{"format": "ta-amps.seed-pack.nouns.v1", "pack_id": "leakage-safe-regime-backtesting", "status": "proposal_only", "records": [ {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.pack", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.skill_pack", "pack:leakage-safe-regime-backtesting", "role:pack", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.skill_pack", "role": "pack", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "A collection of nouns and verbs for purged walk-forward statistical validation hygiene, regime Rank IC, turnover drag and multiple-testing deflation, never as financial advice", "lets_workers": "Audit time-series model evaluations strictly for statistical validation hygiene (never as financial or trading advice): build purged and embargoed expanding-window walk-forward splits, compute tie-aware Spearman Rank IC and ICIR across causal volatility regimes, deduct L1 turnover drag, and deflate Sharpe statistics for the number of tested configurations.", "not_for": "Financial advice, investment recommendations, order generation, live trading or brokerage interaction.", "flow": [{"verb": "leakage-safe-regime-backtesting.build-purged-splits", "when": "Construct and audit expanding-window walk-forward folds with horizon purging and embargo bars."}, {"verb": "leakage-safe-regime-backtesting.score-regime-ic-and-turnover", "when": "Stratify Spearman Rank IC and ICIR across causal volatility regimes and deduct turnover drag."}, {"verb": "leakage-safe-regime-backtesting.deflate-multiple-testing", "when": "Apply skewness/kurtosis-adjusted multiple-testing deflation across all evaluated trials."}], "guardrails": [{"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.guardrail.statistical-hygiene-never-advice", "version": 1, "value_sha256": "019fe5f1e646e780619c8cb35f0cc095fdc2da0da288ec30fc0699ba93f8d72f"}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.guardrail.purge-label-horizons", "version": 1, "value_sha256": "d3af46afbdfa13bb3d399ba69350fe6a0da5158c1810c223137eaa5b3cacb3cc"}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.guardrail.deflate-trial-multiplicity", "version": 1, "value_sha256": "34a086552e027f2352d95c7db1681f2d98baf6e4a8083901413d644bc6053fc9"}], "tool": {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.tool.regime-backtest", "version": 1, "value_sha256": "d3b51db978db4589e0b707b44954bbbc3c6566da2e2d64e95de469cd4f7bee50"}, "worked_example": "Synthetic 4-unit fictional panel (SERIES_A.X..SERIES_D.X) recomputed in test_regime_backtest.py: verifies 3 leakage-free purged walk-forward folds, stratifies Rank IC across low/mid/high volatility regimes, accounts for 10 bps turnover drag and evaluates 12-trial Deflated Sharpe probability.", "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": [{"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.guardrail.statistical-hygiene-never-advice", "target_category": "noun.skill_pack", "note": ""}, {"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.guardrail.purge-label-horizons", "target_category": "noun.skill_pack", "note": ""}, {"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.guardrail.deflate-trial-multiplicity", "target_category": "noun.skill_pack", "note": ""}, {"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.spec.walk-forward-hygiene", "target_category": "noun.benchmark_suite", "note": ""}, {"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.rules.regime-and-turnover", "target_category": "noun.reflex_procedure", "note": ""}, {"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.tool.regime-backtest", "target_category": "noun.code_node", "note": ""}, {"relation": "requires_noun", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.template.validation-receipt", "target_category": "noun.scene_recipe", "note": ""}]}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.guardrail.statistical-hygiene-never-advice", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.skill_pack", "pack:leakage-safe-regime-backtesting", "role:guardrail", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.skill_pack", "role": "guardrail", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Guardrail: