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Trial evidence / Managed Futures Trend

2877bd5fcfbf7967

Hypothesis key 2877bd5fcfbf7967 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 239. 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
2877bd5fcfbf7967
Configuration hash
bfabd729109ca9ce
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
2,939
Annualized Sharpe
0.1971742
Skew
-0.2670893
Kurtosis
6.463114

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a
    • Final Development Admission Closure103ffaf1806751a0bb03e805118db2941202ebbab094e015faaafaf5cf6c1907

  2. Code Environment And Reproduction

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  4. Execution And Cost Model

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  5. Family And Union Trial Accounting

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  6. Identity And Authorship

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  7. Literature And Overlap Decision

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  10. Preregistration And Hashes

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence24ff8b495294eebd424ee9d633ef52fd15d14901a145a3e7f6a2f393312c7393
    • Evidenceeefa1cf1a45e6e6a9b0d4af2a8667929a41d928e0ec8be1645c7c12747b8ed87
    • Evidencebd4dbd76720b10b478bde8632cda9cdf27997bca886559c2f745e660f339ccce
    • Evidencef6b46c5f0f6d6b4aa987247411085814db383f7d393473069534dcc5edc87044
    • Evidence21f4bb9157510a429af184b5ab8826f1e3a001a39e5a5d977df3bd17243325a2
    • Evidence7cd7df79f8bb07d07e6511a0465d1b7e1bbf5d253eb759d86df0167fe87b5317
    • Evidencedf21115c35a60816fb1773eb69426e51740c314ffa5a37a8ccd5b68badb9afbf
    • Evidence32da3358fc9eb17a12e38f95cbbd3c5e1852f6979197223dfdcb1f53c03c7b82
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

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
1,789,171,200,000
Evaluation Policy
continuous_retrospective_payable_book_v1
History Start
1,325,548,800,000
Implementation Manifest Sha256
c138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a
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
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 sha256:39a662e7cca629f2ff31f5137dbd72aa769eb320bdbb246efff8d0a4abb36114