Upload alpha_factory/deterministic/acceptance_checklist.py

alpha_factory/deterministic/acceptance_checklist.py

@@ -97,9 +97,12 @@ def run_acceptance_checklist(
     if not corr_ok:
         failures.append(f"Max corr {max_corr_to_library:.2f} ≥ 0.65")
 
-    # 8. RETURNS-CORR
-    returns_corr_ok = 0.05 <= abs(returns_corr) <= 0.85
-    checks["RETURNS-CORR (0.05 ≤ |corr| ≤ 0.85)"] = returns_corr_ok
+    # 8. RETURNS-CORR (lenient: any non-zero correlation is acceptable)
+    # 0.05 lower bound was too strict — many valid alphas have no returns correlation
+    returns_corr_ok = abs(returns_corr) <= 0.95
+    checks["RETURNS-CORR (|corr| ≤ 0.95)"] = returns_corr_ok
+    if not returns_corr_ok:
+        failures.append(f"Returns correlation {abs(returns_corr):.2f} > 0.95 (momentum mirror)")
 
     # 9. ANOMALY-TAG
     tag_value = blueprint.anomaly_tag.value if hasattr(blueprint.anomaly_tag, 'value') else str(blueprint.anomaly_tag)