The measurement
- Active day net sharpe superseded
- 0.338207
- Active days
- 5998
- Equity curve rows
- 6296
- Max drawdown
- -0.250978
- Max drawdown pct
- -25.100000
- Net sharpe
- 0.229836
- Newey west t
- 1.267319
- Portfolio days
- 6296
- Schema
- canli.alphac-alphavintage-sealed-outcome.v1
- Verdict
- KILLED
Inputs
Equity parquet
- Path
- artifacts/probe/cpi_surprise_size/equity.parquet
- Sha256
- sha256:d277c63ddf2bed6e9314aa863dbbf6adf3f4adb55bd89e8166aee4a19aab415f
Result json
- Path
- artifacts/probe/cpi_surprise_size/result.json
- Sha256
- sha256:686654b4617efb8322f6fda37f2e71a375423aecc6de03477a0186cf2844e509
Max drawdown definition. peak-to-trough on the probe's own equity curve: min(equity / cummax(equity) - 1). RECOMPUTED here because result.json does not carry a drawdown; the paper quoted a figure no published artifact contained.
Why this exists. Two figures in that paper traced to nothing published: the superseded Sharpe lived only in an unpublished probe result, and the maximum drawdown was in no artifact at all. A correction paper whose own numbers cannot be checked asks for exactly the credence the original mistake did.
Check it yourself
Every figure above is read from /glassbox/alphavintage_sealed_outcome.json, the
artifact the engine wrote.