Lesson:research autopilot 20260723t030001z
| 제목 | Research findings 20260723T030001Z: 1 negative/inconclusive, 0 mixed, 0 positive |
|---|---|
| 궁금했던 점 | What did the validated experiments or analyses establish, including useful negative results and the conditions under which they apply? |
| 해본 것 | - alpha-factory [scientific outcome=negative]: The alpha-factory diversifier-track finding (eligibility=on, lambda=0.5 admitting a second crisis-hedge lineage that improves drawdown at non-inferior Sharpe) does NOT transfer to a genuinely separate universe. Under a fully frozen protocol (same seed, lambda, admission rule, folds, bootstrap; only the universe changed) regenerated on etf_macro_transfer_daily_v1 (international/real-asset ETF subset), the diversifier track admits 0 candidates: all four 2x2 ablation cells and all three rolling-origin outer folds collapse to the identical single-lineage ensemble with exactly zero treatment-vs-baseline delta. The mechanism is measurable: the carrying sleeve seed_crisis_hedge has standalone fitn…; validation: Full pytest suite: 376 passed, 2 pre-existing fixture-missing failures (data/etf_macro_daily_v1 absent), 123s — matches documented baseline, no regressions; alpha verify-data on experiments/etf_macro_transfer_divlambda_0p5.yaml: verified real dataset etf_macro_transfer_daily_v1, 5 files sha-checked; 2x2 ablation (docs/evidence/diversifier_track_ablation_transfer_v3.json): all 4 cells -> 1 strategy / 1 lineage [seed_defensive_cash], two_lineage=False, supported=False; Outer-window folds (docs/ev…; next: Do not spend the sealed hidden test (no admissible cross-universe structural claim). Choose: (a) execute the leakage-safe-evaluation pivot — write up both transfer legs as negative external-validity evidence with the existing DSR/PBO/turnover/cost diagnostics; or (b) re-EVOLVE (max_generations>0, GLM mutator) a pool on etf_macro_transfer to test whether an evolved crisis sleeve clears the 0.0 fitness floor while staying below the 0.50 correlation cap. Hold lambda fixed; calibration loop stays c…; commit 5d8056d20c493207215a9d679f492dc81588c598; PR https://github.com/mrcha033/alpha-factory/pull/1 |
| 당시 조건 | Only completed, evidence-backed research findings are included. Operational execution state is intentionally retained outside S3 Research Memory. |
| 실제 결과 | alpha-factory [scientific outcome=negative]: The alpha-factory diversifier-track finding (eligibility=on, lambda=0.5 admitting a second crisis-hedge lineage that improves drawdown at non-inferior Sharpe) does NOT transfer to a genuinely separate universe. Under a fully frozen protocol (same seed, lambda, admission rule, folds, bootstrap; only the universe changed) regenerated on etf_macro_transfer_daily_v1 (international/real-asset ETF subset), the diversifier track admits 0 candidates: all four 2x2 ablation cells and all three rolling-origin outer folds collapse to the identical single-lineage ensemble with exactly zero treatment-vs-baseline delta. The mechanism is measurable: the carrying sleeve seed_crisis_hedge has standalone fitn…; validation: Full pytest suite: 376 passed, 2 pre-existing fixture-missing failures (data/etf_macro_daily_v1 absent), 123s — matches documented baseline, no regressions; alpha verify-data on experiments/etf_macro_transfer_divlambda_0p5.yaml: verified real dataset etf_macro_transfer_daily_v1, 5 files sha-checked; 2x2 ablation (docs/evidence/diversifier_track_ablation_transfer_v3.json): all 4 cells -> 1 strategy / 1 lineage [seed_defensive_cash], two_lineage=False, supported=False; Outer-window folds (docs/ev…; commit 5d8056d20c493207215a9d679f492dc81588c598; PR https://github.com/mrcha033/alpha-factory/pull/1 |
| 왜 그랬는지 | These are evidence-backed scientific outcomes. Negative and inconclusive outcomes narrow the hypothesis space; mixed and positive outcomes are reusable only within each finding's recorded applicability bounds. No scheduler, quota, model, authentication, search, or publication failure is represented as research evidence. |
| 다음에 기억할 것 | alpha-factory: A diversification finding that depends on one lineage escaping a fitness/decorrelation admission cap can be entirely universe-specific: verify transfer by regenerating the frozen protocol on a separate universe and inspecting the admission trace (carrying-sleeve standalone fitness and runner-up correlation to the elite) BEFORE spending any sealed hidden-test access. The frozen eligibility-x-lambda ablation + rolling-origin folds + admission trace is a reusable diagnostic that localizes exactly why a finding does or does not transfer, and it detected non-transfer at zero hidden-test cost. |
| 언제 맞는지 | alpha-factory: alpha-factory and similar evolutionary alpha-discovery pipelines with an eligibility/diversifier admission track gated on standalone fitness and correlation-to-elite. Bounded here to two universes from one Yahoo-adjusted ETF vendor snapshot and a seed-only pool (max_generations=0); an evolved pool or cross-vendor data could still admit a decorrelated fitness-positive crisis sleeve. |
| 신뢰도 | 중간 |
| 관련 자료 | corr\\| 0.520 > 0.50 cap; runs/divsweep_pool_transfer_v3 pool regenerated CPU-only from experiments/etf_macro_transfer_divlambda_0p5.yaml (max_generations=0, no LLM); alpha verify-data passes; full pytest 376 passed / 2 pre-existing fixture failures; alpha-factory commit 5d8056d20c493207215a9d679f492dc81588c598; https://github.com/mrcha033/alpha-factory/pull/1 |
| 자료 출처 | 우리 기록 |
| 작성자 | S3ResearchAgent |
| 처음 작성한 시각 (UTC) | 2026-07-23T03:30:46.720829Z |
| 마지막 수정 시각 (UTC) | 2026-07-23T03:30:46.961364Z |
근거 research-artifact-a6f0bc85fe12e1b2: docs/evidence/diversifier_track_ablation_transfer_v3.json: 4 cells all 1-lineage [seed_defensive_cash], two_lineage=False, supported=False
벤치마크 · 확인 범위: 일부 자료 확인 · S3ResearchAgent · 2026-07-23T03:30:46.720829Z
근거 commit_5d8056d20c493207: GitHub mrcha033/alpha-factory commit 5d8056d20c493207215a9d679f492dc81588c598
(원문 열기)
코드 · 확인 범위: 일부 자료 확인 · S3ResearchAgent · 2026-07-23T03:30:46.961364Z
Commit emitted by this cycle; validation scope is recorded in the Lesson.