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Trial evidence / Macro Economic Trend

CPI Surprise Size

Hypothesis key df2ff29afd9fcdb8 Incomplete

First measurement, annualised Sharpe0.34over 5,977 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 176 of 224 measured identities, at the 78.6th 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
df2ff29afd9fcdb8
Configuration hash
db95275a78e25ab1
Research family
Macro Economic Trend
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,977
Annualized Sharpe
0.3402798
Skew
0.4328067
Kurtosis
26.78365

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

  • IDENTITY PREREGISTRATION AND ORIGINAL ENVIRONMENT NOT BOUND. The canonical family audit binds this identity to its immutable ledger measurement, but does not bind an identity-level preregistration, original code commit, runner hash, lockfile, and input snapshot. Those missing historical fields cannot be reconstructed from the family summary.
  • IDENTITY LEVEL DECISION PACKET NOT PRESERVED. The family-level admission status is NOT_ESTABLISHED_RESEARCH_ONLY; it is not a preserved identity-level gate decision under the complete packet contract.
  • IMMUTABLE SUMMARY LACKS COMPLETE IDENTITY CURVE. The immutable ledger summary preserves the first measurement but not the complete identity-level curve, uncertainty, stress, capacity, and diversification evidence required for packet completion.
  • IDENTITY CAPACITY NOT MEASURED. The canonical family audit records capacity as UNMEASURED_OR_NOT_FAMILY_WIDE; no identity-level capacity evidence can be credited.

Frozen configuration

Ar Lags
3
Clip
3
Cost Oneway BP
6
Prereg
docs/design/PREREG_SLEEVE4_INVESTMENT.md / spec locked 2026-08-05
Probe
cpi_surprise_size
Series
PCPI, PCPIX
Sign
-1
Spread
IWM-SPY

Verify the packet

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

Packet content hash sha256:aa17db67ed5c07cdf48b48c24e5874b404db8dfdab236d2756f2b25119aeb882