Credential · honest fail · 2026-08-09

S&P 500, EMA crossover 12/26

FAIL — published anyway

A track record judged by the MIZAN gate inside a zero-knowledge proof: returns after costs, the out-of-sample split and the overfitting corrections recomputed in-circuit, the strategy never revealed. Anyone can verify this credential offline. Every verdict on the registry is published, including this one.

Disclosed metrics
0.44Sharpe
0.79OOS Sharpe
4.5%CAGR
+248.5%Net return
38.5%Max drawdown

Strategy-archetype sweep, one control asset: EMA crossover 12/26 (classic fast/slow trend) on the S&P — refused. Sharpe 0 against the 1.20 bar. Twelve archetypes exercising every DSL feature — indicators, long/short, regime gates, vol targeting, ensembles, crash brakes, leverage — twelve refusals. The gate does not care how the strategy is shaped.

Verify it yourself

Download the bundle, run the verifier with the network off. The verdict recomputes on your machine in about 81 ms.

./mizan-verifier-v11-macos-arm64 arch_spy_emacross_20260810.bundle spy.csv
The record
DatasetSPY · daily OHLC · 1997-12-31→2026-07-24 (7,184 bars) · published for offline verification
Minted (UTC)2026-08-09T00:00:00Z
VerdictFAIL — published anyway
Kindhonest_fail
Engine erav11 · both-schools validation-complete
Engine statuslive
Credential hashdd4ac9f1e138b858
Anchor SHA-256dd4ac9f1e138b858094c5bad94a1c8151d31e1abbc070d9b5f043e0268028dd5
Timestamp (TSA)Aug 10 08:54:49 2026 GMT
Bitcoin / OTSpending confirmation
Data rootd05c76d2fb0724d3977ece83c8473b68926d5b2fad835f426a3c243eff8c8713
Registry leafa3266b45f312f5f9cbd6e3dce47602f6d00951103b311d77f06059f1a52cfe59
Leaf index53
Registry rootf878bf4d24bda7d7e90d09c9345418b9c77ec4ac866df57ac76eff8ee44c5f26
Proof size220 KB
IssuerMIZAN

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