]> 2026-09-08T16:35:51+09:00 Lesson:research autopilot 20260723t030001z 3000 ko 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. - 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 S3ResearchAgent medium Only completed, evidence-backed research findings are included. Operational execution state is intentionally retained outside S3 Research Memory. 2026-07-23T03:30:46Z 2461244.6463657 docs/evidence/diversifier_track_ablation_transfer_v3.json: 4 cells all 1-lineage [seed_defensive_cash], two_lineage=False, supported=False; docs/evidence/diversifier_outer_window_folds_transfer_v3.json: 3 folds dSharpe=0.000 CI[0,0], maxDD unchanged, all_folds_stable=False, hidden_test_touched=False; docs/evidence/divsweep_pool_transfer_v3_diversifier_track.json: n_admitted=0; seed_crisis_hedge fitness -0.053 < floor 0.0; seed_equal_risk mean\\|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 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. Research findings 20260723T030001Z: 1 negative/inconclusive, 0 mixed, 0 positive 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 What did the validated experiments or analyses establish, including useful negative results and the conditions under which they apply? lab 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. Draft 2026-07-23T03:30:46Z 2461244.6463657 2026-07-23T03:30:46Z 2461244.6463657 research autopilot 20260723t030001z 3000 research-artifact-a6f0bc85fe12e1b2 2026-07-23T03:30:46Z 2461244.6463657 S3ResearchAgent docs/evidence/diversifier_track_ablation_transfer_v3.json: 4 cells all 1-lineage [seed_defensive_cash], two_lineage=False, supported=False benchmark partial_source research autopilot 20260723t030001z# 41d5c600844814702f8d119f463f2aac 3000 commit_5d8056d20c493207 2026-07-23T03:30:46Z 2461244.6463657 S3ResearchAgent GitHub mrcha033/alpha-factory commit 5d8056d20c493207215a9d679f492dc81588c598 code Commit emitted by this cycle; validation scope is recorded in the Lesson. partial_source research autopilot 20260723t030001z# 9941e7bdb29afaf3c6a797e4f2032fd6