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Trial evidence / Managed Futures Trend

D5753605b5b462e4

Hypothesis key d5753605b5b462e4 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 255. 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
d5753605b5b462e4
Configuration hash
eb4ebc67f9cfee55
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
0.8097418
Skew
-0.006591791
Kurtosis
5.245313

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706
    • Final Development Admission Closure35994b51b69305588ef9e9bf3e1b903b7fd4bda9d756c51ae729d9497b5533dc

  2. Code Environment And Reproduction

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  4. Execution And Cost Model

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  5. Family And Union Trial Accounting

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  6. Identity And Authorship

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  7. Literature And Overlap Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  10. Preregistration And Hashes

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence2117262c498f397333bb05a853f24d1f320618239c7bd74526cc9bf49a42c3d7
    • Evidencebf67ded291777a3452a32efd4124323caff106f2108da81aa592ca9f02ffad1e
    • Evidencecb9f436f2333ea2831101ef7fdc1aaa0b70f968de3c12df2744c7e81d0c434e5
    • Evidence32b5542ed31b8abe02b9cbbdb2629d9d8d6bc24464110dac5bfd1195437a98ab
    • Evidence4d39b87631f391f1dfc6732278434fb1d2be26daab872663a3651eb6dc813fe1
    • Evidencebcb2d79f903bd752e6f831f4e9165b81313c94b5845bff59bec0b985944a8706

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline_stress
Family
alphac_capital_budget
Input Manifest Sha256
abcf9e8911977604ee2573087db488a490969e31200d6d104e74eab82ec98cfd
Spec Sha256
602e87a2647085b6d52643bd0bbede39acced20d62acc040ac19b0b027e6fafc

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:1dfc81492644c58edf4f7b8e2371054bd1edba93cddff85d649b25a3c417a642