Anomaly (hybrid)

A hybrid of the peer-percentile axis and a Mahalanobis cross-asset state-distance detector — flags an instrument if it diverges from its cohort or if it's moving the cross-asset state. Wider net than peer-pct alone.

Catches two flavours of abnormal: the lone outlier, and the instrument quietly dragging the whole cross-asset picture. Higher recall on the union, but noisier — runs as a comparison method, not the headline.

• Method variant — graded alongside peer-pct, not independently shipped as a headline read.
• Union noise — the max-of-two logic admits more false positives than the percentile axis alone.

Runs beside anomaly_peer_pct in the Anomalies chapter — both flag instruments diverging from their cohort; the page shows peer-pct as primary.

Graded on the Tier-1 regime-test harness — curated macro events × 18-yr backfill × recall@K. Verdict EXPERIMENTAL (method variant).