Forward evidence maturity
Forward evidence maturity 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
- Schema
- canli.alphac-forward-evidence-maturity.v1
- Generated at
- 2026-08-25T14:26:12.088257+00:00
- Author
- Arhan Canli
- Capital kind
- PAPER_ONLY
- Status
- FAIL_CLOSED_PROVENANCE
- Content hash
- sha256:af68175c3c8eaf435f219ae56ad9116524e422bad9218de851a53ab755aff899
Provenance gate
- Passes
- no
- Transparency chain validation error
- —
- Transparency state validation error
- —
Checks
- Paper capital only
- yes
- Live config matches declaration
- yes
- Live config matches frozen evidence epoch
- yes
- Continuity schema
- yes
- Continuity content hash
- yes
- Continuity passes
- yes
- Continuity covers last mark
- yes
- Broker schema
- yes
- Broker content hash
- yes
- Broker passes
- yes
- Broker accounts are unique
- yes
- Broker reconciliation fresh
- yes
- Broker reconciliation covers state
- yes
- Drawdown model schema
- yes
- Current book drawdown schema
- yes
- Current book drawdown content hash
- yes
- Current book drawdown binds live configuration
- yes
- Current book drawdown remains non establishing
- yes
- Current book diversification schema
- yes
- Current book diversification content hash
- yes
- Current book diversification binds live configuration
- yes
- Current book diversification binds drawdown bytes
- yes
- Current book diversification remains non establishing
- yes
- Drawdown evidence schema
- yes
- Drawdown evidence content hash
- yes
- Drawdown evidence integrity passes
- yes
- Drawdown evidence binds model bytes
- yes
- Drawdown evidence binds current book model bytes
- yes
- Drawdown evidence binds contract bytes
- yes
- Drawdown live non equivalence disclosed
- yes
- Drawdown evidence matches current book model
- yes
- Transparency schema
- yes
- Transparency payload schema
- yes
- Transparency chain and signatures valid
- yes
- Transparency head payload matches state
- yes
- Crypto position attribution schema
- yes
- Crypto position attribution content hash
- yes
- Crypto position attribution complete
- no
- Crypto position attribution reconciles equity
- no
- Crypto position attribution reproduces position arithmetic
- no
- Crypto position attribution covers last mark
- no
- Crypto position attribution rollout schema
- yes
- Crypto position attribution rollout content hash
- yes
- Crypto position attribution rollout verified
- no
Failed checks
- crypto_position_attribution_complete
- crypto_position_attribution_reconciles_equity
- crypto_position_attribution_reproduces_position_arithmetic
- crypto_position_attribution_covers_last_mark
- crypto_position_attribution_rollout_verified
Record
- First mark
- 2026-08-07
- Last mark
- 2026-08-25
- Curve points
- 17
- Daily return observations
- 16
- Cumulative return
- -0.022474
- Return frequency
- CONSECUTIVE_PUBLISHED_UTC_DAILY_MARKS_NO_SYNTHETIC_FILL
- Configuration fingerprint
- sha256:fe82c4eeed742289bfcfee5d39856ee2bb8ca9cfe209bcc7e34abff98553706d
Sharpe evidence
- Daily return observations
- 16
- Estimate minimum
- 252
- Establishment minimum
- 756
- Observations to estimate
- 236
- Observations to establishment
- 740
- Annualization days
- 365
- Target
- 1.500000
- Target exceedance probability min
- 0.950000
- Annualized point estimate
- —
- Probability true sharpe exceeds target
- —
- Target observed
- no
- Target statistically established
- no
- Status
- FAIL_CLOSED_PROVENANCE
- Underlying status
- IMMATURE_RECORD_TOO_SHORT
Drawdown evidence
- Realized live max drawdown
- 0.023528
- Realized status
- DESCRIPTIVE_TO_DATE_NOT_EXPECTED_MAX_DRAWDOWN
- Expected max drawdown target
- 0.110000
- Study production labelled expected max drawdown
- 0.102512
- Study production labelled p95 max drawdown
- 0.187632
- Current composition conservative expected max drawdown
- 0.093182
- Current composition conservative p95 max drawdown
- 0.164514
- Current composition expected within objective
- yes
- Current composition p95 within objective
- no
- Study status
- CURRENT_COMPOSITION_EXPECTED_WITHIN_OBJECTIVE_LIVE_NOT_ESTABLISHED
- Production equivalence passes
- no
Current composition study status. CURRENT_COMPOSITION_EXPECTED_WITHIN_OBJECTIVE_HISTORICAL_TAIL_COVERAGE_INCOMPLETE
Current composition failed establishment dimensions
- COMMON_WINDOW_BEGINS_AFTER_COVID_AND_2022
