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Trial evidence / Managed Futures Trend

11b181067d8da228

Hypothesis key 11b181067d8da228 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 237. 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
11b181067d8da228
Configuration hash
5eb0aa6336f81747
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.01480476
Skew
0.1226507
Kurtosis
14.4361

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1
    • Final Development Admission Closurea7e61df466df7326e81934552c88fe5a2a4778eb7e7e62627efdb61400605258

  2. Code Environment And Reproduction

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  4. Execution And Cost Model

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  5. Family And Union Trial Accounting

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  6. Identity And Authorship

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  7. Literature And Overlap Decision

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  10. Preregistration And Hashes

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence6d9dd95c3a88917094d1365848ba0c65e344865f8abc14bc4c136f0426799f6d
    • Evidence46a3691c49e6485c2b29225a31a16a3bf6ddd606f111c016629881f44b414a7f
    • Evidence2a44565095dac9cdb4b5f4a83f0bfc4dbbd93b6f100c21f211ec420253b1b64e
    • Evidencea2202a67362f9511ba59a981e83d1eced03063aca1b7a15b6f10af4b8ecc0069
    • Evidencea22a65f92bcd48a9cbbcb52dd705edfadf67c0ba7ed26868303115dc238825d3
    • Evidence16948ebc39400dce9ed038fadde2211aa5c40f0b20b9d5131f60cf5d64944c92
    • Evidence70c08a522eb20999af1490e8691bfd5f897fd9ad89af30eb278dc40d8393483b
    • Evidencec6e979a0dbfdbf0a9d19fb37df515e0616d6e367254de2e843bf71fa81ff88e0
    • Evidencedfc0685344a0911fc777d434dde67ba5b3e97c1ef4dddac4aade08a99241b0b1
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
End
1,787,529,600,000
Evaluation Policy
continuous_single_book_v1
Execution Cost Scenario
Nested object preserved in the machine-readable packet
History Start
1,041,379,200,000
Initial Cash
100,000
Instrument Ids
List preserved in the machine-readable packet
Metric Basis
xnys_252_sessions_elapsed_cagr_v1
No Trade Band
0.001
Rebalance Bars
10
Start
1,136,246,400,000
Trend Ic History Anchor
1,073,001,600,000
Trend Label Availability
exit_session_close_v1

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:6aebe85b5d7772ee338bc4c9ea8cadc0b20e6b7083e0b12b7addc10f0007bd78