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Trial evidence / Trend Fixed Asset Group Risk

E13e55febb0166a3

Hypothesis key e13e55febb0166a3 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 335. 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
e13e55febb0166a3
Configuration hash
04f76a71e7ffda45
Research family
Trend Fixed Asset Group Risk
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
856
Annualized Sharpe
0.1295613
Skew
-0.5383489
Kurtosis
6.185763

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
    • Final Development Admission Closure7d63816c95093f0ac03fadc2824977ba162c274cab8b3db32bcba104fee36d18
  2. Code Environment And Reproduction

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  4. Execution And Cost Model

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  5. Family And Union Trial Accounting

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  6. Identity And Authorship

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  7. Literature And Overlap Decision

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  10. Preregistration And Hashes

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence206f842c3642e37ee0f1a1f206d286e897d582b2441c1a8a4fb86d8e18823916
    • Evidence79ffd61fead5d84016c80bb4ca817a2182ebcea9bf3a12c7eba9667ba05315c2
    • Evidence234e51a99b3e21f269ccdce7a3ff1eddf6f855e6ed10efc20827a5e96daa4f3d
    • Evidencee5dbb31781d93737cead25cb553e94819062608808c0be87094a2866d7f3424a
    • Evidence6fe7b649fd2ab6aa997720defb5784986f0b26f73f214b1fda03e529d2c64245
    • Evidencef1e3834513b14dbc258d3fcd162bdb042f5c586fbb389263c5c0be5084552c0f
    • Evidenced16938e74f8c784ac6f56485c551a4cca6db72a161bebde49fd75b2404e4fee7
    • Evidence79fa3c3e186ae0b1ac8ca294d475a94c95c356b9584f636e01a3a8727409730b
    • Evidence6b70e33f6a41499e143871125e405ae415955f6ea04a30ee928e413d1612145a
    • Evidence777d8580c86d78d86457da254c87429d2802fe570375ce837ebcca406ebc636a
    • Evidence08001a311c98effa56b6d410a6569eb89740b1b2a4d26e19a578a52b27a133bf
    • Evidence8c72ce2bb7f38d567d0e41fa395d8cc9eb34323df66eb24f891ae46e144c35f9
    • Evidence535da3d46be561f15e6bf8782b45958f4c4e0d612f6885082cfd8c425ba4608f
    • Evidence676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
    • Evidence38e245bb89e6383516c4bb124aa00a2880d805442ae6b027764d52a892dc6a03

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cost Stress
no
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
Direction Confirmation
yes
End
1,780,358,400,000
Evaluation Policy
continuous_retrospective_payable_book_v1
Extended Reference Spec Sha256
676b9579db1fa15c92051db47d74d5f61fd0214a487e4303088a9fa2a9282561
Fixed Group Risk
yes
History Start
1,325,548,800,000
Implementation Manifest Sha256
77bc6800a46ef0ba885f8f85e513096ad255e590b8b53c5feae3ec5bb7803720
Initial Cash
100,000
Input Binding
Nested object preserved in the machine-readable packet
Instrument Ids
List preserved in the machine-readable packet
Metric Basis
xnys_252_sessions_elapsed_cagr_v1
No Trade Band
0.001
Positive Targets
no
Rebalance Bars
10
Resolved Settings
Nested object preserved in the machine-readable packet
Saved Signal Filter
ts_open<end
Saved Signal Sha256
e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start
1,672,272,000,000
Trend Blend Normalization
cross_sectional_zscore
Trend Ic History Anchor
1,325,548,800,000
Trend Label Availability
raw_cash_exit_session_close_v2

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:491e245f061fa3ca2c5a3433880492741177080c2a9616e4fdf255b5142d047e