Minimum track record length diagnostic

ledgr_min_track_record() computes the minimum track record length (MinTRL) diagnostic over a return panel. It is an evidence surface only: it does not select, promote, filter, or change walk-forward identity.

Usage

ledgr_min_track_record(
  x,
  candidates = NULL,
  reference_sharpe = 0,
  confidence = 0.95,
  risk_free_return = 0
)

Arguments

x

A ledgr_return_panel object or a ledgr_sweep_results object with retained completed returns.

candidates

Optional character vector of candidate ids to include.

reference_sharpe

Numeric scalar reference Sharpe ratio in the same per-period units as the retained return series. The default asks whether the observed Sharpe is significantly above zero.

confidence

Numeric scalar confidence level in (0, 1).

risk_free_return

Numeric scalar per-period risk-free return to subtract before computing Sharpe. The default is zero.

Value

A ledgr_min_track_record object with summary and metadata. Use as_tibble(x) for programmatic access.

See also

vignette("selection-integrity", package = "ledgr") or system.file("doc", "selection-integrity.html", package = "ledgr").

Examples

if (FALSE) { # \dontrun{
min_trl <- ledgr_min_track_record(sweep, reference_sharpe = 0)
as_tibble(min_trl)
} # }