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Trial evidence / Alphamax Equity Momentum

forensic_alphamax_construction / I4

By , Canli Capital

Hypothesis0a85fa2eca9afeb8 Incomplete

This page is generated from the exact machine-readable packet for forensic_alphamax_construction / I4. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

Immutable first measurement

Hypothesis key
0a85fa2eca9afeb8
Configuration hash
052ceeefac905e3c
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
728
Annualized Sharpe
0.6942539
Skew
-0.6221592
Kurtosis
5.463881

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

Historical Accounting Correction
yes
Parameters
{"horizon_bars":63,"n_instruments":375,"n_legs":12,"rank_top_k":100,"rebalance_bars":63,"test_bars":63,"train_bars":252,"universe":"narrow","window":["2022-07-01","2026-06-01"]}
Probe
forensic_alphamax_construction
Source Artifact
artifacts/sweep/alphamax_construction/wf_I4/walkforward.json
Source Artifact Sha256
3998a1057dcab7bfc819f346566b0b1d4014bc2bd2be3289df33f4610e25e6b6
Source Trial Config Hash
8a1eb274f7a754e8
Variant
I4

Verify the packet

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

Packet content hash sha256:e0b12738b22b92cc8d7d34f4f846a3bb78ada8f477bf252b8b8897148f87595a