alphatrend_breadth

Immutable first measurement

Hypothesis key

c8d703989f9e36ca

Configuration hash

dc78c2c55edfc678

Research family

Managed Futures Trend

Packet status

INCOMPLETE_BACKFILL_REQUIRED

Observations

5,161

Annualized Sharpe

0.128

Skew

-0.13

Kurtosis

—

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
   • Family Paper

4. Execution And Cost Model

   missing

   No identity-level evidence is bound.

5. Family And Union Trial Accounting

   verified
   • Family Paper

6. Identity And Authorship

   verified
   • Family Paper

7. Literature And Overlap Decision

   verified
   • Family Paper

8. Machine Readable Packet And Stable Public Paper

   verified
   • Family Paper

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

Basket

EXPANDED_33

Borrow Ann

0.005

Cost Per Side

0.0006

Gross Max

1

Probe

alphatrend_breadth

Rebalance Bars

21

Signal

blend_63_126_252

Tickers

List preserved in the machine-readable packet

Vol Span

33

Verify the packet

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

Packet content hash sha256:738013188ccf5c7f03a6b5aac5774f8c2c98e56b1692edf84a0fe61e14c54a4e