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Trial evidence / Managed Futures Trend

2ab27017e93d15a4

Hypothesis key 2ab27017e93d15a4 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 235. 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
2ab27017e93d15a4
Configuration hash
917d5169355d600f
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.1736507
Skew
0.1171233
Kurtosis
14.59191

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a
    • Final Development Admission Closurea71c83a7779ad2751c433e9f33fb257a2f6d3a86575400a759873e258a62d1d7

  2. Code Environment And Reproduction

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  4. Execution And Cost Model

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  5. Family And Union Trial Accounting

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  6. Identity And Authorship

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  7. Literature And Overlap Decision

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  10. Preregistration And Hashes

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence9f313b200763d87d6bbc1fd8b0f04b55c3adfbe1475f7557c335d686dedefb80
    • Evidencebc51369fba6eff3d1d7b4f558def070de1be241fd19785ba61bb89ef97285432
    • Evidence9432376fd71f0aea247d197bf41a76d4fcda639dc3fe5ae7b629cab336a1a86f
    • Evidencebda5fc720db4c0aef1671a77bff9679551215d7efea13ffc44c64fdf430fd1e7
    • Evidence5156f499566f2ceed273f78e21aab4cbf98edc2ebe8a8fed768b3047e116a994
    • Evidence18bf731125143f0c8564f4bcbc93469a14b1023b226f54bf06f1f2ca7366f07e
    • Evidence9851ca3b00c7a88009f23f7524450a8004bbfd01259dcd93cb3c3d502c57807b
    • Evidence1b744d5a8386ba47393bdf104c8b2536a644847ba2de35b58eeb0e46ad7d756e
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

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
1,787,529,600,000
Evaluation Policy
continuous_single_book_v1
Execution Cost Scenario
{"name":"original_base_costs","resolved_costs":{"default_half_spread_bps":2.5,"equity_borrow_bps_annual":50,"equity_commission_bps":1,"equity_half_spread_bps":3,"impact_coef":1,"latency_addon_bps":2,"perp_maker_bps":2,"perp_taker_bps":5}}
History Start
1,041,379,200,000
Initial Cash
100,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
10
Start
1,136,246,400,000
Trend Ic History Anchor
1,073,001,600,000
Trend Label Availability
exit_session_close_v1

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:5788ccccdfae4f025afaae83e246832d9fdb2afe5fc096fcf3920ef85940f285