LSRI · Structural risk monitoring — not investment advice

Audit & LSRI model robustness

Walk-forward out-of-sample validation (BTC, ETH, SOL) — official LSRI Engine v1.0 decision run. Robustness indicators, not a promise of future performance.

Walk-forward OOS Portfolio mean Sharpe objective SOL Sharpe > 0.30 constraint Versioned decision: Engine v1.0

Validated quantitative summary

Scores from the official v1.0 decision run. Risk/return stability metrics for institutional review — not forward performance claims.

BTC Sharpe OOS (LSRI)

0.78

Buy & Hold: 0.39

ETH Sharpe OOS (LSRI)

0.40

Buy & Hold: 0.22

SOL Sharpe OOS (LSRI)

0.40

Robustness constraint met (> 0.30)

Portfolio mean Sharpe

0.53

Multi-criteria objective

BTC OOS volatility (LSRI)

35.1%

Buy & Hold: 46.0%

ETH OOS volatility (LSRI)

46.3%

Buy & Hold: 62.2%

Integrity & auditability

Public signal and history logs are cryptographically signed (SHA-256) so archived states can be verified after publication. Full validation procedure available on request for risk committees and institutional onboarding.

Technical details (SHA-256 verification)

Download public_signal_log.json, compute SHA-256 locally, and compare with published fingerprints.

Get-FileHash -Path "public_signal_log.json" -Algorithm SHA256

Per-row hashes are stored in the public signal log. Full WF replication artefacts:

Official v1.0 decision Multi-criteria sweep Request full audit pack

Performance charts (OOS)

Capital curves: LSRI vs Buy & Hold on the validation window. Main read: volatility smoothing while preserving structural exposure.

BTC validation

ETH validation

Compare Free, Pro and Institutional access — evaluation-first onboarding.

See offers & evaluation

Past performance, backtests and out-of-sample validation do not guarantee future results. LSRI is regime risk monitoring — not investment advice.