{ "schema": "defiguru.strategy-validation.public.v1", "asOf": "2026-09-30", "scope": { "canonicalRegistry": "HQ 13 families and 46 declared variants", "productionBranch": "paper-journal", "note": "Canonical variants and related production adapters are distinct inventories." }, "execution": "OFF", "liveAllowed": false, "capitalReadyCount": 0, "counts": { "canonicalFamilies": 13, "canonicalVariants": 46, "productionCandidateSpecs": 10, "productionCandidateEngines": 7, "configuredSleeves": 24, "enabledPaperAdapters": 8, "closedForwardTrades": 2, "knownOpenPaperPositions": 3, "unknownOpenExposureAdapters": 1 }, "tests": { "researchFocusedPassed": 26, "productionPythonTotal": 125, "productionPythonEarlierCheckpointTotal": 111, "productionPythonPassed": true, "adapterChecksComplete": true, "adapterChecksPassed": 8, "adapterChecksTotal": 8, "currentSnapshotReferenceComparisonsPassed": 5, "referenceIssuesResolvedOnOriginalSnapshot": 3, "finalReleasePythonCheckpoint": 125, "finalReleaseI18nCheckpoint": 12, "truncationCuts": 344, "truncationMismatches": 0, "note": "Historical software and replay checks from September 23; not rerun for the September 30 read-only sample audit. They do not establish profitability.", "asOf": "2026-09-23", "rerunOnAuditDate": false }, "sources": { "forwardAsOf": "2026-09-30T06:12:19Z", "forwardCode": "20260922T1029Z-643c5c00fc", "fundingLatest": "2026-09-27T05:00:00.078000Z", "fundingRecent90DayGaps": 0, "fundingHistoricalGapsRemain": true, "paperOnly": true, "forwardSource": "PUBLIC_FORWARD_SUMMARY", "forwardUrl": "https://trading.defiguru.ai/data/paper/forward-summary.json", "forwardSha256": "738c4aae160148912f4f3d41f41a44b28830d22005bcb61762890e2747a99b9a", "publicSnapshotAgeSecondsAtAudit": 2009, "freshnessLimitSeconds": 7200, "localForwardAsOf": "2026-09-27T05:13:35Z", "localLegacyAsOf": "2026-09-27T05:02:08Z", "localPublicReconciled": false, "fundingCoverageAsOf": "2026-09-27T05:13:35Z", "fundingCoverageScope": "LOCAL_SNAPSHOT_THROUGH_SEPTEMBER_27_ONLY", "publicFundingCoverageVerified": false, "publicJournalVerified": false, "publicReportsExecutionOff": true, "note": "Public September 30 snapshot is newer than inspected local September 27 runtime. ACTIVE is the published PAPER status at its timestamp; it is not an execution or capital-readiness attestation." }, "families": [ { "id": "ST01", "name": "Trend Following", "canonicalStatus": "UNVERIFIED", "canonicalValidation": "HISTORICAL_RESEARCH_ONLY", "productionRelatedAdapters": [ "tsmom_voltarget", "relative_strength", "pullback_in_trend", "breakout_trail" ], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST02", "name": "Breakout / Momentum", "canonicalStatus": "UNVERIFIED", "canonicalValidation": "HISTORICAL_RESEARCH_ONLY", "productionRelatedAdapters": [ "squeeze_expansion", "intraday_session", "breakout_trail" ], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST03", "name": "Mean Reversion", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [ "funding_signal" ], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST04", "name": "Scalping / Microstructure", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST05", "name": "Statistical Pairs / Relative Value", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST06", "name": "Funding / Basis Carry", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [ "funding_signal" ], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST07", "name": "Cross-Venue Arbitrage", "canonicalStatus": "BLOCKED", "canonicalValidation": "BLOCKED_DEPENDENCY", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST08", "name": "Passive Market Making / Inventory", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST09", "name": "Volatility Targeting / Regime Switching", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [ "tsmom_voltarget", "squeeze_expansion" ], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST10", "name": "Liquidation / Flow / Imbalance", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST11", "name": "News / Event Momentum", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST12", "name": "Public-Wallet Signal / Contrarian", "canonicalStatus": "OBSERVATION_ONLY", "canonicalValidation": "OBSERVATION_ONLY", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false }, { "id": "ST13", "name": "Portfolio Hedge / Beta Neutral", "canonicalStatus": "TO_CREATE", "canonicalValidation": "NOT_IMPLEMENTED", "productionRelatedAdapters": [], "exactVariantValidated": false, "capitalReady": false } ], "adapters": [ { "key": "tsmom_voltarget", "sleeveId": "SL-001", "registryId": "vector-tsmom-voltarget", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T00:00:00Z", "closedTrades": 0, "openPositions": 0, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T00:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 0.0, "realized_pct_of_pool": 0.0, "total_pct_of_pool": 0.0, "unrealized_pct_of_pool": 0, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false }, { "key": "squeeze_expansion", "sleeveId": "SL-002", "registryId": "vector-squeeze-expansion", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T00:00:00Z", "closedTrades": 0, "openPositions": 0, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T00:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 0.0, "realized_pct_of_pool": 0.0, "total_pct_of_pool": 0.0, "unrealized_pct_of_pool": 0, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false }, { "key": "funding_signal", "sleeveId": "SL-003", "registryId": "pulse-funding-signal", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T08:00:00Z", "closedTrades": 0, "openPositions": 0, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED_ON_ORIGINAL_SNAPSHOT", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T04:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 0.0, "realized_pct_of_pool": 0.0, "total_pct_of_pool": 0.0, "unrealized_pct_of_pool": 0, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false }, { "key": "relative_strength", "sleeveId": "SL-004", "registryId": "vector-relative-strength", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T00:00:00Z", "closedTrades": 0, "openPositions": 1, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T00:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 0.2195, "realized_pct_of_pool": 0.0, "total_pct_of_pool": -0.2195, "unrealized_pct_of_pool": -0.2195, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false }, { "key": "intraday_session", "sleeveId": "SL-005", "registryId": "pulse-intraday-session", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T10:00:00Z", "closedTrades": 2, "openPositions": null, "openSupported": false, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED_ON_ORIGINAL_SNAPSHOT", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T06:00:00Z", "reportedPaperMetrics": { "closed": 2, "liquidations": 0, "max_drawdown_pct_of_pool": 0.3144, "realized_pct_of_pool": -0.3144, "total_pct_of_pool": null, "unrealized_pct_of_pool": null, "win_rate_pct": 0.0, "wins": 0 }, "sampleQualified": false }, { "key": "pullback_in_trend", "sleeveId": "SL-006", "registryId": "vector-pullback-in-trend", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T00:00:00Z", "closedTrades": 0, "openPositions": 0, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T00:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 0.0, "realized_pct_of_pool": 0.0, "total_pct_of_pool": 0.0, "unrealized_pct_of_pool": 0, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false }, { "key": "breakout_trail", "sleeveId": "SL-007", "registryId": "vector-breakout-trail", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T00:00:00Z", "closedTrades": 0, "openPositions": 2, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED_ON_ORIGINAL_SNAPSHOT", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T00:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 2.4541, "realized_pct_of_pool": 0.0, "total_pct_of_pool": -2.4541, "unrealized_pct_of_pool": -2.4541, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false }, { "key": "kamikaze_v2_pick", "sleeveId": "SL-008", "registryId": "storm-kamikaze-v2", "status": "ACTIVE", "review": "pending", "since": "2026-09-22T00:00:00Z", "closedTrades": 0, "openPositions": 0, "openSupported": true, "capitalReady": false, "replayCheck": "PASSED", "referenceParity": "PASSED", "checkedAt": "2026-09-30T06:12:19Z", "dataEnd": "2026-09-30T00:00:00Z", "reportedPaperMetrics": { "closed": 0, "liquidations": 0, "max_drawdown_pct_of_pool": 0.0, "realized_pct_of_pool": 0.0, "total_pct_of_pool": 0.0, "unrealized_pct_of_pool": 0, "win_rate_pct": null, "wins": 0 }, "sampleQualified": false, "researchStatus": "RETIRED_CONTROL_PAPER_ONLY" } ], "blockers": [ "Independent strategy review pending for all eight paper adapters.", "Forward sample is only two closed trades; seven adapters have no closed forward trades. No strategy is capital-qualified.", "Local runtime and legacy telemetry stop on September 27; public summary advances to September 30. Publisher/host and journal reconciliation are unverified.", "Published code identity still reports the September 22 pin. The inspected pin lacks the source-admission-before-append fix; the fix exists in release source but deployment is unverified.", "Public intraday open exposure and total equity are null; do not interpret them as zero.", "Current remote funding coverage and journal integrity cannot be verified from the public summary alone.", "Observed order-book depth, queueing, latency, partial fills and realized execution-cost evidence are missing.", "Safe real execution, signer/account binding, balance reconciliation, loss limits and independent promotion evidence remain unverified." ], "checkedAt": "2026-09-30T06:45:47Z", "sampleQualification": { "status": "BLOCKED", "positiveEvidenceEstablished": false, "netProfitableForwardAdapters": 0, "note": "Two closed intraday trades are both negative (-0.3144% of its cycle pool combined). Relative-strength has one marked open position (-0.2195%); breakout has two (-2.4541%). These are separate sleeve metrics, not an aggregate portfolio return. Kamikaze has no closed or open forward trades." }, "accounting": { "basis": "Reported pnl_pct_of_pool is a sum of trade returns divided by each historical cycle pool; not a compounded account return and not comparable to live client equity.", "modeledCosts": "Closed intraday values include modeled 0.045% taker per side, 0.05% slippage per side and hourly funding. Relative-strength open marks include modeled exit costs; breakout open marks include fee and funding but omit exit slippage.", "rawClosedCostLedgerPublic": false, "observedExecutionCosts": false, "latencyAndPartialFillsVerified": false, "aggregatePortfolioReturn": null }, "nextStep": { "owner": "Trading HQ and execution team", "task": "Reconcile the active public publisher with the local pinned runner, preserve journals and source snapshots, then deploy reviewed fail-closed PAPER code. Continue frozen-parameter observation; do not reset the sample or conceal losses." }, "releaseSoftwareChecks": { "asOf": "2026-09-30", "pythonPassed": 143, "pythonFailed": 0, "i18nPassed": 12, "readinessAndAccountChecksPassed": 34, "hostnameNavigationChecksPassed": 10, "scope": "LOCAL_SOFTWARE_CHECKS_ONLY", "profitabilityOrLiveReadinessProven": false } }