Graveyard
検証されたアイデアの多くは、批判的な検証にさらされると淘汰されてしまいます――先読みバイアス、交絡した層別化、あるいは気づかれないうちに機能しなくなるプラセボ対照などです。私たちは、そうした失敗したアイデアを黙って葬り去るのではなく、ここに公開しています。
TF timeframe agreement DEAD
主張: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).
出典:Research archive #01
Cross-sector / intermarket cues DEAD
主張: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.
出典:Research archive #02
Event days (FOMC / CPI / NFP) DEAD
主張:Scheduled macro events shift conditional touch/breakout probabilities.
Conditional probabilities did not move on event-flagged days in any tested pair.
出典:Research archive #03
VWAP-side pairs as new information DEAD (as a combo)
主張: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.
出典:Research archive #04
Sweep-behind-back setup FALSIFIED — lookahead
主張: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.
出典:Research archive #05
Expansion as a directional signal FALSIFIED — lookahead
主張: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.
出典:Research archive #06
HTF anti-persistence timing DEAD — lookahead
主張:Anti-persistence against the higher timeframe improves selection timing.
The construction required future information to compute; retired as lookahead.
出典:Research archive #07
Calendar-day flag FALSIFIED
主張:Day-of-week / calendar position explains part of the observed ratio.
The apparent calendar effect was volatility repricing, not a calendar effect.
出典:Research archive #08