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Canli Capital

Measurements

External publication

By , Canli Capital

External publication is one of 84 measurements this engine publishes in full. It is regenerated from a real run rather than transcribed, and it is shown here with its own claim boundary so the number and its limits arrive together.

The measurement

Registry public path
/glassbox/external_publication_registry.json
Evidence catalog public path
/glassbox/sleeve_publication_evidence.json
Readiness public path
/glassbox/external_publication_readiness.json
Submission plan public path
/glassbox/external_submission_plan.json
Wave1 data rights public path
/glassbox/wave1_data_rights_audit.json
Wave1 release candidates public path
/glassbox/wave1_release_candidates.json
Alphavintage rtdsm portable fetch public path
/glassbox/alphavintage_rtdsm_portable_fetch.json
Alphavintage core portable reproduction public path
/glassbox/alphavintage_core_portable_reproduction.json
Alphavintage full decision reproduction public path
/glassbox/alphavintage_full_decision_reproduction.json
Alphatrend upstream replay manifest public path
/glassbox/alphatrend_upstream_replay_manifest.json
Alphatrend upstream clean workspace public path
/glassbox/alphatrend_upstream_clean_workspace.json
Internal audit replay public path
/glassbox/sleeve_publication_replay_verification.json
Isolated frozen dependency replay public path
/glassbox/sleeve_publication_isolated_replay_verification.json
Archival pdf visual inspection public path
/glassbox/archival_publication_visual_inspection.json
Crypto carry current replay receipt public path
/glassbox/crypto_carry_current_replay_receipt.json
Crypto carry first rebalance attribution public path
/glassbox/crypto_carry_first_rebalance_attribution.json
Crypto carry full path attribution public path
/glassbox/crypto_carry_full_path_attribution.json
Walkforward input snapshot protocol public path
/glassbox/walkforward_input_snapshot_protocol.json
Crypto carry replay correction public path
/glassbox/crypto_carry_replay_correction.json
Bundle public root
/publication/

Registry

Schema
canli.alphac-external-publication-registry.v2
Owner and author
Arhan Canli
Status
PREPARATION_ONLY_NO_EXTERNAL_SUBMISSIONS_CLAIMED

Platform policy

Finance preprint
ZENODO_PUBLICATION_PREPRINT_RECORD
Ssrn route
EXCLUDED_PENDING_DIRECT_AUTHOR_ELIGIBILITY_CONFIRMATION_OR_POLICY_CHANGE
Reproducibility bundle doi
ZENODO
Osf preprints route
EXCLUDED_PENDING_PAPER_SPECIFIC_AUTHORSHIP_AND_PROVIDER_SCOPE_REVIEW
Duplicate doi for same object permitted
no
Shotgun duplicate submission permitted
no
Peer review may be claimed from repository posting
no

Optional methodology preprint

  • ARXIV_Q_FIN_SUBJECT_TO_SCOPE_AND_ENDORSEMENT

Shared blocker definitions

INDEPENDENT HUMAN REPLICATION MISSING
No named independent human or organization has reproduced the result.

REDISTRIBUTION SAFE RAW DATA INVENTORY INCOMPLETE. Exact result objects are released, but the redistribution-safe raw-input inventory and source-license review remain incomplete.

CLEAN ENVIRONMENT REPLAY NOT COMPLETED. The result has not been reproduced from a fresh environment using only released instructions.

OPEN MATERIAL REPLAY CORRECTION. The selected crypto-carry artifact materially diverges from the current-state replay. The surviving full path is now exhaustively compared, but the omitted historical code and derived-input snapshots make a unique additive causal split impossible. A prospective snapshot control cannot repair that omission; external submission remains prohibited pending a preregistered snapshot-bound current run, corrected bundle, and independent review.

Sleeves

Nested beyond what this page renders. Read it in the artifact.

Evidence catalog

Schema
canli.alphac-sleeve-publication-evidence-catalog.v1

Sleeves

Alphaforge crypto carry

5 further fields. Read them in the artifact.

Alphamax equity momentum

4 further fields. Read them in the artifact.

Alphatrend managed futures

4 further fields. Read them in the artifact.

Crypto defensive

4 further fields. Read them in the artifact.

Crypto momentum

4 further fields. Read them in the artifact.

Crypto multifactor engine

4 further fields. Read them in the artifact.

Crypto reversal

4 further fields. Read them in the artifact.

Crypto vrp

4 further fields. Read them in the artifact.

Energy inventory

4 further fields. Read them in the artifact.

Equity insider activity

4 further fields. Read them in the artifact.

Equity low beta

4 further fields. Read them in the artifact.

Equity narrative change

4 further fields. Read them in the artifact.

Equity quality

4 further fields. Read them in the artifact.

Equity value investment

4 further fields. Read them in the artifact.

Macro economic trend

4 further fields. Read them in the artifact.

Readiness audit

Archival pdf pages
80
Archival pdfs machine validated
16
Archival pdfs visually inspected
16
Author
Arhan Canli
Bundle files
418
Bundles with complete recorded union extract
16
Bundles with verified checksums
16
Content hash
sha256:c9df5e058891d46a17bc86b04729814e0ca2d00a99b6a8c770464b44c79e5ba3
Current sleeves
16
External submissions claimed
no
Latex sources
16
Lineage monographs
16
Normalized bibliographies
16
Passes
yes
Registry coverage fraction
1
Released result objects
34
Schema
canli.alphac-external-publication-readiness-audit.v1
Status
PASS_FAIL_CLOSED_PREPARATION_LEDGER
Submission blockers
52

Data rights

Data license reviews complete
0
Raw row free bundles
16
Redistribution rights cleared for all sleeves
no
Source mappings complete
16

External review

Assigned reviewers
0
Author approvals
0
Author audit worksheets
16
Author audits completed
0
Completed reviews
0
External account actions authorized
no
Flagship commissioning packets
5
Fresh context reader packets
16
Fresh context reader reviews completed
0
Fresh context readers assigned
0
Outreach authorized
no
Status
PREPARATION_ONLY_ZERO_EXTERNAL_REVIEWS
Unassigned external reviewer roles
10

Current counts

6 further fields. Read them in the artifact.

Governed templates

6 further fields. Read them in the artifact.

Internal audit replay

Clean environment replays completed
0
Commands executed
13
Independent replications completed
0
Sleeves with audit command executed
14
Status
PASS_INTERNAL_AUDIT_REPLAY_NOT_CLEAN_ENVIRONMENT

Sleeves deferred

  • alphamax_equity_momentum

Isolated frozen dependency replay

Commands executed
13
Dependency environment
UV_ISOLATED_FROZEN
Independent replications completed
0
Portable clean workspace replays completed
0
Raw input portability established
no
Sleeves with audit command executed
14
Status
PASS_ISOLATED_FROZEN_DEPENDENCY_REPLAY_NOT_PORTABLE_WORKSPACE

Sleeves deferred

  • alphamax_equity_momentum

Manuscript style

Ai detector used
no
Human authorship proved by mechanical audit
no
Papers audited
16
Papers passing
16
Status
PASS_MECHANICAL_STYLE_BOUNDARY

Source bindings

All sleeve data rights audit

3 further fields. Read them in the artifact.

Archival visual inspection receipt

3 further fields. Read them in the artifact.

Audit script

2 further fields. Read them in the artifact.

Author technical audit worksheets

3 further fields. Read them in the artifact.

Bundles

16 further fields. Read them in the artifact.

Evidence catalog

2 further fields. Read them in the artifact.

External review protocol

3 further fields. Read them in the artifact.

External reviewer packets

3 further fields. Read them in the artifact.

Fresh context reader packets

3 further fields. Read them in the artifact.

Internal audit replay receipt

3 further fields. Read them in the artifact.

Isolated dependency replay receipt

3 further fields. Read them in the artifact.

Manuscript style audit

3 further fields. Read them in the artifact.

Papers

16 further fields. Read them in the artifact.

Registry

2 further fields. Read them in the artifact.

Standard

2 further fields. Read them in the artifact.

State counts

BUNDLE INCOMPLETE
16

Submission plan

Content hash
sha256:7dac1359bd7f83f878f898298428f2d39de9dcdcc435c6a9dcc1bada4fc76e70
Owner and author
Arhan Canli
Schema
canli.alphac-external-submission-plan.v1
Status
PREPARATION_ONLY_NO_EXTERNAL_SUBMISSIONS_CLAIMED

Counts

Blocked
16
Papers
16
Planned external records
32
Submission ready
0
Wave 1
5
Wave 2
11

Records

Nested beyond what this page renders. Read it in the artifact.

Source bindings

All sleeve data rights audit

5 further fields. Read them in the artifact.

Author technical audits

6 further fields. Read them in the artifact.

External review protocol

5 further fields. Read them in the artifact.

External reviewer packets

6 further fields. Read them in the artifact.

Fresh context reader packets

6 further fields. Read them in the artifact.

Repository requirements

3 further fields. Read them in the artifact.

Strategy

Osf preprints route
EXCLUDED_PENDING_PAPER_SPECIFIC_AUTHORSHIP_AND_PROVIDER_SCOPE_REVIEW
Requirements observed on
2026-08-24
Ssrn route
EXCLUDED_PENDING_DIRECT_AUTHOR_ELIGIBILITY_CONFIRMATION_OR_POLICY_CHANGE

Duplicate identifier policy. Never mint two identifiers for the same object; paper and reproducibility bundle are distinct related objects.