strictly statistical validation hygiene, never financial or trading advice", "category_reason": "Establishes the non-advisory statistical hygiene boundary across every task and artifact.", "rule": "Outputs measure statistical out-of-sample hygiene on synthetic or historical panels only; no task recommends securities, sizes live capital, or connects to any broker or exchange.", "how_it_is_checked": "Pack boundaries, schema fields and CLI help enforce diagnostic-only statistical hygiene outputs.", "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.guardrail.purge-label-horizons", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.skill_pack", "pack:leakage-safe-regime-backtesting", "role:guardrail", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.skill_pack", "role": "guardrail", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Guardrail: purge training observations whose forward target horizon overlaps the test fold", "category_reason": "Prevents multi-bar forward target overlap from leaking test realizations into training.", "rule": "Every training index t satisfies t + label_horizon_bars <= test_start in walk-forward splits and obeys embargo_bars after any validation block.", "how_it_is_checked": "verify_split_hygiene audits every fold and blocks evaluation when leakage_free is false.", "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.guardrail.deflate-trial-multiplicity", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.skill_pack", "pack:leakage-safe-regime-backtesting", "role:guardrail", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.skill_pack", "role": "guardrail", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Guardrail: penalize selection bias across all tested hyperparameter and feature trials", "category_reason": "Prevents data-mined configurations from passing on raw single-test Sharpe ratios.", "rule": "deflated_sharpe_ratio raises the null benchmark SR_0 with num_trials and adjusts variance for sample skewness and kurtosis.", "how_it_is_checked": "run_validation_audit requires deflated_sharpe_prob >= min_dsr_prob alongside positive net cumulative score.", "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.spec.walk-forward-hygiene", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.benchmark_suite", "pack:leakage-safe-regime-backtesting", "role:spec", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.benchmark_suite", "role": "spec", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Specification: purged walk-forward splits, causal volatility regimes, turnover drag and DSR gate", "category_reason": "Defines deterministic split, regime, cost and multiple-testing validation parameters.", "splits": {"mode": "expanding_purged_walk_forward", "default_label_horizon_bars": 3, "default_embargo_bars": 2}, "regimes": {"low_vol_ceiling": 0.012, "high_vol_floor": 0.025, "causal_feature_required": true}, "hygiene_gates": {"default_cost_bps": 10.0, "min_dsr_prob": 0.9}, "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.rules.regime-and-turnover", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.reflex_procedure", "pack:leakage-safe-regime-backtesting", "role:rules", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.reflex_procedure", "role": "rules", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Evaluation rules: tie-aware Spearman Rank IC, L1 turnover drag and Euler-Mascheroni trial deflation", "category_reason": "Zero-call statistical computation formulas.", "rank_correlation": "average_rank_spearman", "turnover_formula": "sum_j |w_{t,j} - w_{t-1,j}| * cost_bps * 1e-4", "multiple_testing": "euler_mascheroni_extreme_value_dsr", "model_calls": 0, "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.tool.regime-backtest", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.code_node", "pack:leakage-safe-regime-backtesting", "role:tool_card", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.code_node", "role": "tool_card", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Tool card: purged walk-forward split auditor, regime IC calculator and multiple-testing deflator", "category_reason": "Tested standard-library Python