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Genuinely test a crypto trading hypothesis through the committed anti-overfitting gauntlet and return an honest SURVIVE/PROMISING/KILL/DEFERRED verdict. Use when asked to test, validate, or "revive" any trading technique, indicator, signal, or strategy.
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Based on SOC occupation classification
Adversarially audit a PROMISING/SURVIVE result to confirm it is real before believing it. Re-runs the family-wise surrogate, re-charges financing on the full notional, and checks the honest-N / pre-registration discipline. Use whenever a strategy looks like it might have edge.
Reproduce (or refute) a published verdict from a clean clone at $0. Fetches the free public data, runs the per-domain harness, and compares to the recorded SUMMARY. Use when asked to reproduce, verify, or check a result.
| name | test-hypothesis |
| description | Genuinely test a crypto trading hypothesis through the committed anti-overfitting gauntlet and return an honest SURVIVE/PROMISING/KILL/DEFERRED verdict. Use when asked to test, validate, or "revive" any trading technique, indicator, signal, or strategy. |
Test one trading hypothesis the way this lab does — try hard to make it work, then judge it honestly. Change the target, never the gates.
Frame it. Write the academic prior + the causal mechanism. Choose the right null for the claim
(see AGENTS.md Rule 6 / docs/METHODOLOGY.md): time-series→phase/block; rotation→cross-sectional
shuffle; path-exits→bracket-on-surrogate; vol-clustering→GARCH; VRP→shuffled-VRP; calendar→reanchor +
family-wise MAX-stat; macro/sentiment→AR-matched.
Build the strongest honest version. Sound signal, sensible params, features lagged h≥1. If it
shows early promise, strengthen it (regime conditioning, vol-target, better exits) — but count every
config you try in the honest N. Reuse a per-domain harness as a template: scripts/edgehunt-D5/harness.ts
(runGauntlet). Data is $0 — fetch with the relevant scripts/edgehunt-*/fetch*.ts.
Charge realistic cost. Taker ~4 bps/side on every position change; financing/borrow on the full levered/short notional, not 1 unit.
Run the full gauntlet via runGauntlet (or validateStrategy() in
src/lib/validation/strategy-validator.ts): net_of_cost → baselines (B&H and matched-exposure;
beta-neutrality for cross-sectional) → Deflated Sharpe @ honest N → block-bootstrap CI → CPCV/PBO →
Harvey–Liu haircut → the right surrogate null → consume-once holdout.
Decide honestly. A surrogate PASS proves structure, not magnitude-significance at honest N on unseen
data. End with exactly one line:
VERDICT: <SURVIVE|PROMISING|KILL|DEFERRED> | net Sharpe <x> | binding gate <g> | honest N <n> | surrogate p <p> | monthly@$100k <$|n/a> | confidence <low/med/high + why>
If PROMISING, hand it to the audit-result skill before believing it — the family-wise surrogate +
financing recharge kill most apparent edges.
scripts/<your-test>/ and the result/verdict under output/<your-test>/.