Sanitized Artifact Pack for "Cross-Sectional Signals and Market State in Cryptocurrency Perpetual Markets: Direction, Volatility, Redundancy, and Measurement Artifacts"
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Sanitized replication artifact pack accompanying the exploratory measurement working paper "Cross-Sectional Signals and Market State in Cryptocurrency Perpetual Markets: Direction, Volatility, Redundancy, and Measurement Artifacts" (Ahapov, 2026). The pack supports the paper's signal-market association claims for 75 grouped signal families evaluated on stablecoin-margined perpetual data over 2020-2026 with a fixed 2020-2023 / 2024-2026 temporal split. Contents: design_counts.txt (sample spans and cross-section counts); candidate_family_audit.tsv (row-level classifications for all 75 audited families); ml_protocol_audit.tsv (testing-protocol and fitted-model applicability decisions); ml_diagnostics_summary.tsv (sanitized summaries of ML diagnostics); ml_figures.tsv (inventory of the three retained fitted-model figures); figure_data/ (sanitized source data for the three retained ML figures); measurement_controls.tsv (measurement artifacts and controls). The pack intentionally excludes raw operational logs, execution studies, rule-level parameter grids, P&L or Sharpe traces, and operational traces; those objects are outside the paper's scientific claim.



