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Trial evidence / Managed Futures Trend

Cdb9f69db00a92c2

Hypothesis key cdb9f69db00a92c2 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 244. 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
cdb9f69db00a92c2
Configuration hash
47412900259751e3
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
1.576296
Skew
0.1036967
Kurtosis
5.918133

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b
    • Final Development Admission Closure40446ad1bb905a74c850a7e40bf51fb46950bf493a09db48aaa119a116bf7f8d

  2. Code Environment And Reproduction

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  4. Execution And Cost Model

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  5. Family And Union Trial Accounting

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  6. Identity And Authorship

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  7. Literature And Overlap Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  10. Preregistration And Hashes

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence11a2ad515e3e76a6975ef7b5c9b0d13cecd0e9ea7f81b696a85f34e90dda7812
    • Evidence19980b970c304d4b7fc0c78cedc2c049a3714952613fdb65e9ad977f9f416c94
    • Evidence0d7eafe60d5f2a11f6d437988b2c575ea0f54bf8f58f9f8624df09ce4f96c3e3
    • Evidence1fc45b1486b50e4ea2931ae5de480eed18e190a3f08b6916f4b31712360ff501
    • Evidenced442afa202b0a3bcc48d48a852f73a9fcbe0e8d4837fa89b9d59b52a22487901
    • Evidence5b95f6027855dba4083ad9989aa01b5deed6c34884180e17d683575489e3a46b

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Candidate
weekly_126day_bounded_inverse_volatility
Cost Rate
0.0005
Family
alphac_combined_inverse_vol_allocation
Implementation Sha256
fea78ee925aa3b166ee209f72d2ea9b047b26c8a5411f56d66daa25683134656
Input Sha256
33bd6d2bb0539767516104774d90017b8012a27622656b74d98ad4643662a948
Spec Sha256
824d387a1d16df759c41b50de9fc69b1d3dbfe30d70adcf316acca637476291a

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:08dd43d3ab6d2b43b9e6662aaeb6735801b340ce15244ae64fb178320ed183cf