Skip to content

Trial evidence / Alphamax Equity Momentum

Forensic Alphamax Construction / I4

Hypothesis key 0a85fa2eca9afeb8 Incomplete

First measurement, annualised Sharpe0.69over 728 observations. One historical measurement, not a return and not a forecast.

Where this sits among every trial ever recorded

-2.1527Sharpe ratio1.8129

this trial median zero

This trial ranks 203 of 224 measured identities, at the 90.6th percentile. The median trial recorded here scores 0.0247, and 53.1% score above zero at all.

By , Canli Capital

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

  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

  • FORENSIC ACCOUNTING POSTDATES ORIGINAL MEASUREMENT. This identity was recovered by the 2026-08-17 forensic accounting correction. The receipt charges the historical configuration but cannot retroactively prove an identity-level preregistration or original environment stamp.
  • ORIGINAL IDENTITY GATE DECISION NOT PRESERVED. The source preserves a historical measurement, not a complete identity-level admission or kill packet under the current contract.
  • FORENSIC CURVE LACKS COMPLETE PACKET STRESS EVIDENCE. The walk-forward curve and configuration are preserved, but the forensic receipt does not bind identity-level capacity, canonical diversification, or every stress result required by the current packet contract.

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 sha256:1e1f6ad53be162b0a0630bf09c19cd692d94e8145a7d02e0f3954f5eb840fa6c