Task #22 Results vs Pre-Registered Hypotheses
Source prediction: RayDalio task22-pre-registered-hypotheses.md locked before Phase 1 results.
Baseline Predictions vs Actual
| Item | Pre-reg prediction | Actual | Result |
|---|---|---|---|
| Extended annualized | 15.5-18.5%, median 16.8% | Y2 16.21% from 2015-02-17; 17.59% from 2018-02-09 | Match |
| Extended Sharpe | 0.80-0.95, median 0.87 | Y2 0.842 from 2015-02-17; 0.881 from 2018-02-09 | Match |
| Extended MDD | -22% to -28%, risk from 2015 H2 | Y2 -29.25% from 2015-02-17 | Slightly worse than predicted |
| 2014 slow bull | +5% to +15% expected | Not evaluable under current rule: strict candidates start 2015-02-17 due 756d EPS CAGR lag | Prediction not testable |
| 2015 leveraged bull | -5% to +20%, high variance | +61.52% in 2015 H1 with avg exposure 45.5% | Strong upside surprise |
| 2016 | 0% to +3% | 2016 full year -3.64%; Jan-Feb circuit-breaker window 0 exposure / 0 return | Slight miss on full year, defense held in circuit-breaker |
| 2017 blue chip | +5% to +12% | +19.53%, avg exposure 72.5% | Upside surprise |
A/B Flip Watch
| Item | Pre-reg expectation | Actual Phase 1 | Status |
|---|---|---|---|
| Hard stop -8% | Margin shrinks but still reject | Still strongly rejected: hard8 Sharpe 0.268, MDD -55.08% vs three-axis Sharpe 0.669, MDD -28.77% same true extended window | Reaffirmed / stronger than caution |
| cap 18 vs cap 12 | Possible reversal | Not run in Phase 1; Phase 2 pending | Pending |
| public-fund sponsorship | Could weaken | Direction remains positive, but market-value-only beats combined bonus | Partial flip / needs Phase 2 |
| chain_cap_40 | Not expected to hurt conclusion | Y2 with chain cap 40 is top v1.3 scenario | Reaffirmed |
| B3 RPS dual-window | Could weaken | Still approved: +0.091 Sharpe vs v1 production and lower MDD | Reaffirmed |
| M-filter shutoff | Reaffirm / strengthen | Always-on MDD -59.0%; raw open1/close1 lower Sharpe than open3/close5 but better MDD and better 2024 OOS-B | Reaffirm defense, no production change yet |
| Smart capacity | Reaffirm / strengthen | Combined with early4 + chain40 is top scenario; smart alone not useful | Reaffirmed as combo only |
New Finding
- 2010/2011 sample feasibility smoke passed for price, factors, benchmark, suspension/ST, industry, and fund universe. This means a true 2014 trade evaluation is likely feasible if we rebuild raw cache from 2010-01-01 or 2011-01-01, rather than trying to evaluate 2014 from a 2012-only warm-up.