{
  "claim_boundary": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
  "complete": true,
  "completion_assessment": {
    "candidate_evidence_complete_for_admission": false,
    "disposition": "INCOMPLETE_NOT_ADMITTED",
    "packet_evidence_accounting_complete": true
  },
  "config_hash": "beaea32b1e315763",
  "configuration": {
    "allocator": "rank",
    "alpha_names": [
      "eq_mom_252_21"
    ],
    "end": 1672531200000,
    "instrument_ids": [
      "XUSE:CASH:AALUSD",
      "XUSE:CASH:AAOIUSD",
      "XUSE:CASH:AAPLUSD",
      "XUSE:CASH:AAUSD",
      "XUSE:CASH:ABBVUSD",
      "XUSE:CASH:ABMDUSD",
      "XUSE:CASH:ABNBUSD",
      "XUSE:CASH:ABTUSD",
      "XUSE:CASH:ACHRUSD",
      "XUSE:CASH:ACNUSD",
      "XUSE:CASH:ADBEUSD",
      "XUSE:CASH:ADIUSD",
      "XUSE:CASH:ADPUSD",
      "XUSE:CASH:ADSKUSD",
      "XUSE:CASH:AFRMUSD",
      "XUSE:CASH:AIUSD",
      "XUSE:CASH:AJGUSD",
      "XUSE:CASH:ALBUSD",
      "XUSE:CASH:ALGNUSD",
      "XUSE:CASH:AMATUSD",
      "XUSE:CASH:AMCUSD",
      "XUSE:CASH:AMDUSD",
      "XUSE:CASH:AMGNUSD",
      "XUSE:CASH:AMTUSD",
      "XUSE:CASH:AMZNUSD",
      "XUSE:CASH:ANETUSD",
      "XUSE:CASH:AONUSD",
      "XUSE:CASH:APDUSD",
      "XUSE:CASH:APHUSD",
      "XUSE:CASH:APOUSD",
      "XUSE:CASH:APPUSD",
      "XUSE:CASH:ASMLUSD",
      "XUSE:CASH:ASTSUSD",
      "XUSE:CASH:ATVIUSD",
      "XUSE:CASH:AVGOUSD",
      "XUSE:CASH:AVLRUSD",
      "XUSE:CASH:AXONUSD",
      "XUSE:CASH:AXPUSD",
      "XUSE:CASH:AZNUSD",
      "XUSE:CASH:AZOUSD",
      "XUSE:CASH:BABAUSD",
      "XUSE:CASH:BACUSD",
      "XUSE:CASH:BAUSD",
      "XUSE:CASH:BBBYUSD",
      "XUSE:CASH:BDXUSD",
      "XUSE:CASH:BEUSD",
      "XUSE:CASH:BIDUUSD",
      "XUSE:CASH:BIIBUSD",
      "XUSE:CASH:BKNGUSD",
      "XUSE:CASH:BKRUSD",
      "XUSE:CASH:BLKUSD",
      "XUSE:CASH:BMYUSD",
      "XUSE:CASH:BPUSD",
      "XUSE:CASH:BRKBUSD",
      "XUSE:CASH:BSXUSD",
      "XUSE:CASH:BXUSD",
      "XUSE:CASH:CARUSD",
      "XUSE:CASH:CATUSD",
      "XUSE:CASH:CBUSD",
      "XUSE:CASH:CCIUSD",
      "XUSE:CASH:CCLUSD",
      "XUSE:CASH:CDNSUSD",
      "XUSE:CASH:CEGUSD",
      "XUSE:CASH:CFUSD",
      "XUSE:CASH:CHTRUSD",
      "XUSE:CASH:CIENUSD",
      "XUSE:CASH:CIUSD",
      "XUSE:CASH:CLFUSD",
      "XUSE:CASH:CLRUSD",
      "XUSE:CASH:CLSKUSD",
      "XUSE:CASH:CLUSD",
      "XUSE:CASH:CMCSAUSD",
      "XUSE:CASH:CMEUSD",
      "XUSE:CASH:CMGUSD",
      "XUSE:CASH:CMIUSD",
      "XUSE:CASH:CNCUSD",
      "XUSE:CASH:COFUSD",
      "XUSE:CASH:COHRUSD",
      "XUSE:CASH:COINUSD",
      "XUSE:CASH:COPUSD",
      "XUSE:CASH:COSTUSD",
      "XUSE:CASH:COUPUSD",
      "XUSE:CASH:CRDOUSD",
      "XUSE:CASH:CRHUSD",
      "XUSE:CASH:CRMUSD",
      "XUSE:CASH:CRWDUSD",
      "XUSE:CASH:CSCOUSD",
      "XUSE:CASH:CSXUSD",
      "XUSE:CASH:CUSD",
      "XUSE:CASH:CVNAUSD",
      "XUSE:CASH:CVSUSD",
      "XUSE:CASH:CVXUSD",
      "XUSE:CASH:DALUSD",
      "XUSE:CASH:DASHUSD",
      "XUSE:CASH:DDOGUSD",
