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Trial evidence / Managed Futures Trend

Eda3f81bac790cf7

Hypothesis key eda3f81bac790cf7 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 243. 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
eda3f81bac790cf7
Configuration hash
51a994cd8d9e1543
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
1,061
Annualized Sharpe
1.586326
Skew
0.1049574
Kurtosis
5.918808

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9
    • Final Development Admission Closure6c7c2752829bc6d2b4525c7f7a27756023ee3447ae627ac3fe513a5e49c8a52f

  2. Code Environment And Reproduction

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  4. Execution And Cost Model

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  5. Family And Union Trial Accounting

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  6. Identity And Authorship

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  7. Literature And Overlap Decision

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  10. Preregistration And Hashes

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee6c733f57160162f3da053a106641406d932ea8c5f844f82dd138c63c627a6f0
    • Evidence22dcc5412b82b53267f2c896eb75016109d1fa1a45c10d26a27daf623f6a414b
    • Evidence9844b462fa046525d7d778dee3f262249c652f3f2d717f7a3f561c3c9b15ebce
    • Evidence05cdab00e5a49739e6030cb9738fd5d9203ee9770829069978d5ede1bdc175ed
    • Evidencebe95541c4dc249760e706906c4146434806888b79177ebc749de492340195268
    • Evidence5667e5c6931ce683c593fe918ad69294a713ea542ceed70ea13ecdb59c3d4ff0
    • Evidence9107d70d2019c5526a9085937fdffe89436f8a91b1671b570f5aea116e73fed9

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Candidate
weekly_126day_bounded_inverse_volatility
Cost Rate
0.0001
Family
alphac_combined_inverse_vol_allocation
Implementation Sha256
fea78ee925aa3b166ee209f72d2ea9b047b26c8a5411f56d66daa25683134656
Input Sha256
33bd6d2bb0539767516104774d90017b8012a27622656b74d98ad4643662a948
Spec Sha256
824d387a1d16df759c41b50de9fc69b1d3dbfe30d70adcf316acca637476291a

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:3a4b03b1f52f8e942ba238674435f5cc465af6a35f9ab5383cd9f9dc8ff4b6d0