The measurement
- Author
- Arhan Canli
- Content hash
- sha256:04c000216be3ba13f1ba3e196d8543e77ff1f18a876753005c6b13a7b856ed0f
- Decision
- CORRECTED_OPERATING_MARGIN_REPRODUCED_KILL_PRESERVED
- Hypotheses spent
- 0
- Schema
- canli.alphac-operating-margin-corrected-reproduction-seal.v1
- Verdict
- KILL
Corrected measurement
- Annualized sharpe
- -0.145764
- Cagr
- -0.007665
- Final equity
- 84805.917385
- Maximum drawdown
- 0.244669
- N periods
- 5384
- Total return
- -0.151941
Difference
- Annualized sharpe
- 0.271617
- Final equity
- 20894.272306
- Maximum drawdown
- -0.151566
Immutable measurement
- Annualized sharpe
- -0.417381
- Final equity
- 63911.645079
- Maximum drawdown
- 0.396235
Lineage
- Authorization content hash
- sha256:f812e1576bf430eee48be1df5d8d10af759b014de898919ba5e2da415f1e51bc
- Authorization path
- artifacts/audit/operating_margin_corrected_replay_authorization.json
- Authorization sha256
- 50cb648a88c219b2c55b5b9861b570264f38c70dd69a2626edb7790cd4d8e0e3
- Environment sha256
- dc007cb1c3b121222da021a60f532cab3b9fc754d8eab15fe67990e926283963
- Equity sha256
- 9897daecdf992a999f794bf43e8b9a671be489c3a68517503dcc9edf7f2b69e4
- Historical path
- artifacts/walkforward/single_operating_margin/walkforward.json
- Historical sha256
- 603e5d53e3f1d36b1585cdd923f6fd7e1709db29b1505a0c15d4242be6bdf7e5
- Result sha256
- ec8d2959a1eb91d96162c35ab762dd36636da91157fcd238fedaf10bd840dc0b
- Walkforward sha256
- a80414e520fe79b435373a5c3ba3864d25bd1a972666143b5e87473e11d4a853
Environment path. artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/corrected_corporate_actions_f812e1576bf430ee/replay_environment.json
Equity path. artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/corrected_corporate_actions_f812e1576bf430ee/equity.parquet
Result path. artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/corrected_corporate_actions_f812e1576bf430ee/result.json
Walkforward path. artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/corrected_corporate_actions_f812e1576bf430ee/walkforward.json
Check it yourself
Every figure above is read from /glassbox/operating_margin_corrected_reproduction.json, the
artifact the engine wrote.