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Trial evidence / Managed Futures Trend

4343650e7f9f5517

Hypothesis key 4343650e7f9f5517 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 345. 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
4343650e7f9f5517
Configuration hash
034f496522c76bfc
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
854
Annualized Sharpe
-0.07453697
Skew
-0.6830999
Kurtosis
5.827202

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046
    • Final Development Admission Closure44af60d807db91091de00f6247eb3c3eb91d2a8f47260236e68f4665dacb5492

  2. Code Environment And Reproduction

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  4. Execution And Cost Model

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  5. Family And Union Trial Accounting

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  6. Identity And Authorship

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  7. Literature And Overlap Decision

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  10. Preregistration And Hashes

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence75e78e04f51ab8b5496ae5c358b37c03d52ed23594110f4c7e6966c608f3f05e
    • Evidenceb6569386a07af874ff457c0fda8b0ad55c23158864cab06b382b6c2c3ee7fe00
    • Evidence73224516e1702f26e0e9133f3e58e1fa4743214e547d7d1c0212e213a9e72a3e
    • Evidencebe0218b58878f9bc131876a0b5a3239515660bc0879c3885081ed328d1cedabd
    • Evidence255f289b7063dc5add4e3b043f26c48d60f36d09d78499f8937607fef4366222
    • Evidence6b921dc8535011b19dfb7553df54a517fa08eb707d7c1ddfa18a4d04cb2909a0
    • Evidence72df0dfd565b90a3bdf8aa98a3fcb7fd3601dc85c8d9b63cef9917f9db2ca842
    • Evidence78de83d5586269de9f8133200d2a5daf04bea1d537b47e75f818f25ad6ddd04e
    • Evidence476c295a6a5967dfe5e98d82209cc3ddc47a216b31418a90b6980f510528d277
    • Evidencef16cc9cca084b21841805b071d27a3cf7237bd99021757a28130cd17ca227068
    • Evidencecd19dce7b5b8217cfbffc843b1b66eb3454b5b59a6f34886cf1196d42ab8b94a
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cost Stress
yes
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
Direction Confirmation
yes
End
1,780,358,400,000
Evaluation Policy
continuous_retrospective_payable_book_v1
Extended Reference Spec Sha256
e66e99f7b8e0daf002541ce3e60f4df285a3781a00dcd49a1c685788021562a0
History Start
1,325,548,800,000
Implementation Manifest Sha256
8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046
Initial Cash
22,500
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
Positive Targets
no
Rebalance Bars
10
Resolved Settings
Nested object preserved in the machine-readable packet
Saved Signal Filter
ts_open<end
Saved Signal Sha256
e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start
1,672,531,200,000
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 sha256:1909230acfc87ca5628839a30ff9bcd024f7c46b0e8cec592dda9b496f7fa907