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Trial evidence / Alphamax Equity Momentum

Alphamax Hyst Live

Hypothesis key f093a098d9de5c39 Incomplete

First measurement, annualised Sharpe1.44over 728 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 219 of 224 measured identities, at the 97.8th 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
f093a098d9de5c39
Configuration hash
bd0d8cb9565903eb
Research family
Alphamax Equity Momentum
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
728
Annualized Sharpe
1.441325
Skew
Not reported
Kurtosis
Not reported

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_only_missing_higher_moments. The exact daily curve and complete uncertainty, stress, capacity, and diversification evidence are not preserved by this source.

Frozen configuration

Arm
hyst_half
Borrow Ann
0.005
Cost Oneway
0.0006
End
2026-06-01
Exit Frac
0.5
Gross Leg
0.345
Min Hold Bars
0
Probe
alphamax_hyst_live
Profile
sharadar
Rank Top K
30
Reform Bars
63
Signal
eq_mom_252_21
Sleeve
k30_dn_63
Start
2023-07-06
Vol Window
63
Warmup
2021-01-01

Verify the packet

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

Packet content hash sha256:f8d8b7eb2d67110b7b8652aa7b4f7823571c76dd57ea0ae6af59f6a1554b21c3