First measurement, annualised Sharpe0.09over 1,612 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 136 of 224 measured identities, at the 60.7th percentile. The median trial recorded here scores 0.0247, and 53.1% score above zero at all.
Immutable first measurement
- Hypothesis key
- 54eed376f4055448
- Configuration hash
- cd1dab48a7b8d983
- Research family
- Crypto Carry
- Packet status
- INCOMPLETE_BACKFILL_REQUIRED
- Observations
- 1,612
- Annualized Sharpe
- 0.09201601
- Skew
- -0.1380708
- Kurtosis
- 7.250871
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
83543f329fb5efe492ea18cc55f2b6463f0f45b611af2cca20bd9e9d6b3cbeaa
- 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
- 1,609,459,200,000
- 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 sha256:92b5fc5bb79e9e36270665cf5f6b5ec7357aae5058e440b5595b5abc5f551d48
