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Trial evidence / Managed Futures Trend

969c2a1f4f532e27

Hypothesis key 969c2a1f4f532e27 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 258. 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
969c2a1f4f532e27
Configuration hash
3d8c495ad74bb0b4
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
2,939
Annualized Sharpe
0.1718896
Skew
-0.3961441
Kurtosis
6.149826

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
    • Final Development Admission Closure28343118d80c3d51e534369c811969e9ef389dfbef30f2b53dd4c33a6b36e38b

  2. Code Environment And Reproduction

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  4. Execution And Cost Model

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  5. Family And Union Trial Accounting

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  6. Identity And Authorship

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  7. Literature And Overlap Decision

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  10. Preregistration And Hashes

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence170c67d4734e7b3c4bb30e65a0a8c11df89796da0c3a1ac19d4c05c0b543ca21
    • Evidencebad9ed8bd218006b21824871b622a0b4e0f4b8a5d00397044d54137f133e3ea4
    • Evidence533f50b2addfa396ecb09c2f78aa9e6ca0ef272a992ddc69da312228801a091a
    • Evidence29593c276c7158cfed647fe3beba76c1527425f8fcb4d2a0339063ad8e996011
    • Evidence3fb53a14cd56c02300df68a7e66f1e8e591100ff340f1950d85165fb243856de
    • Evidence046192c2fc8fac6020016ea19f14bd7e317751187a262759f7fa374689fc46d7
    • Evidencea0391e8f7e0e8e494cffaf29f3730f6496a9fe775e839b0d3a8b06ea0b95cb11
    • Evidence9fff4b31d9629668866056b7663d7c0e4e4c2a20e8cb22e24afbd421f0a2dff7
    • Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
    • Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cost Stress
yes
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
5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
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
Positive Targets
no
Positive Targets Spec Sha256
1eb5ab560a2f23156840cfbdc6083fd2d561ec5fac8783f6c38eed775b697b75
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 sha256:3fda407e824934a2e88c6b357bee54ca26ab7f1d92a2925d14cb40c1e166136d