package pinned by path, file count and digest.", "name": "Leakage-safe regime backtesting", "code": {"path": "packs/leakage-safe-regime-backtesting/code", "files": 10, "sha256": "ee9c48164139495b558284c9bb53becaa11368ec34875a8f171909f74c547c73"}, "runtime": "Python 3.10 or later, standard library only.", "commands": ["python -m regime_backtest splits --input PANEL_BUNDLE.json", "python -m regime_backtest audit --input PANEL_BUNDLE.json"], "does": ["Generates expanding-window walk-forward and blocked K-fold splits with horizon purging and embargo checks.", "Computes Spearman Rank IC and ICIR across causal low, mid and high volatility regimes plus linear turnover cost drag.", "Computes skewness/kurtosis-adjusted Deflated Sharpe probability across num_trials."], "does_not": ["Provide financial, investment or trading advice, generate orders or connect to any brokerage or market venue."], "code_license": "MIT", "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": [{"relation": "verifies", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.spec.walk-forward-hygiene", "target_category": "noun.benchmark_suite", "note": ""}]}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.template.validation-receipt", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.scene_recipe", "pack:leakage-safe-regime-backtesting", "role:template", "content:authored", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.scene_recipe", "role": "template", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Template: statistical split-hygiene, regime IC, turnover and multiple-testing receipt", "describes": "a non-advisory statistical validation receipt reporting split leakage status, regime Rank IC, turnover drag and Deflated Sharpe probability", "schema": {"type": "object", "additionalProperties": false, "required": ["leakage_free", "num_folds", "overall_mean_rank_ic", "overall_rank_icir", "regime_mean_ic", "mean_turnover", "net_cumulative", "deflated_sharpe_prob", "passes_hygiene_gate"], "properties": {"leakage_free": {"type": "boolean"}, "num_folds": {"type": "integer", "minimum": 1}, "overall_mean_rank_ic": {"type": "number", "minimum": -1, "maximum": 1}, "overall_rank_icir": {"type": "number"}, "regime_mean_ic": {"type": "object", "additionalProperties": false, "required": ["low_vol", "mid_vol", "high_vol"], "properties": {"low_vol": {"type": "number"}, "mid_vol": {"type": "number"}, "high_vol": {"type": "number"}}}, "mean_turnover": {"type": "number", "minimum": 0}, "net_cumulative": {"type": "number"}, "deflated_sharpe_prob": {"type": "number", "minimum": 0, "maximum": 1}, "passes_hygiene_gate": {"type": "boolean"}}}, "example": {"leakage_free": true, "num_folds": 3, "overall_mean_rank_ic": 0.733333, "overall_rank_icir": 1.615489, "regime_mean_ic": {"low_vol": 0.9, "mid_vol": 0.6, "high_vol": 0.7}, "mean_turnover": 0.116667, "net_cumulative": 0.04165, "deflated_sharpe_prob": 0.97584, "passes_hygiene_gate": true}, "status": "proposal", "admission": "not_admitted", "content_kind": "authored_guidance", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.example.synthetic-panel", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.eval_run", "pack:leakage-safe-regime-backtesting", "role:example", "synthetic:true", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.eval_run", "role": "example", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Worked example input: synthetic 4-series fictional panel (SERIES_A.X..SERIES_D.X) for hygiene checks", "category_reason": "Purely synthetic statistical fixture recomputed by test_regime_backtest.py.", "synthetic_series_ids": ["SERIES_A.X", "SERIES_B.X", "SERIES_C.X", "SERIES_D.X"], "split_config": {"n_bars": 60, "min_train_bars": 20, "test_bars": 10, "step_bars": 12, "label_horizon_bars": 3, "embargo_bars": 2}, "low_vol_ceiling": 0.012, "high_vol_floor": 0.025, "cost_bps": 10.0, "num_trials": 12, "cross_trial_sr_std": 0.25, "min_dsr_prob": 0.9, "out_of_sample_bars": [{"causal_realized_vol": 0.009, "predictions": [0.1, 0.25, 0.4, 0.7], "weights": [-0.25, -0.1, 0.1, 0.25], "realized_outcomes": [-0.01, 0.002, -0.001, 0.014]}, {"causal_realized_vol": 0.011, "predictions": [0.15, 