Lookahead Bias in Vectorized Backtesting: A Noise Harness Diagnostic

Repository for the paper documenting a lookahead-bias defect found in a vectorized backtester (the "K12" kernel), and a noise-harness methodology to detect this class of bug using pure Geometric Brownian Motion data.

Structure

paper/        LaTeX source (revtex4-2)
experiments/  Description and specs of the 5 planned experiments
data/         Instructions to obtain the BTCUSDT 1m dataset (no large binaries in git)
results/      Raw experiment outputs (json/csv), git-tracked once produced
audit/input/  Forensic copy of the original K12 code/data/results for reproduction

How to reproduce

1. Read experiments/README.md for the experiment list and what each one tests.
2. Read data/README.md to obtain the dataset (or regenerate synthetic GBM data).
3. Run the scripts under experiments/ (CI runs the noise harness automatically on every PR, see .github/workflows/noise-harness.yml).
4. Compare your output against the reference files in results/.

License — read this before reusing anything

This repository carries two separate licenses for two separate kinds of content:

Content	License	File
Code: experiment scripts, harness, CI workflows, anything under experiments/, data/, .github/	MIT	LICENSE
Paper text and figures, anything under paper/	CC-BY 4.0	LICENSE-TEXT-CC-BY-4.0.md

Use the code freely, commercially or not, with attribution (MIT terms). Reuse the paper text/figures freely, commercially or not, with attribution (CC-BY 4.0 terms). These are independent grants — reusing the code does not require complying with CC-BY, and vice versa.

Authorship

See AUTHORS.md.