SYNTHETIC · SHADOW · NOT_CAPITAL_READY — research evidence only. SigmaX proposes; humans authorize. No capital authority, no allocation recommendation.

Evidence dossierrun · radar_demo_t1Plausible

claim_radar_demoTrend edge after fees (radar trajectory t1 — overfit floor)

Verdict

Rejected

The claim did not survive testing. Preserved as evidence, not promoted.

SYNTHETICShadowNOT_CAPITAL_READYNOT_TRUSTEDNOT_REVIEW_READY

Rationale · Walk-forward FAILED for "Trend edge after fees (radar trajectory t1 — overfit floor)": OOS Sharpe -10.855307345055019 (return -0.21085588124703109), degradation 3.1704089335509233. In-sample 5.001503254640158/validation -3.249468865100787 did not survive out-of-sample. Supporting receipts (mechanism, regime, fee, safety) are preserved, but the headline claim is rejected.

Failure reasons on record

oos_sharpe_non_positivehigh_degradationwalk_forward_failed

Proof objective

What this run is trying to prove

Establish, on a fair and pre-registered basis, whether "A well-separated MA-crossover trend follower, selected on validation and evaluated out-of-sample, retains a positive risk-adjusted walk-forward edge net of fees across synthetic regimes." survives real-market out-of-sample testing net of fees and across regimes — and is therefore worth advancing toward human review.

Standard of proofshadow_forward

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.

Minimum evidence required

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

Disqualifiers (any one sinks the claim)

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

The fair case in favour

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.

mechanismsupportsL1

Proposed mechanism for "A well-separated MA-crossover trend follower, selected on validation and evaluated out-of-sample, retains a positive risk-adjusted walk-forward edge net of fees across synthetic regimes." is structurally plausible (non-degenerate parameterization).

claim_type=strategy_edge · strategy_degenerate=false · genome_fast=3 · genome_slow=40 · genome_thresh=0.008

plausible mechanism only — not yet causally verified
parameterization could still be an overfit artifact
synthetic data only — not real-market, never trusted proof

in_samplesupportsL3

Strong in-sample fit (Sharpe 5). Preserved as supporting evidence — in-sample only, not trusted proof.

supports early pattern — not OOS proof

in_sample_sharpe=5.0015

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

fee_stresssupportsL6

Result is fee-resilient (not fee-fragile): OOS return stable from -21.09% (1x) to -23.45% (5x fees).

base_oos_return=-0.2109 · x2_oos_return=-0.2168 · x5_oos_return=-0.2345 · fee_fragile=false

fee robustness measured on summary OOS return only
base OOS return is non-positive — fee-resilience does not rescue an unprofitable result
synthetic data only — not real-market, never trusted proof

safety_gatesupportsL5

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

The case against

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.

walk_forwardrejectsL5

FAILS held-out walk-forward OOS (Sharpe -10.86, return -21.09%): the edge does not survive out-of-sample.

oos_sharpe=-10.8553 · oos_return=-0.2109 · oos_max_drawdown=-0.6142 · positive_fold_frac=0.2 · degradation=3.1704 · n_folds=5 · passed=false

rejection is dataset-specific — a different feature/horizon may still hold
in-sample/validation strength is an overfit signature, not a usable edge
synthetic data only — not real-market, never trusted proof

regime_testlimitationL6

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

Still missing

Proof gaps

What is still missing before this claim could be trusted. Each gap is a reason it is NOT_CAPITAL_READY.

proof_gapneeded_nextL2

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=false · 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

The next step

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.

Expected failure modes

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.

Known limits

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 per run; not yet replicated across independent synthetic draws.
NOT capital-ready: a synthetic run can never be promoted to live — not even at the trajectory's peak. An improving validity pulse on synthetic data only moves the claim toward 'needs real data', never toward capital- or review-readiness.
t1 (FLOOR): the in-sample fit does NOT clear the validation split (validation Sharpe <= 0) and dies out-of-sample — an overfit artifact, not an edge. Walk-forward FAILED; classified rejected. This is the start of the trajectory.

On record

Decision record

Research Decision Record

Run: radar_demo_t1
Claim: claim_radar_demo
Decision: Do not promote strategy.
Verdict: rejected
Capital ready: NO
Labels: SYNTHETIC NOT_CAPITAL_READY NOT_TRUSTED REJECTED
Reviewed by: operator_pending
Created at: 2026-06-08T00:05:00Z

Reason

Evidence is SYNTHETIC; synthetic data can never be capital-ready or review-ready. Walk-forward out-of-sample FAILED (oossharpe=-10.855307345055019, oosreturn=-0.21085588124703109); in-sample/validation-only is never trusted proof. 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. Capital authority: none.