0.3, 0.45, 0.65], "weights": [-0.25, -0.1, 0.1, 0.25], "realized_outcomes": [-0.006, -0.002, 0.005, 0.011]}, {"causal_realized_vol": 0.01, "predictions": [0.2, 0.35, 0.55, 0.8], "weights": [-0.2, -0.15, 0.15, 0.2], "realized_outcomes": [0.003, -0.004, 0.006, 0.008]}, {"causal_realized_vol": 0.011, "predictions": [0.12, 0.28, 0.5, 0.75], "weights": [-0.2, -0.15, 0.15, 0.2], "realized_outcomes": [-0.007, -0.001, 0.004, 0.01]}, {"causal_realized_vol": 0.016, "predictions": [0.12, 0.32, 0.52, 0.75], "weights": [-0.2, -0.15, 0.15, 0.2], "realized_outcomes": [-0.005, 0.003, 0.001, 0.012]}, {"causal_realized_vol": 0.018, "predictions": [0.05, 0.4, 0.5, 0.85], "weights": [-0.25, -0.05, 0.05, 0.25], "realized_outcomes": [0.004, -0.003, 0.002, -0.001]}, {"causal_realized_vol": 0.02, "predictions": [0.18, 0.28, 0.6, 0.72], "weights": [-0.25, -0.05, 0.05, 0.25], "realized_outcomes": [-0.008, -0.002, 0.007, 0.009]}, {"causal_realized_vol": 0.019, "predictions": [0.1, 0.35, 0.58, 0.8], "weights": [-0.25, -0.05, 0.05, 0.25], "realized_outcomes": [-0.006, 0.001, 0.005, 0.011]}, {"causal_realized_vol": 0.028, "predictions": [0.22, 0.38, 0.58, 0.9], "weights": [-0.2, -0.1, 0.1, 0.2], "realized_outcomes": [-0.012, 0.004, 0.002, 0.015]}, {"causal_realized_vol": 0.031, "predictions": [0.08, 0.33, 0.48, 0.78], "weights": [-0.2, -0.1, 0.1, 0.2], "realized_outcomes": [0.005, -0.006, 0.008, -0.002]}, {"causal_realized_vol": 0.027, "predictions": [0.14, 0.29, 0.62, 0.82], "weights": [-0.2, -0.1, 0.1, 0.2], "realized_outcomes": [-0.009, 0.001, 0.004, 0.013]}, {"causal_realized_vol": 0.029, "predictions": [0.16, 0.31, 0.6, 0.84], "weights": [-0.2, -0.1, 0.1, 0.2], "realized_outcomes": [-0.007, -0.002, 0.006, 0.012]}], "status": "proposal", "admission": "not_admitted", "content_kind": "synthetic_example", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": []}}, {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.example.validation-receipt", "expected_version": 0, "producer_surface": "surface:tessera", "visibility_scope": "surface_only", "allowed_surfaces": [], "target_cohorts": ["all"], "tags": ["category:noun.eval_run", "pack:leakage-safe-regime-backtesting", "role:example", "synthetic:true", "spdx:MIT", "status:quarantined"], "value": {"category_id": "noun.eval_run", "role": "example", "pack": "leakage-safe-regime-backtesting", "pack_version": "0.1.0", "title": "Worked example output: recomputed non-advisory statistical validation hygiene receipt", "category_reason": "Deterministic output conforming to template.validation-receipt.", "conforms_to": {"store": "seedpack.leakage-safe-regime-backtesting", "key": "leakage-safe-regime-backtesting.v0.1.0.template.validation-receipt", "version": 1, "value_sha256": "c4745f9ce7619c879ceff0b38c29e83be2f996fa5983d0639e0ccc19c6b71037"}, "instance": {"leakage_free": true, "num_folds": 3, "overall_mean_rank_ic": 0.733333, "overall_rank_icir": 1.615489, "regime_mean_ic": {"low_vol": 0.9, "mid_vol": 0.6, "high_vol": 0.7}, "mean_turnover": 0.116667, "net_cumulative": 0.04165, "deflated_sharpe_prob": 0.97584, "passes_hygiene_gate": true}, "status": "proposal", "admission": "not_admitted", "content_kind": "synthetic_example", "license": "MIT", "provenance": {"source": "original ta-amps authored proposal", "license": "MIT", "generator": "scripts/build_packs.py", "independently_verified": false}, "dimensions": {"determinism": 0.0, "evidence_grounding": 0.0, "token_efficiency": 0.0, "safety_compliance": 0.0, "verification_tier": "unverified"}, "dimension_basis": {"measured": false, "method": "unmeasured_floor", "reason": "Tessera requires these axes, so each is set to its lowest value and the tier is unverified. No quality is claimed. Replace them only with measured values and the evidence that produced them."}, "relations": [{"relation": "derives_from", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.example.synthetic-panel", "target_category": "noun.eval_run", "note": ""}, {"relation": "verifies", "target_id": "seedpack.leakage-safe-regime-backtesting/leakage-safe-regime-backtesting.v0.1.0.template.validation-receipt", "target_category": "noun.scene_recipe", "note": ""}]}} ]}