We reset our own track
We audited our own paper track and reset it. Only days backed by a real daily-cycle log count. Right now that is 10 honest days (anchor 2026-06-22), not 15 padded ones. Every equity point and its source label is public.
We publish 10 real days, not 15 padded ones
Auditing our own track found the earlier days were a flat-rate backfill — not the output of a real daily cycle. We don't count them. A day now counts only if it has a genuine daily-cycle log behind it. We would rather show 10 honest days than 15 padded ones. The reset itself is the trust signal.
Evidence anchor
2026-06-22
Evidenced / needed
10 / 30 days
Go-live target
2026-07-21
Paper / research track on a virtual $100k book. Not investment advice, not a forecast. Per-bar source labels are shown below — you can see which days are real.
Equity
—
virtual $100k base
Paper APY
—
variable · not guaranteed
Max drawdown
—
since track start
Evidenced days
10 / 30
cycle-logged days only
Equity curve (paper)
source: static fallback
Curve loads from the live evidence feed. When offline, the last static snapshot is shown.
Bar ledger — what counts
source: static fallback
Each bar is tagged with its source. Only cycle bars are evidenced by a log and count toward go-live. Backfill and warmup bars are dimmed — shown for transparency, but not counted.
Proof of Reserves
source: static fallback
Every dollar accounted for, cryptographically verifiable
The NAV is recomputed from its parts (deployed + cash + accrued) and reconciled against the reported equity. This is a paper proof-of-reserves: the verifiable methodology on the virtual $100k book, not real custody.
Deployed
—
Cash
—
Accrued
—
NAV (= equity)
Reconciliation delta
—
Positions
—
Last verified
—
Verification hash (NAV)
verifiable · tamper-evident—
components: —
NAV = Σ(per-protocol positions) + cash + accrued yield. components_hash = sha256 of the canonical JSON of the sorted positions; nav_hash binds the NAV to its components and timestamp. Anyone can recompute the published NAV from its components via nav_proof.verify_proof().
Go-live progress
deterministic criteria (ADR-002) — all must pass before go-live
Evidence anchor 2026-06-22 · go-live target 2026-07-21
How we count honesty
Evidenced days, not raw bars.
Each bar in the equity file is tagged with a source
(warmup / backfill / reconstructed / cycle) and evidenced
flag. Only cycle bars — those with a real daily-cycle
log behind them — count. The earlier bars were a flat-rate backfill; we don't count them,
though we still show them for transparency.
Reconstructed-day note. If the autonomous cycle missed a day (e.g. during a host restart), the gap is recorded by gap_monitor and the hole is filled with a reconstructed bar — which is flagged, not passed off as live. 30-day continuity is itself a separate go-live criterion.
Paper, variable, not a forecast. All figures reflect simulated trading on a virtual $100,000 USDC portfolio. The simulation does not account for live slippage, liquidity impact, or smart-contract execution risk. Past paper performance guarantees nothing.
Verify this track yourself
The track is not just a chart — it is a verifiable artifact.
The evidenced equity series itself is committed to a single-genesis hash chain
(equity_track.jsonl); the decisions behind it are
committed to their own chain (decision_log, head-checkpoint
anchors), and each day's NAV reconciles (see Proof of Reserves above). Don't trust us — check
us: one zero-dependency verifier (it does not import our code) re-derives every hash of
both chains and reports the exact
broken_at if a single byte of history — an evidenced
equity value, a reordered or back-dated day — was altered. No backfill claims: only days with
a real cycle log enter the equity chain.
Command
python3 verify_spa.py data/ Verifier: scripts/verify_spa.py (how to verify + in-browser demo, pinned verifier-v1.0) · equity chain: data/rates_desk/equity_track.jsonl · recipe: docs/PROOF_CHAIN_SPEC.md · checkable case: docs/DD_PACK.md
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