Audit infrastructure
For external methodology changes filed after 2026-04-25, Convexly attempts to lock hypotheses before analysis and then publishes the receipt status here. External links are shown as verified only when the linked page contains the expected AsPredicted ID, title, and filing date; otherwise they are marked pending, stale, or broken. The verdict + run date + effect-size CI are reported within 24 hours of the test running. The original V1 and V1-M papers were not retroactively pre-registered; they remain frozen-coefficient methodology with ex-ante version-controlled commitment via the SHA-256 audit chain. Failed methodology tests land in the negative-result registry; the audit chain is verifiable in your browser at /research/verify.
Machine-readable manifest at /research/preregistrations.json.
Last updated 2026-06-01T18:00:00Z.Receipts checked 2026-06-01T18:00:00Z.10 entries
Receipt health: 1 externally verified/9 pending public URL/0 broken or stale
AsPredicted #287368
Filed 2026-04-25 · Ran 2026-04-27
E2 per-wallet temporal holdout: ρ = +0.111 [+0.046, +0.175], well below the +0.30 pre-reg threshold. E7 per-quarter IC stability: median ρ = +0.038, only 3 of 5 quarters positive vs ≥5/6 required. Both failed.
Audit-chain anchor: v1_5_analyses_results_20260427_191717
AsPredicted #287436
Filed 2026-04-26 · Ran 2026-04-26
Initial in-sample test of skill-weighted aggregation as per-market price prior. 24 aggregator variants tested; all rejected. Cohort substitution amendment filed as #287714.
Audit-chain anchor: marketalpha_v2_in_sample_run
AsPredicted #287442
Filed 2026-04-26 · Ran 2026-04-26
Forward-only complement to #287436. Same 24 aggregator variants on a held-out forward window. All variants rejected forward.
Audit-chain anchor: marketalpha_v2_forward_run
AsPredicted #287714
Filed 2026-04-27 · Ran 2026-04-27
Cohort substitution from V1 (8,656 wallets) to V1-M (8,778 wallets) to verify the negative result is not cohort-specific. All 24 aggregator variants rejected on V1-M as well; consistent with the original finding.
Audit-chain anchor: marketalpha_v2_cohort_substitution
AsPredicted #287983
Filed 2026-04-28 · Ran 2026-04-29
Wash-filter robustness check on the V2.8.2 negative result. Brier delta CI [+0.16028, +0.19287] sits inside the pre-registered TOST equivalence range [+0.154, +0.204]. Movement after wash filtering: +0.00243 Brier (1.4% relative). The V2.8.2 finding (skill-weighted aggregation rejected) is robust to wash-trader filtering at composite-z >= 3.0.
Audit-chain anchor: v28_2_wash_filter_tost_passed_2026_04_29
AsPredicted #288046
Filed 2026-04-29 · Runs 2026-07-29
90-day walk-forward backtest of the CME V0.2 constraint-projection pipeline pre-registered. Hyperparameters frozen ex-ante (thresholds, sizing, cost model, performance metrics). No hyperparameter tuning based on backtest results allowed by the pre-reg.
Audit-chain anchor: cme_v0_2_0_methodology_frozen_commit_8616a63
AsPredicted #288610
Filed 2026-05-01
Pre-registers the form (4 pillars: CRPS-posture, conviction, discipline, funding-capture) + 7 validation gates for the V2-Perps Edge Score composite. Form locked at freeze commit 8c86dd4; coefficients TBD pending Hyperliquid 90-day cohort fit. Composite reduces to V1 / V3b on binary outcomes (Brier-equivalence identity) and extends across crypto perps, equity perps, compute futures, AI benchmark markets, valuation futures, and prediction markets per spec Section 6.
Audit-chain anchor: v2_perps_methodology_frozen_commit_8c86dd4
AsPredicted #288615
Filed 2026-05-01 · Runs 2026-07-30
90-day walk-forward backtest of the V0.2-Perps coherence-violation engine (7 constraints: cash-and-carry, triangle, put-call parity, Carr-Madan butterfly, Litterman-Scheinkman PCA calendar, cross-venue 4-corner, vertical-spread monotonicity). H1 net Sharpe > 1.0; H2 capacity ceiling < 50K USD/day; H3 each constraint contributes positive Sharpe with 95% bootstrap CI excluding zero. Methodology code freezes at commit adb99d6; emit cron at .github/workflows/cme-v0-2-perps-emit.yml.
Audit-chain anchor: cme_v0_2_perps_methodology_frozen_commit_adb99d6
AsPredicted #294035
Filed 2026-05-31 · Runs 2026-09-01
Strictly-prospective realized-vs-control validation of CME signals. H1: realized PnL of the CME-chosen side at the USD 1,000 capacity tier exceeds the mean of K=20 matched-noise controls, one-sided paired permutation at alpha = 0.025, AND the 95% bootstrap CI lower bound for mean paired difference is > 0. Evidence window = 92 calendar days beginning the first full UTC signal-emission day after the filing timestamp; pre-filing/same-day signals excluded. Reports insufficient_sample if fewer than 30 resolved signal/control pairs by the analysis date; no threshold tuning or window extension without a new pre-registration. CME methodology frozen for the window.
Audit-chain anchor: cme_realized_vs_control_forward_only_filed_294035_2026_05_31
AsPredicted #294147
Filed 2026-06-01 · Runs 2026-08-31
Strictly-prospective forward-persistence holdout for the in-sample FDR-cleared discretionary wallet set (178 of 3,871 wallets clear BH-FDR at q = 0.10 for positive realized edge over entry prices on the frozen 2026-04-25 tape; expected false discoveries among the cleared set at most ~17.8 -- in-sample skill-vs-luck separation, NOT validated forward skill). Frozen objects: realized-edge skill measure mean(won - vwap_prob); the 178-wallet candidate set; the 3,693-wallet control set; the micro-market exclusion rule. H1 (both legs required): (a) candidate-set pooled forward edge exceeds control-set pooled forward edge, one-sided wallet-label permutation at alpha = 0.025; (b) candidate-set pooled forward edge has a 95% BCa lower bound > 0. Evidence window = 90 calendar days of newly-resolved discretionary positions beginning the first full UTC day after the filing timestamp; 2026-04-25 in-sample positions excluded. Floors: >=10 forward positions/wallet, >=40 candidate wallets, >=1,000 candidate forward positions, else insufficient_sample. A pre-registered null (no_persistence) or insufficient_sample is a valid, publishable outcome.
Audit-chain anchor: wallet_skill_fdr_discretionary_forward_persistence_filed_294147_2026_06_01