First measurement, annualised Sharpe-0.59over 365 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 26 of 224 measured identities, at the 11.6th percentile. The median trial recorded here scores 0.0247, and 53.1% score above zero at all.
Immutable first measurement
- Hypothesis key
- 446e00f6c7b0dbfc
- Configuration hash
- 4b9efdd421481611
- Research family
- Crypto Carry
- Packet status
- INCOMPLETE_BACKFILL_REQUIRED
- Observations
- 365
- Annualized Sharpe
- -0.5868348
- Skew
- -3.765717
- Kurtosis
- 36.49559
Evidence coverage
-
Admission Or Kill Decision
missingNo identity-level evidence is bound.
-
Code Environment And Reproduction
missingNo identity-level evidence is bound.
-
Economic Mechanism And Falsifiable Hypothesis
verified -
Execution And Cost Model
missingNo identity-level evidence is bound.
-
Family And Union Trial Accounting
verified -
Identity And Authorship
verified -
Literature And Overlap Decision
verified -
Machine Readable Packet And Stable Public Paper
verified -
Point In Time Data And Survivorship Controls
missingNo identity-level evidence is bound.
-
Preregistration And Hashes
missingNo identity-level evidence is bound.
-
Result Uncertainty Stress Capacity And Diversification
partial- Historical Curve EvidenceOriginal files: walk-forward JSON · equity Parquet
afef15d3294c7e1cf69db416ee1775a176cb0f1132b392bddf666a1aa447709f
- Historical Curve EvidenceOriginal files: walk-forward JSON · equity Parquet
Completion assessment
- EXACT ARTIFACT LACKS ORIGINAL ENVIRONMENT STAMP. One persisted walk-forward artifact and equity curve uniquely match every identity-bearing ledger field and the immutable measurement. The artifact does not preserve the original code commit, runner hash, lockfile, and input manifest.
- IDENTITY PREREGISTRATION NOT PRESERVED. No identity-level preregistration and immutable pre-result hash are bound to this historical measurement.
- IDENTITY LEVEL DECISION PACKET NOT PRESERVED. No complete identity-level admission or kill packet under the current contract is preserved for this historical measurement.
Frozen configuration
- Allocator
- rank
- Alpha Names
- carry_fund_21, carry_fund_90, carry_z_252, carry_mom_21_63
- End
- 1,780,272,000,000
- Instrument Ids
- List preserved in the machine-readable packet
- No Trade Band
- 0.0003
- Rebalance Bars
- 72
- Start
- 1,717,200,000,000
- Test Bars
- 2,184
- Train Bars
- 8,760
Verify the packet
Read the family paper · Download the machine-readable packet · All trials
Packet content hash sha256:ba164fdd937c2c43e530851853a217bd9749f53afa15a8b1664a88e62bb2e652
