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Engineering What Survives

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Reproducible experiments about AI, markets and probability—and the useful information hiding inside failed results.

Research · HFM · 7 min read

My ML Feature Used the Wrong Unit. The Threshold Was 400× Too Large.

A live ML pipeline compared individual trade sizes with a per-second NAV threshold. large_share collapsed toward zero; the audit found three more train/serve feature-contract bugs.

PythonML monitoringProduction MLQuant research

Research · HFM · 9 min read

We Tested 12,720 Exit Rules. The Result Wasn’t Validated.

An HFM exit rule reported +25.98 bps per event. An audit found session concentration, reused validation, and missing joint outputs. A practical research postmortem.

PythonStatisticsBacktestingQuant research

Research · RAG evaluation · 16 min read

I Removed Duplicate Sources From My RAG. The First Comparison Lied.

A RAG audit found that source deduplication also changed the evidence budget. A fixed-budget control corrected the claim; a 15-chain pilot validates the pipeline, not effectiveness.

RAGRetrievalEvaluationProvenance

Research · HFM · 9 min read

I Tested 7 Crypto Models. The Best Signal Failed the Cost Test.

Seven crypto models, six walk-forward folds and a backtest audit: why positive predictive signal does not guarantee profits after modeled costs.

PythonLightGBMMachine learningQuant research

Open source · Testing · 7 min read

216 Tests Passed. My Python Validator Still Returned a False PASS.

A nested JSON type mismatch passed a Python trace validator after 216 tests. The repair is recursive and type-aware; equal CSV rows still need provenance.

PythonTestingDebuggingOpen source

Research · HFM · 6 min read

I Let an LLM Agent Search for Trading Strategies. A Simple Heuristic Beat It.

I gave DeepSeek V3 forty chances to find a profitable trading strategy. A simple heuristic found +52% net. The agent surfaced three silent bugs, then optimized its way to +123.7% — a number that didn't survive scrutiny.

PythonAIQuant researchBacktesting

Research · HFM · 7 min read

14,399 Events Looked Significant. 365 Trading Days Did Not.

A crypto breakout simulation produced a naive t-statistic of +8.20. Equal-weighting its 365 trading days produced −1.66 and exposed one exceptional day behind the positive mean.

PythonStatisticsBacktestingQuant research

Open source · local AI · 7 min read

I Built an AI That Checks Whether Digital Products Deliver What They Promise

A local-first QA tool compares a digital-product listing with the PDF or ZIP a buyer receives. It measures facts directly, validates model citations, and leaves uncertainty as unverified.

PythonGemmaPDFEvaluationOpen source

Research · HFM · 8 min read

58 Trading Hypotheses. Most Died. Here's the Framework That Killed Them.

48 of 58 hypotheses were rejected. The five-gate kill pipeline that caught them: costs, robustness, null benchmarks, a sealed holdout, and a contamination audit. Each gate is a different question. Run the cheap ones first.

PythonQuant researchValidationReproducibility

Benchmark · code review · 6 min read

Green Tests, Broken Architecture: Four Models Review TypeScript Diffs

Four models reviewed 13 small TypeScript changes that could pass functional tests while violating architecture, recovery or filesystem invariants. Near-identical scores hid three different failure modes.

TypeScriptAITestingArchitecture

Open source · reliability note · 8 min read

I Killed My Electron App Twice to Test Crash Recovery

SIGKILL during capture and real FFmpeg encoding exposed what a local-first recorder needs to preserve — and a video-duration bug the test caught.

ElectronTypeScriptTestingReliability

Open source · algorithm deep dive · 8 min read

From 10,000 Frames to 30 Moments: Building a Visual Story Compressor

Two hours of coding generates ~14,000 screenshots. Cutting that to 30 moments — no ML, no cloud — takes five passes over the same data, each killing a different category of noise.

TypeScriptElectronAlgorithmsOpen source

Research capstone · 6 min read

Three Crypto Edges. What Survived the Audit?

Costs, parameter sensitivity, and a funding-carry result that changed sign on reproduction.

PythonQuant researchValidation

Experiment 002 · Rejected · 5 min read

My Football Model Passed Validation. A Five-Check Audit Killed It.

Val away CLV was +152 bps, confidence interval excluded zero. Then I ran a five-check forensic audit: opening-line baseline, Brier skill, feature contamination, incremental CLV, and season stability. Four failed.

PythonMLLightGBMQuant researchReproducibility

Experiment 001 · Rejected · 7 min read

My Crypto Backtest Had a Sharpe of 13.4. Then I Added Trading Costs

The same cross-sectional reversal signal fell from a pre-transaction-cost Sharpe of 13.44 to a net Sharpe of -40.13. Its trading bill was four times its gross PnL.

PythonData pipelinesExperimentationReproducibility