      "XUSE:CASH:DECKUSD",
      "XUSE:CASH:DELLUSD",
      "XUSE:CASH:DEUSD",
      "XUSE:CASH:DGUSD",
      "XUSE:CASH:DHIUSD",
      "XUSE:CASH:DHRUSD",
      "XUSE:CASH:DISUSD",
      "XUSE:CASH:DJTUSD",
      "XUSE:CASH:DKNGUSD",
      "XUSE:CASH:DLRUSD",
      "XUSE:CASH:DLTRUSD",
      "XUSE:CASH:DOCUUSD",
      "XUSE:CASH:DUKUSD",
      "XUSE:CASH:DUOLUSD",
      "XUSE:CASH:DUSD",
      "XUSE:CASH:DVNUSD",
      "XUSE:CASH:DXCMUSD",
      "XUSE:CASH:EAUSD",
      "XUSE:CASH:EBAYUSD",
      "XUSE:CASH:ELUSD",
      "XUSE:CASH:ELVUSD",
      "XUSE:CASH:ENPHUSD",
      "XUSE:CASH:EOGUSD",
      "XUSE:CASH:EQIXUSD",
      "XUSE:CASH:ETNUSD",
      "XUSE:CASH:ETSYUSD",
      "XUSE:CASH:EWUSD",
      "XUSE:CASH:EXPEUSD",
      "XUSE:CASH:FANGUSD",
      "XUSE:CASH:FCXUSD",
      "XUSE:CASH:FDXUSD",
      "XUSE:CASH:FERGUSD",
      "XUSE:CASH:FISUSD",
      "XUSE:CASH:FISVUSD",
      "XUSE:CASH:FIXUSD",
      "XUSE:CASH:FSLRUSD",
      "XUSE:CASH:FTNTUSD",
      "XUSE:CASH:FUSD",
      "XUSE:CASH:FUTUUSD",
      "XUSE:CASH:GEUSD",
      "XUSE:CASH:GILDUSD",
      "XUSE:CASH:GLWUSD",
      "XUSE:CASH:GMEUSD",
      "XUSE:CASH:GMUSD",
      "XUSE:CASH:GNRCUSD",
      "XUSE:CASH:GOOGLUSD",
      "XUSE:CASH:GSUSD",
      "XUSE:CASH:HALUSD",
      "XUSE:CASH:HBANUSD",
      "XUSE:CASH:HCAUSD",
      "XUSE:CASH:HDUSD",
      "XUSE:CASH:HESUSD",
      "XUSE:CASH:HIMSUSD",
      "XUSE:CASH:HLTUSD",
      "XUSE:CASH:HLUSD",
      "XUSE:CASH:HONUSD",
      "XUSE:CASH:HOODUSD",
      "XUSE:CASH:HPEUSD",
      "XUSE:CASH:HPQUSD",
      "XUSE:CASH:HSYUSD",
      "XUSE:CASH:HUMUSD",
      "XUSE:CASH:HZNPUSD",
      "XUSE:CASH:IBMUSD",
      "XUSE:CASH:ICEUSD",
      "XUSE:CASH:INTCUSD",
      "XUSE:CASH:INTUUSD",
      "XUSE:CASH:IONQUSD",
      "XUSE:CASH:IPUSD",
      "XUSE:CASH:ISRGUSD",
      "XUSE:CASH:JCIUSD",
      "XUSE:CASH:JDUSD",
      "XUSE:CASH:JNJUSD",
      "XUSE:CASH:JOBYUSD",
      "XUSE:CASH:JPMUSD",
      "XUSE:CASH:KKRUSD",
      "XUSE:CASH:KLACUSD",
      "XUSE:CASH:KMBUSD",
      "XUSE:CASH:KOUSD",
      "XUSE:CASH:KRUSD",
      "XUSE:CASH:KUSD",
      "XUSE:CASH:LCIDUSD",
      "XUSE:CASH:LINUSD",
      "XUSE:CASH:LITEUSD",
      "XUSE:CASH:LIUSD",
      "XUSE:CASH:LLYUSD",
      "XUSE:CASH:LMTUSD",
      "XUSE:CASH:LNGUSD",
      "XUSE:CASH:LOWUSD",
      "XUSE:CASH:LRCXUSD",
      "XUSE:CASH:LULUUSD",
      "XUSE:CASH:MARAUSD",
      "XUSE:CASH:MARUSD",
      "XUSE:CASH:MAUSD",
      "XUSE:CASH:MCDUSD",
      "XUSE:CASH:MCHPUSD",
      "XUSE:CASH:MCKUSD",
      "XUSE:CASH:MCOUSD",
      "XUSE:CASH:MDBUSD",
      "XUSE:CASH:MDLZUSD",
      "XUSE:CASH:MDTUSD",
      "XUSE:CASH:MELIUSD",
      "XUSE:CASH:METAUSD",
      "XUSE:CASH:METUSD",
      "XUSE:CASH:MMMUSD",
      "XUSE:CASH:MNSTUSD",
      "XUSE:CASH:MOSUSD",
      "XUSE:CASH:MOUSD",
      "XUSE:CASH:MPCUSD",
      "XUSE:CASH:MPUSD",
      "XUSE:CASH:MPWRUSD",
      "XUSE:CASH:MRKUSD",
      "XUSE:CASH:MRNAUSD",
      "XUSE:CASH:MROUSD",
