Legacy DSR restatement
This is a correction ledger, not a performance upgrade. Original artifacts remain intact.
Current selection context: N=162, identity-aligned V[SR]=0.0009605969.
- Restated: 33 variants across 5 families.
- Retired for missing return series: 7 families.
- Current DSR ≥ 0.95: 0 variants.
Recomputed variants
| Family | Variant | Historical DSR | Current DSR | Status |
|---|---|---|---|---|
| alphamax_betaneutral | LIVE-REPLICA k30_dn_63/BASE |
0.183185 | 0.165804 | FAIL |
| alphamax_betaneutral | LIVE-REPLICA k30_dn_63/BASE_asis |
0.134993 | 0.120788 | FAIL |
| alphamax_betaneutral | LIVE-REPLICA k30_dn_63/CTRL_NETLONG |
0.069001 | 0.060439 | FAIL |
| alphamax_betaneutral | LIVE-REPLICA k30_dn_63/V1_betaneutral |
0.078945 | 0.069442 | FAIL |
| alphamax_betaneutral | LIVE-REPLICA k30_dn_63/V2_betahedged |
0.107465 | 0.095467 | FAIL |
| alphamax_betaneutral | LIVE-REPLICA k30_dn_63/V2m_hedge_21d |
0.110626 | 0.098363 | FAIL |
| alphamax_betaneutral | RESEARCH top-2000 K=100/BASE |
0.000000 | 0.000000 | FAIL |
| alphamax_betaneutral | RESEARCH top-2000 K=100/BASE_asis |
0.000000 | 0.000000 | FAIL |
| alphamax_betaneutral | RESEARCH top-2000 K=100/CTRL_NETLONG |
0.000000 | 0.000000 | FAIL |
| alphamax_betaneutral | RESEARCH top-2000 K=100/V1_betaneutral |
0.000003 | 0.000001 | FAIL |
| alphamax_betaneutral | RESEARCH top-2000 K=100/V2_betahedged |
0.000000 | 0.000000 | FAIL |
| alphamax_betaneutral | RESEARCH top-2000 K=100/V2m_hedge_21d |
0.000000 | 0.000000 | FAIL |
| alphamax_construction | A1 |
0.150387 | 0.138967 | FAIL |
| alphamax_construction | A2 |
0.209723 | 0.195543 | FAIL |
| alphamax_construction | G1 |
0.294726 | 0.279046 | FAIL |
| alphamax_construction | I1 |
0.529216 | 0.509298 | FAIL |
| alphamax_construction | I2 |
0.141761 | 0.130759 | FAIL |
| alphamax_construction | I3 |
0.024886 | 0.022067 | FAIL |
| alphamax_construction | I4 |
0.156486 | 0.144776 | FAIL |
| alphamax_construction | R0 |
0.150387 | 0.138967 | FAIL |
| alphamax_constructions | gauntlet_eq_52whigh_252 |
0.000020 | 0.000000 | FAIL |
| alphamax_shorttail | baseline |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | cap_1.25x |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | cap_1.5x |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | cap_2.0x |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | daily_reset |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | stop_100 |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | stop_30 |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | stop_50 |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | stop_50_dn |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | svol |
0.000000 | 0.000000 | FAIL |
| alphamax_shorttail | svol_dn |
0.000000 | 0.000000 | FAIL |
| econtrend | locked_primary_oos |
0.000000 | 0.000000 | FAIL |
Retired historical DSR claims
- exp2_crypto_vrp — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
- alphamax_hyst_live — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
- alphamax_turnover — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
- alphamax_volscale — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
- alphamax_weighting — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
- alphatrend_arp — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
- alphatrend_breadth — The persisted artifact contains summary statistics but no variant-level return series. DSR depends on observations, skew and kurtosis; it cannot be honestly reconstructed from annualized Sharpe.
Executable-code status
All 12 historical probe paths now use identity-aligned union accounting or fail closed at preflight. There are 0 executable raw-row DSR paths. Separately, 7 summary-only artifact families remain retired and cannot be treated as approved evidence.
Resolved paths:
scripts/exp2_crypto_vrp.pyscripts/probe_alphamax_betaneutral.pyscripts/probe_alphamax_construction.pyscripts/probe_alphamax_constructions.pyscripts/probe_alphamax_hyst_live.pyscripts/probe_alphamax_shorttail.pyscripts/probe_alphamax_turnover.pyscripts/probe_alphamax_volscale.pyscripts/probe_alphamax_weighting.pyscripts/probe_alphatrend_arp.pyscripts/probe_alphatrend_breadth.pyscripts/probe_econtrend.py
Interpretation boundary
This restates DSR only. It does not upgrade data quality, validation grade, sleeve admissibility or investment performance, and it does not alter original artifacts.