Methodology flagship. A separate cross-sleeve paper on fail-closed quantitative research governance remains to be authored and scope-checked for arXiv q-fin. OSF Preprints is excluded pending a paper-specific human-authorship and provider-scope review.

Open review routes

  • PREreview
  • PCI_REGISTERED_REPORTS
  • JOSS
  • ARXIV
  • ZENODO
  • OPENREVIEW

Wave 1. Five methodologically strongest sleeve papers: separate Zenodo paper and reproducibility records, followed by expert review and an eligible open-review route where one exists.

Wave 2. Remaining sleeve papers: separate Zenodo paper and reproducibility records after editorial depth and evidence review.

Wave1 data rights audit

Author
Arhan Canli
Content hash
sha256:656e798b953b9adb278acde8cdebf6ff79404e7da83e12bb28ef9aac7147537e
Raw vendor rows released
no
Schema
canli.alphac-wave1-data-rights-audit.v1
Source classes
10
Status
PASS_CONSERVATIVE_EXCLUSION
Wave1 papers
5

Policy binding

Path
config/data_source_rights_policy.json
Sha256
1d57506d08326e7837aa73f8991ca0a63cabecfc334b88ef88eb865b7abcb26b

Records

Nested beyond what this page renders. Read it in the artifact.

Remaining blockers

  • SOURCE_SPECIFIC_WRITTEN_REDISTRIBUTION_PERMISSION_NOT_RECORDED
  • PORTABLE_FETCH_RECIPES_AND_COVERAGE_MANIFESTS_NOT_COMPLETE
  • FRESH_REVIEWER_ACQUISITION_NOT_EXECUTED

Submission plan binding

Content hash
sha256:7dac1359bd7f83f878f898298428f2d39de9dcdcc435c6a9dcc1bada4fc76e70
Path
artifacts/publication/external_submission_plan.json
Sha256
2dce7a5aecd7f5ec13d8a6286075ee17452739c538a77fdf3cdcb87422f8a767

Wave1 release candidates

Archives
5
Author
Arhan Canli
Content hash
sha256:2cce80287f9d81d775acbb305215e93008e6875e18c20367d4656baf1703bcd3
Independent replication
no
Result generation replayed
no
Schema
canli.alphac-wave1-release-candidates.v1
Status
PASS_PORTABLE_ARCHIVE_INTEGRITY_ONLY
Submission claimed
no

Records

Nested beyond what this page renders. Read it in the artifact.

Source bindings

Data rights audit

3 further fields. Read them in the artifact.

Submission plan

2 further fields. Read them in the artifact.

Alphavintage rtdsm portable fetch

Alphavintage result recomputed
no
Author
Arhan Canli
Content hash
sha256:753770632177dec33bb9e53798a725fbaebc468563f9b25138016bb0cce52912
Independent replication
no
Market data component replayed
no
Passes
yes
Raw files released
no
Schema
canli.alphac-alphavintage-rtdsm-portable-fetch.v1
Status
PASS_PUBLIC_MACRO_COMPONENT_PORTABLE

Comparisons

Nested beyond what this page renders. Read it in the artifact.

Execution

Dependency environment
PEP723_UV_ISOLATED_SCRIPT
Network source
OFFICIAL_PHILADELPHIA_FED_RTDSM
Vintage cutoff inclusive
2026-07-15
Workspace outside repository
yes

Fresh source manifest

Content hash
sha256:f2a0fb54236a4babb0ed5b6578a58664e40e22de4b401b9eaf0cfd2b8fba50b3
Raw redistribution authorized
no
Schema
canli.alphac-rtdsm-cpi-portable-fetch.v1
Source
Federal Reserve Bank of Philadelphia RTDSM
Vintage cutoff inclusive
2026-07-15
Records
First observationFirst vintageLast observationLast vintageNormalized fileNormalized sha256Normalized table content hashOfficial variable pageRaw fileRaw sha256Resolved download urlRowsSeries
1947-01-011998-11-152026-06-012026-07-15PCPI_vintage_long.parquet387b8155f73d15a1a6b9ad8a4d3b9315ec03f1c8881f2fae0efe5ddc1290e0a4sha256:1e0284a66f96a1ef1799d5854e453ea0fde82fc30b5de880986cc0fc7f51050dhttps://www.philadelphiafed.org/surveys-and-data/real-time-data-research/pcpipcpiMvMd.xlsx11851cd13c73b743bc3be30564fc18283cedd11211a070a3a82ce6b64b6cca10https://www.philadelphiafed.org/-/media/FRBP/Assets/Surveys-And-Data/real-time-data/data-files/xlsx/pcpiMvMd.xlsx?sc_lang=en&hash=E41A743DC6423F950B10C3DE7A4F674D317682PCPI
1947-01-011998-11-152026-06-012026-07-15PCPIX_vintage_long.parquete764f0b4f68cbc77c2586d4ff9a298ec3ed7a80a5d93bab6216c6461cb6800casha256:6cc69ec1ac788d0a0cbeb4e2b16034d1bc99670aeaa1a248e0cef4aa7534b70ahttps://www.philadelphiafed.org/surveys-and-data/real-time-data-research/pcpixpcpixMvMd.xlsxdcdab3493a10a880312164f8da7e1ac98c44b5c76080e9314c89dc74c9dd3e38https://www.philadelphiafed.org/-/media/FRBP/Assets/Surveys-And-Data/real-time-data/data-files/xlsx/pcpixMvMd.xlsx?sc_lang=en&hash=C6DFB09386E1C79B336AB19F748ADB82317682PCPIX

Source bindings

Portable fetcher

2 further fields. Read them in the artifact.

Alphavintage core portable reproduction

Author
Arhan Canli
Content hash
sha256:b739ac3b86c42841b1f079d9376fae89e2823e54b5791cecf6c9dce7719ddf50
Full diversification checks replayed
no
Independent human reproduction completed
no
Macro portable fetch receipt
artifacts/publication/alphavintage_rtdsm_portable_fetch.json
Passes
yes
Raw vendor files released
no
Schema
canli.alphac-alphavintage-core-portable-reproduction-receipt.v1
Status
PASS_DECISION_REPRODUCTION_NUMERICALLY_NEAR_IDENTICAL_CORE_ONLY

Acceptance criterion

Exact counts and gate decision required
yes
Metric absolute tolerance
5.000e-5
Prospectively preregistered
no
Tolerance interpretation
one half-unit at four-decimal publication precision

Disclosure. This engineering equivalence tolerance was selected after observing vendor drift. It cannot validate the hypothesis or convert this into an independent replication. Exact deltas are reported so readers need not rely on the label.

Exact decision checks

Active days
yes
Placebo gate
yes
Portfolio days
yes
Significance gate
yes
Verdict
yes

Execution

Dependency environment
PEP723_UV_ISOLATED_SCRIPTS
Macro source
OFFICIAL_PHILADELPHIA_FED_RTDSM_FRESH_FETCH
Market source
YAHOO_FINANCE_FRESH_FETCH
Workspace outside repository
yes

Fresh result

Active day net sharpe superseded
0.338205
Active days
5998
Content hash
sha256:6d5533ea6a43a15381bc92383937abad383a2c10ff2f6b1be1783433e4cab82a
Full diversification checks replayed
no
Gross sharpe
0.441001
Net sharpe
0.229834
Nw t
1.267315
Placebo gate passes
yes
Placebo nw t
-0.116986
Placebo sharpe
-0.020513
Portfolio days
6296
Schema
canli.alphac-alphavintage-core-portable-reproduction.v1
Signal vintages
331
Significance gate passes
no
Verdict from significance gate
KILLED

Spec

5 further fields. Read them in the artifact.

Fresh source manifest

Content hash
sha256:b332e27048a22b5c95f84eb103997b97b590454ae9fa14a49a2ce13594c4b8e6
End exclusive
2026-08-22
Price semantics
adjusted close supplied by the source
Raw redistribution authorized
no
Schema
canli.alphac-yahoo-etf-portable-fetch.v1
Source
Yahoo Finance chart service
Start inclusive
2001-06-27
Terms
https://legal.yahoo.com/us/en/yahoo/terms/otos/index.html
Records
First dateLast dateNormalized sha256Normalized table content hashRaw sha256Resolved download urlRowsSymbol
2001-06-272026-08-2160fc6da41040bd7f60c82b7b5724408644b320416d676cb5964059631b4046cbsha256:a5ee9509e78e9fe8d0d2e182b1af2b128ec8ed0cd82185b8d847a04bdf7de7686f96408a2784a135236057d77138eb77cbb485482e2fc63135b71be05e9ef01ehttps://query1.finance.yahoo.com/v8/finance/chart/IWM?period1=993600000&period2=1787356800&interval=1d&events=div%2Csplits6325IWM
2001-06-272026-08-216037827cf464b000046b25ab8548aa8c1ba5b62e863cb5af4e3e559f5bdff788sha256:c03ddda47d85620c56385d1d953be6d04db0bd22811537a8562e7e994a3bc98570f64dd527999fe96e34704463557f8720513fe5897def72462148bf5d2cb3bchttps://query1.finance.yahoo.com/v8/finance/chart/SPY?period1=993600000&period2=1787356800&interval=1d&events=div%2Csplits6325SPY
2001-06-272026-08-217650c438af4e3bb8c191ef99d16ffdad8245369369d930c61b64e325a0eccd3asha256:7a88298e03e58c5c337436da66678bfd5527efafa089363e1df395e3fc6669c1a9e077628ea9d738906736b39717fec39d89637a7d851c2014bb9aae8f82d54dhttps://query1.finance.yahoo.com/v8/finance/chart/QQQ?period1=993600000&period2=1787356800&interval=1d&events=div%2Csplits6325QQQ

Market input comparisons

Nested beyond what this page renders. Read it in the artifact.