      "XUSE:CASH:MRVLUSD",
      "XUSE:CASH:MSFTUSD",
      "XUSE:CASH:MSIUSD",
      "XUSE:CASH:MSTRUSD",
      "XUSE:CASH:MSUSD",
      "XUSE:CASH:MUUSD",
      "XUSE:CASH:NBISUSD",
      "XUSE:CASH:NCLHUSD",
      "XUSE:CASH:NEEUSD",
      "XUSE:CASH:NEMUSD",
      "XUSE:CASH:NETUSD",
      "XUSE:CASH:NFLXUSD",
      "XUSE:CASH:NIOUSD",
      "XUSE:CASH:NKEUSD",
      "XUSE:CASH:NOCUSD",
      "XUSE:CASH:NOKUSD",
      "XUSE:CASH:NOWUSD",
      "XUSE:CASH:NSCUSD",
      "XUSE:CASH:NUEUSD",
      "XUSE:CASH:NUUSD",
      "XUSE:CASH:NVAXUSD",
      "XUSE:CASH:NVDAUSD",
      "XUSE:CASH:NVOUSD",
      "XUSE:CASH:NXPIUSD",
      "XUSE:CASH:OKEUSD",
      "XUSE:CASH:ONUSD",
      "XUSE:CASH:OPENUSD",
      "XUSE:CASH:ORCLUSD",
      "XUSE:CASH:ORLYUSD",
      "XUSE:CASH:OSCRUSD",
      "XUSE:CASH:OUSD",
      "XUSE:CASH:OXYUSD",
      "XUSE:CASH:PANWUSD",
      "XUSE:CASH:PCGUSD",
      "XUSE:CASH:PDDUSD",
      "XUSE:CASH:PEPUSD",
      "XUSE:CASH:PFEUSD",
      "XUSE:CASH:PGRUSD",
      "XUSE:CASH:PGUSD",
      "XUSE:CASH:PHUSD",
      "XUSE:CASH:PLDUSD",
      "XUSE:CASH:PLTRUSD",
      "XUSE:CASH:PLUGUSD",
      "XUSE:CASH:PMUSD",
      "XUSE:CASH:PNCUSD",
      "XUSE:CASH:PSAUSD",
      "XUSE:CASH:PSXUSD",
      "XUSE:CASH:PXDUSD",
      "XUSE:CASH:PYPLUSD",
      "XUSE:CASH:QCOMUSD",
      "XUSE:CASH:QSUSD",
      "XUSE:CASH:RBLXUSD",
      "XUSE:CASH:RCLUSD",
      "XUSE:CASH:REGNUSD",
      "XUSE:CASH:RFUSD",
      "XUSE:CASH:RIOTUSD",
      "XUSE:CASH:RIVNUSD",
      "XUSE:CASH:RKLBUSD",
      "XUSE:CASH:RKTUSD",
      "XUSE:CASH:ROKUUSD",
      "XUSE:CASH:RTXUSD",
      "XUSE:CASH:SATSUSD",
      "XUSE:CASH:SBUXUSD",
      "XUSE:CASH:SCHWUSD",
      "XUSE:CASH:SEUSD",
      "XUSE:CASH:SHWUSD",
      "XUSE:CASH:SLBUSD",
      "XUSE:CASH:SMCIUSD",
      "XUSE:CASH:SMRUSD",
      "XUSE:CASH:SNAPUSD",
      "XUSE:CASH:SNOWUSD",
      "XUSE:CASH:SNPSUSD",
      "XUSE:CASH:SOFIUSD",
      "XUSE:CASH:SOUSD",
      "XUSE:CASH:SPGIUSD",
      "XUSE:CASH:SPOTUSD",
      "XUSE:CASH:STXUSD",
      "XUSE:CASH:STZUSD",
      "XUSE:CASH:SWNUSD",
      "XUSE:CASH:SYKUSD",
      "XUSE:CASH:TEAMUSD",
      "XUSE:CASH:TERUSD",
      "XUSE:CASH:TFCUSD",
      "XUSE:CASH:TGTUSD",
      "XUSE:CASH:TJXUSD",
      "XUSE:CASH:TMOUSD",
      "XUSE:CASH:TMUSUSD",
      "XUSE:CASH:TSLAUSD",
      "XUSE:CASH:TTDUSD",
      "XUSE:CASH:TTUSD",
      "XUSE:CASH:TTWOUSD",
      "XUSE:CASH:TUSD",
      "XUSE:CASH:TWLOUSD",
      "XUSE:CASH:TWTRUSD",
      "XUSE:CASH:TXNUSD",
      "XUSE:CASH:UALUSD",
      "XUSE:CASH:UBERUSD",
      "XUSE:CASH:ULTAUSD",
      "XUSE:CASH:UNHUSD",
      "XUSE:CASH:UNPUSD",
      "XUSE:CASH:UPSTUSD",
      "XUSE:CASH:UPSUSD",
      "XUSE:CASH:URIUSD",
      "XUSE:CASH:USBUSD",
      "XUSE:CASH:UUSD",
      "XUSE:CASH:VICIUSD",
      "XUSE:CASH:VKTXUSD",
      "XUSE:CASH:VLOUSD",
      "XUSE:CASH:VMWUSD",
      "XUSE:CASH:VRTUSD",
      "XUSE:CASH:VRTXUSD",
      "XUSE:CASH:VSTUSD",
      "XUSE:CASH:VUSD",
