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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.", "required_section": "code_environment_and_reproduction" } ], "config_hash": "06d49f08167e5857", "status": "AUDITED_EXACT_REPLAY_FAILED_DATA_QUALITY" }, "verified_sections": [ "identity_and_authorship", "economic_mechanism_and_falsifiable_hypothesis", "literature_and_overlap_decision", "family_and_union_trial_accounting", "machine_readable_packet_and_stable_public_paper" ], "missing_sections": [ "preregistration_and_hashes", "point_in_time_data_and_survivorship_controls", "execution_and_cost_model", "result_uncertainty_stress_capacity_and_diversification", "admission_or_kill_decision", "code_environment_and_reproduction" ], "coverage_status": "VERIFIED_INCOMPLETE_IDENTITY_PACKET" }, { "hypothesis_key": "e86109044ab18734", "config_hash": "0579f8d430f56b61", "label": "eq_earnings_yield", "research_family_key": "equity_fundamental_value_investment", "research_family_title": "Equity value, issuance, and investment", "sleeve_context": "AlphaMax research", "ledger_profile": "var", "ledger_source_path": "var/experiments.jsonl", "first_recorded_at": "2026-08-05T04:21:12.703000+00:00", "measurement": { "observations": 5384, "annualized_sharpe": -0.5526467889879214, "skew": -0.44778048746398375, "kurtosis": 13.51317721209806 }, "candidate_public_papers": [ "/research/alphamax-equity-momentum-lineage.md", "/research/equity-value-investment-lineage.md" ], "candidate_match_is_verified": true, "verified_family_paper_path": "/research/equity-value-investment-lineage.md", "family_paper_binding_status": "VERIFIED_TAXONOMY_BINDING", "verified_packet_path": "/glassbox/trial-packets/e86109044ab18734.json", "identity_packet_content_hash": "sha256:e08093a415ea4e5a0d5c64c56d39597a0114264195ea9d722a070b58153aa7b7", "identity_packet_status": "INCOMPLETE_BACKFILL_REQUIRED", "completion_assessment": { "blockers": [ { "code": "EXACT_CURRENT_ENGINE_REPLAY_FAILED_DATA_QUALITY", "evidence": [ { "instrument_ids": 6820, "ledger_n_obs": 5384, "ledger_sharpe_ann": -0.5526467889879214, "non_equity_ids": 0, "path": "artifacts/walkforward/single_earnings_yield/walkforward.json", "sha256": "9a6ebb02bbd495ed9f72a68b5967f6ad41233ac8ac31d78f379dde7ff779ec0c" }, { "commit": "eefb04a10bc8e98981506667289aa66b206ec133", "committed_at": "2026-08-04T16:21:49+00:00", "measured_at": "2026-08-05T04:21:12.703000+00:00" }, { "path": "artifacts/probe/fundamental_single_replays/e86109044ab18734/curve_evidence.json", "public_path": "/glassbox/fundamental_single_earnings_yield_curve_evidence.json", "sha256": "7ae5ae4a09b75faf8a2c4eb37f48a3dd1ba53b0aba2e41f714bfd6ddb9f7f70b" }, { "path": "artifacts/probe/fundamental_single_replays/e86109044ab18734/diversification.json", "public_path": "/glassbox/fundamental_single_earnings_yield_diversification.json", "sha256": "dae134d65b95d4d8e0ecb11f8d9548785e6b68417a230229ffe5eb765435537e" }, { "path": "artifacts/probe/fundamental_single_replays/e86109044ab18734/input_data_manifest.json", "public_path": "/glassbox/fundamental_single_earnings_yield_input_data_manifest.json", "sha256": "5f60379164725bd6159276c14837c8c3f5483e1329be90d35cf4bd8110f17b98" }, { "path": "artifacts/probe/fundamental_single_replays/e86109044ab18734/market_evidence.json", "public_path": "/glassbox/fundamental_single_earnings_yield_market_evidence.json", "sha256": "7d8cf8fb473fa4a832138b11d873c3c060bac84e04c7a598cb3d177ad8e2030a" }, { "path": "artifacts/probe/fundamental_single_replays/e86109044ab18734/replay_environment.json", "public_path": "/glassbox/fundamental_single_earnings_yield_replay_environment.json", "sha256": "551296ff6cfcb86da8e8fe18afbc3051303be6f7e6f040c6991dddf9ff2b2ed5" }, { "path": "artifacts/probe/fundamental_single_replays/e86109044ab18734/replay_failure.json", "public_path": "/glassbox/fundamental_single_earnings_yield_replay_failure.json", "sha256": "c675913cac064df35d888ff86069d2dfe4b18cdb702ecca403ae2f957ef87d66" } ], "finding": "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.", "required_section": "code_environment_and_reproduction" } ], "config_hash": "0579f8d430f56b61", "status": "AUDITED_EXACT_REPLAY_FAILED_DATA_QUALITY" }, "verified_sections": [ "identity_and_authorship", "economic_mechanism_and_falsifiable_hypothesis", "literature_and_overlap_decision", "family_and_union_trial_accounting", "machine_readable_packet_and_stable_public_paper" ], "missing_sections": [ "preregistration_and_hashes", "point_in_time_data_and_survivorship_controls", "execution_and_cost_model", "result_uncertainty_stress_capacity_and_diversification", "admission_or_kill_decision", "code_environment_and_reproduction" ], "coverage_status": "VERIFIED_INCOMPLETE_IDENTITY_PACKET" }, { "hypothesis_key": "2d966892fb5db520", "config_hash": "c0c4de8dbc5f230f", "label": "eq_sales_to_price", "research_family_key": "equity_fundamental_value_investment", "research_family_title": "Equity value, issuance, and investment", "sleeve_context": "AlphaMax research", "ledger_profile": "var", "ledger_source_path": "var/experiments.jsonl", "first_recorded_at": "2026-08-05T06:16:22.415000+00:00", "measurement": { "observations": 5384, "annualized_sharpe": -0.5184534019116663, "skew": 0.6304588041699623, "kurtosis": 18.26673607856952 }, "candidate_public_papers": [ "/research/equity-value-investment-lineage.md" ], "candidate_match_is_verified": true, "verified_family_paper_path": "/research/equity-value-investment-lineage.md", "family_paper_binding_status": "VERIFIED_TAXONOMY_BINDING", "verified_packet_path": "/glassbox/trial-packets/2d966892fb5db520.json", "identity_packet_content_hash": "sha256:7dc0690550b5f5ab3c104deb1032a4eeb087ee00874fc2277807a0ae04e5affe", "identity_packet_status": "INCOMPLETE_BACKFILL_REQUIRED", "completion_assessment": { "blockers": [ { "code": "EXACT_CURRENT_ENGINE_REPLAY_FAILED_DATA_QUALITY", "evidence": [ { "instrument_ids": 6820, "ledger_n_obs": 5384, "ledger_sharpe_ann": -0.5184534019116663, "non_equity_ids": 0, "path": "artifacts/walkforward/single_sales_to_price/walkforward.json", "sha256": "7dc4e41b0918e48568a98fde5b83af55961eab4763d92bb62ccc06ba34759bf1" }, { "commit": "eefb04a10bc8e98981506667289aa66b206ec133", "committed_at": "2026-08-04T16:21:49+00:00", "measured_at": "2026-08-05T06:16:22.415000+00:00" }, { "path": "artifacts/probe/fundamental_single_replays/2d966892fb5db520/curve_evidence.json", "public_path": "/glassbox/fundamental_single_sales_to_price_curve_evidence.json", "sha256": "642fe38a22a0b0e0a909c5c2b3d4e342f20cab7ec1a78e0e10021a99a3bf8019" }, { "path": "artifacts/probe/fundamental_single_replays/2d966892fb5db520/diversification.json", "public_path": "/glassbox/fundamental_single_sales_to_price_diversification.json", "sha256": "100e967e954523cf5158ab082a243408352b532322807175794438df0f71f18b" }, { "path": "artifacts/probe/fundamental_single_replays/2d966892fb5db520/input_data_manifest.json", "public_path": "/glassbox/fundamental_single_sales_to_price_input_data_manifest.json", "sha256": "bf7ab97d8a4fd50c0584f2e13bac83782ded1ef46d7aed82a946f24890acc3be" }, { "path": "artifacts/probe/fundamental_single_replays/2d966892fb5db520/market_evidence.json", "public_path": "/glassbox/fundamental_single_sales_to_price_market_evidence.json", "sha256": "2002deac859830092fcdb4bfc817b0baa2dbf32c1bf1c34bbe035b6cc7aa5059" }, { "path": "artifacts/probe/fundamental_single_replays/2d966892fb5db520/replay_environment.json", "public_path": "/glassbox/fundamental_single_sales_to_price_replay_environment.json", "sha256": "551296ff6cfcb86da8e8fe18afbc3051303be6f7e6f040c6991dddf9ff2b2ed5" }, { "path": "artifacts/probe/fundamental_single_replays/2d966892fb5db520/replay_failure.json", "public_path": "/glassbox/fundamental_single_sales_to_price_replay_failure.json", "sha256": "f37e705ae087d0ee3300ad5357e8a7aa8017abe4fbce6ba613823538df39ca0b" } ], "finding": "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.", "required_section": "code_environment_and_reproduction" } ], "config_hash": "c0c4de8dbc5f230f", "status": "AUDITED_EXACT_REPLAY_FAILED_DATA_QUALITY" }, "verified_sections": [ "identity_and_authorship", "economic_mechanism_and_falsifiable_hypothesis", "literature_and_overlap_decision", "family_and_union_trial_accounting", "machine_readable_packet_and_stable_public_paper" ], "missing_sections": [ "preregistration_and_hashes", "point_in_time_data_and_survivorship_controls", "execution_and_cost_model", "result_uncertainty_stress_capacity_and_diversification", "admission_or_kill_decision", "code_environment_and_reproduction" ], "coverage_status": "VERIFIED_INCOMPLETE_IDENTITY_PACKET" }, { "hypothesis_key": "e5f48adc25065ce9", "config_hash": "fb1c1bb857e08760", "label": "eq_operating_margin", "research_family_key": "equity_fundamental_quality", "research_family_title": "Equity fundamental quality", "sleeve_context": "AlphaMax research", "ledger_profile": "var", "ledger_source_path": "var/experiments.jsonl", "first_recorded_at": "2026-08-05T09:08:20.067000+00:00", "measurement": { "observations": 5384, "annualized_sharpe": -0.4173809362582861, "skew": -5.916378193284215, "kurtosis": 187.40323766398092 }, "candidate_public_papers": [ "/research/alphamax-equity-momentum-lineage.md", "/research/equity-quality-lineage.md" ], "candidate_match_is_verified": true, "verified_family_paper_path": "/research/equity-quality-lineage.md", "family_paper_binding_status": "VERIFIED_TAXONOMY_BINDING", "verified_packet_path": "/glassbox/trial-packets/e5f48adc25065ce9.json", "identity_packet_content_hash": "sha256:ae3f82ba2888b3c106c4aef56c52b24da055193c2399e81ea8e4730a1a379fad", "identity_packet_status": "INCOMPLETE_BACKFILL_REQUIRED", "completion_assessment": { "blockers": [ { "code": "EXACT_CURRENT_ENGINE_REPLAY_DIVERGED", "evidence": [ { "instrument_ids": 6820, "ledger_n_obs": 5384, "ledger_sharpe_ann": -0.4173809362582861, "non_equity_ids": 0, "path": "artifacts/walkforward/single_operating_margin/walkforward.json", "sha256": "603e5d53e3f1d36b1585cdd923f6fd7e1709db29b1505a0c15d4242be6bdf7e5" }, { "commit": "eefb04a10bc8e98981506667289aa66b206ec133", "committed_at": "2026-08-04T16:21:49+00:00", "measured_at": "2026-08-05T09:08:20.067000+00:00" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/curve_evidence.json", "public_path": "/glassbox/fundamental_single_operating_margin_curve_evidence.json", "sha256": "dc5af6cbea74352dcc77a620f22d399559d2abc8b2b708925afce26e2860037a" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/diversification.json", "public_path": "/glassbox/fundamental_single_operating_margin_diversification.json", "sha256": "8ca7558e02853695f7cc4bcc9df48b2c721f87bd367a8c8be7dfc603a342e40c" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/input_data_manifest.json", "public_path": "/glassbox/fundamental_single_operating_margin_input_data_manifest.json", "sha256": "ec18fdfbd6d0842e5d785e36378e0519e3444b225d2001844a69143d55cf033d" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/market_evidence.json", "public_path": "/glassbox/fundamental_single_operating_margin_market_evidence.json", "sha256": "ab57ea3fcb854120cda8658fbeab79c4c8347df77543cba5d80a717a47a5044e" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/replay_environment.json", "public_path": "/glassbox/fundamental_single_operating_margin_replay_environment.json", "sha256": "8b927bec502db8ba143396d8034db1c0b4adc11d8a71bcccaa0120963f04075d" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/replay_failure.json", "public_path": "/glassbox/fundamental_single_operating_margin_replay_failure.json", "sha256": "70b7ea84b633ca55b32bd4d9c50a9d61d89d417cc94cb4a54bbd37f89f1ef7b1" }, { "path": "artifacts/probe/fundamental_single_replays/e5f48adc25065ce9/replay_root_cause.json", "public_path": "/glassbox/fundamental_single_operating_margin_replay_root_cause.json", "sha256": "95163aaa2d04c28a5b9e44d144ddeb544c70c2f5c92af05aa37e6d0a646ccd6f" } ], "finding": "The corrected-data/current-code replay completed, but its summary and 5,383 of 5,385 equity values differ from the immutable first measurement. The exact first mismatch is a newly applied dividend, and a systemic audit proves unverified dividend units contaminate the replay. 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