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Trial evidence / Managed Futures Trend

Cabb3d5fc410c38b

Hypothesis key cabb3d5fc410c38b 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 313. 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.

By , Canli Capital

Immutable first measurement

Hypothesis key
cabb3d5fc410c38b
Configuration hash
c118f8edcc21b420
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,248
Annualized Sharpe
-0.2699344
Skew
-0.1037148
Kurtosis
6.116674

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e
    • Final Development Admission Closureac94bdf236875c13c6e5eaf9cefcd8f192651b031932b3fd33074f36bc8667a0

  2. Code Environment And Reproduction

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  4. Execution And Cost Model

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  5. Family And Union Trial Accounting

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  6. Identity And Authorship

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  7. Literature And Overlap Decision

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  10. Preregistration And Hashes

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencecbb5df7c61f7e4e117d86a24d1087826613415fed5b0758e083a23752661beb3
    • Evidence198de3f711c635844674facc813fcfc574393627d4fb27a936e8eb01305430a8
    • Evidence408b2356fe3c605d8757266fef040311cf1b2fec3d00c7f7b037d611f2501176
    • Evidencec7939b6d5b4dd13a2dd8b58caa304b45235ba86215c26bc3243c8536d276256d
    • Evidence0aa0907557dc89084ef12a73fdeee2eca04daa90f4bbe6a82b647bd8b9ea9163
    • Evidence9e4b8ae551f157c58e9551f09880b87fb85e9202668ef4335039e40de1d74e54
    • Evidenced20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
    • Evidence15260e0cc12e9f6733795d8d46d6af816cb2e851bd741cf4e47fdb84090edab2
    • Evidence8600ffa2c7db055ddadf9b915495b944c2c6f3643784f3e227a2f14514ca843e

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline_stress
Family
combined_extended_reference
Input Manifest Sha256
d20d421d6f487ede0001876a9d05ebb8a367d90f427622e34ca0ce740b746b76
Spec Sha256
179e23bc80046fa3373687144f0a9cb08e22f2f399c3296cf7d573080227f617

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:1dfc21ef1a61fe1d44e67eaa1e07757f42125d413ec0cdb2a8000396fedac60f