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Trial evidence / Managed Futures Trend

8118fdfe8128b646

Hypothesis key 8118fdfe8128b646 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 288. 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
8118fdfe8128b646
Configuration hash
ac7dc102a41cd7fc
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
365
Annualized Sharpe
-0.08316331
Skew
-0.2104914
Kurtosis
5.595297

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f
    • Final Development Admission Closurea7720c6703d529e9885281b757edc202e8fec64b841d5d033d5d3b6b8d7773eb

  2. Code Environment And Reproduction

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  4. Execution And Cost Model

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  5. Family And Union Trial Accounting

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  6. Identity And Authorship

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  7. Literature And Overlap Decision

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  10. Preregistration And Hashes

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence352f225dcecf097fbc292dc6a325e36f26997e5fbc4e9f8c6ccef4623eb0cd63
    • Evidence2a414db34c9a8939b86f583dbf9b611ade190342326078461eedcafb2e768c80
    • Evidencefec3e571697e15e8b902cfa238b458099c1d3c7c2b533326e41892c44e78b30c
    • Evidenceed3d5dd9beee97a10292455b9eb892d40fd9dde8f481a3bd3d55cc771bc08519
    • Evidenceca7741d9b4ff561e69fd35d3c9673dba3c066ab31ec870ece4f556a8bbcc0a9a
    • Evidenced940a8cff5eb53c453199c2d5f871b7ab0e1487f472df08c9a6e4cb962003d73
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline
Family
combined_2022_source_day_diagnostic
Input Manifest Sha256
aa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
Spec Sha256
2c14e4dc05e7d02b8422b67aec91ce9b6736c0db083fe88db39be9254290d87c

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:4cb25ab0a0a646b6b1805bb68e1dc36d4babace978ce8bd4261477586678179c