Evidence plate / epsilon.evidence.v1
Recent momentum remains directionally positive under nearby execution and sampling assumptions.
Direction preserved
4/4
Falsified if
The return direction reverses when one plausible assumption changes while the others remain fixed.
Perturbation field / normalized equity
Nearby assumptions, visible consequences.
ε = one changed input per trace
| Run | Changed input | Return | Sharpe | Drawdown |
|---|---|---|---|---|
| Baseline | None | 6.20% | 0.910 | -3.80% |
| Fee ×5 | 0.0001 → 0.0005 | 4.32% | 0.680 | -4.30% |
| Slippage ×5 | $0.01 → $0.05 | 2.71% | 0.430 | -5.20% |
| Window +30d | 2024-01-02 → 2024-02-01 | 5.18% | 0.790 | -3.50% |
| Narrow universe | AAPL,MSFT,GOOGL → AAPL,MSFT | 5.83% | 0.860 | -3.90% |