Metric comparisons
Absolute deltaFresh reproductionMetricPublishedSigned deltaWithin publication display precision
1.736e-60.229834net_sharpe0.229836-1.736e-6yes
4.050e-61.267315nw_t1.267319-4.050e-6yes
2.241e-60.338205active_day_net_sharpe_superseded0.338207-2.241e-6yes
2.698e-60.441001gross_sharpe0.441004-2.698e-6yes
4.109e-6-0.020513placebo_sharpe-0.0205174.109e-6yes
2.351e-5-0.116986placebo_nw_t-0.1170102.351e-5yes

Source bindings

Core reproducer

2 further fields. Read them in the artifact.

Market fetcher

2 further fields. Read them in the artifact.

Published result

2 further fields. Read them in the artifact.

Alphavintage full decision reproduction

Author
Arhan Canli
Benchmark curve redistribution review complete
no
Content hash
sha256:5fd834e91c921b10aedec8562d4d20bf092407c81f895c3c6d2c520a62a6a6dd
Executed at
2026-08-24T03:22:31.996665+00:00
Full alphavintage decision clean workspace reproduction completed
yes
Full pipeline clean environment reproduction completed
no
Independent human reproduction completed
no
Passes
yes
Portable reviewer replay completed
no
Raw vendor rows released
no
Receipt integrity passes
yes
Schema
canli.alphac-alphavintage-full-decision-clean-workspace-receipt.v1

Acceptance criterion

All four gate values and verdict must match
yes
Exact counts required
yes
Metric absolute tolerance
5.000e-5
Prospectively preregistered
no

Disclosure. The engineering equivalence tolerance follows the already disclosed portable core receipt and cannot validate the hypothesis. Exact deltas are published.

Exact decision checks

Active days
yes
All four gate values
yes
Four gate replay declared
yes
Portfolio days
yes
Upstream benchmark regeneration not overstated
yes
Verdict
yes

Execution

Author run not independent
yes
Dependency environment
PEP723_UV_ISOLATED_SCRIPTS
Fresh market acquisition
yes
Fresh official macro acquisition
yes
Workspace destroyed after execution
yes
Workspace outside repository
yes
Records
CommandExit codeStderr sha256Stdout sha256
uv run --isolated --script scripts/fetch_rtdsm_cpi_portable.py --output inputs/macro --vintage-cutoff 2026-07-150f6a10766bda37c1a677bf5443e699b8d467f9540ac205f3e310c77cba1d9aeccb70b26050823efe02c21dc450a7c5b8b50b12d56852e895a89dff3aa78ed0ade
uv run --isolated --script scripts/fetch_yahoo_iwm_spy_portable.py --output inputs/market --start 2001-06-27 --end-exclusive 2026-08-2204da2349642c58d1d06963b1ea4066e37d0b62aafe092b384f2db7b1bb46d3a14c0614b1d8715ef66bec6697cb51dc65d9dcdf7e94ef6cc99e77cc436badb26af
uv run --isolated --script scripts/reproduce_alphavintage_full_decision_portable.py --macro-dir inputs/macro --market-dir inputs/market --book-curve eq=inputs/book/eq.equity.parquet --book-curve mf=inputs/book/mf.equity.parquet --book-curve inv=inputs/book/inv.equity.parquet --output outputs/full_decision.json09c898f7fcd29986474e6b0d2655787ee778d0cf95c8b042afba455d2d89354c8c3afe037cc5baadd5d044e926a6e02c8f278636db3ebca8c9dba54063ad7eb61

Workspace file inventory

19 further fields. Read them in the artifact.

Fresh result

Active day net sharpe superseded
0.338208
Active days
5998
All four preregistered decision gates replayed
yes
Candidate return content hash
sha256:aa8b5236a1826f9b2dcbae7c432f7247dcbd3733f9863f69deb2dc909aca144a
Content hash
sha256:1ba1e1b4c2c6786288f742fbc3afb8ee3dfe2c126fa7acc0924420a864647529
Full multi sleeve end to end reproduction completed
no
Gross sharpe
0.441004
Independent human reproduction completed
no
Net sharpe
0.229837
Nw t
1.267324
Placebo nw t
-0.116996
Placebo sharpe
-0.020515
Portfolio days
6296
Schema
canli.alphac-alphavintage-full-decision-reproduction.v1
Signal vintages
331
Upstream benchmark strategies regenerated from raw inputs
no
Verdict
KILLED

Checks

4 further fields. Read them in the artifact.

Diversification

9 further fields. Read them in the artifact.

Input bindings

3 further fields. Read them in the artifact.

Spec

7 further fields. Read them in the artifact.

Fresh vs sealed input comparisons

Macro

Nested beyond what this page renders. Read it in the artifact.

Market

Nested beyond what this page renders. Read it in the artifact.

Metric comparisons
Absolute deltaFresh reproductionMetricPublishedSigned deltaWithin publication display precision
6.328e-70.229837net_sharpe0.2298366.328e-7yes
4.964e-61.267324nw_t1.2673194.964e-6yes
4.177e-70.338208active_day_net_sharpe_superseded0.3382074.177e-7yes
1.625e-70.441004gross_sharpe0.4410041.625e-7yes
2.369e-6-0.020515placebo_sharpe-0.0205172.369e-6yes
1.346e-5-0.116996placebo_nw_t-0.1170101.346e-5yes

Source bindings

Benchmark equity curves

3 further fields. Read them in the artifact.

Published result

2 further fields. Read them in the artifact.

Scripts

3 further fields. Read them in the artifact.

Status. PASS_AUTHOR_CLEAN_WORKSPACE_ALL_FOUR_GATES_UPSTREAM_BENCHMARK_REGENERATION_INCOMPLETE

Alphatrend upstream replay manifest

Author
Arhan Canli
Content hash
sha256:cfb84152dbea31f4aac60c393ee7c857fc39e0b3165483b787e86899e879c934
Evidence date
2026-08-24
Schema
canli.alphac-alphatrend-upstream-replay-manifest.v1
Status
SEALED_LOCAL_INPUTS_AND_REFERENCE_OUTPUT_RIGHTS_WITHHELD

Historical run

Declared end exclusive
2026-08-24
Run finished utc
2026-08-23T05:31:55Z
Run started utc
2026-08-23T05:30:04Z
Source commit reconstruction
577555f12636e4df81e42a3940184678d0cceb7e

Command. .venv/bin/python3 scripts/mf_gauntlet.py --alphas mf_trend_63,mf_trend_126,mf_trend_252 --rebalance 10 --cash 100000 --start 2003-01-01 --end 2026-08-24 --out artifacts/walkforward/mf_live_fwd

Operational log

3 further fields. Read them in the artifact.