      "XUSE:CASH:VZUSD",
      "XUSE:CASH:WBDUSD",
      "XUSE:CASH:WDAYUSD",
      "XUSE:CASH:WDCUSD",
      "XUSE:CASH:WFCUSD",
      "XUSE:CASH:WMTUSD",
      "XUSE:CASH:XOMUSD",
      "XUSE:CASH:XUSD",
      "XUSE:CASH:XYZUSD",
      "XUSE:CASH:ZMUSD",
      "XUSE:CASH:ZSUSD",
      "XUSE:CASH:ZTSUSD"
    ],
    "no_trade_band": 0.001,
    "rebalance_bars": 63,
    "research_engine": {
      "design_source_sha256": "3e19c8155eee351900e606368752c784c0dbd4c25c48dbbc446c72a13cd50011",
      "input_manifest_sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4",
      "leg_persistence": "save_each_engine_result_before_next_leg_v1",
      "metadata_mode": "MODELED_LATEST_METADATA_NOT_OBSERVED_PIT",
      "scenario": {
        "correction_mode": "momentum_sigma",
        "covariance_basis": "sessions_splits",
        "data": "corrected_snapshot",
        "execution_cost_multiplier": 1,
        "id": "sessions_splits"
      },
      "tail_policy": "merge_singleton_into_previous_keep_previous_training_v1",
      "timing_mode": "Current-vintage source; corrected dividend basis; modeled ex-date availability and final recorded close settlement."
    },
    "start": 1609286400000,
    "test_bars": 63,
    "train_bars": 252
  },
  "content_hash": "sha256:39ddab671e347b931388a10dd92076d06281a94fdf4bf6dbb421bf6c3ff678a2",
  "hypothesis_key": "b65635017a8c1c86",
  "immutable_first_measurement": {
    "config": {
      "allocator": "rank",
      "alpha_names": [
        "eq_mom_252_21"
      ],
      "end": 1672531200000,
      "instrument_ids": [
        "XUSE:CASH:AALUSD",
        "XUSE:CASH:AAOIUSD",
        "XUSE:CASH:AAPLUSD",
        "XUSE:CASH:AAUSD",
        "XUSE:CASH:ABBVUSD",
        "XUSE:CASH:ABMDUSD",
        "XUSE:CASH:ABNBUSD",
        "XUSE:CASH:ABTUSD",
        "XUSE:CASH:ACHRUSD",
        "XUSE:CASH:ACNUSD",
        "XUSE:CASH:ADBEUSD",
        "XUSE:CASH:ADIUSD",
        "XUSE:CASH:ADPUSD",
        "XUSE:CASH:ADSKUSD",
        "XUSE:CASH:AFRMUSD",
        "XUSE:CASH:AIUSD",
        "XUSE:CASH:AJGUSD",
        "XUSE:CASH:ALBUSD",
        "XUSE:CASH:ALGNUSD",
        "XUSE:CASH:AMATUSD",
        "XUSE:CASH:AMCUSD",
        "XUSE:CASH:AMDUSD",
        "XUSE:CASH:AMGNUSD",
        "XUSE:CASH:AMTUSD",
        "XUSE:CASH:AMZNUSD",
        "XUSE:CASH:ANETUSD",
        "XUSE:CASH:AONUSD",
        "XUSE:CASH:APDUSD",
        "XUSE:CASH:APHUSD",
        "XUSE:CASH:APOUSD",
        "XUSE:CASH:APPUSD",
        "XUSE:CASH:ASMLUSD",
        "XUSE:CASH:ASTSUSD",
        "XUSE:CASH:ATVIUSD",
        "XUSE:CASH:AVGOUSD",
        "XUSE:CASH:AVLRUSD",
        "XUSE:CASH:AXONUSD",
        "XUSE:CASH:AXPUSD",
        "XUSE:CASH:AZNUSD",
        "XUSE:CASH:AZOUSD",
        "XUSE:CASH:BABAUSD",
        "XUSE:CASH:BACUSD",
        "XUSE:CASH:BAUSD",
        "XUSE:CASH:BBBYUSD",
        "XUSE:CASH:BDXUSD",
        "XUSE:CASH:BEUSD",
        "XUSE:CASH:BIDUUSD",
        "XUSE:CASH:BIIBUSD",
        "XUSE:CASH:BKNGUSD",
