anomaly-atlas
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.

Code / experiments/micro/expF_multiple_testing/README.md

experiments/micro/expF_multiple_testing/README.md 16 lines
---
project: anomaly-atlas
document: expF_multiple_testing/README
author: Simon-Pierre Boucher
contact: contact@spboucher.ai
data_source: hfmarketdata.io
created: 2026-08-12
status: draft
---

# expF_multiple_testing

Multiple-testing survival: White RC, SPA, FDR, deflated Sharpe on C-E output

Status: **completed 2026-08-12** — survival curve measured: 372 -> 232 (naive) -> 226 (FDR) -> 68 (SPA, 18%), all gross; survivors dominated by bounce; the known SPX artifact survives SPA (statistical correction != artifact correction). Double-filtered pool -> expG.