Public claim-bearing artifacts for:
Tax-Aware Direct Indexing at Book Scale: A Batched Evaluation of Speed and After-Tax Value (Ghosh, 2026).
Asymmetry PRISM is evaluated only through externally observed input-output behavior: public problem data, returned weights, status codes, timings, quality diagnostics, after-tax wealth outcomes, failure modes, and audit records. Implementation details remain outside the public artifact.
results/— sanitized claim-bearing result tables (CSV), one file per evidence artifact.tables/— published paper tables in machine-readable form.figures/— figure files as published (vector PDF).validation/— scripts that recompute external quality-gate residuals from public inputs and returned weights.evidence_ledger/— claim-to-evidence mapping and artifact policy.environment/— hardware and software disclosure for the recorded package.data_sanitized/— price-history manifest and universe list; no client data, no engine state.paper/— arXiv version and source.
| Artifact | Use |
|---|---|
e1_wholebook_timing_grid |
whole-book cold and re-solve timing, 7 regimes x 4 book sizes x 5 configurations |
e2_singleaccount_probe |
single-account timing and quality, n=665, 4 configurations, 20-solve median |
e3_quality_gate_diagnostics |
weight-RMSE and tracking-error-tail residuals against the independent reference, all cells |
e4_additional_incumbent_configs |
tighter Clarabel (tol 1e-9) and OSQP cold and seeded re-solve, gap-closure measurements |
e5_heldout_aftertax_wealth |
after-tax terminal wealth, 7 funding years x 2 client profiles x 4 strategies |
e6_solver_configuration_ensemble |
seven-configuration path-noise ensemble on after-tax wealth |
- Timing and quality-gap claims are claim-bearing only where a reference solver completed on the same public objective, in a declared lane.
- The single-account case is reported as a loss and is never folded into the whole-book speedup.
- After-tax wealth results are a held-out backtest (workflow sanity check), not a claim about live trading performance or future returns.
- Hyperparameters governing the tax-aware objective are frozen on 2016-2017 data, disjoint from every evaluation window reported.
See evidence_ledger/artifact_policy.md for the full policy.