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Trial evidence / Managed Futures Trend

14dab0e0c8e89fe2

Hypothesis key 14dab0e0c8e89fe2 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 289. 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
14dab0e0c8e89fe2
Configuration hash
04f64b6ca47c465b
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
365
Annualized Sharpe
-0.3165806
Skew
-0.2169738
Kurtosis
5.532569

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f
    • Final Development Admission Closure97a951568dfe9ee5f4e1c21c67f954e139dc9554f80527b6eef02cebc983dd9d

  2. Code Environment And Reproduction

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  4. Execution And Cost Model

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  5. Family And Union Trial Accounting

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  6. Identity And Authorship

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  7. Literature And Overlap Decision

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  10. Preregistration And Hashes

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencec38385c280336beca5faea4505491d66a9ae6b1e25e0d677840b3d3d677c3e9f
    • Evidenceb1df2d335f3bf9d4edc422efacbd3de415022fcb53d6939c7f96e8d9f42b2d37
    • Evidencededcef2247692f010b10b21f0d328d46918b74886d73b56ce2de98ac64f6938d
    • Evidence3b9fca0e2412b0a1dc45c79615ff969c225a9effb99928319b112123dae10c08
    • Evidenceac848e1c27d4b6a3d105e0744252df2935bcd1effbc40ef1d0eed3c6f9a84bc5
    • Evidence9ac8592c5987e1cc9deca2d16cb077225d212dd881524984fa97abd154c9ea19
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
candidate
Family
combined_2022_source_day_diagnostic
Input Manifest Sha256
aa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
Spec Sha256
2c14e4dc05e7d02b8422b67aec91ce9b6736c0db083fe88db39be9254290d87c

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:fa054883b10ebe258fa290579811f3e2963311dc017d5fe5156e851c44714dc7