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Trial evidence / Alphamax Equity Momentum

Forensic Alphamax Weighting / Volatility Guard Invvol K50

Hypothesis key 7e29a8e5f5324b37 Incomplete

First measurement, annualised Sharpe-0.09over 5,428 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 81 of 224 measured identities, at the 36.2th 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
7e29a8e5f5324b37
Configuration hash
04f402aeff3e70db
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,428
Annualized Sharpe
-0.08571332
Skew
Not reported
Kurtosis
Not reported

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

  • FORENSIC ACCOUNTING POSTDATES ORIGINAL MEASUREMENT. This identity was recovered by the 2026-08-17 forensic accounting correction. The receipt charges the historical configuration but cannot retroactively prove an identity-level preregistration or original environment stamp.
  • ORIGINAL IDENTITY GATE DECISION NOT PRESERVED. The source preserves a historical measurement, not a complete identity-level admission or kill packet under the current contract.
  • FORENSIC SOURCE IS SUMMARY ONLY. The declared evidence grade is persisted_summary_only_missing_higher_moments. The exact daily curve and complete uncertainty, stress, capacity, and diversification evidence are not preserved by this source.

Frozen configuration

Construction
Nested object preserved in the machine-readable packet
Historical Accounting Correction
yes
Probe
forensic_alphamax_weighting
Rank Top K
50
Robustness Mode
volatility_guard
Scheme
invvol
Source Artifact
artifacts/probe/alphamax_weighting/report.json
Source Artifact Sha256
4eb3a9dc4ad8e991679d2409c29c17925d52ddd7a97c4a36fb43e8ace2646f50
Variant
volatility_guard_invvol_K50
Window
{"book_start":"2005-01-03","end":"2026-08-01","sessions":5428,"warmup":"2004-01-02"}

Verify the packet

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

Packet content hash sha256:3e6cfb86c625b173e6c639945223230cf9189a63900c00ea10b4632740e762a4