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The half-split test

The simplest guard against a finding that is really one good week: cut the record in two by date and require the effect to hold in both halves.

The problem it solves

Sweep enough data and you will find patterns. Most are one good week wearing the costume of a rule. The half-split test is the cheapest way Apex knows to tell them apart.

The test

Cut the record in two by date — not by row count, so that one heavy day cannot sit in both halves and test itself. Measure the effect in each half against the unconditional baseline. A finding passes only if the sign holds in both.

Example: the Brent 12-hour twin rule showed +35.8 % in its first half and +4.1 % in its second. Same sign, so it survives — but the collapse from one half to the other is why Apex is keeping it in shadow rather than promoting it at the first milestone.

What it caught

A "36.8 % zero-move" pattern that lived entirely on one side of a bug fix — an artefact, not a finding.
A dollar pattern against Brent (−0.41 % the day after, 70 episodes) that halved between halves and later vanished on two years of data.
A "bull run breadth" predictor whose sign flipped between halves — a coin toss.

What it does not do

It does not correct for multiple testing. Apex logs every hypothesis ever tested and judges significance against the whole family (a Bonferroni correction): when 276 tests produced 27 with p < 0.05, that was roughly what chance alone produces, and one finding survived.

All numbers on this page were published in Apex’s own record at the time; they describe the past under stated conditions and promise nothing about the future. All articles · The Apex day