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Trial evidence / Managed Futures Trend

84b7f7cc441e502e

Hypothesis key 84b7f7cc441e502e 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 304. 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.

Immutable first measurement

Hypothesis key
84b7f7cc441e502e
Configuration hash
bdfba9f990db4db6
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
365
Annualized Sharpe
1.230693
Skew
-0.5356813
Kurtosis
6.331921

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
    • Final Development Admission Closure209b07552016f0c82a34ca46f681100c03f2c6da26e0c3d82642d336b547dfd0
  2. Code Environment And Reproduction

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  4. Execution And Cost Model

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  5. Family And Union Trial Accounting

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  6. Identity And Authorship

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  7. Literature And Overlap Decision

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  10. Preregistration And Hashes

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence049f97b5b4d52dfe5403f2a495f08fbc844a45ee64f307c2912ad73986cace5d
    • Evidencee3a89dae8fbc2ff7201a1547df3072fe107cbd0045651319aab627920f10bd33
    • Evidencede8a8727bcd428b28338674790e8bfe891e6479b8fbaf3560dc44d912ff43c68
    • Evidence00c32ebed39cb311d7b8ada9546cad4faaca66e1e11b071952301fb8cd1bd640
    • Evidencee30a180123e18b612580776864eaa26066e139a1a8d00f68f7f68ebbc2955eb6
    • Evidence622b6b57ea6504dd502ca0946d7a0ae617c39c4761e14d6c67407b45996a61b6
    • Evidence8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
    • Evidence3d26d3b1adc2dd83e5d27dbe0a31fd23e47b9364f24eb40e13d6f1ca77e48f34
    • Evidencee7ad2697b10f70a472b579449b07351f3576696db7b695f6d72f00c96a5d9179

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline
Family
combined_2022_eligible_core
Input Manifest Sha256
8efdcf10a8dd7ae8896e20756d823efad45c2f759230ae8c427ce3afc1edb040
Spec Sha256
87d70c456b136d2e9cc98447134727eba25869a22215336996f680d6b5a605da

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:b9211686961c19db4f4d412e245ba34f1bc75f6416bc3c6fa117edd6da6a8430