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Trial evidence / Alphamax Equity Momentum

Forensic Alphamax Construction / G1

Hypothesis key b2e9f54f69c6fb82 Incomplete

First measurement, annualised Sharpe0.95over 615 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 212 of 224 measured identities, at the 94.6th 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
b2e9f54f69c6fb82
Configuration hash
a43506f132fdc2f8
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
615
Annualized Sharpe
0.9465503
Skew
-0.4099589
Kurtosis
6.225067

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

  • FORENSIC ACCOUNTING POSTDATES ORIGINAL MEASUREMENT. This identity was recovered by the 2026-08-17 forensic accounting correction. The receipt charges the historical configuration but cannot retroactively prove an identity-level preregistration or original environment stamp.
  • ORIGINAL IDENTITY GATE DECISION NOT PRESERVED. The source preserves a historical measurement, not a complete identity-level admission or kill packet under the current contract.
  • FORENSIC CURVE LACKS COMPLETE PACKET STRESS EVIDENCE. The walk-forward curve and configuration are preserved, but the forensic receipt does not bind identity-level capacity, canonical diversification, or every stress result required by the current packet contract.

Frozen configuration

Historical Accounting Correction
yes
Parameters
{"horizon_bars":63,"n_instruments":375,"n_legs":7,"rank_top_k":30,"rebalance_bars":63,"test_bars":91,"train_bars":365,"universe":"narrow","window":["2022-07-01","2026-06-01"]}
Probe
forensic_alphamax_construction
Source Artifact
artifacts/sweep/alphamax_construction/wf_G1/walkforward.json
Source Artifact Sha256
6eccab517e7a3ad606850b3f4acb8ecbc568a100f65fc5be3eafb805b6659668
Source Trial Config Hash
4217e72ac6f48ca1
Variant
G1

Verify the packet

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

Packet content hash sha256:a84e65449145e7553bfb37f92f6c15fdbfe8353c2bd9e51415bf7e73d6b6e82f