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Trial evidence / Managed Futures Trend

534bfa3e20e7941d

Hypothesis key 534bfa3e20e7941d 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 274. 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
534bfa3e20e7941d
Configuration hash
89472e66507e8bcb
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
126
Annualized Sharpe
-2.055957
Skew
-3.641388
Kurtosis
27.01472

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd
    • Final Development Admission Closure2bbf5479c48153014201d6bc5178f2ad1b309785442e309719dba3538a353245

  2. Code Environment And Reproduction

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  4. Execution And Cost Model

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  5. Family And Union Trial Accounting

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  6. Identity And Authorship

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  7. Literature And Overlap Decision

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  10. Preregistration And Hashes

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence8ce651cc2b94e9590035bcd8d2761b6c0038f4586acd16dc5f7153967c0a650b
    • Evidence5b51867c6c8c9646e597c1c696b66773cc2635818dc5071802b3a685d547696b
    • Evidenceabf8b499e75ace93955e3c3b43058a0a1ec3fe1d166ae4632f348e78a50abbd2
    • Evidence91281df2f86abd96a00398570447316b8852776dda1816849adbece140b3e0cb
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidencec1f8ddae7d24f0718983b19efe0228e9f629a73303ca452ca6ac16663c779c1a
    • Evidenced1e06fa538276ce088981e5763870803b6d3713c0f394ccaeeeb99bd53bb7e03
    • Evidenced0ece7844cbf78c6be1f5d19fce24e399a81649acc816fef097d707863940b7e
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidencef877514124129cfea799b6520f49a5a0efc008975bb1ee7d5d052991afac36dd

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 sha256:182acd1689378f05bc9e9b84b634765d78b1d8156da00b03b9ff76072f6266b6