{
  "schema_version": "emergenzix-cointegration-cpu-blind-validation-v1",
  "observed_at": "2026-11-05T13:53:12.097528Z",
  "hidden_asset_sha256": "920626bc4707b33635c9f2aa2e65deda82cc8d7092626729ffe64264caf59d77",
  "hidden_asset_disclosed_to_gpu": false,
  "parent": {
    "parameters": {
      "regression_bars": 540,
      "entry_z": 2.0,
      "exit_z": 0.5
    },
    "windows": [
      {
        "window": 1,
        "start": "2024-11-11T00:00:00+00:00",
        "end": "2025-05-09T20:00:00+00:00",
        "total_return_pct": 0.84875,
        "max_drawdown_pct": 17.050972,
        "turnover": 8.0,
        "rebalance_count": 8
      },
      {
        "window": 2,
        "start": "2025-05-10T00:00:00+00:00",
        "end": "2025-11-05T20:00:00+00:00",
        "total_return_pct": -7.866027,
        "max_drawdown_pct": 17.180476,
        "turnover": 5.0,
        "rebalance_count": 5
      },
      {
        "window": 3,
        "start": "2025-11-06T00:00:00+00:00",
        "end": "2026-05-04T20:00:00+00:00",
        "total_return_pct": -0.788197,
        "max_drawdown_pct": 5.512304,
        "turnover": 13.0,
        "rebalance_count": 13
      },
      {
        "window": 4,
        "start": "2026-05-05T00:00:00+00:00",
        "end": "2026-10-31T20:00:00+00:00",
        "total_return_pct": -8.848913,
        "max_drawdown_pct": 9.668737,
        "turnover": 5.0,
        "rebalance_count": 5
      }
    ],
    "summary": {
      "median_return": -0.04327112,
      "p05_return": -0.08701480099999999,
      "max_drawdown": 0.17180476,
      "turnover": 7.75,
      "profitable_window_rate": 0.25
    }
  },
  "candidates": [
    {
      "candidate_id": "085876f4b773e15332a54dac0d305cb8fac0519e771d6b98fd331362d6a6b346",
      "parameters": {
        "entry_z": 2.90593318,
        "exit_z": 0.95628568,
        "regression_bars": 546
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 2.569295,
          "max_drawdown_pct": 10.071367,
          "turnover": 4.0,
          "rebalance_count": 4
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": 3.56877,
          "max_drawdown_pct": 2.266298,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -2.728919,
          "max_drawdown_pct": 3.476231,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": 0.836296,
          "max_drawdown_pct": 3.637244,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": 0.017027955,
        "p05_return": -0.021941367499999996,
        "max_drawdown": 0.10071367,
        "turnover": 3.25,
        "profitable_window_rate": 0.75
      },
      "decision": {
        "status": "CPU_BLIND_SUPPORTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": true,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "0ece1fdad1bc12e62ac9d3dabfc40890cb4a70a215f586b358051b780a485d87",
      "parameters": {
        "entry_z": 2.54736696,
        "exit_z": 1.0,
        "regression_bars": 528
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 2.590527,
          "max_drawdown_pct": 6.5697,
          "turnover": 8.0,
          "rebalance_count": 8
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": -9.734439,
          "max_drawdown_pct": 16.755668,
          "turnover": 3.0,
          "rebalance_count": 3
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -2.160624,
          "max_drawdown_pct": 3.476231,
          "turnover": 4.0,
          "rebalance_count": 4
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": -4.217094,
          "max_drawdown_pct": 7.052936,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": -0.03188859,
        "p05_return": -0.0890683725,
        "max_drawdown": 0.16755668,
        "turnover": 5.0,
        "profitable_window_rate": 0.25
      },
      "decision": {
        "status": "CPU_BLIND_REJECTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": false,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": false
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "10e49cadf162464c5f3513ef86d38682e77a146b1eebad24dbf7ce2cb589950f",
      "parameters": {
        "entry_z": 3.00518573,
        "exit_z": 1.0,
        "regression_bars": 607
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 3.192486,
          "max_drawdown_pct": 12.525976,
          "turnover": 3.0,
          "rebalance_count": 3
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": -10.757459,
          "max_drawdown_pct": 16.755668,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -0.735255,
          "max_drawdown_pct": 1.727004,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": 2.379749,
          "max_drawdown_pct": 2.251047,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": 0.008222469999999999,
        "p05_return": -0.092541284,
        "max_drawdown": 0.16755668,
        "turnover": 3.0,
        "profitable_window_rate": 0.5
      },
      "decision": {
        "status": "CPU_BLIND_REJECTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": false,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "15d77535c3576c3b452ecd4c4d53b1b9b89ec8606cb31809fccf130a30a6790b",
      "parameters": {
        "entry_z": 3.1390472,
        "exit_z": 0.91477276,
        "regression_bars": 521
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 12.706564,
          "max_drawdown_pct": 4.825592,
          "turnover": 6.0,
          "rebalance_count": 6
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": 4.55145,
          "max_drawdown_pct": 2.266298,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -1.947159,
          "max_drawdown_pct": 3.335586,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": -0.42727,
          "max_drawdown_pct": 3.157798,
          "turnover": 3.0,
          "rebalance_count": 3
        }
      ],
      "summary": {
