Prospective trial record

Name: Prospective trial record
Creator: Arhan Canli

By Arhan Canli, Canli Capital

Prospective trial record 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-public-prospective-trial-record.v1
Title: A hash-bound prospective test of cross-sectional perpetual-futures carry
Author: Arhan Canli

Identity

Config hash: 50d9e8b059fee773
Family trial account: crypto_carry
Hypotheses spent: 1
Hypothesis key: da5f5f47f99f9bd2
Primary return trials executed: 1
Reservation ordinal: 229
Return identity id: crypto_carry_portable_v1
Unregistered variants executed: 0

Classification

Evidence type: HISTORICAL_WALK_FORWARD_SIMULATION
External submission completed: no
Forward live result: no
Independent replication: no
Live broker result: no
Peer reviewed: no

Metrics

Annualized daily sharpe: 0.968898
Cagr: 0.108431
Annualized volatility: 0.110103
Candidate simulation max drawdown: 0.123035
Total return: 0.558808
Daily observations: 1574
Probabilistic sharpe ratio: 0.977626
Deflated sharpe ratio: 0.091413
Union hypothesis identities: 229

Stability diagnostics

Walkforward legs: 25
Positive sharpe legs: 16
Nonpositive sharpe legs: 9
Median leg sharpe: 0.475598
Minimum leave one calendar year out sharpe: 0.623169

Calendar year results

Annualized sharpe	Calendar year utc	Compounded return	Daily observations	Partial year
-0.585740	2022	-0.067911	326	yes
0.298865	2023	0.021775	365	no
1.747490	2024	0.196306	366	no
0.978050	2025	0.115675	365	no
3.787230	2026	0.214029	152	yes

Gate assessment

Admission status: INCOMPLETE_NOT_ADMITTED
Governing contract schema: canli.alphac-sleeve-admission-contract.v7
Technically eligible: no

Evaluated

Gate	Observed	Operator	Status	Threshold	Admission role	Generic runner dsr at least 0 95 indicator	Generic runner indicator is governing v7 gate	Requirement
net_sharpe_min	0.968898	>=	PASS	0.150000	—	—	—	—
minimum_oos_observations	1574	>=	PASS	756	—	—	—	—
—	0.091413	—	PASS_MEASUREMENT_PRESENT	—	MANDATORY_MEASUREMENT_NOT_PER_SLEEVE_GATE	no	no	deflated_sharpe_must_be_measured

Not evaluated

newey_west_t_min
newey_west_t_ratio_min
stressed_sharpe_min
capacity_curve_min_points
capacity_minimum_stressed_fill_ratio
capacity_usd_min
ordinary_pairwise_correlation_max
pairwise_correlation_upper_95_max
stressed_pairwise_correlation_max
stressed_pairwise_correlation_upper_95_max
candidate_average_correlation_to_existing_book_max
book_average_pairwise_correlation_delta_max_exclusive
book_sharpe_delta_min_exclusive
book_sharpe_delta_lower_95_min_exclusive
minimum_leave_one_period_out_book_sharpe_delta_exclusive
book_expected_shortfall_delta_max
book_max_drawdown_delta_max
book_expected_max_drawdown_max
book_deflated_sharpe_must_be_measured
execution_scenario_bundle
overlay_replay

Pbo

Status: NOT_DEFINED_SINGLE_REGISTERED_IDENTITY_NO_PATH_MATRIX
Value: —
Zero imputation forbidden: yes

Reason. Required v7 evidence remains unmeasured; a positive point estimate cannot substitute for it.

Decision

Additional return paths executed after primary: 0
Admitted: no
Disposition: INCOMPLETE
Final for admission: yes
Gate changes after result: 0
Identity may be regraded later: no
Killed: no
Technically eligible: no

Evidence accounting

Pbo: NOT_DEFINED_SINGLE_REGISTERED_IDENTITY_NO_PATH_MATRIX
Primary result and same path diagnostics: SEALED
Unmeasured values are null or absent: yes
Unmeasured values treated as pass: no

Packet completion meaning. Every required section has either measured evidence or a hash-bound final blocker. It does not mean every admission gate was evaluated or passed.

