First measurement, annualised Sharpe0.19over 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 150 of 224 measured identities, at the 67th percentile. The median trial recorded here scores 0.0247, and 53.1% score above zero at all.
Immutable first measurement
- Hypothesis key
- 890a432d09e1ef8a
- Configuration hash
- ea69c2d62fc37304
- Research family
- Crypto Carry
- Packet status
- INCOMPLETE_BACKFILL_REQUIRED
- Observations
- 1,574
- Annualized Sharpe
- 0.185608
- Skew
- -0.235528
- Kurtosis
- 8.802039
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
7da87e8ee815cda0cebe00c158078248ee28069e427cdfcec7fe1165cc4964ea
- 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
- 0.001
- Rebalance Bars
- 168
- 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:bb0f534c2f742af5359a0b927728a37c382b63429ffeb92b6bcecac70adb2bf2
