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SYNTHETIC · SHADOW · NOT_CAPITAL_READY — research evidence only. SigmaX proposes; humans authorize. No capital authority, no allocation recommendation.
Closest-to-proof on synthetic data — NOT real out-of-sample proof. The only admissible next step is replication on real data.
Rationale · Walk-forward passed for "Trend edge after fees (radar trajectory t3 — synthetic-OOS peak)" but on SYNTHETIC data — this is not real out-of-sample proof. Per doctrine synthetic results are never trusted, review-ready, or capital-ready. Next admissible test: replicate on REAL data.
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.
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.
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.
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=10 · genome_slow=50 · genome_thresh=0
Strong in-sample fit (Sharpe 80.57). Preserved as supporting evidence — in-sample only, not trusted proof.
supports early pattern — not OOS proof
in_sample_sharpe=80.5717
Survives validation (Sharpe 83.43). Preserved as supporting evidence — validation only, not trusted proof.
supports early pattern — not OOS proof
validation_sharpe=83.4269 · degradation_in_to_validation=-2.8552
Survives held-out walk-forward OOS (Sharpe 85.03, return 30.46%).
oos_sharpe=85.0325 · oos_return=0.3046 · oos_max_drawdown=-0.0469 · positive_fold_frac=1 · degradation=-0.0554 · n_folds=5 · passed=true
Result is fee-resilient (not fee-fragile): OOS return stable from 30.46% (1x) to 29.68% (5x fees).
base_oos_return=0.3046 · x2_oos_return=0.3026 · x5_oos_return=0.2968 · fee_fragile=false
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
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.
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
What is still missing before this claim could be trusted. Each gap is a reason it is NOT_CAPITAL_READY.
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=true · run_limitations_count=6
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.
Research Decision Record
radar_demo_t3claim_radar_demooos_candidateSYNTHETIC NOT_CAPITAL_READY NOT_TRUSTEDoperator_pendingReason
Evidence is SYNTHETIC; synthetic data can never be capital-ready or review-ready. 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.