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Trial evidence / Managed Futures Trend

E05ed6acb9f4f880

Hypothesis key e05ed6acb9f4f880 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 231. 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
e05ed6acb9f4f880
Configuration hash
5c13e2df9313de49
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.2178518
Skew
-0.1623418
Kurtosis
15.2892

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc
    • Final Development Admission Closure8de66c94b969f46dab41498a30133ebcab4bc150a462535db0e08e7ccffd81b6

  2. Code Environment And Reproduction

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  4. Execution And Cost Model

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  5. Family And Union Trial Accounting

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  6. Identity And Authorship

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  7. Literature And Overlap Decision

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  10. Preregistration And Hashes

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencecfbfd204a8e92c2462f43eb7a0ccacb95524b111e41c9f525ed09598799b866e
    • Evidence9f9c0d34c68b27acf253090d600080de0b50f3e5ea04daf69e31c376d1997b14
    • Evidence98c0e75cfe4111d0ef7efaa3f9001a4ce4329d310b28cf1f1fc6f7f83751dcf9
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence359613a788c4ff27e6e209983cb3199f257712eec2036fc5b1d281147b12ac69
    • Evidencea7c4f40e17fc979b17c22f5fa27425fd72a95ce9d8d6bc738d8774f2bbacc49c
    • Evidence98020aab964f83145f255f7a680359f23aa3e2b4a5f4e1551c5fa1fce76b4c06
    • Evidence3a5035df11db3043485bed2d7e20cfb0ee0c85fd10a02e3b7185848431a4b7cc

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
End
1,787,529,600,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
10
Start
1,041,379,200,000
Test Bars
126
Train Bars
504
Trend Cost Gate
Nested object preserved in the machine-readable packet

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:69b9e3312a54c74a936b181ae68b59c9fc27d48d3a0f46af76a6af2de3e91522