alphatrend_breadth

Immutable first measurement

Hypothesis key

e60ed7b6904004af

Configuration hash

356929813b18d8db

Research family

Managed Futures Trend

Packet status

INCOMPLETE_BACKFILL_REQUIRED

Observations

5,161

Annualized Sharpe

0.289

Skew

0.006

Kurtosis

—

Evidence coverage

The spine below is the trial-packet contract. A missing section stays visibly missing.

1. Admission Or Kill Decision

   missing

   No identity-level evidence is bound.

2. Code Environment And Reproduction

   missing

   No identity-level evidence is bound.

3. Economic Mechanism And Falsifiable Hypothesis

   verified
   • Family Paper

4. Execution And Cost Model

   missing

   No identity-level evidence is bound.

5. Family And Union Trial Accounting

   verified
   • Family Paper

6. Identity And Authorship

   verified
   • Family Paper

7. Literature And Overlap Decision

   verified
   • Family Paper

8. Machine Readable Packet And Stable Public Paper

   verified
   • Family Paper

9. Point In Time Data And Survivorship Controls

   missing

   No identity-level evidence is bound.

10. Preregistration And Hashes

    missing

    No identity-level evidence is bound.

11. Result Uncertainty Stress Capacity And Diversification

    missing

    No identity-level evidence is bound.

Completion assessment

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

Frozen configuration

Basket

BASE_17

Borrow Ann

0.005

Cost Per Side

0.0006

Gross Max

1

Probe

alphatrend_breadth

Rebalance Bars

21

Signal

blend_63_126_252

Tickers

List preserved in the machine-readable packet

Vol Span

33

Verify the packet

Read the family paper · Download the machine-readable packet · All trials

Packet content hash sha256:0a6ba99ab486c2fbee1b164c1fa669c83f69cc5144d5684a1ca9d06d7ebee06e