foxalgoGraveyard
검증된 아이디어 대부분은 비판적인 검토를 거치면 살아남지 못합니다. 선입견, 혼동된 계층화, 혹은 은연중에 실패하는 위약 대조군 등이 그 예입니다. 우리는 이러한 아이디어들을 조용히 버리지 않고, 이곳에 게재합니다.
TF timeframe agreement DEAD
주장: 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).
출처: Research archive #01
Cross-sector / intermarket cues DEAD
주장: 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.
출처: Research archive #02
Event days (FOMC / CPI / NFP) DEAD
주장: Scheduled macro events shift conditional touch/breakout probabilities.
Conditional probabilities did not move on event-flagged days in any tested pair.
출처: Research archive #03
VWAP-side pairs as new information DEAD (as a combo)
주장: 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.
출처: Research archive #04
Sweep-behind-back setup FALSIFIED — lookahead
주장: 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.
출처: Research archive #05
Expansion as a directional signal FALSIFIED — lookahead
주장: 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.
출처: Research archive #06
HTF anti-persistence timing DEAD — lookahead
주장: Anti-persistence against the higher timeframe improves selection timing.
The construction required future information to compute; retired as lookahead.
출처: Research archive #07
Calendar-day flag FALSIFIED
주장: Day-of-week / calendar position explains part of the observed ratio.
The apparent calendar effect was volatility repricing, not a calendar effect.
출처: Research archive #08