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Trial evidence / Equity Fundamental Quality

Eq ROE

Hypothesis key 4a76eafa9d283198 Incomplete

First measurement, annualised Sharpe-0.73over 3,873 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 14 of 224 measured identities, at the 6.3th 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
4a76eafa9d283198
Configuration hash
f7f3402a023dc055
Research family
Equity Fundamental Quality
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
3,873
Annualized Sharpe
-0.7288901
Skew
-9.7472
Kurtosis
285.76

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

  • IDENTITY PREREGISTRATION AND ORIGINAL ENVIRONMENT NOT BOUND. The canonical family audit binds this identity to its immutable ledger measurement, but does not bind an identity-level preregistration, original code commit, runner hash, lockfile, and input snapshot. Those missing historical fields cannot be reconstructed from the family summary.
  • IDENTITY LEVEL DECISION PACKET NOT PRESERVED. The family-level admission status is NOT_ESTABLISHED_RESEARCH_ONLY; it is not a preserved identity-level gate decision under the complete packet contract.
  • IMMUTABLE SUMMARY LACKS COMPLETE IDENTITY CURVE. The immutable ledger summary preserves the first measurement but not the complete identity-level curve, uncertainty, stress, capacity, and diversification evidence required for packet completion.
  • IDENTITY CAPACITY NOT MEASURED. The canonical family audit records capacity as UNMEASURED_NO_FAMILY_CAPACITY_SWEEP; no identity-level capacity evidence can be credited.

Frozen configuration

Allocator
rank
Alpha Names
eq_roe
End
1,780,272,000,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
63
Start
1,262,304,000,000
Test Bars
63
Train Bars
252

Verify the packet

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

Packet content hash sha256:eddc66d03de95d6afb017fe88c9cc73fcce9c491301df0edd3049fbd9c8cf261