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Trial evidence / Crypto Volatility Risk Premium

Crypto VRP Proxy

Hypothesis key bd4688c240711a16 Incomplete

First measurement, annualised Sharpe-0.63over 1,492 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 19 of 224 measured identities, at the 8.5th 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
bd4688c240711a16
Configuration hash
99596bbb5b6f8e38
Research family
Crypto Volatility Risk Premium
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
1,492
Annualized Sharpe
-0.633
Skew
-9.517
Kurtosis
132.65

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 SOURCE IS SUMMARY ONLY. The declared evidence grade is persisted_summary_with_higher_moments. The exact daily curve and complete uncertainty, stress, capacity, and diversification evidence are not preserved by this source.

Frozen configuration

Cost Bps
10
Currencies
BTC, ETH
End
2026-06-01
K Cost
0.02
Normalizer
expanding_std_shift_1
Probe
crypto_vrp_proxy
Signal
dvol_minus_yang_zhang_168
Start
2021-03-24
Warmup Days
365

Verify the packet

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

Packet content hash sha256:bb2ecb740546bb66281473e2b3d9e114aab58397f0c0d1ed8c74b0293d498ed1