        "XUSE:CASH:BKRUSD",
        "XUSE:CASH:BLKUSD",
        "XUSE:CASH:BMYUSD",
        "XUSE:CASH:BPUSD",
        "XUSE:CASH:BRKBUSD",
        "XUSE:CASH:BSXUSD",
        "XUSE:CASH:BXUSD",
        "XUSE:CASH:CARUSD",
        "XUSE:CASH:CATUSD",
        "XUSE:CASH:CBUSD",
        "XUSE:CASH:CCIUSD",
        "XUSE:CASH:CCLUSD",
        "XUSE:CASH:CDNSUSD",
        "XUSE:CASH:CEGUSD",
        "XUSE:CASH:CFUSD",
        "XUSE:CASH:CHTRUSD",
        "XUSE:CASH:CIENUSD",
        "XUSE:CASH:CIUSD",
        "XUSE:CASH:CLFUSD",
        "XUSE:CASH:CLRUSD",
        "XUSE:CASH:CLSKUSD",
        "XUSE:CASH:CLUSD",
        "XUSE:CASH:CMCSAUSD",
        "XUSE:CASH:CMEUSD",
        "XUSE:CASH:CMGUSD",
        "XUSE:CASH:CMIUSD",
        "XUSE:CASH:CNCUSD",
        "XUSE:CASH:COFUSD",
        "XUSE:CASH:COHRUSD",
        "XUSE:CASH:COINUSD",
        "XUSE:CASH:COPUSD",
        "XUSE:CASH:COSTUSD",
        "XUSE:CASH:COUPUSD",
        "XUSE:CASH:CRDOUSD",
        "XUSE:CASH:CRHUSD",
        "XUSE:CASH:CRMUSD",
        "XUSE:CASH:CRWDUSD",
        "XUSE:CASH:CSCOUSD",
        "XUSE:CASH:CSXUSD",
        "XUSE:CASH:CUSD",
        "XUSE:CASH:CVNAUSD",
        "XUSE:CASH:CVSUSD",
        "XUSE:CASH:CVXUSD",
        "XUSE:CASH:DALUSD",
        "XUSE:CASH:DASHUSD",
        "XUSE:CASH:DDOGUSD",
        "XUSE:CASH:DECKUSD",
        "XUSE:CASH:DELLUSD",
        "XUSE:CASH:DEUSD",
        "XUSE:CASH:DGUSD",
        "XUSE:CASH:DHIUSD",
        "XUSE:CASH:DHRUSD",
        "XUSE:CASH:DISUSD",
        "XUSE:CASH:DJTUSD",
        "XUSE:CASH:DKNGUSD",
        "XUSE:CASH:DLRUSD",
        "XUSE:CASH:DLTRUSD",
        "XUSE:CASH:DOCUUSD",
        "XUSE:CASH:DUKUSD",
        "XUSE:CASH:DUOLUSD",
        "XUSE:CASH:DUSD",
        "XUSE:CASH:DVNUSD",
        "XUSE:CASH:DXCMUSD",
        "XUSE:CASH:EAUSD",
        "XUSE:CASH:EBAYUSD",
        "XUSE:CASH:ELUSD",
        "XUSE:CASH:ELVUSD",
        "XUSE:CASH:ENPHUSD",
        "XUSE:CASH:EOGUSD",
        "XUSE:CASH:EQIXUSD",
        "XUSE:CASH:ETNUSD",
        "XUSE:CASH:ETSYUSD",
        "XUSE:CASH:EWUSD",
        "XUSE:CASH:EXPEUSD",
        "XUSE:CASH:FANGUSD",
        "XUSE:CASH:FCXUSD",
        "XUSE:CASH:FDXUSD",
        "XUSE:CASH:FERGUSD",
        "XUSE:CASH:FISUSD",
        "XUSE:CASH:FISVUSD",
        "XUSE:CASH:FIXUSD",
        "XUSE:CASH:FSLRUSD",
        "XUSE:CASH:FTNTUSD",
        "XUSE:CASH:FUSD",
        "XUSE:CASH:FUTUUSD",
        "XUSE:CASH:GEUSD",
        "XUSE:CASH:GILDUSD",
        "XUSE:CASH:GLWUSD",
        "XUSE:CASH:GMEUSD",
        "XUSE:CASH:GMUSD",
        "XUSE:CASH:GNRCUSD",
        "XUSE:CASH:GOOGLUSD",
        "XUSE:CASH:GSUSD",
        "XUSE:CASH:HALUSD",
        "XUSE:CASH:HBANUSD",
        "XUSE:CASH:HCAUSD",
        "XUSE:CASH:HDUSD",
        "XUSE:CASH:HESUSD",
        "XUSE:CASH:HIMSUSD",
        "XUSE:CASH:HLTUSD",
        "XUSE:CASH:HLUSD",
        "XUSE:CASH:HONUSD",
        "XUSE:CASH:HOODUSD",
        "XUSE:CASH:HPEUSD",
        "XUSE:CASH:HPQUSD",
