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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 "BTCUSD MA-crossover walk-forward OOS vs negative controls (SAMPLE)" 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 fee-aware MA-crossover strategy, searched on train and selected on validation, retains a positive walk-forward OOS edge on BTCUSD 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.
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 fee-aware MA-crossover strategy, searched on train and selected on validation, retains a positive walk-forward OOS edge on BTCUSD 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=4 · genome_slow=39 · genome_thresh=0.003482701479065653
Strong in-sample fit (Sharpe 21.82). Preserved as supporting evidence — in-sample only, not trusted proof.
supports early pattern — not OOS proof
in_sample_sharpe=21.8184
Survives validation (Sharpe 20.71). Preserved as supporting evidence — validation only, not trusted proof.
supports early pattern — not OOS proof
validation_sharpe=20.7101 · degradation_in_to_validation=1.1083
Survives held-out walk-forward OOS (Sharpe 22.88, return 1.43%).
oos_sharpe=22.8837 · oos_return=0.0143 · oos_max_drawdown=-0.0092 · positive_fold_frac=1 · degradation=-0.0488 · n_folds=5 · passed=true
Result is fee-resilient (not fee-fragile): OOS return stable from 1.43% (1x) to 1.21% (5x fees).
base_oos_return=0.0143 · x2_oos_return=0.0137 · x5_oos_return=0.0121 · 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: real OOS held, but no live-shadow forward confirmation exists yet.
data_mode=SAMPLE · has_real_oos=true · oos_passed=true · run_limitations_count=7
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.
Research Decision Record
realdata_btcusd_sampleclaim_btcusd_ma_oosoos_candidateNOT_CAPITAL_READY NOT_TRUSTEDoperator_pendingReason
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: SAMPLE. Capital authority: none.