Research lab
Master IC table after the May 4 bullshit-test sweep. feature × horizon rows
annotated with raw IC, sector-neutral IC, Newey-West HAC t-stat, walk-forward IR, decile L/S Sharpe,
Bonferroni-corrected p-value, ADF stationarity, and final verdict.
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Verdict logic: REAL = |IR_eff|≥0.5 ∧ |t_NW|≥2 ∧ |meanIC|≥4% ∧ hit≥55% ∧ N≥200 ∧ wf_consistency≥60% ∧ decile_LS_Sharpe×sign(IC)≥0.5
AND sector-neutral retained ≥50% (else SECTOR_BET).
WEAK = |IR_eff|≥0.25 ∧ |t_NW|≥1 ∧ etc.
SUSPECT = high t with low IR — degenerate cross-section.
Click any feature to drill into /feature/<name>.