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Trial evidence / Alphamax Equity Momentum

forensic_alphamax_weighting / no_drift_volcap_K50

By , Canli Capital

Hypothesis0945730a532778e7 Incomplete

This page is generated from the exact machine-readable packet for forensic_alphamax_weighting / no_drift_volcap_K50. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

Immutable first measurement

Hypothesis key
0945730a532778e7
Configuration hash
1d1185b44020b545
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,428
Annualized Sharpe
-0.2012285
Skew
—
Kurtosis
—

Evidence coverage

The spine below is the trial-packet contract. A missing section stays visibly missing.

  1. Admission Or Kill Decision

    missing

    No identity-level evidence is bound.

  2. Code Environment And Reproduction

    missing

    No identity-level evidence is bound.

  3. Economic Mechanism And Falsifiable Hypothesis

    verified

  4. Execution And Cost Model

    missing

    No identity-level evidence is bound.

  5. Family And Union Trial Accounting

    verified

  6. Identity And Authorship

    verified

  7. Literature And Overlap Decision

    verified

  8. Machine Readable Packet And Stable Public Paper

    verified

  9. Point In Time Data And Survivorship Controls

    missing

    No identity-level evidence is bound.

  10. Preregistration And Hashes

    missing

    No identity-level evidence is bound.

  11. Result Uncertainty Stress Capacity And Diversification

    missing

    No identity-level evidence is bound.

Completion assessment

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

Frozen configuration

Construction
Nested object preserved in the machine-readable packet
Historical Accounting Correction
yes
Probe
forensic_alphamax_weighting
Rank Top K
50
Robustness Mode
no_drift
Scheme
volcap
Source Artifact
artifacts/probe/alphamax_weighting/report.json
Source Artifact Sha256
4eb3a9dc4ad8e991679d2409c29c17925d52ddd7a97c4a36fb43e8ace2646f50
Variant
no_drift_volcap_K50
Window
{"book_start":"2005-01-03","end":"2026-08-01","sessions":5428,"warmup":"2004-01-02"}

Verify the packet

Read the family paper · Download the machine-readable packet · All trials

Packet content hash sha256:bec4672c8d828b39f10ca7793ffcaf8bd5cea6d73e3bb153bc571382315e516b