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Trial evidence / Equity Fundamental Value Investment

Eq Value Composite

Hypothesis key c6100630d688b4d7 Incomplete

First measurement, annualised Sharpe-0.60over 5,384 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 22 of 224 measured identities, at the 9.8th 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
c6100630d688b4d7
Configuration hash
4126a2eb8768fa74
Research family
Equity Fundamental Value Investment
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,384
Annualized Sharpe
-0.5994373
Skew
-26.43699
Kurtosis
1283.306

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

  • CURRENT ENGINE REJECTS LEGACY CROSS ASSET UNIVERSE. The frozen prereg_value artifact contains 60 Binance perpetuals in an equity universe. Current code explicitly drops those ids under the 2026-07-18 shared-lake membership fix, so exact replay would require reintroducing a known universe-membership error.

Frozen configuration

Allocator
rank
Alpha Names
eq_value_composite
End
1,780,272,000,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
63
Start
946,684,800,000
Test Bars
63
Train Bars
252

Verify the packet

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

Packet content hash sha256:6535aeb8151ab1865103324bf5d364ed679a4de62f7b8d3f3983c201e6e834a2