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

Evidence dossierrun · realdata_btcusd_1hStress-tested

claim_btc/usd_ma_oosBTC/USD MA-crossover walk-forward OOS vs negative controls (REAL)

Verdict

Review candidate

Meets preconditions for human review only. Review is not authorization.

REALShadowNOT_CAPITAL_READYTRUSTEDREVIEW_READY

Rationale · Walk-forward passed on REAL data for "BTC/USD MA-crossover walk-forward OOS vs negative controls (REAL)" with non-fragile fees and present regime calibration (OOS Sharpe 0.4510362144497826). Promoted to review_candidate for operator review — the Foundry never auto-promotes to capital.

Proof objective

What this run is trying to prove

Establish, on a fair and pre-registered basis, whether "A fee-aware MA-crossover strategy, searched on train and selected on validation, retains a positive walk-forward OOS edge on BTC/USD 1h data that beats its negative controls and survives fee stress." 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 fee-aware MA-crossover strategy, searched on train and selected on validation, retains a positive walk-forward OOS edge on BTC/USD 1h data that beats its negative controls and survives fee stress." is structurally plausible (non-degenerate parameterization).

claim_type=strategy_edge · strategy_degenerate=false · genome_fast=36 · genome_slow=105 · genome_thresh=0.019534237690466316

plausible mechanism only — not yet causally verified
parameterization could still be an overfit artifact

walk_forwardsupportsL5

Survives held-out walk-forward OOS (Sharpe 0.45, return -0.92%).

oos_sharpe=0.451 · oos_return=-0.0092 · oos_max_drawdown=-0.2967 · positive_fold_frac=0.6 · degradation=-3.7713 · n_folds=5 · passed=true

OOS pass on this dataset only — needs real-market and forward confirmation
fold dispersion not yet stress-tested

fee_stresssupportsL6

Result is fee-resilient (not fee-fragile): OOS return stable from -0.92% (1x) to -3.02% (5x fees).

base_oos_return=-0.0092 · x2_oos_return=-0.0145 · x5_oos_return=-0.0302 · 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

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)

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.

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

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: real OOS held, but no live-shadow forward confirmation exists yet.

data_mode=REAL · has_real_oos=true · oos_passed=true · run_limitations_count=6

no forward/shadow window has accrued — only historical real OOS exists
this gap blocks any trusted / review-ready / capital-ready status until closed

The next step

Next admissible test

Fastest path to evidence · Pass the held-out walk-forward OOS gates on real data AND beat every negative control; then capture out-of-time forward data in shadow mode for replication. No promotion occurs on this lane regardless of outcome.

Expected failure modes

Overfit collapse: strong validation/in-sample Sharpe that degrades to <= 0 OOS.
Single-fold dependence: one lucky fold carries the OOS result.
Fee fragility: a gross edge that turns negative under realistic fees/slippage.
Regime concentration: edge exists only in the dominant regime.
Look-ahead / leakage: signal uses information not available at decision time.
Artifact mechanism: a negative control reproduces the 'edge'.
Data-quality artifact: gaps/duplicates/non-monotonic timestamps drive the result.

Known limits

Run limitations

READ-ONLY research lane: no live orders, no exchange/broker connection, no capital moved.
Walk-forward OOS is the ONLY proof metric; in-sample/validation are NON-PROOF.
A candidate that does not beat its negative controls is reported as NOT proof.
VERDICT CEILING: strongest posture is review_candidate; capital_ready stays false.
Single CSV source + single seed; needs out-of-time forward (shadow) replication.
NOT capital-ready: this lane holds no trading authority and cannot promote to live.

On record

Decision record

Research Decision Record

Run: realdata_btcusd_1h
Claim: claim_btc/usd_ma_oos
Decision: Do not promote strategy.
Verdict: review_candidate
Capital ready: NO
Labels: NOT_CAPITAL_READY
Reviewed by: operator_pending
Created at: 2026-06-10T00:05:00Z

Reason

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: REAL. Capital authority: none.