PENROSE
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Analysis Reports

Analysis Reports presents claims that reached substantive evaluation. Reports combine the claim, reconstruction, data provenance, robustness diagnostics, and verdict rationale.

  1. Claim and source span — verify what was asserted.
  2. Reconstruction — confirm the implementation matches the claim.
  3. Data provenance — inspect series, venues, periods, frequency, and synthetic flags.
  4. Power — determine what effect size the sample could resolve.
  5. Deflation — inspect the family and search denominator.
  6. Robustness — folds, regimes, bootstrap, CPCV, parameters, and tails.
  7. Costs and capacity — distinguish modeled from measured inputs.
  8. Verdict rationale — read the reason, not only the label.

Charts

Charts are descriptive evidence. An attractive equity curve cannot override fidelity, look-ahead, power, or deflation failures. Empty or missing charts should not prevent the underlying decision and receipt from remaining reviewable.

Epoch behavior

Reports are derived artifacts and may be archived during an epoch transition. The protected receipt, decision, audit, and source archive remain the durable record.

Penrose is a falsification referee for quantitative trading claims. A verdict is evidence about survival under the referee, never a trading instruction.