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Trial evidence / Alphamax Equity Momentum

Alphamax Volscale

Hypothesis key 90814576f43bdcee Incomplete

First measurement, annualised Sharpe0.01over 5,384 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 108 of 224 measured identities, at the 48.2th 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
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

  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

  • NO MATCHING PERSISTED WALKFORWARD ARTIFACT. The immutable ledger summary is preserved, but no walk-forward artifact in the declared byte-hashed corpus matches its alpha list, observation count, and exact annualized Sharpe. The missing curve cannot be reconstructed.
  • 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

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 sha256:45de34155cd3a860886f4844247ed68c89c87c84b0e4718bf38a3d719c0ab40f