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Trial evidence / Managed Futures Trend

5bb33ba832874159

Hypothesis key 5bb33ba832874159 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 344. 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
5bb33ba832874159
Configuration hash
d0b7ab247a319e1f
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
854
Annualized Sharpe
0.05525367
Skew
-0.6831744
Kurtosis
5.843318

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046
    • Final Development Admission Closure07f597fb0fc37b7b47dd3b08c7c31540467a05ef49a5c0c0858ba38160bd9c19

  2. Code Environment And Reproduction

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  4. Execution And Cost Model

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  5. Family And Union Trial Accounting

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  6. Identity And Authorship

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  7. Literature And Overlap Decision

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  10. Preregistration And Hashes

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence688811e2d56156502731bf65d33fdda9f698d348bfcca93dd273a672021f2472
    • Evidencee089a57a8da9b54ab32b99bbe3f9b437ccb4f5dfd3255c1af7e5a18198c72ba3
    • Evidence050017d8fb9c251eaed5e81b031c5b35207c5ffb11e8b3e4b91091d2d6ee5702
    • Evidence9b145331b4de56e70ea5304abf799212f066ebbf4224e0eda8568bd366f62b0b
    • Evidence4894c3e3d7e99869ded973e5c09297b550cfdd21835136e35a7ff4d7047bd54f
    • Evidence974913584de0605538e95da1c2e821598557c662c8603962d91707dc1118660a
    • Evidence3cdd2b450161f3412dcaf7135de98a69d9cba7fd2f64d33840dd1dce26a16301
    • Evidence337ae148ec1633ead7d2cf15b146888696299ec6ea647a09de30b6a1cd4f1496
    • Evidencebb4f34ac24417ac848e7a748a3d793e63238e1a5a46e6a408e46cf22d9e66968
    • Evidence0ad34679ec86c36166191c1e257f29876872c2c593e704817b67466726907f28
    • Evidenceb1789636ab0ede66f2c30b34e5776b6f9c970a608f1a05bcbc307fb9915c296e
    • Evidenceff4e32f05646b26513fbf5e0b9a76dd4879de240e88e93fe0707b57618e49cf7
    • Evidence8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cost Stress
no
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
Direction Confirmation
yes
End
1,780,358,400,000
Evaluation Policy
continuous_retrospective_payable_book_v1
Extended Reference Spec Sha256
e66e99f7b8e0daf002541ce3e60f4df285a3781a00dcd49a1c685788021562a0
History Start
1,325,548,800,000
Implementation Manifest Sha256
8f8bc96bef4d185ad7241ebcd6de1510e867da259f955cc1efc79f14dcb9b046
Initial Cash
22,500
Input Binding
Nested object preserved in the machine-readable packet
Instrument Ids
List preserved in the machine-readable packet
Metric Basis
xnys_252_sessions_elapsed_cagr_v1
No Trade Band
0.001
Positive Targets
no
Rebalance Bars
10
Resolved Settings
Nested object preserved in the machine-readable packet
Saved Signal Filter
ts_open<end
Saved Signal Sha256
e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start
1,672,531,200,000
Trend Blend Normalization
cross_sectional_zscore
Trend Ic History Anchor
1,325,548,800,000
Trend Label Availability
raw_cash_exit_session_close_v2

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:80210cc70f80c16dad41c936db0e7b6e4291e06c50f8c9dc281df3360f1ed818