Methodology / Inside Cice
CICE. The code guardian of the Refusal Doctrine.
CICE is Nyalai's validation package: deterministic Python code that executes the gate arithmetic on a submitted ledger. Versioned. No language model is involved in the gate arithmetic itself. The repository is private. Selected implementation details and reproducibility materials are available on request where disclosure permits.
ʼCɩcɛ · Bété (Krou, Ivory Coast) · meaning eagle · pronounced "TCHI-tchè"What CICE is
Two validators, one package.
CICE holds two validators. Each applies to one type of submitted ledger. The arithmetic is deterministic Python code, written with numpy and scipy; the pre-flight probe also uses pandas. No language model takes part in it.
| Validator | Applies to | Checks | Output |
|---|---|---|---|
IronGloveValidator | A series of returns | Out-of-sample check. Comparison with a trivial benchmark. Deflated Sharpe Ratio. Probability of backtest overfitting by CSCV. Combinatorially Purged Cross-Validation with purge and embargo. Sharpe ratio in each regime with at least 8 observations. | GO, NO-GO, or suspended pending disclosure |
CalibrationJudge | A ledger of probability forecasts | Brier Skill Score against the base rate, limit 0.05. Expected Calibration Error, limit 0.05. Permutation of outcomes, 1000 draws. In each regime with at least 8 observations, skill above zero and calibration error at most 0.10. Bootstrap interval of the skill score, 1000 resamples. | CALIBRATED, NOT-CALIBRATED, or suspended pending disclosure |
Limits
What the package does not do today.
The permutation test that Doctrine section 9.3 names, with its correction for the number of configurations tested, is not implemented for return series.
The bootstrap of the Sharpe ratio that Doctrine section 9.5 specifies is not implemented for return series. The package computes an overfitting probability, which is a different quantity.
When the package cannot compute a check, it reports the check as not computable and carries it over. The statuses printed on a verdict-form, such as NON-COMPUTABLE or NOT APPLICABLE, are written by the verdict-form, with their reason.
Verdict-form 002 stated which of its figures were recomputed after the run. Correction notice CN-003 withdrew its verdict, and with it the statements of that account that the records do not support.
Access
The repository is private.
The Refusal Doctrine and the gate specifications are published under Creative Commons Zero. The validator code is not public. Access to the code and to the frozen input of a verdict, for institutional review, is granted on request where disclosure permits.
Gate specifications under CC0.
The gate specifications are documented on the methodology page and in the Doctrine, under Creative Commons Zero. Repository access for institutional review is granted on request.
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