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Trial evidence / Managed Futures Trend

Fc0c2dc0e78f6e28

Hypothesis key fc0c2dc0e78f6e28 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 291. 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
fc0c2dc0e78f6e28
Configuration hash
3935a8bd731e51fa
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
365
Annualized Sharpe
-0.3817946
Skew
-0.2429955
Kurtosis
5.554814

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f
    • Final Development Admission Closure063c00029c10dbe70d67af7cd80fc1e88f90c49e2d6161ddd8760cf6b36c4f0b

  2. Code Environment And Reproduction

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  4. Execution And Cost Model

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  5. Family And Union Trial Accounting

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  6. Identity And Authorship

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  7. Literature And Overlap Decision

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  9. Point In Time Data And Survivorship Controls

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  10. Preregistration And Hashes

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidence18d200951968636e40760cddc2018d347015da96bdb6ecf4750a7b7cbdb970ae
    • Evidence12e376e821a6e5b2c04007a9f0942ec37ec2beda23b180681cff5c86225964f1
    • Evidence822c6f22ae397a13873b108eb41f1a1435077bbeefe27c224b69b750216a292e
    • Evidence0d27c7c9dbb0e13bb2370b89d28bdcdf6e5438a5f7dc5afb317f453643b0a741
    • Evidence3d9529e0f88735169421f7181a81bbdcdd72381a4b602e04aa4bb0acc149fa7f
    • Evidence2e25c7a1336f63dfc5788507f28de63cf44cf6df160200ae4f6fabe3fb6e907a
    • Evidenceaa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
    • Evidence692129ee2533975bfe518629c0129a7460a7b7aef82f538a2ee471f38895e935
    • Evidenceb805f6edb11fd8b53cadb21ec854a8aebba1554213d4ac40a993175a0c21314f

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Arm
candidate_stress
Family
combined_2022_source_day_diagnostic
Input Manifest Sha256
aa9d19982e74410508075fa19d05b02855b1c771838f1f4049126d0e2ad86330
Spec Sha256
2c14e4dc05e7d02b8422b67aec91ce9b6736c0db083fe88db39be9254290d87c

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:e9cf4f26405b2691184e318c5cc24adf4607e2e654bd430414c5ef400521b61e