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Trial evidence / Managed Futures Trend

Mf Trend 126

Hypothesis key ff04cd656519e1e4 Incomplete

First measurement, annualised Sharpe0.18over 5,132 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 148 of 224 measured identities, at the 66.1th 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
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

  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.
  • 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
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 sha256:90148c19c71ac511c30e7d458bddc42ba880c1e31d659d7288acb2976ed210a7