{
  "created_at": "2026-05-16T10:17:02.892998+00:00",
  "git": {
    "commit": "1c2d014bd0616d96d54fe1ea33db0b51d60ce19a",
    "branch": "main",
    "dirty": true
  },
  "evidence": {
    "window_count": 1,
    "multi_asset": {
      "source_file": "backtest_results/multi_asset_battery_20260516_093629.json",
      "combined": {
        "initial_capital": 500000,
        "final_value": 511938.18,
        "total_return": 11938.18,
        "total_return_pct": 2.39
      },
      "benchmark_pack_source_file": "backtest_results/multi_asset_benchmark_pack_20260516_101500.json",
      "benchmark_pack_summary": {
        "window_count": 7,
        "profitable_combined_windows": 5,
        "best_combined_return_pct": 18.97,
        "worst_combined_return_pct": -3.74,
        "average_combined_return_pct": 6.83,
        "profitable_shares_windows": 5,
        "profitable_crypto_windows": 5,
        "profitable_futures_windows": 6,
        "average_futures_return_pct": 8.13,
        "prediction_replay_return_pct": 1.03,
        "crypto_sharpe_above_btc_windows": 2,
        "crypto_sharpe_above_equal_weight_windows": 3
      },
      "sleeves": [
        {
          "asset_class": "shares",
          "status": "completed",
          "performance": {
            "initial_capital": 166666.66666666666,
            "final_value": 169950.26606726763,
            "total_return": 3283.5994006009714,
            "total_return_pct": 1.970159640360583,
            "max_drawdown_pct": 0.7602815337729708,
            "sharpe_ratio": 4.1903191027673845,
            "total_trades": 34,
            "closed_trades": 17,
            "open_positions": 0,
            "winning_trades": 13,
            "losing_trades": 4,
            "win_rate_pct": 76.47058823529412,
            "avg_win": 332.3924231081183,
            "avg_loss": -310.5570903148687,
            "profit_factor": 1.070310205351007
          },
          "benchmark": {
            "available": true,
            "symbol": "NVDA",
            "market": "US",
            "start_price": 116.95361328125,
            "end_price": 135.34632873535156,
            "return_pct": 15.726504669736682
          }
        },
        {
          "asset_class": "crypto",
          "status": "completed",
          "performance": {
            "initial_capital": 166666.67,
            "final_value": 175321.25,
            "total_return": 8654.58,
            "total_return_pct": 5.19,
            "max_drawdown_pct": 6.38,
            "sharpe_ratio": 1.5,
            "total_trades": 15
          },
          "benchmark": {
            "btc_buy_hold": {
              "initial_capital": 166666.67,
              "final_value": 190351.43,
              "total_return": 23684.76,
              "total_return_pct": 14.21,
              "max_drawdown_pct": 4.45,
              "sharpe_ratio": 3.76,
              "total_trades": 2
            },
            "equal_weight_buy_hold": {
              "initial_capital": 166666.67,
              "final_value": 177026.98,
              "total_return": 10360.31,
              "total_return_pct": 6.22,
              "max_drawdown_pct": 8.11,
              "sharpe_ratio": 1.53,
              "total_trades": 20
            }
          }
        },
        {
          "asset_class": "prediction_markets",
          "status": "snapshot_only",
          "performance": {
            "initial_capital": 166666.66666666666,
            "final_value": 166666.66666666666,
            "total_return": 0.0,
            "total_return_pct": 0.0,
            "max_drawdown_pct": 0.0,
            "sharpe_ratio": 0.0,
            "total_trades": 0
          },
          "benchmark": {}
        }
      ]
    },
    "crypto_benchmark_pack": {
      "source_file": "backtest_results/crypto_benchmark_pack_20260516_073919.json",
      "summary": {
        "window_count": 6,
        "profitable_windows": 5,
        "strategy_sharpe_above_btc_windows": 5,
        "strategy_return_above_btc_windows": 5,
        "strategy_sharpe_above_equal_weight_windows": 5,
        "average_strategy_return_pct": 121.08,
        "average_strategy_sharpe": 0.98
      }
    },
    "crypto_robustness": {
      "source_file": "backtest_results/crypto_robustness_gates_20260516_073837.json",
      "passed_all": true,
      "gates": [
        {
          "gate": "transaction_cost_sensitivity",
          "passed": true,
          "summary": null
        },
        {
          "gate": "rolling_walk_forward_3m_step_2m",
          "passed": true,
          "summary": {
            "window_count": 19,
            "profitable_windows": 15,
            "btc_return_wins": 11,
            "btc_sharpe_wins": 12,
            "equal_weight_sharpe_wins": 10,
            "average_return_pct": 19.59,
            "average_sharpe": 1.06,
            "worst_return_pct": -19.05,
            "max_drawdown_pct": 38.79
          }
        },
        {
          "gate": "universe_sensitivity",
          "passed": true,
          "summary": null
        }
      ]
    },
    "prediction_market_capture": {
      "source_file": "data/prediction_markets/capture_20260516_053523.json",
      "signal_count": 8,
      "financial_signal_count": 8,
      "financial_source_file": "backtest_results/prediction_market_signal_quality_20260516_081840.json",
