{ "author": "Arhan Canli", "capacity_boundary": "The curve varies capital for the regime-gated engine and is system-level evidence; it does not validate any separate factor sleeve.", "capacity_curve": [ { "dsr": 0.48027444571189165, "final_equity": 118509.86213982201, "initial_cash": 100000.0, "max_dd": 0.13136426372649812, "sr_ann": 0.40094434633223386, "turnover": 44.53110619575417 }, { "dsr": 0.21122272275883525, "final_equity": 993219.3914215431, "initial_cash": 1000000.0, "max_dd": 0.1358739427457838, "sr_ann": 0.0424294798491386, "turnover": 39.743039521697064 }, { "dsr": 0.0459516113520736, "final_equity": 8043578.963984171, "initial_cash": 10000000.0, "max_dd": 0.22694468906769127, "sr_ann": -0.3719955489234715, "turnover": 44.314895816335685 } ], "claim_boundary": "This packet reconciles one historical robustness matrix. 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"BINANCE:PERP:WAVESUSDT", "BINANCE:PERP:WLDUSDT", "BINANCE:PERP:XLMUSDT", "BINANCE:PERP:XRPUSDT", "BINANCE:PERP:YFIIUSDT" ], "no_trade_band": 0.003, "rebalance_bars": 72, "start": 1609459200000, "test_bars": 2184, "train_bars": 8760 }, "hypothesis_key": "db3ff99463afddc1", "ledger_source_path": "artifacts/grand_backtest/20260616T143620Z/experiments.jsonl", "result": { "annual_turnover": 15.18745681189936, "annualized_sharpe": -0.09463401806531034, "artifact_era_dsr": 0.1372897101769705, "artifact_era_psr": 0.4210953561561836, "clears_artifact_era_dsr_gate": false, "clears_baseline_gate": false, "kurtosis": 10.332307968968875, "maximum_drawdown": 0.15943114486457577, "observations": 1612, "skew": -0.5735946471800737 } } ], "matrix_validation": { "clears_pbo_gate": false, "deflated_winner": null, "deployment_verdict": false, "expected_max_sr": 0.022229732554506054, "n_trials": 8, "pbo": 0.8818, "pbo_n_combinations": 5000, "pbo_n_configs": 8, "pbo_n_obs": 1612, "sr_trials_variance": 0.0002321397492477993 }, "schema": "canli.alphac-crypto-multifactor-family.v1", "source_provenance": { "git_sha_recorded_by_artifact": "03c0188", "matrix_path": "artifacts/grand_backtest/20260616T143620Z/matrix.json", "matrix_sha256": "786c580d478f7912aa61886e8b1271faa706fe723ff35423ef1c27d7018ba32c", "verdict_path": "artifacts/grand_backtest/20260616T143620Z/verdict.md", "verdict_sha256": "d3d9c7bb6f1dbf1b9157c007eabb6e8b3f395b04f5404c3432e44de64a026a3a" }, "summary": { "admission_status": "FAIL_NO_DEPLOY", "artifact_era_dsr_gate_passes": 0, "broker_reconciled_forward_status": "NOT_ESTABLISHED", "deployment_verdict": false, "distinct_hypothesis_identities": 7, "matrix_pbo": 0.8818, "matrix_pbo_gate_passes": false, "maximum_annualized_sharpe": 0.0424294798491386, "maximum_maximum_drawdown": 0.339342767165307, "minimum_annualized_sharpe": -0.7900923793610648, "minimum_maximum_drawdown": 0.1358739427457838 } }