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Trial evidence / Managed Futures Trend

01ab3f4839ed9e4e

Hypothesis key 01ab3f4839ed9e4e Complete

First measurementNot recordedThis identity carries no first-measurement Sharpe. It is one of 4 such identities.

Forward epoch

Measured after the legacy epoch closed, under reservation ordinal 306. Register status DEVELOPMENT CLOSURE FINAL NOT ADMITTED. Final disposition KILL, not admitted: a development closure: the decision the study that ran this identity already made, imported and recorded, computing nothing.

Not ranked in the legacy distribution: that population is the retired epoch, and this identity belongs to the one after it.

Immutable first measurement

Hypothesis key
01ab3f4839ed9e4e
Configuration hash
fc900a2297750f0c
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
856
Annualized Sharpe
0.1501983
Skew
-0.7623686
Kurtosis
9.792715

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
    • Final Development Admission Closurebbdc1f251e4a547e7d9f6ac18ead9183c94e9ec7e46cdabb5e4af42c8fb372fa
  2. Code Environment And Reproduction

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  4. Execution And Cost Model

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  5. Family And Union Trial Accounting

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  6. Identity And Authorship

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  7. Literature And Overlap Decision

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  10. Preregistration And Hashes

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence4c4b03749264a5dc09c36e5d2c9403eef04d429ffd4c65aaed1ad81e96be0cb4
    • Evidencee31aab76cebece10e2a986718775bb92b67f9dc6775851491f808d62e7690fb4
    • Evidence90fde25e2c091f7f0c771aae2a8f022b44eee236885119112c5b0f6ba19ec845
    • Evidencee1eeddab353574cf119e9cc5d9c8134a5a1df1aa74abd4ac39536f07f8437e9a
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence7d5c2613026ab43ba84fbf8b2bca08fc53fa286e2f462c261137d70cbf792653
    • Evidenced8a5f920ad7e972771ffe1dbb8f572203bb9727bf2e5eb29a1066d7d56328bfa
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidencefc6198021be484421faa6e67498a410976a83977f724aa76802b4212b5199944
    • Evidence6b2e56c5ee35893832322f0983ac33ef1e3c268e2be5285413bbb21ba1213ee9
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence3e7cbaa223d0466d8b31caaaab219ea530ee05f7d862def6a0e09abd9a375ae4
    • Evidencebf1f446bafaf8ab7a5a8b18494416b8ada23dd2e0ecc8a1024fa26e3adc0ad0f
    • Evidence14547dfca1fba5a997104f5f89d8e2f283277b5dbe43ad486f57da9e28c73f12
    • Evidencec8bd75f854d10236e52fea2e4f9279c9ea73398c5ffc0b3847ba69c5c09d4cdf
    • Evidencea43e12b134f928169dfe1e2b446a1bad1cafd5628cb65e050723941bf344036f
    • Evidence47cdaf7f84381764d18ce7998be8c97b7e845c292f9f1f5b4c04e4091dc7b0cb

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
eq_mom_252_21
End
1,780,358,400,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
63
Research Engine
Nested object preserved in the machine-readable packet
Start
1,640,736,000,000
Test Bars
63
Train Bars
252

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:943e610f786ad56a83b6086a70f519e409b49c8c84b3c14357f4cb343b5cf5ae