00 / The glass box
Proven in the open.
Including the strategies that failed, with their real numbers.
Every figure here is read straight from a real engine artifact, never typed by hand, down to the sleeves we killed and the grade we did not pass.
- Zero fabrication. If a value is not available, the element is omitted, never invented.
- No fake history. The live track record accrues from go-live. It claims no history it did not live.
- Failures published. Killed sleeves, the C+ deflation null, all in full.
- Reproducible. The backtest is content-hashed and byte-reproducible, not "blockchain-anchored".
-- killed -- survived -- deflation grade -- accruing
01 / Live track record
We publish no return until it is earned in the open.
The live paper record begins at go-live and is shown only as it accrues.
- Go-live
- --
- Live NAV
- --
- Live return
- --
- Baseline
- --
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02 / The kill log
Most ideas die. We publish ours, with their real numbers.
The strategies that failed, with their real net-of-cost Sharpe.
// --
- -- Killed
- -- Survived
- -- Minimum Sharpe gate
Select a row to see why it lived or died. Killed sleeves leave the book and are not re-tuned.
03 / Pre-registration
We committed the trial budget before we touched the data.
The trial budget was committed to git before any sleeve touched the lake.
04 / The deflation verdict
Crypto alone did not clear the bar. We publish the null in full.
The grade on crypto alone, read straight from the artifact.
Capacity decay, annualised Sharpe by deployed capital
--
--
05 / Capacity & scalability
Size has a price. The crypto carry caps near $10M.
How much capital this book can run before the edge decays, told straight.
--
--
// --
- Deflated forward Sharpe
- -- to -- · central --
- Net return, 14% vol-target
- --
06 / Reproducibility
Content-hashed. Byte-reproducible. Reproduce our numbers.
A golden-master test asserts every fill, fee and funding payment from hand-written arithmetic.
We claim. --
We do not claim. --
--
Verifiability
- Fill-price tolerance
- --
- Funding settlements, real BTC week
- --
- Registered factors
- --
// --