Name: Trial evidence packet 27daac3528193d2d
Creator: Arhan Canli
License: https://creativecommons.org/licenses/by/4.0/

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 266. 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 Arhan Canli, Canli Capital

Immutable first measurement

Hypothesis key: 27daac3528193d2d
Configuration hash: 2bf69cc38b012958
Research family: Managed Futures Trend
Packet status: COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations: 2,939
Annualized Sharpe: 0.9794229
Skew: -0.6918823
Kurtosis: 6.183851

Evidence coverage

Admission Or Kill Decision
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
- Final Development Admission Closurea4879bd6bd6779027450fb3f20aaafeb1128de60c5ae57a0b2ee1d07939b28b1
Code Environment And Reproduction
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Economic Mechanism And Falsifiable Hypothesis
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Execution And Cost Model
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Family And Union Trial Accounting
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Identity And Authorship
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Literature And Overlap Decision
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Machine Readable Packet And Stable Public Paper
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Point In Time Data And Survivorship Controls
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Preregistration And Hashes
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Result Uncertainty Stress Capacity And Diversification
verified
- Evidence81d56264e50c39da97899bb9f0e7069fd220ab58b5581b71d80a70fea34fc60a
- Evidence1288b7933f9117301b796696418e9e5c3949a6646cfde97fc56cc61641938eaa
- Evidence7e43505ff8820cb7d1f7d0cf40fb11d62ccdee482ee194cadcf717b94675c0db
- Evidence5f47e535c0557c2e1a929e6011565440d106fe9013476479f6ee23d5090966ca
- Evidence9003c731da75c516c607bc67ff10380cbb6a3405ed9f5b07d44cb3929955099f
- Evidence6df72494eb044b6819ea2883968e16dd3db41976777e23e4b02f40348be1ca32
- Evidence644c324b6704e2f65c64deb3ade1c169431f2f3e696e030dcbd4583e56f3d4bd
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence5fd4d25bd0ed480834fc1ef3d9b9aa1c7196c0f0517caec4f2d22d91b37377b5
- Evidencecdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator: trend
Alpha Names: mf_trend_63, mf_trend_126, mf_trend_252
Category Targets: no
Category Targets Spec Sha256: f959b7ed215b1e836c3e419d59a0e7641dbbd5ddb95bd2ed98c5e9fe1233dba3
Cost Stress: no
Cov Halflife Days: Not reported
Cov Min Periods: 240
Cov Window Bars: 720
Direction Confirmation: yes
End: 1,789,171,200,000
Evaluation Policy: continuous_retrospective_payable_book_v1
History Start: 1,325,548,800,000
Implementation Manifest Sha256: cdadb279638b7cbdaaeb1db8f302be3a522f3997edb7cda36b6be3376420331d
Initial Cash: 100,000
Input Binding: Nested object preserved in the machine-readable packet
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
Resolved Settings: Nested object preserved in the machine-readable packet
Saved Signal Sha256: e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start: 1,420,156,800,000
Trend Blend Normalization: cross_sectional_zscore
Trend Ic History Anchor: 1,325,548,800,000
Trend Label Availability: raw_cash_exit_session_close_v2

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:6da170cfedcb7eed294145ce04199a37c7f7fca897a2775ea245c7c5fc9467d4

Immutable first measurement

Evidence coverage

Admission Or Kill Decision

Code Environment And Reproduction

Economic Mechanism And Falsifiable Hypothesis

Execution And Cost Model

Family And Union Trial Accounting

Identity And Authorship

Literature And Overlap Decision

Machine Readable Packet And Stable Public Paper

Point In Time Data And Survivorship Controls

Preregistration And Hashes

Result Uncertainty Stress Capacity And Diversification

Completion assessment

Frozen configuration

Verify the packet