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Trial evidence / Managed Futures Trend

955436d71656447b

Hypothesis key 955436d71656447b 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 246. 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
955436d71656447b
Configuration hash
fd8bc0cd35f56c9b
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
2,939
Annualized Sharpe
0.2903696
Skew
-0.4008513
Kurtosis
6.147699

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
    • Final Development Admission Closure5fcdd1a12381747d4a6aba5824a79060b48eb71fb1ff607de7a791cb937cbc7d
  2. Code Environment And Reproduction

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  4. Execution And Cost Model

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  5. Family And Union Trial Accounting

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  6. Identity And Authorship

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  7. Literature And Overlap Decision

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  10. Preregistration And Hashes

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence2954cee9e6ae74b3875ad60a37dc981572cf1944861866a3722f136fa670e1a8
    • Evidence1e8438c68e49511cfe3577afec5d56881b221d9cec92fd17a3ba0e0cb38858fb
    • Evidence4de5c91e237cb005caf60a19334019d2e4b3fd5baaa658dbfd1ee55494a8c685
    • Evidenced2d1eae92fdfc7c8a106c648e9eae4ef240fa9db92f36cddb3cb6ca699b89ff8
    • Evidencecb5cf58a3798831b3f67bd6da46cfc95f13a36c5a6921978b6e636f37832eaa7
    • Evidence829684a38fc2c9a550b0bd36e997f594b4d8aee87bfe41787f27ae580af825d5
    • Evidence96e9b7913fa2ebf7bcf41300fd03efb9bc6dbdb6eff296d3647e3f30945435c6
    • Evidencef531bb99421c86581276da874a7c5c8b0f46012bb63f8923f3978b53fbc98582
    • Evidencedb9f2956996f9cf2cc5b22de92cb1adb64d44c32058ec86fa08fec425b23e295
    • Evidencea894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Confirmation Spec Sha256
740e1b4fa807401ce858402d8d0111c9b188330438f2ce8a6df27a8ad01f1ada
Cost Stress
no
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
Direction Confirmation
yes
End
1,789,171,200,000
Evaluation Policy
continuous_retrospective_payable_book_v1
History Start
1,325,548,800,000
Implementation Manifest Sha256
a894557041038e4a577e7a5f99a08694913c33a6502aae907c3ff08934bc8a1d
Initial Cash
100,000
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
Rebalance Bars
10
Resolved Settings
Nested object preserved in the machine-readable packet
Saved Signal Sha256
e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start
1,420,156,800,000
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:e33becd136fa4e1b90a5053c002a65dab7b0ccd555461162c8225acae6fcfd4a