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Trial evidence / Managed Futures Trend

58f38da29d87f8e2

Hypothesis key 58f38da29d87f8e2 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 242. 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
58f38da29d87f8e2
Configuration hash
8a0bec657e196a39
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
1.785898
Skew
0.1285591
Kurtosis
5.448641

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902
    • Final Development Admission Closure7b40621bad07e6a92bf292a1f390b8b3b273ad7f74cb65d05f8fe768ca04e209

  2. Code Environment And Reproduction

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  4. Execution And Cost Model

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  5. Family And Union Trial Accounting

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  6. Identity And Authorship

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  7. Literature And Overlap Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  10. Preregistration And Hashes

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence954c80ad15d890d264350536b67491a03b84109b71f2739a34261d44c8ab024b
    • Evidencec28248e9d8175dfe8953fbd5a3604bc1c74abd4b0ce5d6b33cdce06694058bea
    • Evidence088acb22b33d21ffffb7faa3b2a350b72636c3cef67b6b418fd3b6d12caa822e
    • Evidence7f93d1bbc1ead9e66d3206cedd8932a4bb26ab958c2a7ae7857e3577b65aa382
    • Evidence3adbdcdcadb66c810708e0eb6f927a2a7e4d452a8b603bd53eeed7037f66bd48
    • Evidence5dab96a4d10b28e12f52d8945f365b78528fb82c20b093d0676f7322aace2902

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Candidate
weekly_unlevered_63day_5pct_vol_target
Cost Rate
0.0005
Family
alphac_combined_risk_control
Implementation Sha256
a86991511cddfc17151101cd562477291c5dfa564ff9a57ad1feca9afd8d5f1c
Input Sha256
33bd6d2bb0539767516104774d90017b8012a27622656b74d98ad4643662a948
Spec Sha256
f0024e56e8b32f77a381cc7aa8a865c5f1a41c261be2e0d382950c2802c18a52

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:b0bc9442424fa8524855df52ff60109338bf09d89919aec7bfc0a4bdd2578d07