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Trial evidence / Managed Futures Trend

08b7ae91b9cd942b

Hypothesis key 08b7ae91b9cd942b 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 283. 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
08b7ae91b9cd942b
Configuration hash
eb8e1d511301ae70
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
366
Annualized Sharpe
0.8759345
Skew
-0.5260314
Kurtosis
13.60296

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
    • Final Development Admission Closure32870ecfd29842021cdb8961622cccab3e1245a0b236ab9627641f6aa03104bc
  2. Code Environment And Reproduction

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  4. Execution And Cost Model

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  5. Family And Union Trial Accounting

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  6. Identity And Authorship

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  7. Literature And Overlap Decision

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  10. Preregistration And Hashes

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence14feafd475732f0969cfc43d4d99bb308f9e2c8fd5705d333bd82921e9cf6853
    • Evidencec437de1df4c5afecea4624282bcf86f1bb79de3184791f855473ea0ba1f7ed49
    • Evidenceec4e00d046c19279d0a283a1b157f47b8af4a9143ef141492937da15b7588401
    • Evidencee4c7cb7e20e49ae4da67382155dbb8499a8aef4686d668967a064684df0e902e
    • Evidence28cab20bed91a9f267be07b35c6ef613204de9a25cb4100f3a9682786b958248
    • Evidencea16e3717c4a4abecdf2a01f912581dc2bba465a47e5777b01191b8216cebff81
    • Evidence82d1b0cfdb69cd2d009ccddb395176887c5267dbceefa370794e3a575b4e1372
    • Evidence951b8e5d445c7537aceccbe14da57ca8db71f08941b615169f4ae1b78c971249
    • Evidence0b5c21b8622b115080bdf306ff8c2e528a29159c4bd397f0593b4104ce2cfbfc
    • Evidence9a8b19452ca286a1aa4968f81f255e92be05ca23bdcc413c198d8ba35ecaef8b
    • Evidence176045cbccb0269391edfd8fb73a4334dd25877593f3f4295f22abf73c971782
    • Evidence2c2d7257b1e3dae9cb2cef6d3b495be351efbecb6071b531e62308718136336a
    • Evidence1b6e18c65eb3e119b119785a015857954ff428067fdf7cabbb78f4646948efbf
    • Evidencee4b732917ae48c1e8bb352fc1ec429c0a47cc426be60e3ebd1d3c655d7195b21
    • Evidence68b5ec21744af8ec6f9aabdff87abf7130df161f940a2592bd53f729f22542af
    • Evidence6efa1316ba2ed2ec8bead413fcb2018bdde5a22911e1a03fa1b87010577f161c

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
carry_fund_21
End
1,672,531,200,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
168
Research Engine
Nested object preserved in the machine-readable packet
Start
1,619,136,000,000
Test Bars
1,512
Train Bars
6,048

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:699000caebf44fff32c3abb3912c8a3adfbfd9eae220439736fbfc888ef3ddef