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Trial evidence / Managed Futures Trend

1eaf19babf064691

Hypothesis key 1eaf19babf064691 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 290. 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
1eaf19babf064691
Configuration hash
63b878ad2958e34e
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
365
Annualized Sharpe
-0.1713688
Skew
-0.2394825
Kurtosis
5.630994

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f
    • Final Development Admission Closure326ff7c2dde173e7834dc5fa7eea081ce5ee3061e0a07f525cc965f7df96d83e

  2. Code Environment And Reproduction

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  4. Execution And Cost Model

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  5. Family And Union Trial Accounting

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  6. Identity And Authorship

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  7. Literature And Overlap Decision

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  10. Preregistration And Hashes

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence898ca3c34823b3ab23fa831822c57852bf5c03c0e1a55448d2602714998757db
    • Evidencefc73aad4a8051cbf0ada78755f0f94fbf378e16d7d3bc2a5e77010fecde10a9a
    • Evidence2f6d4df1d666a25443867b2175cbb8a8b289b783c6462aa99942cbb08a0bf3fa
    • Evidence9aafa1f008c12b3e762b78f00c563177454506523a206f9f23ed617318e45452
    • Evidence55ef993114e027f68351f3d7cd21e9b0805320064c33ba78b4b9e14e1c4f0450
    • Evidence6c0a48caa3f7c92fbf1f8e16ab606b5a0b95b49fade110d4c68d5e3fd003bcd6
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline_stress
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 sha256:341c98b2cd955abac054310779cc511426857f083550002e2f1295ceab18eb2d