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Canli Capital

Trial evidence / Alphamax Equity Momentum

forensic_alphamax_construction / R0

By , Canli Capital

Hypothesisa463ab3319931865 Incomplete

This page is generated from the exact machine-readable packet for forensic_alphamax_construction / R0. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

Immutable first measurement

Hypothesis key
a463ab3319931865
Configuration hash
bb318a6f8b9104a1
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
728
Annualized Sharpe
0.680067
Skew
-0.5157954
Kurtosis
7.981983

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

Historical Accounting Correction
yes
Parameters
{"horizon_bars":21,"n_instruments":375,"n_legs":12,"rank_top_k":30,"rebalance_bars":63,"test_bars":63,"train_bars":252,"universe":"narrow","window":["2022-07-01","2026-06-01"]}
Probe
forensic_alphamax_construction
Source Artifact
artifacts/sweep/alphamax_construction/wf_R0/walkforward.json
Source Artifact Sha256
e6633e91df658dd166c6446ac0cbc72719c01283a636adea1d43a32566311102
Source Trial Config Hash
4ced5a53fe244a53
Variant
R0

Verify the packet

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

Packet content hash sha256:5f899e151a1806000c566a0382755add1f6238d5502b163483ca8659fd60fe63