      "quality_source_file": "backtest_results/prediction_market_signal_quality_20260516_081902.json",
      "divergence": {
        "source_file": "backtest_results/prediction_market_divergence_financial_20260516_082543.json",
        "candidate_count": 0,
        "eligible_count": 0
      },
      "signal_lift": {
        "source_file": "backtest_results/prediction_market_signal_lift_20260516_081801.json",
        "financial_signal_count": 7,
        "public_informed_flow_candidates": 7,
        "passed": true,
        "clv": {
          "checked_signals": 23,
          "positive_clv": 1,
          "average_clv": -0.0011
        }
      },
      "settled_replay": {
        "source_file": "backtest_results/prediction_market_settled_replay_20260516_083849_795805_50p0bps.json",
        "summary": {
          "trade_count": 47,
          "win_rate_pct": 100.0,
          "average_pnl": 0.0239,
          "total_pnl": 1.125,
          "profit_factor": null,
          "pnl_sharpe_like": 1.74,
          "category_counts": {
            "macro": 9,
            "politics": 11,
            "sports": 6,
            "unknown": 21
          }
        },
        "passed": true,
        "method": "Settled Polymarket replay using public closed-market metadata, pre-resolution CLOB price history, momentum entry gate and conservative fill cost.",
        "robustness_source_file": "backtest_results/prediction_market_replay_robustness_20260516_085822.json",
        "robustness_summary": {
          "case_count": 5,
          "passed_cases": 5,
          "robust_cases": 5,
          "min_trade_count": 29,
          "min_total_pnl": 0.29,
          "median_total_pnl": 0.411,
          "best_total_pnl": 1.012
        },
        "robustness_passed": true
      },
      "top_signals": [
        {
          "platform": "polymarket",
          "market_id": "573655",
          "question": "Will Bitcoin hit $150k by June 30, 2026?",
          "probability": 0.0135,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 19822.55555,
            "volume": 15734008.014241,
            "token_id": "13915689317269078219168496739008737517740566192006337297676041270492637394586",
            "best_bid": 0.013,
            "best_ask": 0.014,
            "spread": 0.001,
            "book_imbalance": 0.0,
            "price_change_7d": -0.002,
            "history_points": 1428
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "crypto",
            "days_to_expiry": 45.82,
            "liquidity": 19822.55555,
            "volume": 15734008.014241,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "573656",
          "question": "Will Bitcoin hit $150k by December 31, 2026?",
          "probability": 0.095,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 30019.8616,
            "volume": 291903.3091739995,
            "token_id": "93694900555669388759405753550770573998169287228984912881955464376232163096213",
            "best_bid": 0.09,
            "best_ask": 0.1,
            "spread": 0.01,
            "book_imbalance": 0.0,
            "price_change_7d": -0.035,
            "history_points": 1428
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "crypto",
            "days_to_expiry": 229.82,
            "liquidity": 30019.8616,
            "volume": 291903.3091739995,
            "spread": 0.01
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "906976",
          "question": "Will the Fed increase interest rates by 50+ bps after the June 2026 meeting?",
          "probability": 0.0025,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 1538465.60945,
            "volume": 6954142.7749488605,
            "token_id": "11019686559003253359318459636510036787281809199165975947920974072245914352862",
            "best_bid": 0.002,
            "best_ask": 0.003,
            "spread": 0.001,
            "book_imbalance": 0.0,
            "price_change_7d": 0.0,
            "history_points": 1428
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "macro",
            "days_to_expiry": 31.65,
            "liquidity": 1538465.60945,
            "volume": 6954142.7749488605,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "906972",
          "question": "Will the Fed decrease interest rates by 50+ bps after the June 2026 meeting?",
          "probability": 0.0065,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 656364.57856,
            "volume": 7473175.60288495,
            "token_id": "110884561568299698460551977852169332756450294345019257864587852438060900499251",
            "best_bid": 0.006,
            "best_ask": 0.007,
            "spread": 0.001,
            "book_imbalance": 0.0,
            "price_change_7d": 0.002
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "macro",
            "days_to_expiry": 31.65,
            "liquidity": 656364.57856,
            "volume": 7473175.60288495,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "906974",
          "question": "Will there be no change in Fed interest rates after the June 2026 meeting?",
          "probability": 0.9805,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 674679.80424,
            "volume": 5316524.20965696,
