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Trial evidence / Crypto Momentum

Mom Ts 2160

Hypothesis key 5b5a71b086289f8d Incomplete

First measurement, annualised Sharpe-0.04over 1,574 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 96 of 224 measured identities, at the 42.9th 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
5b5a71b086289f8d
Configuration hash
2c24d159ae76d638
Research family
Crypto Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
1,574
Annualized Sharpe
-0.03840418
Skew
-0.9598815
Kurtosis
12.30739

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 FAIL_RESEARCH_ONLY; it is not a preserved identity-level gate decision under the complete packet contract.
  • IDENTITY CAPACITY NOT MEASURED. The canonical family audit records capacity as UNMEASURED_NO_PERSISTED_MOMENTUM_CAPACITY_SWEEP; no identity-level capacity evidence can be credited.

Frozen configuration

Allocator
rank_long
Alpha Names
mom_ts_2160
End
1,780,272,000,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
24
Start
1,622,505,600,000
Test Bars
1,512
Train Bars
6,048

Verify the packet

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

Packet content hash sha256:2be983224aec4f0c874b1a87b1335b08a7fec1a8c503db42f8172a23398625cb