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Trial evidence / Managed Futures Trend

0d1ecbac03f062ab

Hypothesis key 0d1ecbac03f062ab 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 230. 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.

By , Canli Capital

Immutable first measurement

Hypothesis key
0d1ecbac03f062ab
Configuration hash
89e313502446e33a
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.212638
Skew
-0.3437353
Kurtosis
10.17277

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc
    • Final Development Admission Closuref33e1ed3fa2b1a2a85ac1d4a271b7479a45c744786caeb4209307aa21ae4d8f8

  2. Code Environment And Reproduction

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  4. Execution And Cost Model

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  5. Family And Union Trial Accounting

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  6. Identity And Authorship

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  7. Literature And Overlap Decision

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  10. Preregistration And Hashes

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence61d04f6a60853269bcdd1915854fbc72185dfd46d48859771b203e0f71253af8
    • Evidence46f87a421f146b25a7cab6ac755b5225623f0cd5ab951fed91e6c57b0401b8de
    • Evidence48a0dec5fe6772159aab786bc7cf5a4c60246aded8689c1038cbdb4f4d79235b
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence9289124522c0401e49602c15949edfd9d691b12ec71e26f84830687ba3888814
    • Evidence91e5e20d30fa301fba588ea64e70978857788516c8d3732da4afca3371e952ad
    • Evidencec1e9e2e17bf6ad82442098181b08726a1689f870460d8393a14d23d7152b3928
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
End
1,787,529,600,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
10
Start
1,041,379,200,000
Test Bars
126
Train Bars
504
Trend Cost Gate
Nested object preserved in the machine-readable packet

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:6e65666717ec44c24a50c09fa577d0e2fc106c999deb49474d2581fdb5d1e881