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Trial evidence / Equity Fundamental Value Investment

Eq Earnings Yield

Hypothesis key e86109044ab18734 Incomplete

First measurement, annualised Sharpe-0.55over 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 29 of 224 measured identities, at the 12.9th 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
e86109044ab18734
Configuration hash
0579f8d430f56b61
Research family
Equity Fundamental Value Investment
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,384
Annualized Sharpe
-0.5526468
Skew
-0.4477805
Kurtosis
13.51318

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

  • EXACT CURRENT ENGINE REPLAY FAILED DATA QUALITY. The input snapshot, curve uncertainty, canonical diversification, execution stress, capacity, and source environment are complete. The exact replay failed closed on the sole non-positive dividend row in the current Sharadar corporate-action lake; no result or equity curve was produced.

Frozen configuration

Allocator
rank
Alpha Names
eq_earnings_yield
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 sha256:323af2abff213e947565668663fc47c29c6ed3fff332318901c316f404aee670