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Trial evidence / Crypto Multifactor Engine

Crypto Multi-factor / ML + Regime

Hypothesis key 9de7d18ead3c4555 Incomplete

First measurement, annualised Sharpe0.04over 1,612 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 120 of 224 measured identities, at the 53.6th 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
9de7d18ead3c4555
Configuration hash
177482b4f3d6365d
Research family
Crypto Multifactor Engine
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
1,612
Annualized Sharpe
0.04242948
Skew
-1.020992
Kurtosis
14.27858

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

  • IDENTITY PREREGISTRATION AND ORIGINAL ENVIRONMENT NOT BOUND. The canonical family audit binds this identity to its immutable ledger measurement, but does not bind an identity-level preregistration, original code commit, runner hash, lockfile, and input snapshot. Those missing historical fields cannot be reconstructed from the family summary.
  • IDENTITY LEVEL DECISION PACKET NOT PRESERVED. The family-level admission status is FAIL_NO_DEPLOY; it is not a preserved identity-level gate decision under the complete packet contract.

Frozen configuration

Allocator
rank
Alpha Names
Not reported
End
1,780,272,000,000
Instrument Ids
List preserved in the machine-readable packet
ML
yes
ML Feature Set Sha
edcae8b03ea35428
ML Window Days
365
No Trade Band
0.003
Rebalance Bars
72
Regime
yes
Regime Gate Weights
1, 0.7, 0.3
Regime Lag Days
1
Regime N States
3
Start
1,609,459,200,000
Test Bars
2,184
Train Bars
8,760

Verify the packet

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

Packet content hash sha256:b97460ed198580c0f784b99d98279d121953ca990ef989aeb447789731c648fc