mf_trend_63 + mf_trend_126 + mf_trend_252

Immutable first measurement

Hypothesis key

3bb6916d5e480681

Configuration hash

44916a51553133dd

Research family

Managed Futures Trend

Packet status

INCOMPLETE_BACKFILL_REQUIRED

Observations

5,169

Annualized Sharpe

0.3082691

Skew

0.162492

Kurtosis

15.77854

Evidence coverage

The spine below is the trial-packet contract. A missing section stays visibly missing.

1. Admission Or Kill Decision

   missing

   No identity-level evidence is bound.

2. Code Environment And Reproduction

   missing

   No identity-level evidence is bound.

3. Economic Mechanism And Falsifiable Hypothesis

   verified
   • Family Paper

4. Execution And Cost Model

   missing

   No identity-level evidence is bound.

5. Family And Union Trial Accounting

   verified
   • Family Paper

6. Identity And Authorship

   verified
   • Family Paper

7. Literature And Overlap Decision

   verified
   • Family Paper

8. Machine Readable Packet And Stable Public Paper

   verified
   • Family Paper

9. Point In Time Data And Survivorship Controls

   missing

   No identity-level evidence is bound.

10. Preregistration And Hashes

    missing

    No identity-level evidence is bound.

11. Result Uncertainty Stress Capacity And Diversification

    missing

    No identity-level evidence is bound.

Completion assessment

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

Frozen configuration

Allocator

trend

Alpha Names

mf_trend_63, mf_trend_126, mf_trend_252

End

1,785,110,400,000

Instrument Ids

List preserved in the machine-readable packet

No Trade Band

0.001

Rebalance Bars

10

Start

1,041,379,200,000

Test Bars

126

Train Bars

504

Verify the packet

Read the family paper · Download the machine-readable packet · All trials

Packet content hash sha256:35da5d60fc1338cc8125166150245a20a192d44203029d9792dc24aee159cd89