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Canli Capital

Trial evidence / Crypto Volatility Risk Premium

crypto_vrp_proxy

By , Canli Capital

Hypothesisbd4688c240711a16 Incomplete

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

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

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

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:c530415715176836fc7760034146f36965a14d93cf776908379eef45cf583bf2