        "XUSE:CASH:HSYUSD",
        "XUSE:CASH:HUMUSD",
        "XUSE:CASH:HZNPUSD",
        "XUSE:CASH:IBMUSD",
        "XUSE:CASH:ICEUSD",
        "XUSE:CASH:INTCUSD",
        "XUSE:CASH:INTUUSD",
        "XUSE:CASH:IONQUSD",
        "XUSE:CASH:IPUSD",
        "XUSE:CASH:ISRGUSD",
        "XUSE:CASH:JCIUSD",
        "XUSE:CASH:JDUSD",
        "XUSE:CASH:JNJUSD",
        "XUSE:CASH:JOBYUSD",
        "XUSE:CASH:JPMUSD",
        "XUSE:CASH:KKRUSD",
        "XUSE:CASH:KLACUSD",
        "XUSE:CASH:KMBUSD",
        "XUSE:CASH:KOUSD",
        "XUSE:CASH:KRUSD",
        "XUSE:CASH:KUSD",
        "XUSE:CASH:LCIDUSD",
        "XUSE:CASH:LINUSD",
        "XUSE:CASH:LITEUSD",
        "XUSE:CASH:LIUSD",
        "XUSE:CASH:LLYUSD",
        "XUSE:CASH:LMTUSD",
        "XUSE:CASH:LNGUSD",
        "XUSE:CASH:LOWUSD",
        "XUSE:CASH:LRCXUSD",
        "XUSE:CASH:LULUUSD",
        "XUSE:CASH:MARAUSD",
        "XUSE:CASH:MARUSD",
        "XUSE:CASH:MAUSD",
        "XUSE:CASH:MCDUSD",
        "XUSE:CASH:MCHPUSD",
        "XUSE:CASH:MCKUSD",
        "XUSE:CASH:MCOUSD",
        "XUSE:CASH:MDBUSD",
        "XUSE:CASH:MDLZUSD",
        "XUSE:CASH:MDTUSD",
        "XUSE:CASH:MELIUSD",
        "XUSE:CASH:METAUSD",
        "XUSE:CASH:METUSD",
        "XUSE:CASH:MMMUSD",
        "XUSE:CASH:MNSTUSD",
        "XUSE:CASH:MOSUSD",
        "XUSE:CASH:MOUSD",
        "XUSE:CASH:MPCUSD",
        "XUSE:CASH:MPUSD",
        "XUSE:CASH:MPWRUSD",
        "XUSE:CASH:MRKUSD",
        "XUSE:CASH:MRNAUSD",
        "XUSE:CASH:MROUSD",
        "XUSE:CASH:MRVLUSD",
        "XUSE:CASH:MSFTUSD",
        "XUSE:CASH:MSIUSD",
        "XUSE:CASH:MSTRUSD",
        "XUSE:CASH:MSUSD",
        "XUSE:CASH:MUUSD",
        "XUSE:CASH:NBISUSD",
        "XUSE:CASH:NCLHUSD",
        "XUSE:CASH:NEEUSD",
        "XUSE:CASH:NEMUSD",
        "XUSE:CASH:NETUSD",
        "XUSE:CASH:NFLXUSD",
        "XUSE:CASH:NIOUSD",
        "XUSE:CASH:NKEUSD",
        "XUSE:CASH:NOCUSD",
        "XUSE:CASH:NOKUSD",
        "XUSE:CASH:NOWUSD",
        "XUSE:CASH:NSCUSD",
        "XUSE:CASH:NUEUSD",
        "XUSE:CASH:NUUSD",
        "XUSE:CASH:NVAXUSD",
        "XUSE:CASH:NVDAUSD",
        "XUSE:CASH:NVOUSD",
        "XUSE:CASH:NXPIUSD",
        "XUSE:CASH:OKEUSD",
        "XUSE:CASH:ONUSD",
        "XUSE:CASH:OPENUSD",
        "XUSE:CASH:ORCLUSD",
        "XUSE:CASH:ORLYUSD",
        "XUSE:CASH:OSCRUSD",
        "XUSE:CASH:OUSD",
        "XUSE:CASH:OXYUSD",
        "XUSE:CASH:PANWUSD",
        "XUSE:CASH:PCGUSD",
        "XUSE:CASH:PDDUSD",
        "XUSE:CASH:PEPUSD",
        "XUSE:CASH:PFEUSD",
        "XUSE:CASH:PGRUSD",
        "XUSE:CASH:PGUSD",
        "XUSE:CASH:PHUSD",
        "XUSE:CASH:PLDUSD",
        "XUSE:CASH:PLTRUSD",
        "XUSE:CASH:PLUGUSD",
        "XUSE:CASH:PMUSD",
        "XUSE:CASH:PNCUSD",
        "XUSE:CASH:PSAUSD",
        "XUSE:CASH:PSXUSD",
        "XUSE:CASH:PXDUSD",
        "XUSE:CASH:PYPLUSD",
        "XUSE:CASH:QCOMUSD",
        "XUSE:CASH:QSUSD",
