Sentinel Research
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noise-harness / run-noise-harness (push) Failing after 1m54s
17 lines
1,004 B
TeX
17 lines
1,004 B
TeX
\section{The K12 Lookahead Bug}
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\label{sec:the-bug}
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% TODO content notes (fill in once audit/input/ is populated and audited):
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% - Identify the exact line(s) in backtester.py responsible for the leak.
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% - Show a minimal before/after diff.
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% - Explain mechanically why the genetic algorithm search (Iter12, 15
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% hyperparameters) was able to find and exploit this leak: GA optimizes
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% whatever signal is available, including backtest-mechanics artifacts: if
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% the fitness function rewards future-peeking, the search converges on
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% parameters that maximize the exploit, not real predictive skill.
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% - Quantify the leak's effect size on the original (real BTCUSDT) data:
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% Sharpe under the bug vs Sharpe under time_machine.py (the honest engine),
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% same hyperparameters, same data.
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% - This section depends on the forensic files under audit/input/code/ —
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% do not fill in specifics until that audit is complete (see MANIFEST.md
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% for the exact commit hash and dataset hash being audited).
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