Whether a mechanism can be tested at all, based on point-in-time data lineage, execution realism and document coverage, is decided before any return data is opened.
A feasibility protocol asks whether a mechanism can be tested at all, and it is decided before any return data is opened. Three things have to be true: the evidence must exist in a point-in-time form, it must be extractable at a rate the identity assumes, and the resulting positions must be executable at a cost the mechanism can pay. If any one fails, the idea is not weak. It is unmeasurable here, which is a different and more useful verdict.
The order is deliberate. Opening return data is the expensive step, because it consumes a hypothesis from a finite budget and it can never be un-consumed: once a researcher has seen how a candidate performed, every subsequent choice about it is contaminated by that knowledge. Deciding feasibility first keeps the expensive step for candidates that could survive it.
What these protocols found is not encouraging, and it is published anyway. Several documented mechanisms were unobservable as specified. The gate asked for language that regulatory filings do not contain at the assumed rate, or it applied one threshold across populations with different disclosure obligations. In every case the documents lacked the required evidence, so no parser improvement could close the gap.
That distinction is the value of the stage. A gate that fails by a few points invites researchers to widen the detector until the number clears. That response tunes a measurement to agree with a target. These protocols compute a perfect detector's limit first, so arithmetic settles the question before implementation effort begins.
The feasibility protocols documents
- Active ownership escalation; Schedule 13D Item 4 source-schema v3No heading phrase, minimum length, active-intent classifier, ownership regex, sample row, threshold, or label is changed. Any machine failure is DATA_GATED.
- Bond-ETF NAV dislocation; locked no-return source feasibility protocolFailure of any gate is DATA_GATED. Passing does not authorize returns. Thresholds and routes are not modified after collection. iNAV is not accepted as…
- CFTC hedging pressure; no-return feasibility protocolThis stage audits only identifiers, dates, market labels and commodity classifications from the CFTC Disaggregated Futures Only dataset (72hh-3qpy). It…
- Customer–supplier propagation; locked no-return relationship-source protocolUse the existing hash-addressed SEC 10-K manifest and local primary-document cache. Restrict filing dates to 2016-01-01 through 2025-12-31. Every manifest…
- Electricity load/weather spread; key-free feasibility decisionUnexpected weather-driven electricity demand can change the marginal generation stack and the value of regional power relative to its marginal fuel. The…
- Inflation breakeven relative value; no-return source-feasibility auditThe 5Y and 10Y files are aligned, long, unique, and internally complete. Vintage CPI is also held. That establishes signal-source depth only. The 2Y leg is…
- Natural-gas storage/weather residual; no-return source-feasibility protocolFailure is DATA_GATED; thresholds, archive windows, weather initialization, and file endpoints are not revised after aggregate coverage is observed. A source…
- Options dispersion: locked no-return data and execution-feasibility protocolCan one point-in-time S&P 500 index-versus-constituent option book be reconstructed with enough quote, membership, corporate-action, settlement, and…
- Pre-FOMC announcement drift; no-return feasibility protocolCan the scheduled FOMC decision calendar and exact statement-release clock be reconstructed from official Federal Reserve sources without using market prices…
- Repurchase and issuance flow: no-return SEC feasibility protocolThis audit measures data feasibility only. It may inspect filing metadata, XBRL facts, Item 703 tables, taxonomies, contexts, amendments, and extraction errors.
- Stablecoin par dislocations: locked no-return feasibility protocolCan an eligible institution reconstruct and execute USDC secondary-to-primary redemption with point-in-time legal, operational, venue, chain, and banking…
- Treasury auction concession; no-return feasibility protocolThis stage reads only official US Treasury auction metadata. It does not load prices, calculate returns, select an entry window, or spend a return identity.