Unmeasured gate evidence

newey_west_t_min
newey_west_t_ratio_min
stressed_sharpe_min
capacity_curve_min_points
capacity_minimum_stressed_fill_ratio
capacity_usd_min
ordinary_pairwise_correlation_max
pairwise_correlation_upper_95_max
stressed_pairwise_correlation_max
stressed_pairwise_correlation_upper_95_max
candidate_average_correlation_to_existing_book_max
book_average_pairwise_correlation_delta_max_exclusive
book_sharpe_delta_min_exclusive
book_sharpe_delta_lower_95_min_exclusive
minimum_leave_one_period_out_book_sharpe_delta_exclusive
book_expected_shortfall_delta_max
book_max_drawdown_delta_max
book_expected_max_drawdown_max
book_deflated_sharpe_must_be_measured
execution_scenario_bundle
overlay_replay

Supporting facts

Fresh input comparison

Overlap ohlcv field revisions: 1256
Content hash: sha256:7b74d9d32354b41c148428682ff2109a3a3b0d7bdb2a56e143d173fd5dc32fcc

Portable lake production readback

Ohlcv rows: 2137040
Funding rows: 272846
Universe intervals: 108
Content hash: sha256:d6ead5a3dd1b0db3f5db840ef3a4b00519d63b4af0ed354741cd33d0389f7d62

Private input snapshot aggregate only

Signal rows: 2454144
File count: 781
Raw execution partition files: 603
Source and environment files: 174
Snapshot bytes: 102831710
Root sha256: c8b573712103907130a301f22d578feb07e31de0939339450f766b2d037df822
Public release allowed: no

Bibliographic identifiers

Perpetual futures pricing: 10.3386/w32936
Crypto carry: 10.2139/ssrn.4268371

Aggregate walkforward risk counters

Bars half gross: 16591
Bars halted flat: 0
Rebalances: 225
Fallback uses: 225

Packet

Complete: yes
Packet status: COMPLETE_EVIDENCED_FINAL_INCOMPLETE_NOT_ADMITTED
Content hash: sha256:9ba408cb3c1d9accd91eddd25a079995a8d42aa6b7456dd6afd22539917ce40a

Completion assessment

Candidate evidence complete for admission: no
Disposition: INCOMPLETE_NOT_ADMITTED
Next forward identity blocked by this packet: no
Packet evidence accounting complete: yes
Status: COMPLETE_EVIDENCE_ACCOUNTING_FINAL_INCOMPLETE

Future protocol

Status: TEMPLATE_NOT_IN_FORCE_NO_RETURN_AUTHORIZATION
Audit status: PASS_TEMPLATE_FAIL_CLOSED_NOT_ACTIVE_ZERO_RETURN

Scope

Applies to known results: no
Earliest possible reservation ordinal: 230
Requires separate policy promotion: yes

Remaining before promotion

SATISFIABILITY_AUDIT_PASSES
TRIAL_ACCOUNTING_BATCH_AND_DIAGNOSTIC_CLASSIFICATION_PROMOTED
SERIALITY_GUARD_SUPPORTS_PREDECLARED_BATCH
PUBLIC_PROJECTION_TESTS_PASS
OWNER_PROMOTION_RECORDED

Public paths

Paper: /research/crypto-carry-portable-v1
Result: /glassbox/crypto_carry_portable_v1_result.json
Admission closure: /glassbox/crypto_carry_portable_v1_admission_closure.json
Identity packet: /glassbox/trial-packets/da5f5f47f99f9bd2.json
Identity packet alias: /glassbox/trial-packets/crypto_carry_portable_v1.json
Future template: /glassbox/forward_full_evidence_reservation_v2_template.json
Future template audit: /glassbox/forward_full_evidence_reservation_v2_template_audit.json

Source bindings

Result sha256: bca34612b3f683666e5738fbbe352be7953a233b4fd6689ba1111d56385e916c
Closure sha256: 83c330782c7178315ad55648b18db31a3798e767ffdbdd8c0fe2af7c76beeef1
Packet sha256: c46b821057d5991b713f673db74e92c416167513481c433fadae6c7ead7657f9
Paper sha256: 141bbf970993a5ee594d27ddd8c55dc8aeb2944dc7cd0bd24712e53e307188c5
Future template sha256: f7f55bd4237cc19fdc69ae7aba19e05d14263a710725948cc04753e981b236f5
Future template audit sha256: e1a15b846502e5d28b318b59af9328ded14be5972d00a63ab3c9766536b96521
Portable lake readiness sha256: e6c829153b60ac5fef16d35abe052e9efa720f96a61e4106ccb35c2c4f8ae441
Portable prerun readiness sha256: 15de6929185213098ec2c3864b6ac16ae0c1a328003feda547dd90624502f702
Private input snapshot manifest sha256: a1ac28f065bffcc761f9a3b8f7058deb55f8d7672f72770d27b02fd07ade1156

Check it yourself

Every figure above is read from /glassbox/prospective_trial_record.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