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Canli Capital

Trial evidence / Macro Economic Trend

econtrend

By , Canli Capital

Hypothesisc2d99e83ff3ec57a Incomplete

This page is generated from the exact machine-readable packet for econtrend. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

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

The spine below is the trial-packet contract. A missing section stays visibly missing.

  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

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

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 sha256:77646e058407e1053eb0d96f2b13e9126555f2bdcfcbbc64aa2f3f3c4bbdc380