        "XUSE:CASH:RBLXUSD",
        "XUSE:CASH:RCLUSD",
        "XUSE:CASH:REGNUSD",
        "XUSE:CASH:RFUSD",
        "XUSE:CASH:RIOTUSD",
        "XUSE:CASH:RIVNUSD",
        "XUSE:CASH:RKLBUSD",
        "XUSE:CASH:RKTUSD",
        "XUSE:CASH:ROKUUSD",
        "XUSE:CASH:RTXUSD",
        "XUSE:CASH:SATSUSD",
        "XUSE:CASH:SBUXUSD",
        "XUSE:CASH:SCHWUSD",
        "XUSE:CASH:SEUSD",
        "XUSE:CASH:SHWUSD",
        "XUSE:CASH:SLBUSD",
        "XUSE:CASH:SMCIUSD",
        "XUSE:CASH:SMRUSD",
        "XUSE:CASH:SNAPUSD",
        "XUSE:CASH:SNOWUSD",
        "XUSE:CASH:SNPSUSD",
        "XUSE:CASH:SOFIUSD",
        "XUSE:CASH:SOUSD",
        "XUSE:CASH:SPGIUSD",
        "XUSE:CASH:SPOTUSD",
        "XUSE:CASH:STXUSD",
        "XUSE:CASH:STZUSD",
        "XUSE:CASH:SWNUSD",
        "XUSE:CASH:SYKUSD",
        "XUSE:CASH:TEAMUSD",
        "XUSE:CASH:TERUSD",
        "XUSE:CASH:TFCUSD",
        "XUSE:CASH:TGTUSD",
        "XUSE:CASH:TJXUSD",
        "XUSE:CASH:TMOUSD",
        "XUSE:CASH:TMUSUSD",
        "XUSE:CASH:TSLAUSD",
        "XUSE:CASH:TTDUSD",
        "XUSE:CASH:TTUSD",
        "XUSE:CASH:TTWOUSD",
        "XUSE:CASH:TUSD",
        "XUSE:CASH:TWLOUSD",
        "XUSE:CASH:TWTRUSD",
        "XUSE:CASH:TXNUSD",
        "XUSE:CASH:UALUSD",
        "XUSE:CASH:UBERUSD",
        "XUSE:CASH:ULTAUSD",
        "XUSE:CASH:UNHUSD",
        "XUSE:CASH:UNPUSD",
        "XUSE:CASH:UPSTUSD",
        "XUSE:CASH:UPSUSD",
        "XUSE:CASH:URIUSD",
        "XUSE:CASH:USBUSD",
        "XUSE:CASH:UUSD",
        "XUSE:CASH:VICIUSD",
        "XUSE:CASH:VKTXUSD",
        "XUSE:CASH:VLOUSD",
        "XUSE:CASH:VMWUSD",
        "XUSE:CASH:VRTUSD",
        "XUSE:CASH:VRTXUSD",
        "XUSE:CASH:VSTUSD",
        "XUSE:CASH:VUSD",
        "XUSE:CASH:VZUSD",
        "XUSE:CASH:WBDUSD",
        "XUSE:CASH:WDAYUSD",
        "XUSE:CASH:WDCUSD",
        "XUSE:CASH:WFCUSD",
        "XUSE:CASH:WMTUSD",
        "XUSE:CASH:XOMUSD",
        "XUSE:CASH:XUSD",
        "XUSE:CASH:XYZUSD",
        "XUSE:CASH:ZMUSD",
        "XUSE:CASH:ZSUSD",
        "XUSE:CASH:ZTSUSD"
      ],
      "no_trade_band": 0.001,
      "rebalance_bars": 63,
      "research_engine": {
        "design_source_sha256": "3e19c8155eee351900e606368752c784c0dbd4c25c48dbbc446c72a13cd50011",
        "input_manifest_sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4",
        "leg_persistence": "save_each_engine_result_before_next_leg_v1",
        "metadata_mode": "MODELED_LATEST_METADATA_NOT_OBSERVED_PIT",
        "scenario": {
          "correction_mode": "momentum_sigma",
          "covariance_basis": "sessions_splits",
          "data": "corrected_snapshot",
          "execution_cost_multiplier": 1,
          "id": "sessions_splits"
        },
        "tail_policy": "merge_singleton_into_previous_keep_previous_training_v1",
        "timing_mode": "Current-vintage source; corrected dividend basis; modeled ex-date availability and final recorded close settlement."
