Shuffle test

A small idea that I like. If arrival order carries information, then a signal computed on an incomplete cross section should be correlated with the arrival order. If it does not carry information, shuffling the arrival order inside the same period should give me about the same number.

So the test is this. Compute the correlation between arrival rank and the signal, then shuffle the arrival order 200 times and see where the noise floor is. If the real number sits far above the shuffled ones, the signal is contaminated. I also plant a fake leak into synthetic data to make sure the test can actually catch it, because a test that never fires is not a test. It is cheap, it is easy to explain, and it does not need any model. I will write it up properly.