Private input snapshot

Bytes
5994016
Copied before next scheduled vendor refresh
yes
Experiment context files
1
Files
410
Instrument state files
1
Market lake files
408
Path
data/reproduction/alphatrend_mf_live_fwd_20260823
Tree content hash
sha256:d966f1d955810fdc79560b1862a1f669c2b30c683d448d8579a3dce7e5dcd514
Records
BytesPathSha256
16119lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2007/data.parquet0734c8a43506d92e81baf0a7fd20165fadfb1db2aa04f6f0156fcdf4ef8b31ef
16536lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2008/data.parquet6c609bae991384ea2d3d76e08dd4786fdcdbf9c791815e52f364f01f005fce83
16190lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2009/data.parqueta0b765eac7cef2f8496385ebac136e75b86af249fbf585d4c74fae9d566ff8ea
16296lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2010/data.parquet27d3f2d810d6c8a9bf9dfa965e5b9d25f4db4ba472b8cf59f287e7a41f9ff190
16325lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2011/data.parquet76b8b1cd814d5fafbd453f66c0762a9f1fae08a646c8f0f764c22ca8d43a9f88
16052lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2012/data.parquetf920e7ce2e4266375ea16f84a7622d42f76b09c78b6ac2a47567f67c017318f5
15662lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2013/data.parquet3cdb65d53c4ee92f0e535c4378826f9cd9c75ea86f95b8a4326aba33b5469ba8
16123lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2014/data.parquetfa8482a3277e5fa9addb290f4c0aaca089abfee5c29745dfc7fabde9878752c2
15970lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2015/data.parquet359463fca5e777eec7ca6844eb481b56b888db35b94f20e0d653b0c1cb013625
15674lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2016/data.parquet947cbd32c6361b5ac8b6de3eabcdbc09fa488d06909f42b2d5a1dad8c49381c5
15558lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2017/data.parquet8a153276017f1c83454f3e119985eaa66f2c2970d022da633fa30281502c67ef
15556lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2018/data.parquetfd1c77b0f5df9a83a046930d0bac695c90c66e05e57906e55ad1941f62b8f960
15561lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2019/data.parquet3c6b44e56738b5b850e4b9f96de56030e32da0c097d33dd58c239890c54c305f
15832lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2020/data.parquetcb7ba8f1b52b62587687299fba8baac1068b8af65f42f8458120f13908404b1e
15944lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2021/data.parquetabf2a33889185937120dce26cdc75ebc85587cd3f282c0b8d6a8100aba85911b
15889lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2022/data.parquet8fca7d2c1e8e3d5781d2624f79b587e802c5bfac7e1eb394a62bebae8782379e
15809lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2023/data.parquet9bc52ab28f0fe7f4b33cfb45cc582ae58109fc5a1cf1102420bb9c3f930f208d
16220lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2024/data.parquet578bf634337cd1a5428d8dfa0ac40715778000110b03a5246a4e7680b89f735c
15591lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2025/data.parquetce86ef69bc5b51e1ac0e12017b8e13d1aba4aa82df99b9c0b182ecf80f9ee1ba
9672lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBAUSD/year=2026/data.parquet9c3b7c2d150fc548f71dd4dbf7c4c47cb35918f341278e2c092f2e4212b702b1
15073lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2006/data.parquet1f39d999865d9a1576085ec14cdab10f07910de01c57c665d72802bfda13660c
16077lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2007/data.parquet0f1ac8e98846aa8bd68dcc2565d1b8fba8e2192198224e8fcaf9b59b905334d1
16529lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2008/data.parquet4239b10091da446f7bcac544f35938f7a1001d68fa03474e63f999b77fdecde9
16320lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2009/data.parquet9d58de09e8859ba03b51ab928fcb5eb0db9d94fc3f577d1ed2b989b94fcade39
16274lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2010/data.parquet5d0dd44e1f0ee2437592d65139155611fe05a5c32f1ecc34c33a437457d910fb
16323lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2011/data.parquet9a9081b1a091bc1b279b1b654b57f4f7ad33493346c49aeaa904548a6c70b50f
16120lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2012/data.parquet9fdd25bc1aaea4d74e727a1815f55f500f414481b71d2cc1590bdf4ff88b9bf1
15915lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2013/data.parquetea7e18971e423e201804d13c41320889a3b16a64d136ed82bab5e54e6511e796
16132lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2014/data.parquet459c9f06c67658bed22da340230cf43e32afc4ff5f9f0faf132c16eef5077e82
16147lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2015/data.parquete55adb99037ecfb239dab0e9550ae0889f966b3cc59b8afe67e341299a8fbf20
16059lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2016/data.parqueta3425b50c660991fac937d18b28dd636f7b04c0fc80e319ef43ef53abeaf1747
15807lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2017/data.parquet02e524999731b910cf3013e2d93d2859aec30be925d5e325491db8a16389be1e
15968lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2018/data.parquet7c20415478e800ed675024200f0fad7dc659c28f7bd2c050eab112b1968761d7
15524lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2019/data.parquet72806bbaa7bd7ab8ba981f2f93297ecf5bac535ca1fefa5bdc7bebf23238aaa4
16191lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2020/data.parquet1740e4138c28367f3dee652a18fbc159b182baacc14257e6270f50fe92e90645
16202lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2021/data.parquet86180b78f3dca5150e056892836a66b66fb117a69186199aa00c96f33ada2580
16438lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2022/data.parquetecada04b2768a8b085767615dc17f9d077c390ec7f54afaaca49255161f571f2
15989lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2023/data.parquetd27b8c473d5f8d533b2d158e4f9e5c2438ed06d95203371db426ffa098a58083
15785lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2024/data.parquetd2774a322bd2f349ef5f6497b179c28d27288440176f2bf6bd3075a9650b0e6c
15693lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2025/data.parquetd57ae97a9e5b4e9a9e297394a1488e1eb314cbbd0797d1bf6d10a2516f8a3e86
10134lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:DBCUSD/year=2026/data.parquet440b8bc947368bdf40cdaa54e2619c895701bfd5db7e7f55c45082c7d67c416a
13364lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2003/data.parquetede643c9c1f2ae687608639fa1886087883c4924bae66d2218221ba01644b710
16454lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2004/data.parquet3c88dc50a0bb1e611ca41bfe4a1a6fdc455ed2405b3f194f463567e9561ae0e6
16608lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2005/data.parquet060426d1d9f2483c9afe6530efa4f3a50abb12a4a536a9450d0224f18e477644
16595lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2006/data.parquet4d921e87558bbd06b37022f2ecb32012c6abeae3d1ff2678bbf0b6e818488d56
16855lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2007/data.parquetb36aa75e68d36737421dd65e6ddd4e6bf77b0d5705eb1697c00448d8772aa012
17012lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2008/data.parquet5fe0e309e6fe59b2f61462a9d6a7e918117c9a542fbfb087a820abc52fb38ea1
16977lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2009/data.parquetd2dd0dd50508f4109b4bcb52109fcea07f0ab0017576e1bed3238f647f8ae974
16840lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2010/data.parquet4a64ca902b4e25f2c2867754f3034fb827b4b1fcde9803796dff54fb003412e0
16790lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2011/data.parquet32bb736543957336268de950cce99109800111ff6295e40dc032f79f86d94967
16650lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2012/data.parquet7cd06b91c712bb38df82809840acf0e2d2f253bac74cba427136d1b778ff158b
16681lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2013/data.parquet516065064cd3ca6d13a5dd244d28c67d1c65976abd5486e65040abd271c0953b
16661lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2014/data.parquetcdc1549cd4c3a4440226f603a6d79cbb34d7fe1307f3574dbe29d40e348c982f
16787lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2015/data.parquet9273ddb622e47dcacdac77f6c93f089fe976bee79e754c200b178cf6e6734b75
16791lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2016/data.parquet59e1620e72ba68ba19f806369e7cc00c76bc852de5da223d0d7a0a246c55f3d9
16639lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2017/data.parquet4605bef001778302f8ef0064d4f0b743bc9aa334e11eb20e529c16135b7edc18
16681lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2018/data.parquet44d6241e3f7ea43ae6c2bec56a6b58dcc34a3a980de27a19dd8ef5f6c836c8a2
16629lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2019/data.parquet66f8e79ad16033af7ab2ee5570ac8dbbb77f9f1cde110c2a69bffe5ecd3c67a6
16936lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2020/data.parquetd9574fe14d4170db4aa642da8c028100bb3356a02895991462a521b1f5761fc6
16704lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2021/data.parquete1d199603ca49c8d10e9f503f67d4e1854f0c55babf970c39b502459f04eaa92
16686lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2022/data.parquetcf489d8a0958faa56c0506fdf453b44f07c15409fc8fcfa75ebbeb1aff8ed373
16581lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EEMUSD/year=2023/data.parquet24e7f307eb9686bdbb2e49308751890391520cda624221009ddd01ac5ba12f46
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16425lake_mf/ohlcv_1d/instrument_id=XUSE:CASH:EFAUSD/year=2005/data.parquet1abd54282e6852e4562fda0686382249d6b872bb2ef4e6bf849de2382cfe8951
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37456var_mf/experiments.jsonle3153a28bf2f28974744b05aaa67dafec65563213a73137ddd03b957db4c8cb2
20480var_mf/ops.sqlitedcadcbce65bd3bedace2261738d80bf8511e1daa61312420e7d29844093c4889

Private reference output

Bytes
13156304
Equity parquet sha256
e3ccf8948e3dd1626d1d7c089d4a301817cc4c7e9b55b87870b305e663669041
Files
467
Path
artifacts/reproduction_private/alphatrend_mf_live_fwd_20260823/reference_output
Tree content hash
sha256:a762189de3793b854ffd9912e4134ab8fe9ac572c46e4a772bc77ab3d2a74b13
Records
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Rights and release

Fresh reacquisition is not claimed by this manifest
yes
Hash manifest may be published
yes
Market source
Yahoo Finance chart endpoint; adjusted daily ETF bars
Private snapshot may be published
no
Public bundle must withhold private snapshot and reference rows
yes
Raw or normalized rows publication authorized
no

Alphatrend upstream clean workspace

Alphavintage benchmark curve regenerated from declared strategy inputs
yes
Author
Arhan Canli
Author clean workspace run not independent
yes
Content hash
sha256:d08c185f8549861b01243aff6f7a5a1e40e18906bc6384245460533bda31782b
Executed at
2026-08-24T04:12:49.123466+00:00
Fresh vendor reacquisition completed
no
Full historical source tree recovered
no
Historical dsr selection context reproduced
no
Historical full artifact byte exact
no
Passes strategy reproduction
yes
Schema
canli.alphac-alphatrend-upstream-clean-workspace-receipt.v1
Status
PASS_UPSTREAM_STRATEGY_CURVE_BYTE_EXACT_DSR_CONTEXT_NOT_REPRODUCED

Comparison

Equity curve

10 further fields. Read them in the artifact.

Output tree

7 further fields. Read them in the artifact.

Walkforward json

9 further fields. Read them in the artifact.

