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Trial evidence / Managed Futures Trend

alphatrend_breadth

By , Canli Capital

Hypothesis0b91174c6e27a1f3 Incomplete

This page is generated from the exact machine-readable packet for alphatrend_breadth. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

Immutable first measurement

Hypothesis key
0b91174c6e27a1f3
Configuration hash
ea967116409691ab
Research family
Managed Futures Trend
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,161
Annualized Sharpe
0.217
Skew
-0.241
Kurtosis
—

Evidence coverage

The spine below is the trial-packet contract. A missing section stays visibly missing.

  1. Admission Or Kill Decision

    missing

    No identity-level evidence is bound.

  2. Code Environment And Reproduction

    missing

    No identity-level evidence is bound.

  3. Economic Mechanism And Falsifiable Hypothesis

    verified

  4. Execution And Cost Model

    missing

    No identity-level evidence is bound.

  5. Family And Union Trial Accounting

    verified

  6. Identity And Authorship

    verified

  7. Literature And Overlap Decision

    verified

  8. Machine Readable Packet And Stable Public Paper

    verified

  9. Point In Time Data And Survivorship Controls

    missing

    No identity-level evidence is bound.

  10. Preregistration And Hashes

    missing

    No identity-level evidence is bound.

  11. Result Uncertainty Stress Capacity And Diversification

    missing

    No identity-level evidence is bound.

Completion assessment

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

Frozen configuration

Basket
EXPANDED_MINUS_LARGEST_CONTRIBUTOR
Borrow Ann
0.005
Candidate Tickers
List preserved in the machine-readable packet
Cost Per Side
0.0006
Gross Max
1
Probe
alphatrend_breadth
Rebalance Bars
21
Selection Rule
drop_largest_full_sample_pnl_contributor
Signal
blend_63_126_252
Vol Span
33

Verify the packet

Read the family paper · Download the machine-readable packet · All trials

Packet content hash sha256:e7b6d83a55a94f867978798f220c5e8367e697fa3b73394587eb603dca392cee