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Trial evidence / Managed Futures Trend

Ec7ec19175ac10a9

Hypothesis key ec7ec19175ac10a9 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 232. 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
ec7ec19175ac10a9
Configuration hash
6c30cd801e1a1455
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
5,190
Annualized Sharpe
0.6769805
Skew
0.04697946
Kurtosis
13.7831

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee
    • Final Development Admission Closureac005bc02b687b902b943904bd81e5502d224857bf0fce4870dfb25a9884adf0

  2. Code Environment And Reproduction

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  4. Execution And Cost Model

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  5. Family And Union Trial Accounting

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  6. Identity And Authorship

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  7. Literature And Overlap Decision

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  10. Preregistration And Hashes

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence04499c4ec46f6f05dffd8a535df368719151455067ed3d0753b15b7a9d8db8a0
    • Evidence057de76e6a1bfb5a60d9fdb5985b1b59d5668028778396b0ea09774b83bf2cf7
    • Evidenced692df78e558b5780bcc8ec08b4a5f96b9fb5c587f4e038bb79f448f4f024e66
    • Evidencecfc0a8c21906d220436289801f288048a163b4fb26eadf38ec6b60f1d8312b0b
    • Evidencecc16106c24f905748ccd6888adfe078282af8368da326d683a61c30597584238
    • Evidence96b8e5191206cfa0d30ea89933d2d1cbf7d1f92a660f11be0365aca5e2b2821a
    • Evidence381099418d116ff19f1800ed49c50882dc3112d60fbc57e9a565b76bb39d9fea
    • Evidence0f9a61755dceacb5635564c2c94ad9ec7bd0b4e83f8b3529943506945010986e
    • Evidence1167b7d718f6d052636fdec52faf9632c758ce5ead8fea6a9eaca89515da18ee

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 Blend Normalization
directional_rms

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:c95046e4223d73916761b18ccc6c45221c3375bf49f6228da43c6f360c22721a