jgrusewski 1283812c54 feat(surfer): deflated signal-sweep engine + Batch 1 (futures factor zoo = null) ...

Broad signal search judged against the FULL search (Deflated Sharpe deflated by
N_trials) — the multiple-testing discipline that makes breadth safe. Batch 1: 17
signals (XS/TS momentum, reversal, low-vol, seasonality) on 22-futures daily ->
ZERO survivors (best DSR 0.29); CPCV+deflation correctly kill the lucky cells.
SEAS_overnight invalid on 24h futures (equity-cash anomaly). Next batches: crypto, COT.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-06 14:54:06 +02:00

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