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Trial evidence / Managed Futures Trend

D98bec43c934709a

Hypothesis key d98bec43c934709a 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 280. 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
d98bec43c934709a
Configuration hash
6626d3d1209e675e
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
126
Annualized Sharpe
-0.2586029
Skew
-0.8208217
Kurtosis
7.793102

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
    • Final Development Admission Closureea7c1fba325292319b158214a101821590c2801093d966630577b0528c3ac9f9
  2. Code Environment And Reproduction

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  4. Execution And Cost Model

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  5. Family And Union Trial Accounting

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  6. Identity And Authorship

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  7. Literature And Overlap Decision

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  10. Preregistration And Hashes

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencea004c218f98c825236adcb3523d54d8bda86069970fdd5880e4af6bc294f50a1
    • Evidencede5126534d0c935cb032a1d6c7031aa7f4f6a01ef50b5d0c1104e8e8030b115d
    • Evidence3f7697611655eaf8cb403d284a3a6993c7a98df6263b74f06ea7bd74ae454857
    • Evidence5e88a330fd0d1932f74fcde6032f096fa8c656858ccd8f7077b1a9ee033b0ba0
    • Evidencec76d1ff8eec25f514f209f33fefb4e13aefc29cb2c6a3a6915fe182a79faa4c1
    • Evidence9354fc88fb73a6cf53976a4946781dfd4d9fe076145b34ffcd33932bcc8b3235
    • Evidencece21dc1cef054cf5d529e8dc091ebf7334d920eb1c5b99525067a9c6dfe48acb
    • Evidencef2bc800028b13203d8f64ffaff514b16d6446b6c14670c83b5248d1f6d227f6b
    • Evidencee56036492f1f333ee723d460ea9779d41b8a8f11b13552e56324a616ff5659b4
    • Evidence0f7b1cbbe5a4d1154c34fc1c6750d00ebfe19a5cb493d6ac4fe6ea1d020e3d68
    • Evidence72b8001951a8f05008c3d671c65fe66fcdc9acfc64e370204f1315b6ebfb1ea0
    • Evidence4191187155e54c1fff1f9b58b8b48c0292a81f0e9537a687ebc8a58091c16877
    • Evidence071b033ff263ffbdefb7ec07af94f45b386fa94ea5b8e69dadd6b8f9ba7a6edd
    • Evidence9df127b1a867f52ddd9627b695e9f3b31d8f7f1404bb541b035c9b76ce8b36bb

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
carry_fund_21
End
1,655,164,800,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
168
Research Engine
Nested object preserved in the machine-readable packet
Start
1,622,505,600,000
Test Bars
1,512
Train Bars
6,048

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:8e0afbf674974e79e0d5b55dee8f6830e8627497c6dd6689304f83955783e8a0