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/expG_cost_frontier/README.md

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

# expG_cost_frontier

Cost frontier: transaction-cost sweep, where each surviving net effect crosses zero

Status: **completed 2026-08-12** — median breakeven kappa*=0.0067; 1 marginal survivor at 0.25x half-spread (CKX 1day, skeptical prior); zero intraday survivors at kappa=1. The three-layer doctrine closes.