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Canli Capital

Trial evidence / Equity Insider Activity

insider_purchase_clusters

By , Canli Capital

Hypothesis7c522581b35475e3 Incomplete

This page is generated from the exact machine-readable packet for insider_purchase_clusters. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

Immutable first measurement

Hypothesis key
7c522581b35475e3
Configuration hash
a18b907b9b8b4002
Research family
Equity Insider Activity
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
2,669
Annualized Sharpe
-0.9931387
Skew
-0.3087968
Kurtosis
16.46711

Evidence coverage

The spine below is the trial-packet contract. A missing section stays visibly missing.

  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

  • EXACT PRELIMINARY CURVE NOT PRESERVED. The correction log preserves the first Sharpe and verdict, but no exact preliminary curve, weights, or executable snapshot was preserved.

Frozen configuration

Cluster Days
30
Costs
{"issuer_oneway":0.0006,"spy_oneway":0.0001}
Filing Delay Sessions
2
Hedge
trailing_252d_spy_beta_clamped_0_3
Hold Sessions
63
Mechanism
clustered_form4_open_market_purchases
Min Insiders
2
Min Value
100,000
Oos Start
2016-01-01
Positioning
equal_notional_gross_1
Prereg
docs/design/PREREG_INSIDER_CLUSTERS.md
Probe
insider_purchase_clusters

Verify the packet

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

Packet content hash sha256:c634d5d901115b9f22f23b0ca33a786acce39456c94d9ed33655b9cefa4aff98