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SYNTHETIC · SHADOW · NOT_CAPITAL_READY — research evidence only. SigmaX proposes; humans authorize. No capital authority, no allocation recommendation.
Meets preconditions for human review only. Review is not authorization.
Rationale · Walk-forward passed on REAL data for "ETH/USD MA-crossover walk-forward OOS vs negative controls (REAL)" with non-fragile fees and present regime calibration (OOS Sharpe 0.8147172122631959). Promoted to review_candidate for operator review — the Foundry never auto-promotes to capital.
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 ETH/USD 4h 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 ETH/USD 4h 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=3 · genome_slow=160 · genome_thresh=0
Strong in-sample fit (Sharpe 1.13). Preserved as supporting evidence — in-sample only, not trusted proof.
supports early pattern — not OOS proof
in_sample_sharpe=1.1304
Survives validation (Sharpe 1.01). Preserved as supporting evidence — validation only, not trusted proof.
supports early pattern — not OOS proof
validation_sharpe=1.0124 · degradation_in_to_validation=0.1179
Survives held-out walk-forward OOS (Sharpe 0.81, return 8.59%).
oos_sharpe=0.8147 · oos_return=0.0859 · oos_max_drawdown=-0.3167 · positive_fold_frac=0.6 · degradation=0.2792 · n_folds=5 · passed=true
Result is fee-resilient (not fee-fragile): OOS return stable from 8.59% (1x) to 6.38% (5x fees).
base_oos_return=0.0859 · x2_oos_return=0.0803 · x5_oos_return=0.0638 · 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=REAL · has_real_oos=true · oos_passed=true · run_limitations_count=6
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_ethusd_4hclaim_eth/usd_ma_oosreview_candidateNOT_CAPITAL_READYoperator_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: REAL. Capital authority: none.