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Trial evidence / Macro Economic Trend

Econtrend

Hypothesis key c2d99e83ff3ec57a Incomplete

First measurement, annualised Sharpe0.21over 5,165 observations. One historical measurement, not a return and not a forecast.

Where this sits among every trial ever recorded

-2.1527Sharpe ratio1.8129

this trial median zero

This trial ranks 154 of 224 measured identities, at the 68.8th percentile. The median trial recorded here scores 0.0247, and 53.1% score above zero at all.

By , Canli Capital

Immutable first measurement

Hypothesis key
c2d99e83ff3ec57a
Configuration hash
aeea431164594fe5
Research family
Macro Economic Trend
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,165
Annualized Sharpe
0.2109389
Skew
-0.5572837
Kurtosis
18.92453

Evidence coverage

  1. Admission Or Kill Decision

    missing

    No identity-level evidence is bound.

  2. Code Environment And Reproduction

    missing

    No identity-level evidence is bound.

  3. Economic Mechanism And Falsifiable Hypothesis

    verified

  4. Execution And Cost Model

    missing

    No identity-level evidence is bound.

  5. Family And Union Trial Accounting

    verified

  6. Identity And Authorship

    verified

  7. Literature And Overlap Decision

    verified

  8. Machine Readable Packet And Stable Public Paper

    verified

  9. Point In Time Data And Survivorship Controls

    missing

    No identity-level evidence is bound.

  10. Preregistration And Hashes

    missing

    No identity-level evidence is bound.

  11. Result Uncertainty Stress Capacity And Diversification

    missing

    No identity-level evidence is bound.

Completion assessment

  • IDENTITY PREREGISTRATION AND ORIGINAL ENVIRONMENT NOT BOUND. The canonical family audit binds this identity to its immutable ledger measurement, but does not bind an identity-level preregistration, original code commit, runner hash, lockfile, and input snapshot. Those missing historical fields cannot be reconstructed from the family summary.
  • IDENTITY LEVEL DECISION PACKET NOT PRESERVED. The family-level admission status is NOT_ESTABLISHED_RESEARCH_ONLY; it is not a preserved identity-level gate decision under the complete packet contract.
  • IMMUTABLE SUMMARY LACKS COMPLETE IDENTITY CURVE. The immutable ledger summary preserves the first measurement but not the complete identity-level curve, uncertainty, stress, capacity, and diversification evidence required for packet completion.
  • IDENTITY CAPACITY NOT MEASURED. The canonical family audit records capacity as UNMEASURED_OR_NOT_FAMILY_WIDE; no identity-level capacity evidence can be credited.

Frozen configuration

Blend
mean of per-month-normalized 3/6/12m changes; all three required
Costs
{"borrow_bps_ann_short":50,"one_way_bps":6,"overlay_relever_charged":true}
Crisis Windows
{"BEAR_2022":["2022-01-01","2022-12-31"],"COVID_2020":["2020-02-15","2020-04-30"],"GFC_2008":["2007-10-01","2009-03-31"]}
Gates
{"adopt_max_corr_alphatrend":0.5,"adopt_min_net_sharpe":0.4,"crisis_max_window_loss":-0.225,"crisis_pooled_beat_spy":true}
History Start
1980-01-31
Lookbacks M
3, 6, 12
Probe
econtrend
Rebalance
monthly last trading day; close signal -> next-open fill; old book earns the gap
Score
plain sum over themes of sign * theme_z
Sign Matrix
Nested object preserved in the machine-readable packet
Sizing
{"ann_days":252,"gross":1,"min_breadth":8,"name_cap":0.34,"net":"unconstrained","vol_floor_ann":0.05,"vol_lookback_d":63}
Themes
Nested object preserved in the machine-readable packet
Version
1.0
Wf
{"embargo":21,"note":"no fitted params; train = vol estimation only","test":126,"train":504,"vol_target_ann":0.15}
Window
2003-01-01, 2026-06-01
Z
{"clip":2,"ddof":0,"min_obs":36,"window":"expanding incl current"}

Verify the packet

Read the family paper · Download the machine-readable packet · All trials

Packet content hash sha256:9f2bcb5389605dfb3be9c83d6d51d287783d975e1dc537722718f6190f6de533