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AhaSignals Point-in-Time Backtest Validation Benchmark — v1.0.0

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@AhaSignals AhaSignals released this 03 Sep 00:34
· 8 commits to main since this release

Version 1.0.0 freezes five source-dated reference cases for detecting common point-in-time failures in SEC-filing backtests.

Included cases

  • AS-PIT-001 — blocks a later comparative value from overwriting the first-reported CoreWeave value.
  • AS-PIT-002 — prevents a later sign change from leaking into an earlier information set.
  • AS-PIT-003 — preserves Super Micro preliminary evidence as ineligible for the completed-filing matrix.
  • AS-PIT-004 — records an evidence and comparability upgrade even when the derived value is unchanged.
  • AS-PIT-005 — rejects a synchronized-quarter rank when NVIDIA and AMD fiscal period ends differ.

Reference result

  • 5 of 5 cases passed
  • 28 CoreWeave source vintages across 14 matched fact identities
  • Benchmark payload SHA-256: b22aa620b67838f3fb21cdaf4a947c69d93b7e7ad71e5b653e18855625a5e5a4
  • Release ZIP SHA-256: dc90b937e9ae0460518e52c772e5ca0b1f06fac05b47bbeb81da794070881b80

Run the dependency-free verifier with:

npm test

Research objects

This release tests data integrity. It does not establish factor alpha, information coefficient, portfolio return, Sharpe ratio or drawdown.
ahasignals-pit-backtest-validation-benchmark-v1.0.0.zip
ahasignals-pit-backtest-validation-benchmark-v1.0.0.zip.sha256.txt