- ABSENT_CRISIS_CANNOT_APPEAR_IN_BLOCK_BOOTSTRAP
- REGIME_MODEL_HAS_NO_STRESS_VOLATILITY_MULTIPLIER
- CONSTITUENT_INSTRUMENT_AND_LADDER_STATE_NOT_REPLAYED
- EXECUTION_GAPS_AND_LIQUIDITY_FEEDBACK_NOT_MODELED
Production equivalence failed checks
- sleeve_count_matches_live_book
- book_level_volatility_target_matches_live_composite
- book_level_risk_overlay_matches_live_composite
- single_daily_timebase_matches_mixed_live_timebases
- covariance_halflife_has_one_duration_across_live_sleeves
- production_shrinkage_is_inside_simulation
Objective status. MODELED_CURRENT_COMPOSITION_WITHIN_OBJECTIVE_LIVE_EXPECTED_MAX_DRAWDOWN_NOT_ESTABLISHED
Diversification evidence
- Study status
- CURRENT_COMPOSITION_DIVERSIFICATION_OBJECTIVE_GAP_RESEARCH_ONLY
- Current sleeves
- 4
- Target total sleeves
- 14
- Average pairwise correlation
- 0.024827
- Average pairwise correlation objective
- -0.030000
- Active v7 has no global average correlation point gate
- yes
- Active v7 candidate average correlation gate
- 0
- Historical v6 global average correlation point gate
- 0
- Average pairwise upper 95
- 0.048708
- Average pairwise upper 95 gate
- 0.100000
- Maximum pairwise correlation
- 0.209752
- Maximum pairwise upper 95
- 0.302519
- Stressed pairwise design value not observed
- 0.500000
- Diversification ratio sleeves only
- 1.815313
- Effective independent sleeves participation ratio
- 3.898801
- Passes all active v7 risk comparisons
- yes
- Live forward diversification established
- no
Marginal book sharpe research diagnostics
Alphavintage live
3 further fields. Read them in the artifact.
Crypto carry wk
3 further fields. Read them in the artifact.
K30 dn 63
3 further fields. Read them in the artifact.
Managed futures
3 further fields. Read them in the artifact.
Checks
- Average pairwise upper 95
- yes
- Minimum correlation observations
- yes
- Ordinary pairwise point
- yes
- Ordinary pairwise upper 95
- yes
- Stressed pairwise design
- yes
Failed establishment dimensions
- RESEARCH_CURVES_END_BEFORE_BROKER_RECONCILED_FORWARD_RECORD
- RETURN_DATA_WERE_KNOWN_BEFORE_PROTOCOL
- NO_HUMAN_INDEPENDENT_REPLICATION
- NO_CRISIS_COMPLETE_FORWARD_CORRELATION_WINDOW
Objective status. CURRENT_COMPOSITION_AVERAGE_CORRELATION_OBJECTIVE_GAP_LIVE_FORWARD_NOT_ESTABLISHED
Source bindings
Contract
- Path
- config/forward_evidence_contract.json
- Sha256
- d1b0c97921d9c8b96de7af275b18b9d0ffbfe1332a078061135e8d044ba3981a
Paper state
- Path
- data/paper/state.json
- Sha256
- db5855959b9a81b43ed9e2be60e76bb01518e0e03a66ffb26aef940bb620e5af
Record continuity
- Path
- artifacts/engineering/record_continuity.json
- Sha256
- f01b98b1e22a70d36f732a033cb604d95b8fed4c19bae5a1d6b596dccef44170
Broker reconciliation
- Path
- artifacts/engineering/alpaca_broker_reconciliation.json
- Sha256
- e1bde36ab2aafb64e29e90138d9571b0311b313db44fb130a6c9950ace440095
Drawdown model
- Path
- artifacts/analysis/drawdown_live_estimator/result.json
- Sha256
- 9671ed7551aab242dc3529510cf9105201835096f36bb971153c132081754324
Current book drawdown
- Path
- artifacts/analysis/current_book_drawdown/result.json
- Sha256
- 8c99fd77e1212ff9bdd7ddb66df7bb5b04b170673c8687b0de3ff4b6c6b70ce7
Current book diversification
- Path
- artifacts/analysis/current_book_diversification/result.json
- Sha256
- 043431eb3548d925cfb52efcf6fb9a3c2fcbc0aeed869e6d3fa1ae0c6f7ac04b
Drawdown evidence
- Path
- artifacts/engineering/forward_drawdown_evidence.json
- Sha256
- 70fb9676df7619b5c437fe913b29bb213e5dcdb8c00b9cea4e2ba3ee445871d2
Methodology paper
- Path
- docs/research/FORWARD_SHARPE_EVIDENCE_STANDARD.md
- Sha256
- aeba2fc6ff13effd1a363119f883bf4f56948e0bb5395f659632d2a67517571c
Transparency chain
- Path
- meridian/public/glassbox/transparency_log.json
- Sha256
- 50d818dc751a26cb415c3a64e13045b6914c62a394711589518a9e85445f314a
Crypto position attribution
- Path
- artifacts/engineering/crypto_position_attribution.json
- Sha256
- 5388e6134495c38f0a086c44639995ac7a9af0633917e22e624f4d9e6d8e545c
Crypto position attribution rollout
- Path
- artifacts/engineering/crypto_position_attribution_rollout_verification.json
- Sha256
- e915f597a517eb026700c5c7f7e583a73120bfafa60ba2515bb8b74f86be0aa9
Check it yourself
Every figure above is read from /glassbox/forward_evidence_maturity.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.