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Trial evidence / Managed Futures Trend

4d83dd4cb9c4094a

Hypothesis key 4d83dd4cb9c4094a 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 286. 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.

Immutable first measurement

Hypothesis key
4d83dd4cb9c4094a
Configuration hash
656729f90b169f46
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
252
Annualized Sharpe
1.207415
Skew
-0.6704768
Kurtosis
6.497033

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
    • Final Development Admission Closured069a145d49a1a009e9dc9d55d4c4a8e81d60e433e288d91c13dd19aacedf008
  2. Code Environment And Reproduction

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  4. Execution And Cost Model

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  5. Family And Union Trial Accounting

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  6. Identity And Authorship

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  7. Literature And Overlap Decision

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  10. Preregistration And Hashes

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence9569dcff85a79f590b00420a3376b69037964429890b107c8f5e14b2960eb085
    • Evidenced198d174d3c2c9f23146af661a3e96c7bee2a17541b9ebc6d68e63263c77714b
    • Evidenced63d51a7c3ff62281908ad268bc0d006be8d050a03bf4b80df7bfb2b428e3368
    • Evidence3f7e225f90456c349fd9271ecf5194eeaa1e3e85c960350a236c36b76a419855
    • Evidence0ac8dd5430c52cf447f0a2af6ba816be18de26a687d01a32d090416f5c96ca25
    • Evidence5498303d64dcf49def7997c3545ca4a4e7b20411769cb1680ce57347ca67eca7
    • Evidence96d18949bdc22e2a0f9b0dd04aa97bb92eb6b2c515c1b1579ff8bb4b35566051
    • Evidence117e4bd142d2e3603f7c9d0dc5da5aced50185c7205908d947ea6f90eeca7f65
    • Evidence2cd4c8b9789f49f48b269ca1412989378387f71f93b44584d1edc7b9261cc027
    • Evidence9c7b529e3c9a334a2c9866d540916da999fcb30819cb32e719984103297f6e30
    • Evidence3fdc7fa1385188353922c2dbdb123d74fd0dbe75be932a81b78e3a42b1e99f0b
    • Evidence51e170a8da90009b7f034588d9910572d078a631c441a954cc6e0424abcd37c4
    • Evidence67de26850d1ac9ac203610e73b1174c4e8f9f25d1321b5f8eb08d6d9e792b464
    • Evidenceec56919cff077f79ab1f24ba92fa906724812f4a3a232c940ced8e1483b1af2e
    • Evidence5f4113bf4b580f97272ee08cf3dd506d803096a706d52c6ad9276517324d6b71
    • Evidencecf868dcaec4268c0c656162555d41b662249fc73d5aa72d441edad6e20ca5eb3
    • Evidencefa0b0e6621c0b476ff1a2bde6775a4dd2607b15591b57359b066ba52efbc273d

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
eq_mom_252_21
End
1,672,531,200,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
63
Research Engine
Nested object preserved in the machine-readable packet
Start
1,609,286,400,000
Test Bars
63
Train Bars
252

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:cc330b947abefd38f6c345741053ea41c71a11132775ea83d0a1573286e20e36