Credential · honest fail · 2026-08-04

S&P 500, buy-and-hold (1997→2026) [SUPERSEDED]

FAIL · SharpeTooLow · CagrTooLow · DrawdownTooHigh · TooFewTrades — 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
0.55Sharpe
0.79OOS Sharpe
9.2%CAGR
+1,136.8%Net return
55.9%Max drawdown
-11.9%Worst bar
1Trades
0.0%Independence
0.16Calmar

The benchmark itself, submitted to its own judge: the whole US market, held 28.5 years, refused on four grounds — Sharpe 0.55, CAGR 9.2%, a 55.86% drawdown, one trade. Independence 0%: the verifier proves in-circuit that this record is 99% market beta. If your manager's track looks like this, you now know what it is. Survival analysis: mizan.market/survival ERRATUM 2026-08-08: this credential declared 252 periods/year where the committed window supports 251 (7,184 bars over 28.6 calendar years), so it fails the verifier's C1 annualization bound. No metric and no verdict changed. It remains verifiable forever and is superseded by legend-spy-buyhold, re-minted at 251.

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 honest_fail_SPY_buyhold_20260804.bundle spy.csv
The record
DatasetSPY · daily OHLC · survivorship-free US feed (1997→2026, 7,184 bars)
Minted (UTC)2026-08-04T11:45:00Z
VerdictFAIL · SharpeTooLow · CagrTooLow · DrawdownTooHigh · TooFewTrades — published anyway
Kindhonest_fail
Engine erav11 · both-schools validation-complete
Engine statuslive
Credential hash663016d80feb9079
Anchor SHA-256663016d80feb907910cc3b18cc5dab9a56d03e8bef89fc3fccca58b7e075ac6e
Timestamp (TSA)Aug 4 11:53:35 2026 GMT
Bitcoin / OTSpending confirmation
Registry leaf0dbb8999bbe6e39ab3617639a11337c3e13f746bb94d3b36ce0b277a144e31eb
Leaf index5
Registry rootf878bf4d24bda7d7e90d09c9345418b9c77ec4ac866df57ac76eff8ee44c5f26
Proof size220 KB
IssuerMIZAN

What a verdict means: what a PASS asserts · what we refuse to certify · reading a verdict · the VTR-1 standard.