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Trial evidence / Managed Futures Trend

23ff72bd20753c74

Hypothesis key 23ff72bd20753c74 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 272. 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
23ff72bd20753c74
Configuration hash
2704b4602c1181a8
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
0.9747341
Skew
-0.0105679
Kurtosis
5.28587

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c
    • Final Development Admission Closure83d06fc5ce1259820dc1fe55941d064aba3df00b283d30f7872ceb2f3c85a44c

  2. Code Environment And Reproduction

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  4. Execution And Cost Model

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  5. Family And Union Trial Accounting

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  6. Identity And Authorship

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  7. Literature And Overlap Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  10. Preregistration And Hashes

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence459e693ce90a66946f42efdb56ef1f42f8d5eff2583d56bf5aff3d9309fe0c5c
    • Evidence23d6b844bf9e21b65cdb1556034264882a1928c3a5a81e307dbdcd7b9dad3913
    • Evidence79208bcf588310ef8262d5da7f515a7d905c2bb3266f9e338e7cfd9b6b2135ba
    • Evidence7d4a5d6690c5d6104f47e8884430d6a88e3ccab04fefce8e621d77e2e4c56662
    • Evidence3552b82aa4386a87bdb0c8e96c677c143fbbcd893f08793b9a497206cf769673
    • Evidence973954025f59692bf1833fdab6a4dd5b8c0386c1ec86202612a044ec2eed253c

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
candidate
Family
alphac_category_targets
Input Manifest Sha256
a272360dd68a381f8a33ddadc272e2a35dbfb41ba8a5d5aeec52b7a7b6e559fa
Spec Sha256
d44aa9416b8643258c7eb3338ef769dcf3b9d98edaf499776bce9d4755f43dce

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:f9962f51c38424ce614b5f16e232298b47169cd0c61b8668f54b60ee126ddf16