Execution

Repository artifacts mutated by replay
no
Workspace destroyed after execution
yes
Workspace outside repository
yes
Records
CommandExit codeStderr sha256Stderr tailStdout sha256Stdout tail
uv sync --frozen08d46c944fbfc7a9b41b6ab44b9e0f30ac1048c8dadcbf68fd0721a68dadd881fstamps==0.4.5 + opentimestamps-client==0.7.2 + osqp==1.1.2 + packaging==26.2 + pandas==3.0.3 + pandas-stubs==3.0.3.260530 + pathspec==1.1.1 + pillow==12.3.0 + pluggy==1.6.0 + propcache==0.5.2 + pyarrow==24.0.0 + pycares==5.0.1 + pycparser==3.0 + pycryptodomex==3.23.0 + pydantic==2.13.4 + pydantic-core==2.46.4 + pydantic-settings==2.14.2 + pygments==2.20.0 + pyluach==2.3.0 + pyparsing==3.3.2 + pypdf==6.16.1 + pysocks==1.7.1 + pytest==9.0.3 + pytest-cov==7.1.0 + pytest-xdist==3.8.0 + python-bitcoinlib==0.12.2 + python-dateutil==2.9.0.post0 + python-dotenv==1.2.2 + pyyaml==6.0.3 + qdldl==0.1.9.post1 + requests==2.34.2 + rich==15.0.0 + ruff==0.15.16 + s3transfer==0.19.0 + scikit-learn==1.9.0 + scipy==1.17.1 + setuptools==83.0.0 + shellingham==1.5.4 + six==1.17.0 + smmap==5.0.3 + sortedcontainers==2.4.0 + sparsediffpy==0.3.0 + structlog==26.1.0 + tenacity==9.1.4 + threadpoolctl==3.6.0 + toolz==1.1.0 + typer==0.26.7 + types-awscrt==0.34.1 + types-pyyaml==6.0.12.20260518 + types-s3transfer==0.16.0 + typing-extensions==4.15.0 + typing-inspection==0.4.2 + tzdata==2026.2 + urllib3==2.7.0 + xlrd==2.0.2 + yarl==1.24.2 + zstandard==0.25.0 e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855
.venv/bin/python3 scripts/mf_gauntlet.py --alphas mf_trend_63,mf_trend_126,mf_trend_252 --rebalance 10 --cash 100000 --start 2003-01-01 --end 2026-08-24 --out outputs/mf_live_fwd0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8557ca73119f7645c9df2036d0c4a1eb853da983603a45db85ed91b55327e630d39 ================ MANAGED-FUTURES TREND — GAUNTLET ================ window : 2003-01-01 .. 2026-08-24 (monthly rebalance, 2y train / 6m test) net Sharpe : 0.327 DSR : 0.8103064357871095 ann vol : 0.053 max DD : 0.102 sortino : 0.469 skew : 0.26 (trend should be >~0 — the crash-protection signature) corr to SPY : +0.08 (want ~0 / negative — diversifies the book) CAGR : 0.011 artifacts : outputs/mf_live_fwd =================================================================

Replay output inventory

467 further fields. Read them in the artifact.

Source

5 further fields. Read them in the artifact.

Rights and release

Fresh reacquisition is not claimed by this manifest
yes
Hash manifest may be published
yes
Market source
Yahoo Finance chart endpoint; adjusted daily ETF bars
Private snapshot may be published
no
Public bundle must withhold private snapshot and reference rows
yes
Raw or normalized rows publication authorized
no

Source bindings

Reference equity sha256
e3ccf8948e3dd1626d1d7c089d4a301817cc4c7e9b55b87870b305e663669041
Source commit
577555f12636e4df81e42a3940184678d0cceb7e

Manifest

3 further fields. Read them in the artifact.

Internal audit replay

Author
Arhan Canli
Commands executed
13
Content hash
sha256:222201e3428e2cc75dd546d9205b15c17af4518038397983b171af2195b57b1d
Dependency environment
CURRENT_PROJECT_ENVIRONMENT
Experiment ledgers verified unchanged
8
Independent replication
no
Isolated dependency environment completed
no
Passes
yes
Portable clean workspace replay completed
no
Raw input portability established
no
Schema
canli.alphac-sleeve-publication-replay-verification.v2
Sleeves with audit command executed
14
Status
PASS_INTERNAL_AUDIT_REPLAY_NOT_CLEAN_ENVIRONMENT
Unique released result objects verified
33
Command receipts
CommandExecution commandReturncodeStderr sha256Stdout sha256
uv run python scripts/audit_alphatrend_family.pyuv run python scripts/audit_alphatrend_family.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8555cd6b2726e3e4c3145294323c33b42b21da7a8885296865fd7146eff0d5c2e0f
uv run python scripts/audit_crypto_carry_2022_tail.pyuv run python scripts/audit_crypto_carry_2022_tail.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b85559b3a9685e3c75db613097976dd9bd75ba56e708b78e0cbacecfa3bb5a0af052
uv run python scripts/audit_crypto_carry_first_rebalance_drift.pyuv run python scripts/audit_crypto_carry_first_rebalance_drift.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8553beefed135322c4617ca5e547eea20423a90b2fb07e02b60a53b6dbacb3616b4
uv run python scripts/audit_crypto_carry_full_path_drift.pyuv run python scripts/audit_crypto_carry_full_path_drift.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855f85ced2598b88241f1b8458ecc16cddc2c850c1dd815affa167dac94627d540a
uv run python scripts/audit_crypto_momentum_family.pyuv run python scripts/audit_crypto_momentum_family.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8553cc6c7df9c2056f3b29e496214845e671e592fb8f40cf1ca2134b300e7a62bb0
uv run python scripts/audit_crypto_multifactor_family.pyuv run python scripts/audit_crypto_multifactor_family.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b85571d4e6b602defe752907117b3361d86dd5c828e4aa8ec267f71800795bad2f4d
uv run python scripts/audit_crypto_vrp_family.pyuv run python scripts/audit_crypto_vrp_family.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8559b7b9f28dfc674d2b992f3e4864695f17c1375206b1d2e0882c9e74e61766e75
uv run python scripts/audit_equity_fundamental_families.pyuv run python scripts/audit_equity_fundamental_families.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8556e82bc67cb0522aa380ee63b2fac51061fb57aaec97104ac95c78eee2541b191
uv run python scripts/audit_equity_narrative_family.pyuv run python scripts/audit_equity_narrative_family.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855dd97aa2391755a95c69a1cad73d9b30ab42eff34dedd2cd18e3aff1e9bf0723d
uv run python scripts/audit_remaining_research_families.pyuv run python scripts/audit_remaining_research_families.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855fb5b210a22c0d89c047ca7f0c8b783e67d78f3a07c4efc75b029a288e0e205f3
uv run python scripts/replay_crypto_carry_frozen_inputs.py --seal-existinguv run python scripts/replay_crypto_carry_frozen_inputs.py --seal-existing0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855bad33660d9f783779cb2ad38017839e2c35ad2c83cf31ae620b30663741f0dd1
uv run python scripts/seal_crypto_carry_replay_correction.pyuv run python scripts/seal_crypto_carry_replay_correction.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b8553ec388e9b09b9e3d37af3116830fef2ff51dd648ceb098ce83ece0e1764b25fc
uv run python scripts/seal_walkforward_input_snapshot_protocol.pyuv run python scripts/seal_walkforward_input_snapshot_protocol.py0e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b85544bf99842fb6097755b8c28e95e4431e80433b12a84c717b889957d49bada007

Sleeve status

Alphaforge crypto carry
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Alphamax equity momentum
MAPPED_NOT_EXECUTED_RETURN_LEVEL_REPLAY_DEFERRED
Alphatrend managed futures
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto defensive
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto momentum
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto multifactor engine
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto reversal
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto vrp
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Energy inventory
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity insider activity
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity low beta
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity narrative change
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity quality
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity value investment
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Macro economic trend
AUDIT_COMMAND_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE

Sleeves deferred

  • alphamax_equity_momentum

Source bindings

Evidence catalog

2 further fields. Read them in the artifact.

Experiment ledgers

8 further fields. Read them in the artifact.

Result objects

33 further fields. Read them in the artifact.

Verification script

2 further fields. Read them in the artifact.