            "token_id": "30767812841387255642892182147223249245545002662653079696958384408588201824258",
            "best_bid": 0.98,
            "best_ask": 0.981,
            "spread": 0.001,
            "book_imbalance": 0.0,
            "price_change_7d": 0.002
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "macro",
            "days_to_expiry": 31.65,
            "liquidity": 674679.80424,
            "volume": 5316524.20965696,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "906973",
          "question": "Will the Fed decrease interest rates by 25 bps after the June 2026 meeting?",
          "probability": 0.0075,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 374104.14801,
            "volume": 5399754.616498937,
            "token_id": "65193234666628291664907888364936366210889305490897648116746073820519263548476",
            "best_bid": 0.007,
            "best_ask": 0.008,
            "spread": 0.001,
            "book_imbalance": 0.0,
            "price_change_7d": -0.004
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "macro",
            "days_to_expiry": 31.65,
            "liquidity": 374104.14801,
            "volume": 5399754.616498937,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "906975",
          "question": "Will the Fed increase interest rates by 25 bps after the June 2026 meeting?",
          "probability": 0.0065,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 376708.40068,
            "volume": 5295073.257574015,
            "token_id": "54688507565884542490190759171719899637342914252863057837926715255559077706253",
            "best_bid": 0.006,
            "best_ask": 0.007,
            "spread": 0.001,
            "book_imbalance": 0.0,
            "price_change_7d": 0.0,
            "history_points": 1428
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "macro",
            "days_to_expiry": 31.65,
            "liquidity": 376708.40068,
            "volume": 5295073.257574015,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        },
        {
          "platform": "polymarket",
          "market_id": "553867",
          "question": "Will the Golden State Warriors win the 2026 NBA Finals?",
          "probability": 0.0,
          "signal_score": 37.0,
          "confidence": "medium",
          "flags": [
            "liquid_market",
            "high_volume",
            "near_consensus_probability",
            "tight_spread",
            "event_level_discovery"
          ],
          "diagnostics": {
            "liquidity": 1843113.45262,
            "volume": 15519471.19299574,
            "token_id": "24562451406833903239172268319519891863383297300349256425313284172658771272863",
            "spread": 0.001,
            "price_change_7d": -0.005,
            "best_bid": null,
            "best_ask": null,
            "book_imbalance": 0.0
          },
          "eligibility": {
            "eligible": true,
            "failures": [],
            "category": "commodities",
            "days_to_expiry": 45.65,
            "liquidity": 1843113.45262,
            "volume": 15519471.19299574,
            "spread": 0.001
          },
          "public_signal_family": "public_informed_flow"
        }
      ]
    },
    "rolling_shares": {
      "source_file": "backtest_results/rolling_shares_battery_20260516_092352.json",
      "summary": {
        "window_count": 8,
        "profitable_windows": 7,
        "worst_return_pct": -2.34,
        "best_return_pct": 8.78,
        "max_drawdown_pct": 6.05
      }
    },
    "derivatives": {
      "source_file": "backtest_results/derivatives_benchmark_pack_20260516_101418.json",
      "futures_summary": {
        "window_count": 7,
        "profitable_futures_windows": 6,
        "best_futures_return_pct": 19.04,
        "worst_futures_return_pct": -1.6,
        "average_futures_return_pct": 8.13,
        "average_futures_sharpe": 1.96,
        "futures_sharpe_above_sp500_futures_windows": 5,
        "futures_sharpe_above_equal_weight_windows": 6
      },
      "options_summary": {
        "symbol_count": 5,
        "current_chain_available": 4,
        "historical_chain_available": 0,
        "ready_for_historical_options_backtest": false
      }
    }
  },
  "claims": [
    {
      "claim": "Multi-asset simulated backtest produced a positive combined return.",
      "status": "ready",
      "support": {
        "return_pct": 2.39,
        "source": "backtest_results/multi_asset_battery_20260516_093629.json",
        "benchmark_pack_source": "backtest_results/multi_asset_benchmark_pack_20260516_101500.json",
        "benchmark_pack_summary": {
          "window_count": 7,
          "profitable_combined_windows": 5,
          "best_combined_return_pct": 18.97,
          "worst_combined_return_pct": -3.74,
          "average_combined_return_pct": 6.83,
          "profitable_shares_windows": 5,
          "profitable_crypto_windows": 5,
          "profitable_futures_windows": 6,
          "average_futures_return_pct": 8.13,
          "prediction_replay_return_pct": 1.03,
          "crypto_sharpe_above_btc_windows": 2,
          "crypto_sharpe_above_equal_weight_windows": 3
        }
      },
      "required_disclaimer": "Historical simulation only; not investment advice or live performance."
