EXP-000006
Correlation minimum-overlap rule
假设
Pairwise correlations computed over few shared months are noise and should not be displayed.
受控更改
Pearson r rendered only when a pair shares ≥ 24 months; thinner pairs display an em dash.
数据集与条件
Extracted monthly series; 91 possible pairs across 14 systems.
更改前 / 更改后
更改前
- Pairs computable with no minimum
- 91
更改后
- Pairs surviving the 24-month rule
- 78
验证
样本外、步进、蒙特卡洛与前向结果仅在数据存在时显示。本条目不存在这些数据。
决定
✓采纳
The 13 suppressed pairs involve short-window systems whose r estimates would swing wildly with 1–2 months of data. Surviving range: −0.56 to +0.49, median 0.07.
AI 参与
- 模型
- Claude (Anthropic)
- AI 做了什么
- Implemented the correlation floor and the em-dash rendering for thin pairs; the 24-month minimum itself was set by a human.
- 人工审核
- ✓ 已经人工审核并批准
AI 辅助的条目仅在人工审核后发布；未经审核的 AI 生成条目会被构建流程扣留。AI 不预测市场，也没有任何条目作此宣称。
回测的改进不代表未来的改进。实验越多，碰巧成功的概率越高——本日志的存在部分正是为了让多重检验风险保持可见。