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Trial evidence / Managed Futures Trend

45c8d387e6e0b6c5

Hypothesis key 45c8d387e6e0b6c5 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 240. 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
45c8d387e6e0b6c5
Configuration hash
c9789f841f503deb
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
2,939
Annualized Sharpe
0.158198
Skew
-0.6323311
Kurtosis
8.393203

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a
    • Final Development Admission Closure6050bca8e3c0a1e6b71dd5678a51a63687bdeabb17ecf6a4a8423ad3640e0af0

  2. Code Environment And Reproduction

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  4. Execution And Cost Model

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  5. Family And Union Trial Accounting

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  6. Identity And Authorship

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  7. Literature And Overlap Decision

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  10. Preregistration And Hashes

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • Evidencefbe71a55d99af64516f943982b640097b47235951c6910719e5d1865fb5c03ff
    • Evidencec138ef478493f744f7f55ec9bfb9e2a7aff7bf3057b43ce6ee5b89d8be122b3a

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence06c14a6444dcc4906e8ccd0e3073e2d7fb8603c923c6ce20576b8882cf0f80d3
    • Evidenceb24bffe4c485645bb67632d9d6a7c2f1bf445ea7a1579d338600d39fe618d3f8
    • Evidence13e31e5e3df30f6a2caa2fe27ba30e7c43de01421df67e28359421f023240191
    • Evidence7293d79e1ef6eff2b406bd616a88d479cad38973a0a61cf9d399be0a2b3baf6d
    • Evidence5865cac3529797f6e6cd56b22f2918d4fecb0d69fd030c43c3e3dd1ddde540f9
    • Evidence46d8ee84bf2e3e93272bcc6eb6fda5a69b22d19a2c5b474e74cfa4ae6f875543
    • Evidence332c2794b9d8a682a69c8dabda06d9fce7fb90d4725aabe22f9edda20503c737
    • Evidence305d67bb4b3383766659d700201ef1ad79fe402428d6ead1b34fe07b5fa5d9f2
    • 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
directional_rms
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 sha256:0a8a0ac0a9d7fc95edc65f8009bca31dc49b305f34fe7ee786fb95bcffcf456f