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Trial evidence / Managed Futures Trend

Cee0d1d2e4812438

Hypothesis key cee0d1d2e4812438 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 241. 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
cee0d1d2e4812438
Configuration hash
9e91d66021bcf3d9
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
1.796178
Skew
0.1296533
Kurtosis
5.447585

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1
    • Final Development Admission Closure098b2847d5d9b8f1b486e170e9e71991074cdfc479e4655f74788adfb58d7f9f

  2. Code Environment And Reproduction

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  4. Execution And Cost Model

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  5. Family And Union Trial Accounting

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  6. Identity And Authorship

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  7. Literature And Overlap Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  10. Preregistration And Hashes

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence2d403272e487252a664832ff23200e4a8c51e7c9f6eb3da720c861aa14aee29a
    • Evidence3572f04bc7a8df11b7efdb451cd65e93f1283caa5c79ed952bb912f89d59ba8e
    • Evidencec42a8aa63daec076777a5fa53af59a3a6f590fd71765a23c734165e9b8aa4ad7
    • Evidencea1a5e5f3211992efe28e16100ebf41b2a9ce2ef9b1477d47cbff74bff3cd3bce
    • Evidence09b16b348bcc33ecf8bab7c186b73d8d8787ae227f3372b9871dca70450e3ec1
    • Evidence6b14e03aebcf8d0654702dad8687e62a8f6735e7981275616d1e7893531404b1

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Candidate
weekly_unlevered_63day_5pct_vol_target
Cost Rate
0.0001
Family
alphac_combined_risk_control
Implementation Sha256
a86991511cddfc17151101cd562477291c5dfa564ff9a57ad1feca9afd8d5f1c
Input Sha256
33bd6d2bb0539767516104774d90017b8012a27622656b74d98ad4643662a948
Spec Sha256
f0024e56e8b32f77a381cc7aa8a865c5f1a41c261be2e0d382950c2802c18a52

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:a34e25fa34cf1103829340ed1094a0251baea644eb2845af98b2f31528a77e81