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Trial evidence / Alphamax Equity Momentum

alphamax_volscale

By , Canli Capital

Hypothesis90814576f43bdcee Incomplete

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

Immutable first measurement

Hypothesis key
90814576f43bdcee
Configuration hash
144ba13edae95528
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,384
Annualized Sharpe
0.01063453
Skew
10.6207
Kurtosis
588.6913

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

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

Frozen configuration

Baseline Artifact
artifacts/walkforward/prereg_momentum
Overlay
dm_dyn
Params
{"band":0.2,"bear_lookback":504,"check_every":21,"dyn_clip":[0,1.5],"dyn_warmup_months":36,"sigma_target":0.12,"vol_window":126,"w_clip":[0.5,1.5]}
Probe
alphamax_volscale

Verify the packet

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

Packet content hash sha256:447119fd2218aeeedcef4077d82ab53f79e4f1136c82dc6537d6b3bb92c545b5