Headline
Cryptographic attestation
Current chain head (SHA-256)
Performance (GIPS-aligned)
Annual returns
| Year | Composite | Observations |
|---|
Factor edge (90-day rolling IC)
Information Coefficient = Spearman rank correlation between signal scores and realized returns. |IC| > 0.05 with p < 0.10 = "edge". Pruning happens automatically.
| Factor | n | IC | p-value | Hit Rate | Verdict |
|---|
Calibration (predicted vs realised)
Quintile buckets of signals by composite score. Top quintile should out-realise bottom; if monotonic across all 5, well-calibrated.
| Bucket | n | Mean Score | Mean Realized | Hit Rate |
|---|
Drift detection
Live shadow books
| Model | NAV | Cumulative Return | Days | Trades |
|---|
Required disclosures
Methodology & rigor
Performance computation: GIPS-aligned (Global Investment Performance Standards 2020 edition). Composite returns are time-weighted (TWR) using daily revaluation; periods longer than one year are geometrically linked. Risk metrics (annualized vol, Sharpe, max drawdown) computed from the same daily series.
Cryptographic attestation: every published audit row is hashed (SHA-256) and chained to its predecessor, producing a tamper-evident audit chain. Verifying a single hash + the chain length proves no historical row was altered post-publication.
Decision telemetry: every signal-driven decision is captured at emission time (immutable), with realized outcome appended T+30d. This feeds the rolling Brier score on Calibration.
Limitations: GIPS alignment is a research convention (no third-party verifier engaged); attestation chain protects against retroactive editing but not against feed errors at recording time; survivorship bias possible for delisted-during-period names not yet backfilled.
Sources: CFA Institute "Global Investment Performance Standards (GIPS®) 2020", Andreas Antonopoulos "Mastering Bitcoin" §7 (hash chains).