Skip to content

Trial evidence / Managed Futures Trend

4d7793cfffb17091

Hypothesis key 4d7793cfffb17091 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 234. 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
4d7793cfffb17091
Configuration hash
0acb46e6726d7575
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.5416603
Skew
0.05318947
Kurtosis
13.74062

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9
    • Final Development Admission Closureb4debec19fce476fb378bae3f967a4846e21dd832c07702a63a93c6c02e665d2

  2. Code Environment And Reproduction

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  4. Execution And Cost Model

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  5. Family And Union Trial Accounting

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  6. Identity And Authorship

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  7. Literature And Overlap Decision

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  10. Preregistration And Hashes

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencec49ccb88fefd4bbef64acde899a7646af7e91805ffd295d5e6cc27f5a49e6c9d
    • Evidenced49cf57fd1d3bc745bace42693ffe1230df82dd610e9b3c6591dbe04a8b7ff70
    • Evidenceffcbe56686fdf8c7e576d24e17ec0e5ad9c85f8a144f046a23954a60cf2c6433
    • Evidence5e6d6188a230b5298089193300499afabde24b0af65fd33e5c300395377be18b
    • Evidencebb666d940327cf3b0f12115012ff61adf100406db21afb2729d913fb9dda4517
    • Evidence57194e44821c589fb38ed535ac674c63721effffac97a40fa68763b2f28ab99a
    • Evidence25405e926c5d7ede4b116aaf7551566233d7cde869b5819225773fc3c2b7bda1
    • Evidence6381a8cab26eb8e7953fa91fc2814c1f80215c4679205af1e68ec9629c2ab43e
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
End
1,787,529,600,000
Execution Cost Scenario
Nested object preserved in the machine-readable packet
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
Trend Blend Normalization
directional_rms

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:c4788ad6e117f4a2c841b8dca2864d23b1443734599f76079ae738108ead6e24