ALPHA FACTOR CONFIRMATION LAB

CIF v0.21.3

Confirm the exact EMA200 time-series hypothesis screened in by v0.13 on an outcome-purged earlier block. No parameter changes.

Confirmation
2019-01 → 2020-05

PRIMARY CONFIRMAND ONLY: EMA200. Low Volatility is visible only as an exploratory challenger and cannot be promoted by this lab.

OUTCOME-PURGED CONFIRMATION BLOCK

Independent future-return labels

success · complete

BNBXRPADALTCTRXETCXLMEOSNEOIOTAZECDASH

Replay points771

Mature 7d771

Mature 30d771

Mature 90d771

Outcomes end 2020-08-04; v0.13 screen starts 2020-08-07. Outcome-purged: YES.

PRIMARY FACTOR

EMA200 Trend Distance

v0.13 TIME_SERIES_SUPPORTED

Frozen definitiontrend_ema200

Percent distance of current close above/below trailing EMA200.

direction: higher_is_better

Role being confirmedtime-series only

Does a higher EMA200 trend distance for the same asset precede better future raw returns?

cross-sectional results cannot rescue or fail confirmation

REPLICATION

v0.13 screen vs v0.14 confirmation

median per-asset Spearman

Sample7d ρ30d ρ90d ρ+ 30d assets

v0.13 screen2020-08 → 2022-080.0090.0810.13570.0%

v0.14 confirmation2019-01 → 2020-05-0.183-0.407-0.5320.0%

FROZEN CONFIRMATION GATE

Did EMA200 replicate?

Eligible 30d assets12≥ 8

Median 30d ρ-0.407≥ 0.05

Positive 30d assets0.0%≥ 60.0%

7d / 90d sign-0.183 / -0.532both > 0

minimum_assets

checkPASS

observation_floor

checkPASS

median_30d_spearman

checkNO

positive_30d_assets

checkNO

positive_7d_confirmation

checkNO

positive_90d_confirmation

checkNO

PER-ASSET CONFIRMATION

30d time-series replication

minimum 30 observations

AssetN 30dRaw return ρExcess BTC ρ

BNB71-0.119-0.362

XRP71-0.504-0.332

ADA71-0.381-0.472

LTC71-0.275-0.443

TRX71-0.438-0.535

ETC71-0.422-0.492

XLM71-0.367-0.372

EOS71-0.429-0.604

NEO71-0.408-0.271

IOTA71-0.502-0.354

ZEC31-0.352-0.378

DASH30-0.406-0.342

DIAGNOSTICS ONLY

Cross-sectional behavior

cannot affect confirmation

7d median date ρ-0.084

30d median date ρ-0.115

90d median date ρ-0.358

30d Top2−Bottom2-2.03 pp

EXPLORATORY CHALLENGER

Low Volatility 30D

NOT ELIGIBLE FOR PROMOTION

7d TS ρ-0.033

30d TS ρ-0.044

90d TS ρ0.005

Positive 30d assets33.3%

Low Volatility 30D did not pass the frozen v0.13 screen gate; v0.14 cannot retroactively promote it.

CONFIRMATION VERDICT

EMA200_NOT_CONFIRMED

production remains blocked

EMA200_NOT_CONFIRMED. EMA200 Trend Distance did not replicate the full frozen v0.13 time-series gate on the confirmation block.

Confirmation passNO

Eligible for future alpha architectureNO

Live forward confirmationREQUIRED

Production readyNO

CONFIRMATION FIREWALL

What v0.14 is allowed to conclude

EMA200 Trend Distance is frozen exactly as screened in v0.13; no parameter or direction changes are allowed in v0.14.
The confirmation outcome window ends before the v0.13 factor screen begins, so future-return labels do not overlap the discovery screen.
The original v0.13 time-series gate is preserved; v0.14 only adds a stricter minimum-observation reliability floor.
Cross-sectional and BTC-regime results are diagnostics only and cannot rescue or fail the primary time-series confirmation gate.
Low Volatility 30D is exploratory only and cannot be promoted by v0.14 regardless of its result.
No factor weights, combined alpha score, MOS v2, production gate, AQS formula, Risk formula, or MOS v0.8 formula changes in v0.14.
Even EMA200_CONFIRMED is not production validation; live forward confirmation remains required.