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Canli Capital

Research

Current-book diversification: the confidence-bound result

Author: Arhan Canli
Program: ALPHAC / AlphaC Algorithms
Study classification: retrospective existing-return risk remeasurement
Capital: research simulation over a paper-trading specification

Result

The exact current four-sleeve research specification is diversified, but it does not meet the program's governing average-correlation point gate. Across the 1,061-row common window from 2023-07-07 through 2026-06-01:

Measurement Result Governing comparison Outcome
Average pairwise sleeve correlation +0.0248 at most 0.00 fails
95% upper bound, 63-row block bootstrap +0.0487 at most +0.10 passes
Maximum ordinary pairwise correlation +0.2098 at most +0.35 passes
Maximum ordinary pair upper 95% bound +0.3025 at most +0.35 passes
Stressed design correlation +0.50 at most +0.50 passes at the boundary
Sleeve-only diversification ratio 1.8153 diagnostic not a gate
Effective independent sleeves 3.8988 of 4 diagnostic not a gate

The long-run portfolio objective is approximately −0.03 average correlation. The current measured point is 0.0548 above it. Calling +0.0248 “near zero” may be descriptively reasonable, but it does not turn a positive value into a pass against a non-positive gate.

What was measured

The study reconstructs the same exact current book used by the current-composition drawdown study:

  • alphavintage_live, 25%;
  • crypto_carry_wk, 25%;
  • k30_dn_63, 25%;
  • managed_futures, 25%; and
  • the separately disclosed 10% strategic overlay split between BTC and SPY.

Sleeve correlation uses the four sleeve returns only. The strategic overlay remains separate and is included in full-book and marginal-Sharpe diagnostics. The reconstructed sleeve contributions plus overlay equal the book return with zero numerical residual.

Confidence procedure

The primary uncertainty estimate uses 10,000 synchronized circular moving-block resamples, each as long as the observed 1,061-row window, with seed 20260825 and a 63-row block. Resampling the four columns together preserves contemporaneous cross-sleeve dependence. The one-sided upper bound is the empirical 95th percentile.

Block length Bootstrap mean average correlation Upper 95% Maximum pair upper 95%
21 rows +0.0245 +0.0484 +0.2861
63 rows, primary +0.0247 +0.0487 +0.3025
126 rows +0.0244 +0.0491 +0.3086

The primary upper-bound Monte Carlo standard error is approximately 0.00030. Block-length sensitivity does not change the conclusion: the point gate fails and the confidence-bound gates pass.

Pairwise structure

The six observed pairwise correlations are:

Pair Correlation
AlphaVintage / crypto carry +0.0393
AlphaVintage / equity momentum −0.0620
AlphaVintage / managed futures −0.0444
Crypto carry / equity momentum −0.0134
Crypto carry / managed futures +0.0197
Equity momentum / managed futures +0.2098

The equity-momentum / managed-futures pair is the largest ordinary dependence. Its primary bootstrap upper bound remains below the prospective 0.35 ordinary-pair ceiling.

Marginal historical diagnostics

For each diagnostic, one sleeve's committed contribution is replaced by cash while every other weight and the strategic overlay remain unchanged. These are in-window research diagnostics, not reweighting instructions:

Sleeve replaced by cash Full-book research Sharpe Without sleeve Marginal delta
AlphaVintage 1.7846 1.7909 −0.0063
Crypto carry 1.7846 1.2520 +0.5326
Equity momentum 1.7846 1.6378 +0.1468
Managed futures 1.7846 1.8755 −0.0908

Negative historical marginal values do not authorize deletion. The data were known before this protocol, the comparison is in-sample for this purpose, and existing sleeves predate the prospective admission contract. Any allocation change would require a new declared evidence epoch.

What this establishes—and what it does not

This study establishes a reproducible description of the exact current research composition. It shows that most pairwise and confidence-bound controls are inside their prospective ceilings, while the governing average-correlation point gate is not.

It does not establish live-forward diversification. The frozen research curves end before the broker-reconciled forward record begins; the returns were known before the protocol; no independent human replication exists; and the window is not crisis-complete. It proves neither alpha nor the 1.5 forward-Sharpe objective and spends zero new hypothesis identities.

Reproduction

uv run python scripts/analyze_current_book_diversification.py

The machine-readable result is artifacts/analysis/current_book_diversification/result.json. Its content hash is sha256:42971513076f2ff21024e343c2ef771a78cbaeb2b3b6160f7d28a526dd4da256.