Isolated frozen dependency replay

Author
Arhan Canli
Commands executed
13
Content hash
sha256:cf5e340ae7a23fb8dc168b47af77055b981e2e9ef8a1bc467b523fb7e445a2ac
Dependency environment
UV_ISOLATED_FROZEN
Experiment ledgers verified unchanged
8
Independent replication
no
Isolated dependency environment completed
yes
Passes
yes
Portable clean workspace replay completed
no
Raw input portability established
no
Schema
canli.alphac-sleeve-publication-replay-verification.v2
Sleeves with audit command executed
14
Status
PASS_ISOLATED_FROZEN_DEPENDENCY_REPLAY_NOT_PORTABLE_WORKSPACE
Unique released result objects verified
33
Command receipts
CommandExecution commandReturncodeStderr sha256Stdout sha256
uv run python scripts/audit_alphatrend_family.pyuv run --isolated --frozen python scripts/audit_alphatrend_family.py00cd69ba3d5ba26f74485d4a3ebe56ed49ce1f18e9e1b28e26147844a52f5ca6c5cd6b2726e3e4c3145294323c33b42b21da7a8885296865fd7146eff0d5c2e0f
uv run python scripts/audit_crypto_carry_2022_tail.pyuv run --isolated --frozen python scripts/audit_crypto_carry_2022_tail.py06d4330e8f13a6ee02745b8174e5a3636674c9fbda5b03e8a646e99e8dff563ab59b3a9685e3c75db613097976dd9bd75ba56e708b78e0cbacecfa3bb5a0af052
uv run python scripts/audit_crypto_carry_first_rebalance_drift.pyuv run --isolated --frozen python scripts/audit_crypto_carry_first_rebalance_drift.py0bc5c4acfd457caee07dbeece812dbee8914818d1926cb261f47985ab02e5ddd63beefed135322c4617ca5e547eea20423a90b2fb07e02b60a53b6dbacb3616b4
uv run python scripts/audit_crypto_carry_full_path_drift.pyuv run --isolated --frozen python scripts/audit_crypto_carry_full_path_drift.py050e4df2e3f109399f912fa6a1173fd0e563a08a1deb2af711daf079b5e328d5df85ced2598b88241f1b8458ecc16cddc2c850c1dd815affa167dac94627d540a
uv run python scripts/audit_crypto_momentum_family.pyuv run --isolated --frozen python scripts/audit_crypto_momentum_family.py0d3b31bd51ca10f21b5ca543c078dbfba73664054df413d81403da37fafd019b33cc6c7df9c2056f3b29e496214845e671e592fb8f40cf1ca2134b300e7a62bb0
uv run python scripts/audit_crypto_multifactor_family.pyuv run --isolated --frozen python scripts/audit_crypto_multifactor_family.py0cc6cfd1027ffc8665c524be9c168ffd72269820b722ba477a85f43e26224566771d4e6b602defe752907117b3361d86dd5c828e4aa8ec267f71800795bad2f4d
uv run python scripts/audit_crypto_vrp_family.pyuv run --isolated --frozen python scripts/audit_crypto_vrp_family.py050e4df2e3f109399f912fa6a1173fd0e563a08a1deb2af711daf079b5e328d5d9b7b9f28dfc674d2b992f3e4864695f17c1375206b1d2e0882c9e74e61766e75
uv run python scripts/audit_equity_fundamental_families.pyuv run --isolated --frozen python scripts/audit_equity_fundamental_families.py0ce1bfaa2dace764feb8fb27e0d9c3faa2477956c8986fa5f057b93692a6307f36e82bc67cb0522aa380ee63b2fac51061fb57aaec97104ac95c78eee2541b191
uv run python scripts/audit_equity_narrative_family.pyuv run --isolated --frozen python scripts/audit_equity_narrative_family.py093667dc268bb924228291d15a3b8b8aff44e833814101ab723dc5c09fa6088a0dd97aa2391755a95c69a1cad73d9b30ab42eff34dedd2cd18e3aff1e9bf0723d
uv run python scripts/audit_remaining_research_families.pyuv run --isolated --frozen python scripts/audit_remaining_research_families.py0255b5e32c462cdfb192138ec64752c844f98d36fbf043475bb2a9100dd32e740fb5b210a22c0d89c047ca7f0c8b783e67d78f3a07c4efc75b029a288e0e205f3
uv run python scripts/replay_crypto_carry_frozen_inputs.py --seal-existinguv run --isolated --frozen python scripts/replay_crypto_carry_frozen_inputs.py --seal-existing013e693f5a4a2cc7cb52d35f16abcda23af08302718fc8c5e1ee297ee4e38973fbad33660d9f783779cb2ad38017839e2c35ad2c83cf31ae620b30663741f0dd1
uv run python scripts/seal_crypto_carry_replay_correction.pyuv run --isolated --frozen python scripts/seal_crypto_carry_replay_correction.py0a3f490e85714821d0078672f8a7ee00e447b798de64e4a174ad6c1d0a2c317143ec388e9b09b9e3d37af3116830fef2ff51dd648ceb098ce83ece0e1764b25fc
uv run python scripts/seal_walkforward_input_snapshot_protocol.pyuv run --isolated --frozen python scripts/seal_walkforward_input_snapshot_protocol.py051e243cff4aaee564b195039857b3dcb722aebb8c59b68b0bffad81fab22a16644bf99842fb6097755b8c28e95e4431e80433b12a84c717b889957d49bada007

Sleeve status

Alphaforge crypto carry
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Alphamax equity momentum
MAPPED_NOT_EXECUTED_RETURN_LEVEL_REPLAY_DEFERRED
Alphatrend managed futures
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto defensive
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto momentum
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto multifactor engine
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto reversal
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Crypto vrp
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Energy inventory
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity insider activity
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity low beta
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity narrative change
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity quality
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Equity value investment
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE
Macro economic trend
ISOLATED_FROZEN_DEPENDENCY_AUDIT_EXECUTED_ALL_RELEASED_RESULT_HASHES_STABLE

Sleeves deferred

  • alphamax_equity_momentum

Source bindings

Evidence catalog

2 further fields. Read them in the artifact.

Experiment ledgers

8 further fields. Read them in the artifact.

Result objects

33 further fields. Read them in the artifact.

Verification script

2 further fields. Read them in the artifact.

Archival pdf visual inspection

Author and project lead
Arhan Canli
Content hash
sha256:6c0da840ce605997d2ed54d51d120180708bfe54a194ae0b6470f63225b508bb
Inspection date
2026-08-25
Pages carried forward unchanged
72
Pages inspected
80
Pages reinspected in this revision
8
Papers inspected
16
Performed by
OpenAI Codex-assisted internal publication QA
Schema
canli.alphac-archival-pdf-visual-inspection.v2
Status
PASS_INTERNAL_VISUAL_INSPECTION_NOT_INDEPENDENT_REVIEW

Checks

Author attribution
PASS
Blank or near blank pages
PASS
Body text clipping or overlap
PASS
Claim boundary and not peer reviewed disclosure
PASS
Consistent a4 visual system
PASS
Cover title and metadata overflow
PASS
Last page truncation
PASS
Tables and code blocks
PASS

Method. The revised eight-page AlphaVintage PDF was rasterized with Apple PDFKit and every page was examined in order after its source-evidence correction. The other 15 PDFs are carried forward only because their PDF bytes and page counts exactly match the prior receipt. Every current PDF independently passes machine validation.

Papers
BundleInspection basisPages inspectedPdf sha256Pdf validation sha256Prior pdf validation sha256Registry keyResult
publication/crypto-carry/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT1093c315aebf3262ae195f7475ce668ceed47290c62549ba707cf8544ab795e42148a603b78f9568b18c245f9a0c28286edb1277995e0eaa8e77ca8f89e08f77a8f41be57dbcbd04f0e72568ccde561cfd4fe6ed06ba29e0c3e1c4d2cafc034c7falphaforge_crypto_carryPASS_INTERNAL_VISUAL_INSPECTION
publication/alphamax/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT8eed32d00c9ed1b3bab146f8a220bd46279f9f56b5db88cd7b22e7b0c81eeaa05055ae6bbdc897cffeeca9f39d5b539e52179d01afade2f5f3a620c693fa483f7635ed23af6518e2c27782e61dde095e60b8b377dbba3471aa6bff1abcbb28e88alphamax_equity_momentumPASS_INTERNAL_VISUAL_INSPECTION
publication/alphatrend/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT6029428552d4fed9e9ea2c79f655c9f239d3546c390f695c42176f4d53fe8ceac08ff14b9fca6052f7402a572edd0a084d20bcca788bcdde6259af0f3bcbe57a23e2565edb17422a60bd96c40969f0520866c79e2bc880405852c90cfc3907090alphatrend_managed_futuresPASS_INTERNAL_VISUAL_INSPECTION
publication/alphavintage/v1.0.0REINSPECTED_CURRENT_PDF_2026_08_2581a008c6c32b3b8fc313515f636d986be678187ef92a44c0a9d6651585c790f474badae5a9b4a1c6979217bb386c867b8c3eef165585aa5145e567f85db5f27d3—alphavintage_macro_surprisePASS_INTERNAL_VISUAL_INSPECTION
publication/crypto-defensive/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT4d2012cf059a5ed9e8089122575a1d65efd02d5d43fa96c8e47a492d84a0a96ce32bb757611472fb685951955cc186269e4fab0088c637e4fb451b5894de80aa14eece6b79e14b89af3f64f304b4c5e134d55a7f04aff77499d9087bc91e07be4crypto_defensivePASS_INTERNAL_VISUAL_INSPECTION
publication/crypto-momentum/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT7170dff8bfbf47443ad39f8e9dda535a3fc1b85300b14df84682f48ce3650d0e994f3d31fd6fe29628e89a30d9786483339c7148ff802856ed7c3a919d0b6f190decb66153c8a00b517a3d305db489c12aacf24f6e36f6898b5b725d5dc7b6f43crypto_momentumPASS_INTERNAL_VISUAL_INSPECTION
publication/crypto-multifactor-engine/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT5d472c102ac67d1259c8207ecc79b17bc0b2a6ce64c9b581c11cbb010e42391aef9940101485bbbec60b7ef40b3f658f0818bf593eb4684f4a886ba57d2271b53504200d5e68d5da9109f11343b3e185f8012c3ad2adc9d0d3fb1203836c72618crypto_multifactor_enginePASS_INTERNAL_VISUAL_INSPECTION
publication/crypto-reversal/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT34ce95d68b438bc529aff03eda61b6c11691cea28f927c667616f6b995af1123e2c70fd8786c9a683c780589e44160a6100021edda78308da1c07537225cac796ec11a7d6b3cf797d5f309eec6f8723fddf38e1c9147f993afae25b9293e2e540crypto_reversalPASS_INTERNAL_VISUAL_INSPECTION
publication/crypto-vrp/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT4a5aa2f50d89c01c4d415a895b62ec956ad187842895d397e58aba289e5bc5e7342f675d51e24d977b1784d731bb64ac16f70785e91896b998de1210ff42aca68336f4b46df0a15fac13dc133f6c4418cdc8927e0fcb4a3e86a4eafb55bf13880crypto_vrpPASS_INTERNAL_VISUAL_INSPECTION
publication/energy-inventory/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT470e32c1d040c1ac58b07e1ee0d04b6ae924150873d6e43100a4c1a4982391b0af2870c327377c7b2fe8a3860f0582bd96df2fbc69e362a3a375637254b2a9fcad5b59ee6fdf1e1a85368d815260992a72b59f41b0241e80a18b334c00a158144energy_inventoryPASS_INTERNAL_VISUAL_INSPECTION
publication/equity-insider-activity/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT4f7361073dc107b7414b60e8cc50c77515dae71a8d280745582250e970aa653dc4e24a5de5b830ca6685a4f9f4208498e65aa29818f871f067763c9275d2df37bda720d0425c37f7b7454d216bd3d80830bf1477003183e7116ef2e45f30bbe77equity_insider_activityPASS_INTERNAL_VISUAL_INSPECTION
publication/equity-low-beta/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT49044474480c24191f19bf8d2498cf0a452e0b5602c28116567739e6881340dcff499707074aadca72188eea36201be2751f14123689bd683e3544828d67e773873fed760711eb544ab126f35dbd4f614c7c75bd39e70f6501fbec7bb65c7cefbequity_low_betaPASS_INTERNAL_VISUAL_INSPECTION
publication/equity-narrative-change/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT366e24f148b7b560328fc4495092d5ce81cbcc25a6fc0199ad1abb7521a2e209920292dba7af7ef0ec7bc63cbc039bb17ce81e5310174d9f40d2885ebdd24e9f547744e9e396bf97d106b20538cd070a3954170fdac00fb7cc86db7500ef6f1e0equity_narrative_changePASS_INTERNAL_VISUAL_INSPECTION
publication/equity-quality/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT3e0a33cf2cb3ca6869e57927f50dffc247aaf5dbb0bdce321567498b84aba1900b73b5eea715641d6562604775d40fd57b54f8bd13e9171f514586f9d7130991a10914a9184cfc79b14e864f20663b84d4867924ae50255f31217a73b0b4a562cequity_qualityPASS_INTERNAL_VISUAL_INSPECTION
publication/equity-value-investment/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT4d9823935e464299588b9927869b10dad9cd7a211101986a2fa2b2fcea6eeaacf65ba373153b5f6a2478b9c8aa3f642a4a53eda035fcd65c01f2a01a02cc338bd5814b70362a26b6d4f49a6360497f79b84b06c1d7e60df8f667c92d57a69edf9equity_value_investmentPASS_INTERNAL_VISUAL_INSPECTION
publication/macro-economic-trend/v0.1.0CARRIED_FORWARD_BYTE_IDENTICAL_PDF_FROM_PRIOR_RECEIPT37ad1865d7854be839c8b607b0106f7dafd50eb820af3fd4d77fa44b242e81d048c597701c7d36dca680d0254e2fe4effd852176f3ba94c68deaaf3fff5f092f58a6a7b307cb5295f266b76e35a2cffd14a32dbab49ea7773ad6fd864e3a7cec6macro_economic_trendPASS_INTERNAL_VISUAL_INSPECTION

