Leakage Is a Moving Target: A Field Guide to Self-Deception in Differentiable Cross-Sectional Trading

End-to-end differentiable models trained against a P&L objective find no tradeable edge on Indian large-caps (NSE; 5-ticker, NIFTY 50, NIFTY 100) across several signal families. The contribution is the negative-control gates that earn the null result: an escape-route taxonomy of how the optimiser manufactures fake edges (scale-invariance collapse, cross-stock identity memorisation, regime-dependent detector blindness) and the small, runnable probes that catch each. Positioned against Nikolopoulos (arXiv:2604.15531, concurrent) and the selection-bias line of Lopez de Prado and Bailey.