Proof Notes
Watson
Research layer for Rialto: dataset alignment, feature work, replay, and validation
Problem
Trading research is easy to fake by accident: misaligned datasets, future leakage, cherry-picked cohorts, and candidates that look strong only because the validation loop is weak. Watson exists to make Rialto research harder to fool.
Approach
Built a research layer around canonical dataset alignment: 101,311 Bybit 1m rows, 3,377 CSV overlay rows, and 286 reconstructed events. On top: feature registry, cohort mining, candidate generation, walk-forward validation, Time Machine replay, no-leakage checks, and promotion guardrails.
Why it matters
The system changes the question from “does this signal look good?” to “does this signal survive clean data, realistic replay, and promotion criteria?” That is the difference between a demo and decision infrastructure.