-spoluprace.md