The part of this paper I trust most is the failure it chose to show.
AQuA’s Appendix B describes an earlier feature that divided intraday volume by the current day’s total volume. The wording sounded backward-looking, so an author agent proposed it and a reviewer agent approved it, even though the denominator included later bars.
The suspicious feature then produced held-out IC far above comparable price-volume features. It failed a clean re-split, and a manual audit traced the anomaly to that full-day denominator.
That is a more useful agent story than another clean benchmark win. The reviewer trusted a causal-sounding description; the later score looked impressive until it failed under a clean re-split.
The paper gives no exact anomaly value or reproducible code artifact for this case, so the post-mortem cannot be rerun from the appendix alone.
Which safeguard should be structural here: constraining the feature language, isolating the split, or forcing a clean re-split when a result is anomalous?
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