Honesty doctrine. Every candidate anomaly is an artifact until proven otherwise; in-sample results are never findings; past statistical regularity does not imply future returns. This is research on statistical properties of market data — not investment advice, not a trading system.

Experiments / candidate_02

candidate_02

H13 — Turn-of-month 2006–2026: did the last calendar survivor (Marquering et al. 2006) survive? One pre-registered window (−1..+3), permuted-calendar null, SPA.

View benchmark implementation (benchmark.py) →

Hypothesis

documentcandidate_02/hypothesisauthorSimon-Pierre BouchercreatedTue Aug 11 2026 20:00:00 GMT-0400 (heure avancée de l’Est)statusdraft

Hypothesis — candidate_02#

Hypothesis
  <what we believe and why — pre-specified BEFORE looking at results>

Falsification criterion
  <the concrete measurable outcome that would prove this wrong>

Artifact null(s)
  <the fake-signal baseline(s) this must beat: bounce / staleness /
   non-synchronous timestamps / permuted calendar / random walk>

Method
  <exact procedure, universe, split (train/validation/holdout), seeds,
   number of hypotheses tested, correction applied>

Result
  <filled after the run: effect size, bootstrap CIs, corrected p-values,
   OOS status, cost-adjusted effect, credits used>

Interpretation
  <what the numbers mean, WITH confidence level (0-3); alternative
   explanations considered — artifact first>

Next experiment
  <the most informative follow-up given this result>

Analysis

documentcandidate_02/analysisauthorSimon-Pierre BouchercreatedTue Aug 11 2026 20:00:00 GMT-0400 (heure avancée de l’Est)statusdraft

Analysis — candidate_02#

To be written after results exist. Must include the seven-field block and the evidence standard of CLAUDE.md §10 (never report an in-sample number as a finding).

README

documentcandidate_02/READMEauthorSimon-Pierre BouchercreatedTue Aug 11 2026 20:00:00 GMT-0400 (heure avancée de l’Est)statusdraft

candidate_02#

H13 — Turn-of-month 2006–2026: did the last calendar survivor (Marquering et al. 2006) survive? One pre-registered window (−1..+3), permuted-calendar null, SPA.

Status: assigned 2026-08-12 (Phase 4); prototyping starts after expC–E scans.