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
Epoch
- Observed identities
- 121
- Legacy retired identities
- 228
- Union hypothesis identities
- 349
- Latest reservation ordinal
- 349
- Register public path
- /glassbox/prospective_epoch_register.json
- Register content hash
- sha256:83e1649a01d56db63fc61a6985a703fecc114f85b55557bc12623e05c32484aa
By status
- DEVELOPMENT CLOSURE FINAL NOT ADMITTED
- 118
- GOVERNED SERIAL PACKET CLOSED
- 3
- IMPORTED RESERVED MEASURED UNCLOSED
- 0
- MEASURED WITHOUT RESERVATION
- 0
- RESERVED MEASURED UNCLOSED
- 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
| 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
| 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 | Not reported | Not reported | Not reported | Not reported |
| minimum_oos_observations | 1574 | >= | PASS | 756 | Not reported | Not reported | Not reported | Not reported |
| Not reported | 0.091413 | Not reported | PASS_MEASUREMENT_PRESENT | Not reported | 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
- Not reported
- 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
- IN_FORCE
- Audit status
- PASS_TEMPLATE_PROMOTED_IN_FORCE_RETURN_BY_VALIDATED_RESERVATION_ONLY
Scope
- Applies to known results
- no
- Earliest possible reservation ordinal
- 348
- Requires separate policy promotion
- yes
Promotion
- Receipt public path
- /glassbox/forward_full_evidence_reservation_v2_promotion.json
- Content hash
- sha256:b909390bc6d722691080049f6682f5ad033bc820dd206c81fd2d2715695b19ab
- Promoted at
- 2026-09-14
- Effective on or after reservation ordinal
- 348
- Applies to known results
- no
Authorized by. i want you to focus on adding sleeves improving each sleeves sharpe ratio returs cagr max dd and everything go agead make sure everything is perfect and i give you full permision for the activiations so you can go ahead
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
- f3aca315937b2a02664a988ff7c402565a04b169ee79ba9a6ea8a10d1f75098b
- Future template audit sha256
- 2e5d17511c16e980dbaa5b76aac422437b65f23fb64558a39e282611ee29d126
- 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.