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Trial evidence / Managed Futures Trend

84d6ff8d0e1804c5

Hypothesis key 84d6ff8d0e1804c5 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 262. 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
84d6ff8d0e1804c5
Configuration hash
1944fe48a61955d3
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
0.9094432
Skew
-0.008769398
Kurtosis
5.228201

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
    • Final Development Admission Closure96569560c4ac96f32c7381e5148af12d6a3d3c6a2de3fc709b0397ed81af8f56
  2. Code Environment And Reproduction

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  4. Execution And Cost Model

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  5. Family And Union Trial Accounting

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  6. Identity And Authorship

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  7. Literature And Overlap Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  10. Preregistration And Hashes

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence23b52749727b0ed8d2e99d579d99964c672209c050be62fb9b203133d91378e4
    • Evidence3cec517e2b5df08a65710406b6891ee69f54e48596c8416213ac0952bee15f22
    • Evidenceed98ae1476257b1067b34aec54c07ff7dcf576db9a4862c755181365d2beaf45
    • Evidencebf6d0ace8299d227ad12cce025c3e822c978276d03ab06fe12bddfcfb716e6f4
    • Evidencef610a1c68a5dd2d3a496103fd5639469f62ef7065660cf9327dc38fc6aef9316
    • Evidencef236d0ba2dbf3e9a2b1cdfa379eff89d58bcf55255ddba8db88f01cdc96ceb82
    • Evidence0651633735189d4a17c0983aa9e1c9bbf0cab9c232d1eb69ddd94dd4988ebd0e

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline
Family
alphac_positive_targets
Input Manifest Sha256
e976356b30fec8f085eb3e672fa75ab98636526d01f2bcbc8cd6b47e2d09e341
Spec Sha256
7e65ebae5f572329360da83e6eb872c3da22690ece06899cf9183167c64d64d7

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:ce44dc10844714d93c76df3966fbd92880bf9ba09d7637e6f2e2d113bf5ae567