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Trial evidence / Managed Futures Trend

6f5e71ec657beef2

Hypothesis key 6f5e71ec657beef2 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 233. 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
6f5e71ec657beef2
Configuration hash
788422302e475b11
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.1501841
Skew
0.3269417
Kurtosis
17.17225

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9
    • Final Development Admission Closurea6df9ea6cd32e25d1c01aeef5c6d5be7cf81adc14659e2e88a5fb489b6c14679

  2. Code Environment And Reproduction

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  4. Execution And Cost Model

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  5. Family And Union Trial Accounting

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  6. Identity And Authorship

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  7. Literature And Overlap Decision

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  10. Preregistration And Hashes

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence62e28a35d93bd39f666535825c07e1b3187918faa33885e195672cc38d6f5322
    • Evidence89aff7eab797acc458db563ca1fa312d6a17eff2523d19d79649def3836ba8e1
    • Evidence8e90bbccb542186ba72e83a5a45d30f3aa0393417fba2ca2008074fbabd674f0
    • Evidence16efd2afe26d4387674efd5475c38a19aea5ffa3667207427a70a42f3308e0c5
    • Evidence92b62f7211b52d43441d931ee796979476698a215f8b7396d617eb59fc9bf3d0
    • Evidencec7bbd307eb285bfceffaad7755e600115aa91f0ced2e47d34fa760697b09e27f
    • Evidence2f8d5efd4e80328718bedb18cbb369babf06df63dc3c53cc01f2614a3183018a
    • Evidence8dc6e911fcb9e77922bde3e9c0ae18886e25acfedae8950d469bb17e9066882a
    • Evidenceed468ba992ac8368c2a5fa3888a3c7c227943a61410e1bdcbbccc029f5fd8cc9

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
End
1,787,529,600,000
Execution Cost Scenario
Nested object preserved in the machine-readable packet
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
10
Start
1,041,379,200,000
Test Bars
126
Train Bars
504

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:4f971d45e764cd250a646992dba5ff43ebef9bf9f46006b5442f6db41a3f3fa8