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Trial evidence / Managed Futures Trend

Dda12ea02118de76

Hypothesis key dda12ea02118de76 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 271. 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
dda12ea02118de76
Configuration hash
156cdcdd7371f1a0
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
1.100715
Skew
-0.009630495
Kurtosis
5.261078

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5
    • Final Development Admission Closure67eabaa00802287ae4d09cd0cbbd56ff96d52c3a68b8589843d0b6b458d89a8a

  2. Code Environment And Reproduction

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  4. Execution And Cost Model

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  5. Family And Union Trial Accounting

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  6. Identity And Authorship

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  7. Literature And Overlap Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  10. Preregistration And Hashes

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidence6469de650a693c407273b5deca714c74bcd23536bb148af4f7798b6c3d8caa35
    • Evidencee3c9097ec87a82f46acc95a611a07fb708828f3609094574a40cbb1d34754520
    • Evidencead20958606d1faf15826356af455a3471f550a3bb26568c6867f058b72a9e514
    • Evidence44ee3732fc71856835ffce7741fb18a0d9f91c804e085f29ac231cbac820c73d
    • Evidence6e7656235b20b5f4865d15ff68a7f4e90e32dc1bc8ba8b624b9373c2e5dfde8b
    • Evidence8af7d8fe9fcfb9cffdce3106673946c0e921dcdf65018d744b2cab244a3bb374
    • Evidence4abf5940cd2c6d74d5a973cd8dc11e9645b033f7025e7bcf10f1baad83bf03a5

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
baseline_stress
Family
alphac_category_targets
Input Manifest Sha256
a272360dd68a381f8a33ddadc272e2a35dbfb41ba8a5d5aeec52b7a7b6e559fa
Spec Sha256
d44aa9416b8643258c7eb3338ef769dcf3b9d98edaf499776bce9d4755f43dce

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:1d58ebf5653b2c158a24fb1a7860d5c3e78ed5abfb3d5a07d81733d3f98a914f