    },
    {
      "claim": "Crypto sleeve can be benchmarked against BTC, ETH and top-10 crypto baskets.",
      "status": "ready",
      "support": {
        "windows": 6,
        "strategy_sharpe_above_btc_windows": 5,
        "source": "backtest_results/crypto_benchmark_pack_20260516_073919.json",
        "robustness_source": "backtest_results/crypto_robustness_gates_20260516_073837.json",
        "robustness_passed": true
      },
      "required_disclaimer": "Crypto results include high volatility and use simulated execution costs."
    },
    {
      "claim": "Shares sleeve has passed rolling-window robustness checks.",
      "status": "ready",
      "support": {
        "windows": 8,
        "profitable_windows": 7,
        "source": "backtest_results/rolling_shares_battery_20260516_092352.json"
      },
      "required_disclaimer": "Needs broader rolling windows before use as a headline claim."
    },
    {
      "claim": "Futures sleeve has passed first-pass benchmark checks.",
      "status": "ready",
      "support": {
        "windows": 7,
        "profitable_windows": 6,
        "average_return_pct": 8.13,
        "average_sharpe": 1.96,
        "sharpe_above_equal_weight_windows": 6,
        "source": "backtest_results/derivatives_benchmark_pack_20260516_101418.json"
      },
      "required_disclaimer": "First-pass futures simulation only; requires cost sensitivity and longer walk-forward coverage before headline use."
    },
    {
      "claim": "Options sleeve is ready for historical P&L backtesting.",
      "status": "not_allowed_yet",
      "support": {
        "current_chain_available": 4,
        "historical_chain_available": 0,
        "source": "backtest_results/derivatives_benchmark_pack_20260516_101418.json"
      },
      "required_disclaimer": "Historical options claims require point-in-time chains, bid/ask, IV, greeks and assignment modelling."
    },
    {
      "claim": "Prediction-market module detects public market-activity signals.",
      "status": "ready",
      "support": {
        "signal_count": 8,
        "financial_signal_count": 8,
        "source": "data/prediction_markets/capture_20260516_053523.json",
        "financial_source": "backtest_results/prediction_market_signal_quality_20260516_081840.json"
      },
      "required_disclaimer": "Public market data only; signal assistance, not inside information."
    },
    {
      "claim": "Prediction-market module has enough finance/macro signals for trading-product positioning.",
      "status": "ready",
      "support": {
        "financial_signal_count": 8,
        "required_minimum": 3,
        "financial_source": "backtest_results/prediction_market_signal_quality_20260516_081840.json"
      },
      "required_disclaimer": "Financial prediction-market signal availability varies materially by market cycle."
    },
    {
      "claim": "Prediction-market module detects cross-venue divergence opportunities.",
      "status": "needs_more_evidence",
      "support": {
        "eligible_count": 0,
        "candidate_count": 0,
        "source": "backtest_results/prediction_market_divergence_financial_20260516_082543.json"
      },
      "required_disclaimer": "Only comparable markets with equivalent resolution terms should be used."
    },
    {
      "claim": "Prediction-market module monitors public informed-flow style signals.",
      "status": "ready",
      "support": {
        "financial_signal_count": 7,
        "public_informed_flow_candidates": 7,
        "source": "backtest_results/prediction_market_signal_lift_20260516_081801.json",
        "clv": {
          "checked_signals": 23,
          "positive_clv": 1,
          "average_clv": -0.0011
        }
      },
      "required_disclaimer": "Public order flow, price, liquidity and CLV only; not private or inside information."
    },
    {
      "claim": "Prediction-market settled replay shows positive simulated P&L.",
      "status": "ready",
      "support": {
        "trade_count": 47,
        "total_pnl": 1.125,
        "win_rate_pct": 100.0,
        "profit_factor": null,
        "source": "backtest_results/prediction_market_settled_replay_20260516_083849_795805_50p0bps.json",
        "robustness_source": "backtest_results/prediction_market_replay_robustness_20260516_085822.json",
        "robustness_passed": true
      },
      "required_disclaimer": "Settled replay uses simulated historical fills and is not live performance."
    },
    {
      "claim": "Prediction-market simulated settled replay is proven.",
      "status": "ready",
      "support": {
        "reason": "Requires settled event replay and point-in-time fill modelling.",
        "settled_replay_source": "backtest_results/prediction_market_settled_replay_20260516_083849_795805_50p0bps.json",
        "robustness_source": "backtest_results/prediction_market_replay_robustness_20260516_085822.json"
      },
      "required_disclaimer": "Advertise only as simulated settled replay, not live trading performance."
    }
  ],
  "warnings": [
    "Historical simulations are not live trading results.",
    "Backtests can overfit; use walk-forward and out-of-sample validation before advertising.",
    "Prediction-market P&L claims require settled replay data and fill modelling."
  ]
}