Validate breadth ceiling
validate_breadthAssess breadth limits by computing the highest achievable book Sharpe for sleeve quality and correlation, and the sleeve count required to hit a target Sharpe.
Instructions
Highest book Sharpe reachable by adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs. This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| target | No | Target book Sharpe, to get the sleeves it needs. | |
| sleeves | No | Sleeve count, to get that book's Sharpe. | |
| sleeve_sharpe | Yes | Annualized Sharpe of one sleeve. | |
| average_pairwise_correlation | Yes | Average correlation between sleeves, -1 to 1. |