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Trial evidence / Managed Futures Trend

E7c03d85c7f196b9

Hypothesis key e7c03d85c7f196b9 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 238. 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
e7c03d85c7f196b9
Configuration hash
fe7949291cc2ce68
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.5059108
Skew
0.05652999
Kurtosis
13.35816

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1
    • Final Development Admission Closuree4608a5113168b14d72229ec7e524bcda75c060f76cd65747409c95e5fb0b329

  2. Code Environment And Reproduction

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  4. Execution And Cost Model

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  5. Family And Union Trial Accounting

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  6. Identity And Authorship

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  7. Literature And Overlap Decision

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  10. Preregistration And Hashes

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencea2b25b35b5008367dda2e995d8f121f4370cf56d33930c8b24456d93250ebabd
    • Evidence5decd07996b44a9884ae492cbedeb95f12f33ad2bd8c39f9a2d7417a91aab464
    • Evidence5fd39851169cdef7aabfee1c97655669940fd85fa0f8139aef762ea89b690f72
    • Evidence29de0f225b9b8a95e5dbb147e4573a78b4d6d75398875510245b782e04f5340c
    • Evidencee0be24a73048fa9df67310d738141e5343ff47d5bebcea6d33a6781319ba61bc
    • Evidence6289d53c7e15f54790eb6e64e318b0439e1658c865a750ed11aead22b883733b
    • Evidenced61b7f69dfb1089a202e5e138032fe1c07a73937a71ccbc0a19b401898389188
    • Evidence1afe0c6a1c92dd57c8aaee744abfa49540db457fe8af09d2595f53ed706e30fa
    • Evidencea2944e8748452f335e68f709cb295bd6b100862ef7aed375c5ec61bdcc6e3e75
    • Evidence32b053add853a6df4a0ac758bd60105947a9256c015735889dc67673b3a435b1

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_63, mf_trend_126, mf_trend_252
Cov Halflife Days
Not reported
Cov Min Periods
240
Cov Window Bars
720
End
1,787,529,600,000
Evaluation Policy
continuous_single_book_v1
Execution Cost Scenario
Nested object preserved in the machine-readable packet
History Start
1,041,379,200,000
Initial Cash
100,000
Instrument Ids
List preserved in the machine-readable packet
Metric Basis
xnys_252_sessions_elapsed_cagr_v1
No Trade Band
0.001
Rebalance Bars
10
Start
1,136,246,400,000
Trend Blend Normalization
directional_rms
Trend Ic History Anchor
1,073,001,600,000
Trend Label Availability
exit_session_close_v1

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:efc3027d2da7476c42ac21a00f83b4700695b1651cb548104df9815b034ddb7f