Forward sleeve contribution
Forward sleeve contribution 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
- Author
- Arhan Canli
- Content hash
- sha256:316114fb19b13409044e71409b1af568be6795794c0e6c7f95292360bf8c515e
- Decision
- MONITOR_ONLY_NO_WEIGHT_CHANGE
- Schema
- canli.alphac-forward-sleeve-contribution.v1
- Strategic overlay and rounding residual
- -6.163e-4
Daily
Nested beyond what this page renders. Read it in the artifact.
Largest loss driver
- Absolute share of negative book return
- 0.846833
- Additive contribution
- -0.019189
- Dominates current loss
- yes
- Sleeve
- crypto
Record
- Book additive return
- -0.022659
- Daily return observations
- 16
- First mark
- 2026-08-07
- Last mark
- 2026-08-25
Sleeve additive contributions
- Crypto
- -0.019189
- Equity
- -0.003257
- Macro surprise
- 7.550e-4
- Managed futures
- -3.525e-4
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
- db5855959b9a81b43ed9e2be60e76bb01518e0e03a66ffb26aef940bb620e5af
Check it yourself
Every figure above is read from /glassbox/forward_sleeve_contribution.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.