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chore(bayn): record candidate 6 development rejection - #13352

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gregkonush wants to merge 12 commits into
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chore(bayn): record candidate 6 development rejection#13352
gregkonush wants to merge 12 commits into
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codex/bayn-candidate-6

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@gregkonush gregkonush commented Jul 28, 2026

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Summary

  • remove Candidate 6 from the Bayn strategy runtime and public exports after corrected development evidence failed the economic advancement gate
  • retain one authoritative, Schema-decoded, canonical-hash-verified rejection receipt; remove the duplicated preregistration JSON, preregistration Markdown, generated development report, and all production/research strategy implementation
  • record the corrected close-time bounded-notional execution semantics and conventional non-wrapping moving-block bootstrap evaluated in commit 8306797e1666c6a999899eb8ecebe4fdf2184600
  • preserve that evaluated revision in Git history with corrected source, regression tests, and byte-identically regenerable report/preregistration artifacts; the final tree removes them after binding the rejection receipt to that commit
  • keep the 2023-01-03 through 2025-12-31 holdout untouched; no official Candidate 6 trial, broker mutation, or capital authority was enabled

Corrected development evidence

Bounded development data only: 2016-01-04 through 2022-12-30.

  • net annualized return: 0.013615189649529347
  • net annualized volatility: 0.02487268900470754
  • net Sharpe: 0.5561433659477207
  • SPY buy-and-hold Sharpe: 0.6386425320738072
  • maximum drawdown: 0.03187724596205377
  • annual turnover: 2.6140928678079276
  • 95% annualized-return interval: [-0.0010095656992797435, 0.03036320620238341]
  • 95% Sharpe interval: [-0.02703043492393884, 1.214213314331432]

Both intervals cross zero, and Candidate 6 does not exceed the SPY development benchmark. Disposition: HOLD_REJECT; recommendation: close without merge.

Immutable evidence

  • rejection receipt hash: 0654fb53c341ccb6128933cdd2e4d47b04b28d087dab3e7cff4776e0a2decebc
  • corrected report hash: 490806da15333b2723e7dabbda2b8f5677e3f8889b6fd0cc8c91853205e62b9d
  • parameter hash: 59889076e9cff0b8c79c30f8c095b50ae9c4cd6044fe536004f3432a3287a645
  • executable behavior hash: ff5704048e04827e02631a462ebb49e11e637647c5578b8060b4633b9a3274e8
  • strategy hash: 290d8bf4597ae27e15af6f6dd8f5e49bd925995ff6807387104579f6c2193456
  • preregistration hash of evaluated implementation: 300feda2b9815e05575b6bc9bb9d8dd633b446a88fc04f1335c31be934b6ad47
  • bounded bars content hash: 9fac08a198bac2dea6530e12a4406c695c84da8829b9a198f26511c822164785
  • bounded sessions content hash: 8fb5cf8accec311c6d34dd5d1074b9ac2cee38c51eaf906df26fd3479f48e358

Final diff

Only three files remain relative to main:

  • services/bayn/candidates/ordinal-6-month-end-liquidity-reversal-rejection.json
  • services/bayn/src/candidate-research-receipt.ts
  • services/bayn/src/candidate-research-receipt.test.ts

Validation

  • focused Candidate 6 corrected implementation suite before rejection: 48 pass, 0 fail
  • final Bayn suite: 834 pass, 122 intentionally skipped integration cases, 0 fail
  • TypeScript: pass
  • Effect diagnostics: pass
  • Oxlint and type-aware Oxlint: pass
  • Oxfmt: pass
  • build: pass
  • canonical receipt drift and excess-property verification: pass
  • evaluated revision report/preregistration regeneration and byte comparison: pass
  • receipt-to-evaluated-commit report SHA, report hash, executable behavior hash, strategy hash, and preregistration hash comparison: pass
  • git diff --check: pass

Breaking Changes

Candidate 6 is not retained as a production strategy. No existing selected strategy or runtime composition changes.

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gregkonush force-pushed the codex/bayn-candidate-6 branch from 7d168dc to 655e31c Compare July 28, 2026 18:58
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gregkonush force-pushed the codex/bayn-candidate-6 branch from 655e31c to 3e68215 Compare July 28, 2026 19:16
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gregkonush force-pushed the codex/bayn-candidate-6 branch from c9adf38 to 1ca294e Compare July 28, 2026 20:42
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@gregkonush gregkonush changed the title feat(bayn): add sealed candidate 6 reversal strategy chore(bayn): record candidate 6 development rejection Jul 29, 2026

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Closed without merge: Candidate 6 is terminal HOLD_REJECT; rejected research artifacts and generic receipt machinery do not belong on main.

@gregkonush gregkonush closed this Jul 29, 2026
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