Name: Trial evidence packet f0b05f15dd2b20ca
Creator: Arhan Canli
License: https://creativecommons.org/licenses/by/4.0/

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 259. 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 Arhan Canli, Canli Capital

Immutable first measurement

Hypothesis key: f0b05f15dd2b20ca
Configuration hash: 38fba73705267fa9
Research family: Managed Futures Trend
Packet status: COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations: 2,939
Annualized Sharpe: 0.9794229
Skew: -0.6918823
Kurtosis: 6.183851

Evidence coverage

Admission Or Kill Decision
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
- Final Development Admission Closured1453dd28be5c344bf3c879379ca34f04922b303ea3f2d18c05f4c08e384f2dc
Code Environment And Reproduction
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Economic Mechanism And Falsifiable Hypothesis
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Execution And Cost Model
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Family And Union Trial Accounting
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Identity And Authorship
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Literature And Overlap Decision
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Machine Readable Packet And Stable Public Paper
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Point In Time Data And Survivorship Controls
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Preregistration And Hashes
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Result Uncertainty Stress Capacity And Diversification
verified
- Evidence52fafb8591ebc73fb71375d1abe185a349f8bc42736db86b5a3bdd102c835a2b
- Evidencea177f91b7d4548ee06b712cede38f41c7b768c51b682923538a91904dbe1378d
- Evidence4f94b4083f0623f42e48a841831ad2b2faa58438417fb72b6a3e488e11ccbcd0
- Evidence84043ea4f0a87101d3936ecdb49332020f65e86433dfc32b327b1388747d79ff
- Evidence2566f91e316f632e8c1c3af714d7cc786dda65ac41bb791a03f03d69493e7c84
- Evidence1635bb4f52d8dcba6fc641a120b1a10cbeaa4192a5f0545e2c0945eb64e10358
- Evidencecb7169deb1772e21e55729e8c0e41d0a8c128a26bd16454be43107a2a468a4c5
- Evidenceebde37746a6796da7177a949e40ea5f20ae6637fa964709558ec6bd54482d627
- Evidence62cd7fd50f02802d77179773e2327060af50dfce0924cc6caa00938d2ba8ff8d
- Evidence5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator: trend
Alpha Names: mf_trend_63, mf_trend_126, mf_trend_252
Cost Stress: no
Cov Halflife Days: Not reported
Cov Min Periods: 240
Cov Window Bars: 720
Direction Confirmation: yes
End: 1,789,171,200,000
Evaluation Policy: continuous_retrospective_payable_book_v1
History Start: 1,325,548,800,000
Implementation Manifest Sha256: 5df2462265b65f1bb56fd5fe425bb91a6db1e060cda25d8c21bc105328c8a8bd
Initial Cash: 100,000
Input Binding: Nested object preserved in the machine-readable packet
Instrument Ids: List preserved in the machine-readable packet
Metric Basis: xnys_252_sessions_elapsed_cagr_v1
No Trade Band: 0.001
Positive Targets: yes
Positive Targets Spec Sha256: 1eb5ab560a2f23156840cfbdc6083fd2d561ec5fac8783f6c38eed775b697b75
Rebalance Bars: 10
Resolved Settings: Nested object preserved in the machine-readable packet
Saved Signal Sha256: e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start: 1,420,156,800,000
Trend Blend Normalization: cross_sectional_zscore
Trend Ic History Anchor: 1,325,548,800,000
Trend Label Availability: raw_cash_exit_session_close_v2

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:6149e5f06d252f8fe6a0947bd68c83aefa7752ef7339131c687ea1efb00eb350

Immutable first measurement

Evidence coverage

Admission Or Kill Decision

Code Environment And Reproduction

Economic Mechanism And Falsifiable Hypothesis

Execution And Cost Model

Family And Union Trial Accounting

Identity And Authorship

Literature And Overlap Decision

Machine Readable Packet And Stable Public Paper

Point In Time Data And Survivorship Controls

Preregistration And Hashes

Result Uncertainty Stress Capacity And Diversification

Completion assessment

Frozen configuration

Verify the packet