Claim types
Penrose routes claims to deterministic or sandboxed executors.
| Claim type | Typical inputs | Output evaluated by P7 |
|---|---|---|
trading_strategy |
declared market series | net return series and positions |
formulaic_signal |
signal and return series | deterministic DSL return series |
provided_series_statistic |
one or more declared series | specified statistic series |
predictive_regression |
predictor and future target | aligned predictive result |
factor_spanning |
candidate and benchmark factors | benchmark-hedged residual |
cross_sectional_sort |
returns and characteristic panels | long-short factor return |
cross_sectional_alpha |
declared panel inputs | cross-sectional alpha result |
event_study |
returns and event calendar | per-event abnormal return |
forecast_skill |
model forecast, target, benchmark | squared-loss differential |
event_market_strategy |
event-market panel | event-level strategy result |
descriptive_statistical |
declared series or panels | non-trading test statistic |
Claim types do not create new data shapes casually. Unsupported semantics route to review or pending module rather than being approximated silently.