{ "schema": "canli.api.v1", "endpoint": "/api/v1/chain/head", "generated_at": "2026-08-27T14:27:43Z", "claim_class": "CRYPTOGRAPHIC_RECORD", "capital_kind": "PAPER_ONLY", "canonical_human_page": "https://canlicapital.com/verify", "limits": [ "The chain proves the record was not rewritten after publication. It does NOT prove any figure in it is correct.", "Signature verification requires the published Ed25519 public key and the verifier at /verify." ], "sources": [ { "path": "public/glassbox/transparency_log.json", "sha256": "sha256:dbd9574da63e2659ca37083985259eed3aa8f4162d504794efd34f477c663b07", "url": "https://canlicapital.com/glassbox/transparency_log.json" } ], "data": { "entries": 531, "distinct_days": 54, "first_date": "2026-06-27", "last_date": "2026-08-27", "head": { "seq": 530, "date": "2026-08-27", "generated_at": "2026-08-27T14:26:08.159871+00:00", "payload_sha256": "875407944f2e353d7fc35796f660ba18d3ac91a0338dc86946194c0c3a9d5f89", "prev_chain_hash": "f774b67285476b49c6ad9910bc4a470de20e496450cff93fe48a2abfce60133e", "chain_hash": "e4e48a57ad9d874b702b465f32e3fbd2c5142632c92b4f0a348f85cbabdeb796", "signature": "36aebd3c5380dea65583c8c3a19e8b107804321d5050ed98b965db2e33e3ef1442a7cae0f5e8c5871091707a944f99dc664251fd2c1c483821a3b8e573b2a404", "payload_schema": "canli.alphac-track-record-daily-digest.v1", "payload": { "go_live_date": "2026-08-07", "rebaseline": { "v1": { "go_live": "2026-06-21", "ended": "2026-06-29", "result": "flat, $0 realized ($100k -> $100k); crypto carry held cash, equity/MF days-old at baseline", "config": "market-neutral, net beta ~0, no strategic tilt" }, "v2": { "go_live": "2026-06-29", "ended": "2026-08-07", "config": "3-sleeve market-neutral core (AlphaForge + AlphaMax + AlphaTrend, equal quarters) + DISCLOSED +20% strategic net-long overlay (0.5 BTC + 0.5 SPY), held as a separate labelled line", "result": "39 days. AlphaMax $1,000,000 -> $932,338 on its own account; AlphaTrend $100,000 -> $100,603. Both accounts still EXIST at the broker (PA397834GG9R, PA3IQC5B7BC2) and remain independently checkable; the full record is frozen read-only in artifacts/archive/." }, "v3": { "go_live": "2026-08-07", "config": "every sleeve moved to its OWN fresh $1,000,000 Alpaca paper account (AlphaMax PA3ECIF9O942, AlphaTrend PA31FJRJQK69, AlphaLedger PA3DYIG9B4AL), so equal book weights are a real dollar allocation rather than a reporting convention", "why": "the v2 seeds were mismatched ($932k / $100k), which made the published 40/40/20 weights describe a dollar split that was really ~9:1, and $100k is too small for a wide dollar-neutral book: whole-share truncation on shorts cost AlphaMax 8.79% of its short notional and pushed it +2.40% NET LONG. At $1M that is 0.37% and +0.10%." }, "disclosure": "v1 (2026-06-21..06-29) ran flat at the $100k baseline and is SUPERSEDED, NOT deleted: it remains in the signed transparency chain (seq 0..4) as opaque historical commitments; later heads have Bitcoin-confirmed OpenTimestamps checkpoints. v2 (2026-06-29..08-07) ran 39 days and is likewise superseded, not deleted: its accounts are still open at the broker and its full record is frozen with a published manifest digest. v3 restarts the forward record on 2026-08-07 on equal $1M accounts. Each re-baseline RESETS the forward record rather than splicing it: v2's last mark and v3's first mark are NOT one day's return, and reporting them as such would have invented +7.26% for AlphaMax and +894% for AlphaTrend. We re-baseline in the open; we never silently rewrite 'live since'." }, "strategic_tilt": { "pct": 0.1, "mix": { "BTC": 0.5, "SPY": 0.5 }, "kind": "disclosed net-long market beta (commoditized), separate labelled line, NOT blended into the neutral sleeves", "honest_note": "beta dilutes risk-adjusted return and adds crash tail-risk; it buys bull-market participation, not quality. The pure-neutral core is the institutional franchise; the tilt is for near-term/family capital." }, "book_sleeves": [ { "key": "alphaforge", "weight": 0.25 }, { "key": "alphamax", "weight": 0.25 }, { "key": "managed_futures", "weight": 0.25 }, { "key": "alphavintage", "weight": 0.25 } ], "algorithms": [ { "key": "alphac", "standalone_sharpe": null, "go_live": "2026-08-07", "live": [ { "date": "2026-08-07", "equity": 100000 }, { "date": "2026-08-08", "equity": 100000 }, { "date": "2026-08-11", "equity": 100021.62 }, { "date": "2026-08-12", "equity": 99918.75 }, { "date": "2026-08-13", "equity": 100103.25 }, { "date": "2026-08-14", "equity": 99931.91 }, { "date": "2026-08-15", "equity": 99964.85 }, { "date": "2026-08-16", "equity": 99976.53 }, { "date": "2026-08-17", "equity": 99924.86 }, { "date": "2026-08-18", "equity": 100108.02 }, { "date": "2026-08-19", "equity": 99164.78 }, { "date": "2026-08-20", "equity": 99017.92 }, { "date": "2026-08-21", "equity": 98782.88 }, { "date": "2026-08-22", "equity": 98495.86 }, { "date": "2026-08-23", "equity": 98300.88 }, { "date": "2026-08-24", "equity": 98179.72 }, { "date": "2026-08-25", "equity": 97648.13 }, { "date": "2026-08-26", "equity": 97507.35 }, { "date": "2026-08-27", "equity": 97694.74 } ] }, { "key": "alphamax", "standalone_sharpe": 0.91, "go_live": "2026-08-07", "live": [ { "date": "2026-08-07", "equity": 100000 }, { "date": "2026-08-08", "equity": 100000 }, { "date": "2026-08-11", "equity": 99441.99 }, { "date": "2026-08-12", "equity": 99423.02 }, { "date": "2026-08-13", "equity": 100275.2 }, { "date": "2026-08-14", "equity": 99678.16 }, { "date": "2026-08-15", "equity": 100237.9 }, { "date": "2026-08-18", "equity": 100947.44 }, { "date": "2026-08-19", "equity": 99960.56 }, { "date": "2026-08-20", "equity": 99064.2 }, { "date": "2026-08-21", "equity": 99078.85 }, { "date": "2026-08-22", "equity": 98942.75 }, { "date": "2026-08-25", "equity": 98398.47 }, { "date": "2026-08-26", "equity": 98801.76 }, { "date": "2026-08-27", "equity": 99053.1 } ] }, { "key": "managed_futures", "standalone_sharpe": 0.33, "go_live": "2026-08-07", "live": [ { "date": "2026-08-07", "equity": 100000 }, { "date": "2026-08-08", "equity": 100000 }, { "date": "2026-08-11", "equity": 99966.06 }, { "date": "2026-08-12", "equity": 100005.81 }, { "date": "2026-08-13", "equity": 100138.7 }, { "date": "2026-08-14", "equity": 100140.71 }, { "date": "2026-08-15", "equity": 100221.16 }, { "date": "2026-08-18", "equity": 100394.61 }, { "date": "2026-08-19", "equity": 100215.59 }, { "date": "2026-08-20", "equity": 100005.36 }, { "date": "2026-08-21", "equity": 100062.32 }, { "date": "2026-08-22", "equity": 100112.79 }, { "date": "2026-08-25", "equity": 99894.76 }, { "date": "2026-08-26", "equity": 99763.46 }, { "date": "2026-08-27", "equity": 99970.09 } ] }, { "key": "alphavintage", "standalone_sharpe": 0.23, "go_live": "2026-08-07", "live": [ { "date": "2026-08-11", "equity": 100000 }, { "date": "2026-08-12", "equity": 100327.62 }, { "date": "2026-08-13", "equity": 100489.95 }, { "date": "2026-08-14", "equity": 100271.83 }, { "date": "2026-08-15", "equity": 100633.19 }, { "date": "2026-08-18", "equity": 100700.46 }, { "date": "2026-08-19", "equity": 100405.16 }, { "date": "2026-08-20", "equity": 100547.28 }, { "date": "2026-08-21", "equity": 100295.59 }, { "date": "2026-08-22", "equity": 100474.23 }, { "date": "2026-08-25", "equity": 100287.56 }, { "date": "2026-08-26", "equity": 100338.74 }, { "date": "2026-08-27", "equity": 100023.1 } ] }, { "key": "alphaforge", "standalone_sharpe": 0.68, "go_live": "2026-08-07", "live": [ { "date": "2026-08-08", "equity": 100000 }, { "date": "2026-08-11", "equity": 100742.33 }, { "date": "2026-08-12", "equity": 99926.52 }, { "date": "2026-08-13", "equity": 99374.17 }, { "date": "2026-08-14", "equity": 99538.54 }, { "date": "2026-08-15", "equity": 98672.13 }, { "date": "2026-08-16", "equity": 98718.24 }, { "date": "2026-08-17", "equity": 98607.51 }, { "date": "2026-08-18", "equity": 98529.14 }, { "date": "2026-08-19", "equity": 96202.23 }, { "date": "2026-08-20", "equity": 96722.24 }, { "date": "2026-08-21", "equity": 95897.46 }, { "date": "2026-08-22", "equity": 94695.46 }, { "date": "2026-08-23", "equity": 93945.65 }, { "date": "2026-08-24", "equity": 93537.68 }, { "date": "2026-08-25", "equity": 92344.12 }, { "date": "2026-08-26", "equity": 91503.25 }, { "date": "2026-08-27", "equity": 92072.21 } ] } ], "book_live": [ { "date": "2026-08-07", "equity": 100000 }, { "date": "2026-08-08", "equity": 100000 }, { "date": "2026-08-11", "equity": 100021.62 }, { "date": "2026-08-12", "equity": 99918.75 }, { "date": "2026-08-13", "equity": 100103.25 }, { "date": "2026-08-14", "equity": 99931.91 }, { "date": "2026-08-15", "equity": 99964.85 }, { "date": "2026-08-16", "equity": 99976.53 }, { "date": "2026-08-17", "equity": 99924.86 }, { "date": "2026-08-18", "equity": 100108.02 }, { "date": "2026-08-19", "equity": 99164.78 }, { "date": "2026-08-20", "equity": 99017.92 }, { "date": "2026-08-21", "equity": 98782.88 }, { "date": "2026-08-22", "equity": 98495.86 }, { "date": "2026-08-23", "equity": 98300.88 }, { "date": "2026-08-24", "equity": 98179.72 }, { "date": "2026-08-25", "equity": 97648.13 }, { "date": "2026-08-26", "equity": 97507.35 }, { "date": "2026-08-27", "equity": 97694.74 } ] }, "event": "TRACK_RECORD_STATE" }, "public_key_ed25519_hex": "0c6606a6b0c5b66fbf3b78521c85e72019484e0177d04a873a651179175ac095" } }