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Trial evidence / Managed Futures Trend

A84cebfa1940bd32

Hypothesis key a84cebfa1940bd32 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 311. 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
a84cebfa1940bd32
Configuration hash
0e27f7c613fee378
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
856
Annualized Sharpe
0.1305093
Skew
-0.5515953
Kurtosis
6.73637

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
    • Final Development Admission Closured3d41c256e2308489fdf2835078c03433c4efd291ae2a82f245f471c21601062
  2. Code Environment And Reproduction

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  4. Execution And Cost Model

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  5. Family And Union Trial Accounting

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  6. Identity And Authorship

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  7. Literature And Overlap Decision

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  10. Preregistration And Hashes

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidenceac1960c9bc50c776a5b0c20c3ad0b593a0e0d6d020bbdc42b956dd1a0d8bfc9a
    • Evidencec85a95f773975eef82359672d6770bc87219fa696c8f6eaacc8075d0506f1f29
    • Evidencefcdb588aaf67fa3b9abe6ab42a66985fb182476f19da34331f67d40ea8aa1eb4
    • Evidence7f05f428e8f68fe4ca49d5834da74324ac455a31a8bd78218d233b629b978065
    • Evidence28a79f469cac7f4e65008b21de3e91b74fb2754f24122666d39fd4eb565ee513
    • Evidence94965828b22db39cddf4a3dd217428cf12b0f488fddc4a2d7a23b7f707dd39ef
    • Evidence626526389c19994421967c9f021f9fb1f37a524e8549faa143a3fd63c066ae81
    • Evidencee4726080462e365bb6a7c64da0fa0da0157597e3e9b0bca45da9820eabeacc3d
    • Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
    • Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3

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
1,780,358,400,000
Evaluation Policy
continuous_retrospective_payable_book_v1
Extended Reference Spec Sha256
ba3b6276fbfdbd668a5980ed1dc99c7d557f5745b0f60f8bb9421a7ba75b1764
History Start
1,325,548,800,000
Implementation Manifest Sha256
09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
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
Rebalance Bars
10
Resolved Settings
Nested object preserved in the machine-readable packet
Saved Signal Filter
ts_open<end
Saved Signal Sha256
e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start
1,672,272,000,000
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:f5fc287dee168acbd809b026de98964583dafcb31ad521bc37033b442041ff9f