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Trial evidence / Managed Futures Trend

3f818ff9abc4d7a3

Hypothesis key 3f818ff9abc4d7a3 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 275. 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
3f818ff9abc4d7a3
Configuration hash
063ef77f4347d81a
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
126
Annualized Sharpe
0.03890151
Skew
-0.7921527
Kurtosis
7.659528

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299
    • Final Development Admission Closurebceaf7cee5322f942c8d5df08e326297fbcf88ae38ca5c5bdbf726ffdacdf3f4

  2. Code Environment And Reproduction

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  4. Execution And Cost Model

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  5. Family And Union Trial Accounting

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  6. Identity And Authorship

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  7. Literature And Overlap Decision

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  10. Preregistration And Hashes

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidenced0a040de39f9518e403b2cbf3f52aa43ebe542be6a17fac77289c3e93f4c023d
    • Evidence15fb00aea5dd833c439d813de8a6fd36dc581597c1f8c071de554bea31e61da5
    • Evidence36fddb8b95fad7c3a46733ac0304ceeb6973605dc13c651011355d20aa553170
    • Evidence5cbc3686a31864cf7cbf4e92883d91d4c26ec7d456a54f14e621cdbc7e637fa0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence56f7f0547b5f9e853edf191cfedf4f5a6eaaeff199831e62ba454e2236056b2e
    • Evidence30f41c106965d61ddfac82b9c7571c5c6dfc3a218dedef2d856afb7c64fab4f6
    • Evidence8fa7f768392b88f34c3d64ed55d71a94575d4452f4d7ace7eba890041e80eeb1
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidencef85a15de9fe13dd1eeb6bb4bb53fc94318f53bb6a4cb84f3f660643900d2d299

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
carry_fund_21
End
1,655,164,800,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
168
Research Engine
Nested object preserved in the machine-readable packet
Start
1,622,505,600,000
Test Bars
1,512
Train Bars
6,048

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:44b58a08f97a63ed6f09c2ecd2c72fd6ff8aa81c2a722a817bfd7180c04d7104