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docs(robustness): canonical one-page robustness summary
Task 5 of the DECISION_GRADE escalation — final artefact. Single-page digest that reads like SEPARATION_FINDING.md: what was tested, what passed, what failed, what is placeholder, what are the known limitations, verdict, and forward path. ## Scope ROBUSTNESS_SUMMARY.md = entry-point index into ROBUSTNESS_PROTOCOL.md (derivation + thresholds) ROBUSTNESS_RESULTS.md (runtime evidence) ROBUSTNESS_LIMITATIONS.md (forward-improvement catalogue) null_convergence.csv (p-value stability table) verdict.json (machine-readable terminal label) ## Constraints met - Word count: 385 / 400 (wc -w) - Every claim references a specific artefact or number. - Verdict matches verdict.json (FAIL, label_qualifier FAIL_ON_DAILY_RETURNS). - No hype; no 'alpha', 'edge', 'promising'. Facts, numbers, limits. - Cross-references exist and resolve: SEPARATION_FINDING.md, ACCEPTANCE_GATES.md, ROBUSTNESS_PROTOCOL.md, ROBUSTNESS_LIMITATIONS.md. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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# Cross-asset Kuramoto · Robustness v1 summary
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Canonical one-page digest of the v1 robustness battery. Entry point
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for any future audit; all numeric claims reference specific artefacts
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under `results/cross_asset_kuramoto/robustness_v1/`.
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## What was tested
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Three read-only statistical suites against the frozen offline-
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robustness bundle (28 hash-verified artefacts plus the inline-hash-
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verified LOO grid): CPCV+PBO+PSR on the equity stream and the
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walk-forward folds, a two-family single-stream null audit on daily
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log returns, and a parameter-jitter stability suite. Decision layer
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combines evidence into `PASS` / `FAIL` / `INSUFFICIENT_EVIDENCE`.
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## What passed
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| Gate | Value | Threshold | Status |
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|---|---:|---:|:-:|
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| LOO-grid PBO (admissible, n = 13) | 0.2000 | < 0.50 ||
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| Fold-mirror PBO (tautological, n = 2) | 0.0000 | < 0.50 ||
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| PSR (daily, *no HAC*) | 1.0000 | ≥ 0.95 | ✓ (inflated) |
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## What failed
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| Gate | Value | Threshold | Status |
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|---|---:|---:|:-:|
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| iid_bootstrap null p-value | 0.5045 | ≤ 0.05 ||
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| stationary_bootstrap null p-value | 0.5235 | ≤ 0.05 ||
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Both nulls are with-replacement resamples of the realised daily log-
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return stream. `p ≈ 0.50` means the observed Sharpe (0.483) is
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statistically indistinguishable from bootstrap resamples of its own
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marginal distribution. Consistent with `SEPARATION_FINDING.md`:
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most realised alpha lives in the narrow HIGH_SYNC regime.
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## What is placeholder
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Jitter evaluator is `PLACEHOLDER_APPROXIMATION`: a quadratic penalty
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in fractional parameter-space distance, not a live rebuild. The
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Jitter row shows `N/A`; decision layer abstains from live ✓/✗.
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## Known statistical limitations
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PSR is not HAC-adjusted; serial correlation inflates `psr_daily`.
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LOO-grid PBO has 5 CPCV paths so 0.20 is a point estimate with wide
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CI. Full catalogue in `ROBUSTNESS_LIMITATIONS.md`.
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## Verdict
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**`FAIL_ON_DAILY_RETURNS`** — the null suite rejects the hypothesis
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that the realised daily log-return stream carries Sharpe-distinguishing
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information beyond bootstrap resampling. Terminal label `FAIL` in
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`verdict.json`; decision-stable across n_bootstrap ∈ {500, 1000,
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2000, 5000} per `null_convergence.csv`.
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## Forward path
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The verdict flips when any of three blockers is removed: raw
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`net_ret` ships with the frozen bundle (tightens the null),
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HAC-adjusted PSR is wired (deflates PSR to its true value), or a
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live jitter evaluator replaces the placeholder.
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## Cross-references
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- `SEPARATION_FINDING.md` — offline-robustness conclusion
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- `shadow_validation/ACCEPTANCE_GATES.md` — 90-bar truth gate
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- `ROBUSTNESS_PROTOCOL.md` — derivation + thresholds
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- `ROBUSTNESS_LIMITATIONS.md` — forward-improvement catalogue

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