run_lead_lag_falsification_audit
Audit a lead-lag candidate by calibrating it against paired nulls that remove lagged predictability, then compare false-discovery rates across replications to decide whether the rule's predictive signal is genuine.
Instructions
Calibrate the frozen lead-lag candidate rule against paired nulls. Factor variants carry contemporaneous dependence but no lagged predictability; independent variants isolate marginal path effects. Every replication runs the rule's own circular-shift empirical null after the v3 default's fixed causal prior-20-return RMS scaling. The result carries its fully resolved configuration and a hash of it, so a quoted rate can be reproduced. It does not read or change TradingView and does not establish profitability.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"timeframe": "<timeframe>",
"max_lag_bars": "<max_lag_bars>",
"minimum_observations": "<minimum_observations>",
"configuration_trials": "<configuration_trials>",
"folds": "<folds>"
},
"name": "run_lead_lag_falsification_audit"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| rho | No | ||
| bars | No | ||
| folds | Yes | ||
| model | No | ||
| timeframe | Yes | ||
| first_seed | No | ||
| max_lag_bars | Yes | ||
| replications | No | ||
| nominal_alpha | No | ||
| confidence_level | No | ||
| configuration_trials | Yes | ||
| minimum_observations | Yes | ||
| return_standardization | No | Default causal_prior_20_rms is the v3 contract. none is the invalidated legacy v2 contract for reproduction only. |