The measurement
- Author
- Arhan Canli
- Content hash
- sha256:c5b59360186b288f0d5c3f4b42e3c04a262cd8f7d8636ae89e2c854115c96b41
- Decision
- MONITOR_ONLY_NO_WEIGHT_CHANGE
- Schema
- canli.alphac-forward-sleeve-contribution.v1
- Strategic overlay and rounding residual
- 7.789e-4
Daily
Nested beyond what this page renders. Read it in the artifact.
Largest loss driver
- Absolute share of negative book return
- Not reported
- Additive contribution
- -1.687e-5
- Dominates current loss
- no
- Sleeve
- equity
Record
- Book additive return
- 0.003291
- Daily return observations
- 13
- First mark
- 2026-09-24
- Last mark
- 2026-10-11
Sleeve additive contributions
- Equity
- -1.687e-5
- Macro surprise
- 0.001155
- Managed futures
- 0.001374
Source bindings
Committed weight schedule
- Path
- scripts/paper_trading_state.py
Schedule
Nested beyond what this page renders. Read it in the artifact.
Paper state
- Path
- data/paper/state.json
- Sha256
- 8b02bb612be8c010a0cdd2765b918d01d653fa3316c71193a4696d996e3dc85a
Check it yourself
Every figure above is read from /glassbox/forward_sleeve_contribution.json, the
artifact the engine wrote.