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Trial evidence / Managed Futures Trend

0c9f361e535c5d86

Hypothesis key 0c9f361e535c5d86 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 257. 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
0c9f361e535c5d86
Configuration hash
dd93b0f3616bed03
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
2,939
Annualized Sharpe
0.2903696
Skew
-0.4008513
Kurtosis
6.147699

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
    • Final Development Admission Closuree91e5aa8ea0eef94775f23125b7387244debdc49118008a1ca7b9558c8a131db
  2. Code Environment And Reproduction

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  4. Execution And Cost Model

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  5. Family And Union Trial Accounting

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  6. Identity And Authorship

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  7. Literature And Overlap Decision

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  10. Preregistration And Hashes

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence0efb2af06724bb63f0afd4220c46f717f27ab901600c6d4162dfdcaf15cda794
    • Evidencefd0623a6229c41fab4cb5a6b3d1bc35ea40e7e64105b4c206b2b9ddad1033935
    • Evidence3e4b92e669933942148bf2af17fc9b32c301409cf506a46b2b2e875c940acbaa
    • Evidence526acd23b219cfab57ce2bd5fa9d9fff46ea3052c8b11fd72334dd2cde9c37fb
    • Evidencec0052c671e5c8d3e26ebebf411b275bd2952b4371912b6e527d17c7772897d3f
    • Evidence2032a7af46f66a4e4a5fd4b34c3b499d3478ce0f1820f1b7a66bcda8523c6757
    • Evidence86354f5ecfb0b8ce5b89a2f3f2b96933a7bbec045cf7abf62e5c9dc95fbc8b50
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cost Stress
no
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
Direction Confirmation
yes
End
1,789,171,200,000
Evaluation Policy
continuous_retrospective_payable_book_v1
History Start
1,325,548,800,000
Implementation Manifest Sha256
5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Initial Cash
100,000
Input Binding
Nested object preserved in the machine-readable packet
Instrument Ids
List preserved in the machine-readable packet
Metric Basis
xnys_252_sessions_elapsed_cagr_v1
No Trade Band
0.001
Positive Targets
no
Positive Targets Spec Sha256
1eb5ab560a2f23156840cfbdc6083fd2d561ec5fac8783f6c38eed775b697b75
Rebalance Bars
10
Resolved Settings
Nested object preserved in the machine-readable packet
Saved Signal Sha256
e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start
1,420,156,800,000
Trend Blend Normalization
cross_sectional_zscore
Trend Ic History Anchor
1,325,548,800,000
Trend Label Availability
raw_cash_exit_session_close_v2

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:79195d8d6708a24cd5675b2474a77e157c27573256247ca07f15774d274c7bd4