research(blind): 52 agenti ciechi su curve anonime BTC/ETH — orchestratore valuta PnL/maxDD, niente di nuovo regge

Flotta di 52 subagenti "esperti di segnali" su storico BTC/ETH ANONIMIZZATO (Series A/B
rebased a 100, calendario sintetico, split 70/30) — non sanno cosa siano. Ognuno scrive un
signal(df)->position causale (script o ML), tunato solo sul train. Orchestratore valuta su
PnL e maxDD nel test held-out.

Harness cieco leak-free (riusabile):
- make_blind.py: export anonimo + overlay; blindlib.py: evaluator con shift della posizione +
  GUARDIA DI CAUSALITA' online (squalifica ogni look-ahead, ML incluso); blind_eval.py CLI;
  score_all.py giudice OOS; verify_top.py (corr-al-trend, fee-stress, jackknife).
- 52/52 passano la guardia (zero leak su tutta la flotta).

Esito OOS (benchmark buy&hold: -7% PnL, 68% DD):
- top = macd (+21%, DD 11%, Sh 0.84), accel, vol_of_vol, regime_switch, rf, obv — tutti
  trend/vol-regime. Sharpe OOS ~0.84 decade dal train ~1.4. Mean-rev e ML in fondo.
- 3 scettici indipendenti: REFUTED. regime-luck (top-5 bar = 67-102% del PnL); trend-redundancy
  (HAC alpha t=+0.9..+1.5, nessuno >1.96 — TSMOM travestito); overfit (accel/vov knife-edge).

Verdetto: ri-conferma CIECA e indipendente del soffitto direzionale ~1.3. macd = classe-TP01,
forward-monitor non deploy. Diario 2026-06-21-blind-signal-fleet.md.

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

scripts/research/blind/SKEPTIC_VERDICTS.json

@@ -0,0 +1,13 @@
+{
+  "oos_benchmark_buyhold": {"pnl": -0.07, "maxdd": 0.68, "sharpe": 0.22},
+  "top_survivors_oos": {
+    "agent_04_macd":      {"pnl_A": 0.23, "pnl_B": 0.19, "maxdd": 0.11, "sharpe_min": 0.84, "corr_to_trend": 0.52},
+    "agent_06_accel":     {"pnl_A": 0.40, "pnl_B": 0.22, "maxdd": 0.12, "sharpe_min": 0.79, "corr_to_trend": 0.50},
+    "agent_23_vol_of_vol":{"pnl_A": 0.30, "pnl_B": 0.32, "maxdd": 0.21, "sharpe_min": 0.69, "corr_to_trend": 0.46},
+    "agent_44_obv":       {"pnl_A": 0.22, "pnl_B": 0.20, "maxdd": 0.16, "sharpe_min": 0.60, "corr_to_trend": 0.31}
+  },
+  "skeptic_regime_luck": "REFUTED x3 - top-5 of ~800 OOS bars supply 67-102% of PnL; drop-10 turns negative; accel COMB final-third Sharpe -1.21; A & B disagree on WHEN it works.",
+  "skeptic_trend_redundancy": "REFUTED x4 - Newey-West HAC alpha t-stats +0.92..+1.51 (none > 1.96); corr-to-trend 0.34-0.74, beta 0.45-0.73; residual mean +0.05-0.08/yr = noise. Better-tuned TSMOM, not orthogonal alpha.",
+  "skeptic_overfit": "MACD not-refuted (genuine one-axis plateau, OOS Sh 0.84 not train 1.40); ACCEL REFUTED (acceleration term HURTS OOS, LAG knife-edge -63% on -20%); VOV REFUTED (PCTL 0.80->0.60 destroys 73% of OOS Sharpe).",
+  "verdict": "52 blind agents, orchestrator scored all on OOS PnL & maxDD. NOTHING new survives. All winners are trend-beta of two up-trending curves; OOS Sharpe ceiling ~0.84 (decayed from train ~1.4); no statistically distinguishable alpha vs TSMOM. Independent BLIND re-confirmation of the project's ~1.3 directional ceiling. macd = least-bad, TP01-class, forward-monitor not deploy."
+}