        "median_return": 0.0206209,
        "p05_return": -0.017191756500000002,
        "max_drawdown": 0.04825592,
        "turnover": 3.25,
        "profitable_window_rate": 0.5
      },
      "decision": {
        "status": "CPU_BLIND_SUPPORTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": true,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "18065d54929c2e652f32a35c775b670ccd68c205cc1414bbb28f65abe3e1b9ae",
      "parameters": {
        "entry_z": 3.00200244,
        "exit_z": 1.0,
        "regression_bars": 560
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 15.006845,
          "max_drawdown_pct": 6.053981,
          "turnover": 6.0,
          "rebalance_count": 6
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": 4.55145,
          "max_drawdown_pct": 2.266298,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -1.9425,
          "max_drawdown_pct": 3.335586,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": 3.088596,
          "max_drawdown_pct": 2.251047,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": 0.03820023,
        "p05_return": -0.011878355999999996,
        "max_drawdown": 0.06053981,
        "turnover": 3.75,
        "profitable_window_rate": 0.75
      },
      "decision": {
        "status": "CPU_BLIND_SUPPORTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": true,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "23d6e47b75e7bc5cb0b444f283f1e2579359095fe09bf18344013b300ea905f6",
      "parameters": {
        "entry_z": 2.7211669,
        "exit_z": 0.70636935,
        "regression_bars": 428
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 1.168985,
          "max_drawdown_pct": 8.692725,
          "turnover": 6.0,
          "rebalance_count": 6
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": -13.655011,
          "max_drawdown_pct": 19.09513,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": 4.311314,
          "max_drawdown_pct": 1.727004,
          "turnover": 8.0,
          "rebalance_count": 8
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": -1.958428,
          "max_drawdown_pct": 5.075149,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": -0.003947215,
        "p05_return": -0.1190052355,
        "max_drawdown": 0.19095130000000002,
        "turnover": 5.25,
        "profitable_window_rate": 0.5
      },
      "decision": {
        "status": "CPU_BLIND_REJECTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": false,
          "max_drawdown_not_above_parent": false,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "28fde72893aa1e3b97b04d96d61ce7ea96d1a64c4c96486879adc87f7e61228b",
      "parameters": {
        "entry_z": 2.95686791,
        "exit_z": 0.99140959,
        "regression_bars": 594
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 1.835446,
          "max_drawdown_pct": 13.341611,
          "turnover": 4.0,
          "rebalance_count": 4
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": -10.757459,
          "max_drawdown_pct": 16.755668,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -1.464311,
          "max_drawdown_pct": 3.335586,
          "turnover": 4.0,
          "rebalance_count": 4
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": 2.689517,
          "max_drawdown_pct": 2.251047,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": 0.0018556750000000002,
        "p05_return": -0.093634868,
        "max_drawdown": 0.16755668,
        "turnover": 3.75,
        "profitable_window_rate": 0.5
      },
      "decision": {
        "status": "CPU_BLIND_REJECTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": false,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    },
    {
      "candidate_id": "3456d59110fd3b3ae84f18cc29e07de011016927c48cad0ca4ee986881ae1593",
      "parameters": {
        "entry_z": 2.74773445,
        "exit_z": 1.0,
        "regression_bars": 556
      },
      "windows": [
        {
          "window": 1,
          "start": "2024-11-11T00:00:00+00:00",
          "end": "2025-05-09T20:00:00+00:00",
          "total_return_pct": 17.937955,
          "max_drawdown_pct": 5.672007,
          "turnover": 8.0,
          "rebalance_count": 8
        },
        {
          "window": 2,
          "start": "2025-05-10T00:00:00+00:00",
          "end": "2025-11-05T20:00:00+00:00",
          "total_return_pct": -10.757459,
          "max_drawdown_pct": 16.755668,
          "turnover": 2.0,
          "rebalance_count": 2
        },
        {
          "window": 3,
          "start": "2025-11-06T00:00:00+00:00",
          "end": "2026-05-04T20:00:00+00:00",
          "total_return_pct": -2.189691,
          "max_drawdown_pct": 3.476231,
          "turnover": 4.0,
          "rebalance_count": 4
        },
        {
          "window": 4,
          "start": "2026-05-05T00:00:00+00:00",
          "end": "2026-10-31T20:00:00+00:00",
          "total_return_pct": 1.491684,
          "max_drawdown_pct": 3.157798,
          "turnover": 5.0,
          "rebalance_count": 5
        }
      ],
      "summary": {
        "median_return": -0.003490034999999999,
        "p05_return": -0.094722938,
        "max_drawdown": 0.16755668,
        "turnover": 4.75,
        "profitable_window_rate": 0.5
      },
      "decision": {
        "status": "CPU_BLIND_REJECTED",
        "checks": {
          "median_return_above_parent": true,
          "p05_return_not_below_parent": false,
          "max_drawdown_not_above_parent": true,
          "positive_window_majority": true
        },
        "automatic_promotion": false,
        "order_permission": false
      }
    }
  ],
  "automatic_promotion": false,
  "order_permission": false,
  "result_sha256": "40a9561840b4326c719653ad61d2e9d803dbc90ed331a1fd4d3040ee2acd6997"
}