Skip to content

Trial evidence / Managed Futures Trend

Alphatrend ARP / T1 Corr Whiten

Hypothesis key f4d5aef87af5cc92 Incomplete

First measurement, annualised Sharpe0.19over 5,161 observations. One historical measurement, not a return and not a forecast.

Where this sits among every trial ever recorded

-2.1527Sharpe ratio1.8129

this trial median zero

This trial ranks 151 of 224 measured identities, at the 67.4th percentile. The median trial recorded here scores 0.0247, and 53.1% score above zero at all.

By , Canli Capital

Immutable first measurement

Hypothesis key
f4d5aef87af5cc92
Configuration hash
7845a023b51f8f68
Research family
Managed Futures Trend
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,161
Annualized Sharpe
0.186
Skew
0.163
Kurtosis
Not reported

Evidence coverage

  1. Admission Or Kill Decision

    missing

    No identity-level evidence is bound.

  2. Code Environment And Reproduction

    missing

    No identity-level evidence is bound.

  3. Economic Mechanism And Falsifiable Hypothesis

    verified

  4. Execution And Cost Model

    missing

    No identity-level evidence is bound.

  5. Family And Union Trial Accounting

    verified

  6. Identity And Authorship

    verified

  7. Literature And Overlap Decision

    verified

  8. Machine Readable Packet And Stable Public Paper

    verified

  9. Point In Time Data And Survivorship Controls

    missing

    No identity-level evidence is bound.

  10. Preregistration And Hashes

    missing

    No identity-level evidence is bound.

  11. Result Uncertainty Stress Capacity And Diversification

    missing

    No identity-level evidence is bound.

Completion assessment

  • IDENTITY PREREGISTRATION AND ORIGINAL ENVIRONMENT NOT BOUND. The canonical family audit binds this identity to its immutable ledger measurement, but does not bind an identity-level preregistration, original code commit, runner hash, lockfile, and input snapshot. Those missing historical fields cannot be reconstructed from the family summary.
  • IDENTITY LEVEL DECISION PACKET NOT PRESERVED. The family-level admission status is PAPER_EVIDENCE_COLLECTION_NOT_ESTABLISHED; it is not a preserved identity-level gate decision under the complete packet contract.
  • IMMUTABLE SUMMARY LACKS COMPLETE IDENTITY CURVE. The immutable ledger summary preserves the first measurement but not the complete identity-level curve, uncertainty, stress, capacity, and diversification evidence required for packet completion.
  • IDENTITY CAPACITY NOT MEASURED. The canonical family audit records capacity as UNMEASURED_NO_PERSISTED_CAPACITY_SWEEP; no identity-level capacity evidence can be credited.

Frozen configuration

Allocator
t1
Borrow Ann
0.005
Cost Per Side
0.0006
Gross Max
1
Probe
alphatrend_arp
Rebalance Bars
21
Signal
blend_63_126_252
Universe
managed_futures_17_etfs
Variant
T1_corr_whiten
Vol Span
33

Verify the packet

Read the family paper · Download the machine-readable packet · All trials

Packet content hash sha256:6c29d3128e902e7b69d33556c2488c3a358f2b1d29410998569d2a5c9cf1fd65