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Trial evidence / Managed Futures Trend

Ca2f7f7fc9b0a6eb

Hypothesis key ca2f7f7fc9b0a6eb 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 302. 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
ca2f7f7fc9b0a6eb
Configuration hash
d99a359dcdb0acd6
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
365
Annualized Sharpe
0.01780541
Skew
-0.2006901
Kurtosis
5.596577

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
    • Final Development Admission Closuredd07d0adff6530c0adf8f19e740ebd186a71c0eae96788860a991ffc45d7f217
  2. Code Environment And Reproduction

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  4. Execution And Cost Model

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  5. Family And Union Trial Accounting

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  6. Identity And Authorship

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  7. Literature And Overlap Decision

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  10. Preregistration And Hashes

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence41d4fdf2fa9a5eaa692dfb355c1e2962f8d04aa8445a22e1df73b6e5e261e335
    • Evidence6a3f7fd3db35f27167e12452e024653f1eb7fa087c623659e3854cbfd5162d1c
    • Evidence62325669c256e5cd93a0d7dcedb2a2a6685330e171981084be0dd549f75e22d3
    • Evidencea078175097e5b99ac8959635af3ad58721ed0f2fa3a14439edd35fa574fd507f
    • Evidencecd77750a0429533c86ac5062dc7c3fc784847cc80377dccca5b55a6893954dab
    • Evidence07f93c1ba23eaf5a66a6880852b0a08ff8628b156b888969c54b6107829aef88
    • Evidence57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
    • Evidence242e9be93cdf604be7f0c5142a96ba2081c9cd738523df57477e00e3fae1da59
    • Evidenceb8b2f7aa5dd75a44c6f2fe66c28cda9e179a577cab15d35f52096ac9810910b4

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline
Family
combined_2022_corrected_max
Input Manifest Sha256
57999946e6eb09fda6e994b0870483313f2ab178b1882fa6fb1eeba037c68637
Spec Sha256
13049272df6f70bb7d1e68af0f5fef5555977e3273b03f792d15d99897364602

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:219ee3acc9ffa73c43b520051899360ad7c72c2a56ab2976528cfb2e7861fa16