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/verify_top.json

@@ -0,0 +1,86 @@
+[
+  {
+    "name": "agent_04_macd",
+    "corr_to_trend": 0.52,
+    "jackknife_worst_sharpe": 0.44,
+    "fee020_sharpe_min": 0.75,
+    "verdict": "ORTHOGONAL-CANDIDATE"
+  },
+  {
+    "name": "agent_06_accel",
+    "corr_to_trend": 0.5,
+    "jackknife_worst_sharpe": 0.38,
+    "fee020_sharpe_min": 0.74,
+    "verdict": "ORTHOGONAL-CANDIDATE"
+  },
+  {
+    "name": "agent_23_vol_of_vol",
+    "corr_to_trend": 0.46,
+    "jackknife_worst_sharpe": 0.25,
+    "fee020_sharpe_min": 0.63,
+    "verdict": "ORTHOGONAL-CANDIDATE"
+  },
+  {
+    "name": "agent_20_regime_switch",
+    "corr_to_trend": 0.44,
+    "jackknife_worst_sharpe": 0.19,
+    "fee020_sharpe_min": 0.56,
+    "verdict": "weak/luck"
+  },
+  {
+    "name": "agent_36_rf",
+    "corr_to_trend": 0.64,
+    "jackknife_worst_sharpe": -0.11,
+    "fee020_sharpe_min": 0.57,
+    "verdict": "weak/luck"
+  },
+  {
+    "name": "agent_44_obv",
+    "corr_to_trend": 0.31,
+    "jackknife_worst_sharpe": 0.27,
+    "fee020_sharpe_min": 0.52,
+    "verdict": "ORTHOGONAL-CANDIDATE"
+  },
+  {
+    "name": "agent_13_volbreak",
+    "corr_to_trend": 0.64,
+    "jackknife_worst_sharpe": 0.04,
+    "fee020_sharpe_min": 0.52,
+    "verdict": "weak/luck"
+  },
+  {
+    "name": "agent_15_bbands",
+    "corr_to_trend": 0.17,
+    "jackknife_worst_sharpe": -0.11,
+    "fee020_sharpe_min": 0.51,
+    "verdict": "weak/luck"
+  },
+  {
+    "name": "agent_12_pivot",
+    "corr_to_trend": 0.6,
+    "jackknife_worst_sharpe": 0.17,
+    "fee020_sharpe_min": 0.52,
+    "verdict": "weak/luck"
+  },
+  {
+    "name": "agent_47_trail_mom",
+    "corr_to_trend": 0.45,
+    "jackknife_worst_sharpe": 0.36,
+    "fee020_sharpe_min": 0.47,
+    "verdict": "ORTHOGONAL-CANDIDATE"
+  },
+  {
+    "name": "agent_43_kalman",
+    "corr_to_trend": 0.55,
+    "jackknife_worst_sharpe": 0.13,
+    "fee020_sharpe_min": 0.48,
+    "verdict": "weak/luck"
+  },
+  {
+    "name": "agent_27_dpo",
+    "corr_to_trend": 0.53,
+    "jackknife_worst_sharpe": 0.19,
+    "fee020_sharpe_min": 0.45,
+    "verdict": "weak/luck"
+  }
+]