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Trial evidence / Managed Futures Trend

F60f9f27aef9138d

Hypothesis key f60f9f27aef9138d 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 314. 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.

Immutable first measurement

Hypothesis key
f60f9f27aef9138d
Configuration hash
5e588c2d58b4446b
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
856
Annualized Sharpe
0.6819434
Skew
-0.6683748
Kurtosis
7.664038

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
    • Final Development Admission Closure7a443b5b1052c113d5c6cad58f8e51dac0d48649188efd4c361b1d7370e2d281
  2. Code Environment And Reproduction

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  4. Execution And Cost Model

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  5. Family And Union Trial Accounting

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  6. Identity And Authorship

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  7. Literature And Overlap Decision

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  10. Preregistration And Hashes

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence86ef6a2b1387f8db5cd081706c890c42e84bb7fe65cccc868bad327c62aa127b
    • Evidence3a017cc031c559ac66b823fc306876d965ee5e0f2c1a55d3372ed660931818fb
    • Evidence4956e3a1a80ba1ac22d46e9f308da8d688a70466d1358879e09fe0ac2693d4c1
    • Evidence983fed2238df3e0fe619ef3693e90514295e4aa38d30dfb865d69ef07685ec90
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidencea373fdd2c06a26312f638462fe85efa62220dfb073ac0f29dd9750746846486e
    • Evidencee28cf54a175ad02bc87a07074a40ee182313fc6859c4adcad656af8606b6d0bf
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidence604916512cd7a842886e3a5838e04121f58716955e0f5c7c1377cc38ffd4403a
    • Evidenceb9041b596ce7334afcdc53680826638bf7c31e9d593df166899a7c984076d370
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidence692965cfd34fe888b713b5931659bd4c29e7d89f5c4d1a600f10ae1756c42227
    • Evidence8bd6c27cd1faf6d44374624ea85805c8787590c9c6e0e06ad0485f2549cef165
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
eq_mom_252_21
End
1,780,358,400,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
63
Research Engine
Nested object preserved in the machine-readable packet
Start
1,640,736,000,000
Test Bars
63
Train Bars
252

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:6b48f844d860b8b9d6b1f689aca611fb5f47d7d43909a287ae590e78d9e0c18a