Prior receipt

Content hash
sha256:45ed2294628bd0bb14fb3594e8e5b084047f7384daecc7c306812ba8dee8c739
Path
artifacts/audit/archive/archival_publication_visual_inspection_2026-08-24.json
Sha256
fa93a65cfbc7a3d97f75170c2a87fa2c81773bc324f10b392f7e39a885446bfa

Crypto carry current replay receipt

Author
Arhan Canli
Content hash
sha256:d1fb9ae03ca6b092a34e204450216f79cd5d7a96f84615c957f9b7f583c19eaf
Exact replay
no
Experiment ledger lines after
226
Experiment ledger lines before
226
Independent replication
no
Replay executed
yes
Schema
canli.alphac-crypto-carry-current-state-replay.v2
Status
REPLAY_EXECUTED_MATERIAL_CODE_OR_MUTABLE_INPUT_DRIFT_QUANTIFIED
Strategy claim changed
no
Zero new trials
yes

Comparison

Max absolute equity difference
35442.220739
Overlap rows
37776
Replay rows
37776
Source rows
37776
Timestamps equal
yes

First divergence

5 further fields. Read them in the artifact.

Replay summary

6 further fields. Read them in the artifact.

Source summary

6 further fields. Read them in the artifact.

Summary deltas replay minus source

6 further fields. Read them in the artifact.

Input freeze audit

Historical instrument metadata snapshot bound by source
no
Historical universe membership snapshot bound by source
no
Market rows portability manifest available
yes

Conclusion. The non-exact replay cannot be attributed to software drift alone. The source artifact did not bind every derived input consumed by the run.

Observed first decision cross section

3 further fields. Read them in the artifact.

Output binding

Equity sha256
c2820be452d1687a329690671891f5c38b449b95991d6e38dd57e3e3460932c2
Path
artifacts/probe/crypto_carry_frozen_current_code_replay
Walkforward sha256
0bcaddbbd75e3ae818303a3e577d7c8c8654f9e51358b70edf9c040d49b5ab50

Source binding

Equity sha256
37598579af6f34892e40902e2a357e4b07993b3e572012a1da311f7e91798a2a
Path
artifacts/walkforward/crypto_carry_wk/walkforward.json
Sha256
a72c11172a730536336a079d26394cd926f88df06ce36cb3b5483159a99464ee

Crypto carry first rebalance attribution

Author
Arhan Canli
Content hash
sha256:6c5dd9216be1d511b4d1e05f38fc511f048d27fad37df37ff7779cb01b126da1
Decision ts
1644282000000
New trials
0
Schema
canli.alphac-crypto-carry-first-rebalance-drift-audit.v1
Scope
first decision only; this does not attribute the full multi-year replay drift
Status
PASS_FIRST_REBALANCE_CAUSE_EXACTLY_REPRODUCED

Causal method

Allocator
RankEqualVolFallback
Synthetic mu
observed longs=+2, observed shorts=-2, unselected middle=0

Observed long tail

  • BINANCE:PERP:DOTUSDT
  • BINANCE:PERP:FTMUSDT
  • BINANCE:PERP:LRCUSDT
  • BINANCE:PERP:MANAUSDT
  • BINANCE:PERP:SANDUSDT

Observed short tail

  • BINANCE:PERP:1000SHIBUSDT
  • BINANCE:PERP:GALAUSDT
  • BINANCE:PERP:LINKUSDT
  • BINANCE:PERP:LUNAUSDT
  • BINANCE:PERP:NEARUSDT

Why exact. The allocator uses only stable rank order; k=5 in both N=21 and N=22. All other sizing inputs are read through the production covariance, overlay, instrument-grid, and lot-rounding functions.

Conclusion. The first-rebalance quantity drift is exactly caused by the mutable derived universe snapshot: restoring EOS to the otherwise current 21-name cross-section reproduces every historical order quantity. Later path drift remains a separate causal question, including the corrected realized-vol overlay.

Cross section difference

Eos is member in current derived universe
no
Replay size
21
Source size
22
Current eos intervals
Effective fromEffective toRankReason
158051520000016436736000004exit_rank_29
166458240000016698528000006exit_rank_32

Source only

  • BINANCE:PERP:EOSUSDT

Reconstruction

Replay quantities exact
yes
Source quantities exact
yes

Current 21 name cross section

9 further fields. Read them in the artifact.

Observed replay quantities

10 further fields. Read them in the artifact.

Observed source quantities

10 further fields. Read them in the artifact.

Source 22 name cross section with eos

9 further fields. Read them in the artifact.

Replay orders binding

Sha256
f3dc673e300e62d5c4c36448eee02a657faaf32458d63bf0f9001a351c9303df

Path. artifacts/probe/crypto_carry_frozen_current_code_replay/legs/leg_00/orders.parquet

Source orders binding

Path
artifacts/walkforward/crypto_carry_wk/legs/leg_00/orders.parquet
Sha256
b523bb61e579a05337c3b6ec35d1cfc9af06ef310d16c05aa0036a37c321a635

Crypto carry full path attribution

Author
Arhan Canli
Content hash
sha256:1992e5bb6027222bc82ab1a66bb179c2c74b0d0cec62ba43d0baf12cd1fd5bfa
Schema
canli.alphac-crypto-carry-full-path-drift-audit.v1
Status
PASS_SURVIVING_EVIDENCE_EXHAUSTED_EXACT_ADDITIVE_CAUSAL_SPLIT_NOT_IDENTIFIABLE

Bindings

Current state replay

8 further fields. Read them in the artifact.

First decision attribution

3 further fields. Read them in the artifact.

Historical artifact

8 further fields. Read them in the artifact.

Replay receipt

3 further fields. Read them in the artifact.

Causal evidence

Exactly established
DetailFinding
EOS is the sole source-only first-decision member; restoring it to the otherwise current cross-section reproduces all ten historical quantities.FIRST_DECISION_MUTABLE_UNIVERSE_CAUSE
Every comparable order decision price, position mark, funding mark and funding rate is byte-numerically equal. This rules out value drift on overlapping records, not missing rows or membership-state drift.OVERLAPPING_EXOGENOUS_MARKS_AND_FUNDING_RATES_EXACT
The replay records realized_leg_bound on 71 of 224 rebalances; the historical artifact predates and lacks that counter.CURRENT_REALIZED_VOL_LEG_EXECUTED

Missing counterfactual cells

  • historical exact code x historical exact derived-input snapshot
  • current code x the same historical exact derived-input snapshot
  • historical exact code x current derived-input snapshot
  • current code x current derived-input snapshot

Not identifiable from surviving evidence

  • exact standalone terminal-equity or Sharpe contribution of universe drift
  • exact standalone terminal-equity or Sharpe contribution of the realized-vol correction
  • interaction contribution between changed holdings, costs, funding, drawdown state and overlay state
  • byte-exact source tree used by the historical execution

Recoverability. The current/current cell exists. The historical/historical output exists, but its exact code and derived inputs do not. Because the missing historical snapshots were never sealed, the other cells cannot now be made exact by rerunning the same command.

