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Trial evidence / Managed Futures Trend

E183735bf4e1e9d9

Hypothesis key e183735bf4e1e9d9 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 256. 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
e183735bf4e1e9d9
Configuration hash
09c6711b949b4689
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
0.8905439
Skew
-0.008867613
Kurtosis
5.221493

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950
    • Final Development Admission Closure3663762e57a6e31628747c6146406f1f2f167e5e552b3fb8f2a67b7ec221c922

  2. Code Environment And Reproduction

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  4. Execution And Cost Model

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  5. Family And Union Trial Accounting

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  6. Identity And Authorship

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  7. Literature And Overlap Decision

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  10. Preregistration And Hashes

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee11a3a45159c3b2dc122cb7a0eb65c1d55ec3abf9fe25af8ea44adad6654c31c
    • Evidenceebaeafa49c0651f8e0760428780af3c460d50e2f7fcd4eb3617ce91a804b0afb
    • Evidence5a52ced4ada52c2bf19911e4e43659babe483269093f42617593f520c3f89b0c
    • Evidence89912926b8311a0952a196176984642e8925b1e678199eeea4104e221ad6d22d
    • Evidenceecc9e6afd18cb10f646886d80da5f1d479691bce8038969dc0bff155632098be
    • Evidencee45f43d30ccc85bf649e0e39ab15645f0620b9d26a250c4d7b82fe197ffb871e
    • Evidence65db6d5d5cdfa042922ea9eb801f9aba860b1283d41ac68bdba3f8311e563950

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
candidate_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 sha256:92d747a0f8e9db8349bd6b4c2a717ad5756c9530d66d6a761315306d1bd7f3f9