57 lines
2.3 KiB
JSON
57 lines
2.3 KiB
JSON
{
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"contractVersion": "outcome-metrics.v2",
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"status": "PROPOSED",
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"commonRules": {
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"pointInTime": true,
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"revisionAware": true,
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"costs": ["fee", "tax", "fx", "slippage"],
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"windowsTradingDays": [1, 5, 20, 63, 126, 252],
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"attribution": ["recommendation", "publication", "clientDecision", "execution"]
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},
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"metrics": [
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{
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"metricCode": "OPERATIONAL_INTEGRITY_ERRORS",
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"numerator": "count of duplicate, lookahead, unauthorized publication, unreconciled critical breaks and immutable-evidence violations",
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"denominator": "one evaluation run",
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"aggregation": "sum",
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"threshold": "0"
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},
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{
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"metricCode": "FALSE_EXIT_ANNUAL_RATE",
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"numerator": "eligible non-impairment exits followed by approved adverse-regret condition within the versioned evaluation window",
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"denominator": "all eligible non-impairment exits in the same cohort",
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"aggregation": "annualized cohort ratio",
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"threshold": "<=0.02",
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"decisionRequired": "The exact adverse-regret price and benchmark definition must be approved before production use."
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},
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{
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"metricCode": "REENTRY_CAPTURE_RATE",
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"numerator": "eligible exits whose versioned reentry contract produced a valid stage-ready observation within 126 trading days",
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"denominator": "all eligible non-impairment exits with complete data",
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"aggregation": "cohort ratio",
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"threshold": ">=0.65"
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},
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{
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"metricCode": "NET_EXPECTED_UTILITY",
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"numerator": "realized or calibrated expected benefit after risk, fee, tax, FX, slippage and reentry option loss",
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"denominator": "one evaluated decision or cohort",
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"aggregation": "mean with confidence interval",
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"threshold": ">0 and lower confidence bound >0 for opportunity replacement"
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},
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{
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"metricCode": "PBO",
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"numerator": "CSCV combinations where in-sample winner underperforms out of sample",
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"denominator": "all approved CSCV combinations",
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"aggregation": "probability",
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"threshold": "<=0.20"
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},
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{
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"metricCode": "DSR",
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"numerator": "deflated performance statistic adjusted for multiple testing and non-normality",
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"denominator": "approved experiment registry",
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"aggregation": "probability/confidence",
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"threshold": ">=0.95"
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}
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]
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}
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