      },
      "start": 1609286400000,
      "test_bars": 63,
      "train_bars": 252
    },
    "config_hash": "beaea32b1e315763",
    "kurtosis": 5.766676530797495,
    "n_obs": 252,
    "now_ms": 1789294603267,
    "sharpe_ann": 1.4984166706930515,
    "sharpe_per_period": 0.07843071314487256,
    "skew": -0.690600219254567
  },
  "imported_from_external_tree": {
    "external_content_hash": "sha256:0e57660876b4fbe1c52494763aeda5d0d6219ecb3f0f6d2debaf30095041a1b4",
    "imported_on": "2026-09-14T19:35:24+00:00",
    "tree": "/Users/arhancanli/alphac-prospective-pause-20260911"
  },
  "missing_sections": [],
  "packet_status": "COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED",
  "partial_sections": [],
  "required_sections": {
    "admission_or_kill_decision": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        },
        {
          "content_hash": "sha256:d9c0a3be66d7ad3572b42b372ad961bcadfb97470216a9f82efdbf8ccc25a04f",
          "path": "artifacts/research/development_closures/b65635017a8c1c86_admission_closure.json",
          "sha256": "036d9002e8db0cbcd7d858cdda929d2583ce8338fb7937d652da53e6655820c7",
          "type": "final_development_admission_closure"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "VERIFIED_FINAL_DEVELOPMENT_CLOSURE_KILL"
    },
    "code_environment_and_reproduction": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "economic_mechanism_and_falsifiable_hypothesis": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "execution_and_cost_model": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "family_and_union_trial_accounting": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "identity_and_authorship": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "literature_and_overlap_decision": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "machine_readable_packet_and_stable_public_paper": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "point_in_time_data_and_survivorship_controls": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "preregistration_and_hashes": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    },
    "result_uncertainty_stress_capacity_and_diversification": {
      "evidence": [
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation.json",
          "sha256": "d20d4970d3404a15be0ea70d20bb049facbfe4844815e2575969ff9920dee18f"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/preregistration.json",
          "sha256": "c949fc9b966ed1888ae294523f26b09a99683b8aa3b4f0f40d8ed0e0af37a218"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/reservation_validation.json",
          "sha256": "646bfe39e1ebfb288b7b143fb0b2a83b55fe58f37ed2e868607f8e7d08e320b8"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/experiments.jsonl",
          "sha256": "b6b02be9a7b7d4610d3424135490a72fee0c5abae5869fcc79ce2c89b4202f52"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/execution_complete.json",
          "sha256": "0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/independent_audit.json",
          "sha256": "ea031ae017880905a0bfdfc06a0e54874c9f3a2ae7410e3903e1d998318f7b39"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022.csv",
          "sha256": "144a4d8fbe6b9c57c63471070a98a2039c0d63da97bf7421e4d09d5ae1705c8a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_policy.json",
          "sha256": "117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_audit.json",
          "sha256": "84efb82606cfd5cc236d9310efa8f322509616f26c7e2f6a67ce7219e5bc0d29"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/calendar2022_excess.csv",
          "sha256": "d43afe52c069f1dd344f0932fc0b8607e073a0c7e13dc76bf677cf49907eb82a"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/benchmark_daily_alignment.csv",
          "sha256": "3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/FINAL_REPORT.md",
          "sha256": "fa838e504b9f03c909c0493c36aee1fcfa6fe4d04cc2d2d8d31bc73ac28a77d9"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/sessions_splits/run/walkforward.json",
          "sha256": "e4c2159bf5db6b6f44b1a15721ec4dc0636cf12e4fec075ea5eb58b5267aaae6"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/protocol.json",
          "sha256": "919be9882c30629b945ff0f8b91a88eb04f72684328485d86976d4cc8a443b11"
        },
        {
          "path": "artifacts/analysis/alphamax_covariance_basis_20260913/input_manifest.json",
          "sha256": "fbfc88e654ed8b2fbd02f49e4132aeb91ffa8fcc46ff74ba854553e6e839e3e4"
        },
        {
          "path": "scripts/close_alphamax_covariance_basis.py",
          "sha256": "0bb7c8bd037ee36aa145139a3346f81b91d8bd89503a962a08aaef2c05abbd2d"
        },
        {
          "path": "scripts/audit_alphamax_covariance_basis.py",
          "sha256": "d9466f39df9ade45932a899b2245f90e6948b1b42ce99c9f0d19a1b88b2bad60"
        }
      ],
      "statement": "Retrospective standalone baseline, not untouched OOS or combined qualification. DFF is a current-vintage reporting proxy with modeled publication dates, not certified cash yield. Static borrow and modeled metadata, corporate actions and final-recorded-close liquidation remain. The last source session is Dec30; no invented Dec31 price or financing observation.",
      "status": "MEASURED_EVIDENCE_OR_EXPLICIT_BOUND_LIMITATION"
    }
  },
  "research_family_key": "managed_futures_trend",
  "schema": "canli.alphac-identity-trial-packet.v2"
}