Skip to content
Canli Capital

Trial evidence / Managed Futures Trend

mf_trend_126

By , Canli Capital

Hypothesisff04cd656519e1e4 Incomplete

This page is generated from the exact machine-readable packet for mf_trend_126. Publication makes the evidence inspectable; it does not upgrade the result, fill a missing section, or establish future performance.

Immutable first measurement

Hypothesis key
ff04cd656519e1e4
Configuration hash
085f558de3ae2d0f
Research family
Managed Futures Trend
Packet status
INCOMPLETE_BACKFILL_REQUIRED
Observations
5,132
Annualized Sharpe
0.1754338
Skew
0.02872102
Kurtosis
21.47251

Evidence coverage

The spine below is the trial-packet contract. A missing section stays visibly missing.

  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

Missing sections are fail-closed evidence debt. This identity has not yet received a source-by-source recoverability audit.

Frozen configuration

Allocator
trend
Alpha Names
mf_trend_126
End
1,780,272,000,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
21
Start
1,041,379,200,000
Test Bars
126
Train Bars
504

Verify the packet

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

Packet content hash sha256:c6246a2f72092326749a7d0e03cb8ddc29d54ea87f330fdd31049163070f7248