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point-in-time September 2017 Coin Metrics and CryptoCompare source bytes, extraction code, and revision rules are not supplied.","The current official Coin Metrics catalog has PriceUSD coverage for only 10 of the paper's 11 assets.","The pinned PIVX archive cannot reconstruct PIVX prices across the paper sample or a later holdout.","Current DCR, DOGE, and other metric start dates differ from the paper, proving that the current community catalog is not the source vintage.","Dropping PIVX or substituting another provider changes factor ranks, standardization, weights, universe entry, and all seven schedules.","The strongest factor portfolios require short positions that the paper says could not be implemented at scale.","Modern perpetual futures require new venue eligibility, funding, borrow, margin, liquidation, spread, and fill histories.","The paper supplies no chronological folds, untouched holdout, or identically timed and costed preregistration.","The cost treatment assumes away 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and ETH retained spectacular full-history gross and positive full-history net returns, but both failed post-paper holdout, fold-stability, and Calmar gates; neither holdout cleared the fee alone."}},{"id":"do-risk-preferences-drive-momentum-in-cryptocurrencies","title":"Do Risk Preferences Drive Momentum in Cryptocurrencies?","sourceUrl":"https://paperswithbacktest.com/strategies/do-risk-preferences-drive-momentum-in-cryptocurrencies","assetClass":"Cryptocurrencies","upstreamGrossSharpe":0.68,"upstreamTStatistic":4,"upstreamVolatilityPct":54.9,"upstreamYearsTested":34,"sourcePosition":34,"discoveryBasis":"upstream-gross-metadata","stage":"discovered","verdict":"not-tested","costStatus":"unassessed","evidenceBasis":"upstream-gross-discovery-only","evidenceState":{"performanceEvidenceStatus":"not-tested","label":"Not tested by TradeClaw","meaning":"Only upstream gross discovery metadata is available; TradeClaw has not audited or performance-tested this 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solver and infeasibility policies are not frozen.","The equity example is date-sensitive and supplies point estimates rather than a deterministic chronological portfolio ledger.","PCA standardization, component ordering and sign conventions, covariance details, and solver tolerances are not executable end to end.","The strategic application lacks point-in-time macro release and revision rules.","No causal signal-to-fill rule or tradable instrument mapping is supplied.","No complete transaction-cost model or turnover-linked ledger is supplied.","No chronological folds, untouched holdout, or external falsification gate is supplied.","The clone code is hidden and its 1990-2026, 27-stock implementation is materially different from the paper applications.","A valid local primary-PDF byte stream could not be acquired and hashed during this audit."],"reason":"Exact replay requires unavailable proprietary inputs across three different empirical applications, non-unique optimization choices, causal fills, full costs, and a frozen falsification protocol; the hidden 27-stock clone is materially non-equivalent. 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