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Trial evidence / Managed Futures Trend

59901461092dd7a6

Hypothesis key 59901461092dd7a6 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 236. 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
59901461092dd7a6
Configuration hash
15f89e7f56b7c764
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.716879
Skew
0.05690062
Kurtosis
13.39075

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a
    • Final Development Admission Closure2aa089a860f2755880472016ceedd6a5b1a71dcbfd3c390a72a39f7a189961e2

  2. Code Environment And Reproduction

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  4. Execution And Cost Model

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  5. Family And Union Trial Accounting

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  6. Identity And Authorship

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  7. Literature And Overlap Decision

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  10. Preregistration And Hashes

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidenceb356f39c109b10632e23ce0321d8f7e19a31ba5f79538942312b366907905615
    • Evidencea0ab64418f8688eca0c253fe8a25c5ded4871abd6eab879b2c590fef77cd4e97
    • Evidence464240c8dd108c5a07575adda1306740f509e2539d5c079bbd17a0b9574a7d18
    • Evidence18bd531190f45ef88b116d4fdec617800e08845df0ecd69195fd51bdea677c11
    • Evidence37ba45a1fed2db9cbd1fa21af1f38842734f1160758a870cf6e9e26fd5f84c58
    • Evidencebac338a86766d55137b5366ee8a44fe229508ab6c366a6241a573f65f73ad2f1
    • Evidencee52b70750c5a3e305131dbc616cd3725a964ec898da3d517fb9ef13acb039361
    • Evidence137c4c192e27d515b7c96910e97d00701f0c03dd281253925726e8bf8f0c442d
    • Evidence160a5a034473f8670789f638adecf091055d352dc97c7ec152b94331fce70d4a

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
1,787,529,600,000
Evaluation Policy
continuous_single_book_v1
Execution Cost Scenario
{"name":"original_base_costs","resolved_costs":{"default_half_spread_bps":2.5,"equity_borrow_bps_annual":50,"equity_commission_bps":1,"equity_half_spread_bps":3,"impact_coef":1,"latency_addon_bps":2,"perp_maker_bps":2,"perp_taker_bps":5}}
History Start
1,041,379,200,000
Initial Cash
100,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
10
Start
1,136,246,400,000
Trend Blend Normalization
directional_rms
Trend Ic History Anchor
1,073,001,600,000
Trend Label Availability
exit_session_close_v1

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:3b13e9cb4af3450347c5be572bee5ef24ae3cd6c9013308df60e37bcf99dbfa2