Why additive decomposition is invalid. Orders change holdings; holdings change funding, costs, equity, realized volatility and drawdown state; those states change later orders. With only two realized paths, the counterfactual cells and their interactions are absent. Subtracting aggregate metrics cannot identify causal component effects.

Code archaeology

Current replay exact source tree bound
no
Historical run exact commit bound
no

Realized vol overlay correction

6 further fields. Read them in the artifact.

Repository state candidate not run authority

6 further fields. Read them in the artifact.

Decision

Exact additive causal decomposition possible
no
External submission block should remain
yes
Full path drift quantified
yes
Historical result should remain preserved with correction
yes
Repeat current state replay would resolve missing history
no
Surviving evidence exhausted
yes

Declared run alignment

Declared instrument count
58
Instrument ids exactly equal
yes
Leg boundaries exactly equal
yes
Leg count
25
N rebalances replay
224
N rebalances source
224

Observed path

Equity

6 further fields. Read them in the artifact.

Funding

7 further fields. Read them in the artifact.

Orders

7 further fields. Read them in the artifact.

Per leg

Nested beyond what this page renders. Read it in the artifact.

Positions

7 further fields. Read them in the artifact.

Risk counters

3 further fields. Read them in the artifact.

Required governance change. Future measured results must atomically bind the exact derived signal frame, universe intervals, complete SCD2 metadata, market/funding partitions, source tree, lockfile and configuration before the output can be called reproducible.

Scope. zero-new-trial forensic comparison of the complete surviving source and replay output paths; not a return experiment, counterfactual backtest, or replication

Trial accounting

Classification
OUTPUT_FORENSICS_AND_IDENTIFIABILITY_AUDIT_ONLY
Full walkforward reruns
0
New return hypotheses
0
New trials
0

Walkforward input snapshot protocol

Author
Arhan Canli
Content hash
sha256:84d48c7cbba5d6c307d27f15ade8ac491bb56efcbf377bdefa5c006a5c34576f
Schema
canli.alphac-walkforward-input-snapshot-protocol-receipt.v1
Status
PASS_PROSPECTIVE_PRIVATE_INPUT_SNAPSHOT_ENFORCED

Bindings

Src/alphaforge/analytics/walkforward / Py

2 further fields. Read them in the artifact.

Src/alphaforge/data/store/reader / Py

2 further fields. Read them in the artifact.

Src/alphaforge/validation/input snapshot / Py

2 further fields. Read them in the artifact.

Tests/unit/test walkforward / Py

2 further fields. Read them in the artifact.

Tests/unit/test walkforward input snapshot / Py

2 further fields. Read them in the artifact.

Enforcement

Atomic sibling directory promotion
yes
Automatic for every persisted walkforward
yes
Existing snapshot overwrite refused
yes
First execution call line
1033
Manifest bound into walkforward config
yes
Private data rights default
yes
Sealed before first execution leg
yes
Snapshot call line
1000
Validator rehashes every payload
yes

Payloads

  • exact derived signal frame
  • overlapping point-in-time universe intervals
  • complete SCD2 history for every declared instrument
  • hard-linked or copied execution OHLCV/funding/corporate-action partitions
  • resolved settings and declared run parameters
  • dirty local Python source tree, YAML profiles, pyproject and uv.lock

Retroactivity

Authorizes historical exact replay claim
no
Repairs historical missing snapshot
no

Reason. A prospective control cannot reconstruct bytes that a historical run never sealed.

Trial accounting

Classification
REPRODUCIBILITY_INFRASTRUCTURE_ONLY
New return hypotheses
0
New trials
0

Crypto carry replay correction

Author
Arhan Canli
Content hash
sha256:d71a5044369d3544c314fe83eab1a36b58a086fdabf3c945db6f4706d43243ca
Historical artifact policy
PRESERVE_DO_NOT_OVERWRITE_OR_DELETE
Incident date
2026-08-23
Schema
canli.alphac-crypto-carry-replay-correction.v1
Severity
MATERIAL_RESEARCH_REPRODUCIBILITY_FAILURE
Status
OPEN_CORRECTION_EXTERNAL_SUBMISSION_BLOCKED

Bindings

Current state replay

2 further fields. Read them in the artifact.

First rebalance attribution

3 further fields. Read them in the artifact.

Full path attribution

3 further fields. Read them in the artifact.

Prospective input snapshot protocol

3 further fields. Read them in the artifact.

Selected historical artifact

2 further fields. Read them in the artifact.

Truthful replay receipt

3 further fields. Read them in the artifact.

Causal findings

First rebalance

5 further fields. Read them in the artifact.

Full path

5 further fields. Read them in the artifact.

Material difference

Maximum absolute equity difference
35442.220739

Current state replay summary

6 further fields. Read them in the artifact.

Delta replay minus historical

6 further fields. Read them in the artifact.

First equity divergence

5 further fields. Read them in the artifact.

Selected historical summary

6 further fields. Read them in the artifact.

Publication decision

External submission allowed
no
Required label
HISTORICAL ARTIFACT; NOT CURRENTLY EXACTLY REPRODUCIBLE; OPEN CORRECTION
Selected historical artifact may be called validated
no
Superseding current numbers may be called replication
no
Website may present historical numbers
yes

Remediation progress

Exact additive split structurally identifiable
no
First decision exactly attributed
yes
Fresh preregistered snapshot bound run completed
no
Independent review completed
no
Prospective private input snapshot enforced
yes
Surviving full path evidence exhausted
yes

Required remediation

  • Keep this correction and full-path identifiability audit beside every historical table.
  • Keep the enforced prospective snapshot control mandatory for every persisted walk-forward result; never treat it as retroactive historical evidence.
  • Build a portable fresh-data lake and run the preregistered current implementation only after its exact pre-run snapshot is sealed.
  • Keep the family NO-DEPLOY and external-submission blocked until the corrected paper and release bundle are rebuilt and independently reviewed.

Root governance failure. The 2026-06-20 artifact sealed outputs and strategy parameters but did not seal the exact derived universe-membership and instrument-metadata snapshots consumed. A later run therefore could not isolate code drift from mutable-input drift.

Trial accounting

Classification
REPRODUCIBILITY_CORRECTION_AND_CAUSAL_DIAGNOSTIC_ONLY
New return hypotheses
0
New trials
0

Source bindings

Registry

Path
config/external_publication_registry.json
Sha256
9681fc65b66ad3ed1f4507f7321f022247c7ca7bc0af23501719cfd5c6ed63e6

Evidence catalog

Path
config/sleeve_publication_evidence.json
Sha256
3f5fe2a09fcff9c62a146cc8dd33e09149d01af4509da94f0bce1f69479752a5

Readiness audit

Path
artifacts/audit/external_publication_readiness.json
Sha256
c7ff9cf3e784a31da2e98ad14bab84a08ea1cb2bb3abfe1d39997a3c3e5b57c4

Submission plan

Path
artifacts/publication/external_submission_plan.json
Sha256
2dce7a5aecd7f5ec13d8a6286075ee17452739c538a77fdf3cdcb87422f8a767

Wave1 data rights audit

Path
artifacts/publication/wave1_data_rights_audit.json
Sha256
c5d8684be042531509ddb0caa46fe8c8544b1a18831ceea7b69391f816c36943

Wave1 release candidates

Path
artifacts/publication/wave1_release_candidates.json
Sha256
9729c4d0d355a1a66a8c2e2bb558e27142c9e879d864070cae6412f14e56feb9

Alphavintage rtdsm portable fetch

Path
artifacts/publication/alphavintage_rtdsm_portable_fetch.json
Sha256
0d9377ccc8aafd82b425ef6af96c5aa78cdd8ae458627dd45b97c1c54ce35c8e

Alphavintage core portable reproduction

Path
artifacts/publication/alphavintage_core_portable_reproduction.json
Sha256
20ecf970bc4f71cd5272fe4dd336a31813869bb9967b346423e3ebd18cb9745a

Alphavintage full decision reproduction

Path
artifacts/publication/alphavintage_full_decision_clean_workspace.json
Sha256
0245d65d319f52267a269659d4f80d957788f167d12af30f756a41b63a1e4e7d

Alphatrend upstream replay manifest

Path
artifacts/publication/alphatrend_upstream_replay_manifest.json
Sha256
cfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b

Alphatrend upstream clean workspace

Path
artifacts/publication/alphatrend_upstream_clean_workspace.json
Sha256
c44c07d8ee87f3857a8deeb844653326d6b950f2313f7e1afa99e190f4a18c41

Internal audit replay

Path
artifacts/audit/sleeve_publication_replay_verification.json
Sha256
70ac0c8d8542294e02c396085216646208a786295c747940f0eb0f576010ec95

Isolated frozen dependency replay

Path
artifacts/audit/sleeve_publication_isolated_replay_verification.json
Sha256
d0df878375d415986fa639487e4ccffc9cad6396dca9bde5f3be4a7fdf50b2ad

Archival pdf visual inspection

Path
artifacts/audit/archival_publication_visual_inspection.json
Sha256
7a40b8c55de12ec4dd2f93143810266ac8854dc14fdd2ac1a336f64ff9dd8578

Check it yourself

Every figure above is read from /glassbox/research.json, the artifact the engine wrote. Nothing on this page is typed by hand: the page is generated from that file, so a figure that moves in the artifact moves here and a figure that is not in the artifact cannot appear here at all.

All 84 measurements · The glass box · The research library