Name: Trial evidence packet f2c5f2dfc8b7c1c3
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 310. 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: f2c5f2dfc8b7c1c3
Configuration hash: 4ece24fdebf3af6f
Research family: Managed Futures Trend
Packet status: COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations: 856
Annualized Sharpe: 0.2659833
Skew: -0.5530168
Kurtosis: 6.702096

Evidence coverage

Admission Or Kill Decision
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
- Final Development Admission Closuree4ad33e347b76028c0b468d1abeb9b4f585658f542313a8ede66ddc079e432bf
Code Environment And Reproduction
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Economic Mechanism And Falsifiable Hypothesis
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Execution And Cost Model
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Family And Union Trial Accounting
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Identity And Authorship
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Literature And Overlap Decision
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Machine Readable Packet And Stable Public Paper
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Point In Time Data And Survivorship Controls
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Preregistration And Hashes
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
Result Uncertainty Stress Capacity And Diversification
verified
- Evidence316244ac4fb1fc3f8eeae72cd75017197d74ce1fc4b7f0a770622d7b7e03100f
- Evidence905aeb7714dfd4dc23a35de8dd68d4327c976fbb2b481e27338ff0ac7df73953
- Evidence891a79945ca5987d75e17e520d0500193f8d4cbab96ce3060deb83c17169ed11
- Evidence691087cca091183ff1ba76fa21c57209df488f02d2e31ff1536e2d49eebcaab0
- Evidence0c1655059a6008cf9d9542a9210ec2067b0ed394a89ad1e5e414dbcb6ed1449f
- Evidence3ecaea65548c975d88d5f0b6d7441d7dc55cc836cfd637470c61b276ed9969ef
- Evidence1e3cb0fba81a51e6943d760e469e765ac8bf9be0b6f7c29bcb4cb81efb7c1672
- Evidence0df096a94ad10ca1608db45e3b016cfb0373a6a0e258e389b7dadf4f851acafa
- Evidence2589e9c81d6d3da5d8c2bcaaa6d7ff466f987c8c12c2040a1645474b80dafe8e
- Evidence09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3

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: 1,780,358,400,000
Evaluation Policy: continuous_retrospective_payable_book_v1
Extended Reference Spec Sha256: ba3b6276fbfdbd668a5980ed1dc99c7d557f5745b0f60f8bb9421a7ba75b1764
History Start: 1,325,548,800,000
Implementation Manifest Sha256: 09b75ddf047331b9e2129e1486360fe32bb46a991f2e37e6a65acf82ffea48f3
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: no
Rebalance Bars: 10
Resolved Settings: Nested object preserved in the machine-readable packet
Saved Signal Filter: ts_open<end
Saved Signal Sha256: e0d6c54d659790e2a8ef4e3d2871a0c427b7278e45987a7b09d226df713da5b0
Start: 1,672,272,000,000
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:c622186a5f40635ab95fec38dfe6af287b228cf8dbfcb69980616aa17c5d3441

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