{"id":"W2068691325","doi":"10.1002/fut.20441","title":"Performance and persistence of Commodity Trading Advisors: Further evidence","year":2009,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":23,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Persistence (discontinuity); Explanatory power; Commodity; Economics; Econometrics; Asset (computer security); Quartile; Financial economics; Computer science; Mathematics; Statistics; Engineering; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005783241,0.0001136732,0.0002404553,0.0001035083,0.00008066987,0.00005657643,0.0002405819,0.00004115258,0.00004610815],"category_scores_gemma":[0.0001288834,0.00009034826,0.00008706995,0.0002092418,0.00004694923,0.001656879,0.00002524501,0.0001634496,0.000001786238],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001709203,"about_ca_system_score_gemma":0.00002278967,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000007144709,"about_ca_topic_score_gemma":0.000005410789,"domain_scores_codex":[0.9991693,0.00001172428,0.0003273374,0.0001009508,0.0002500428,0.0001406581],"domain_scores_gemma":[0.9987699,0.00005216755,0.0008523259,0.0001201344,0.0001919947,0.00001344411],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001288216,0.0001582058,0.7601038,0.0004821304,0.00004137972,0.00004478054,0.0003663517,0.00007495857,0.002712989,0.0003858254,0.03078848,0.2035529],"study_design_scores_gemma":[0.000352572,0.00009420548,0.9915079,0.0007203817,0.0000408881,0.00003078626,0.0001063042,0.000777468,0.00005730452,0.0003477135,0.005855781,0.0001087121],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9943245,0.001296427,0.00004501492,0.001885495,0.0002378216,0.0000512991,0.000001026649,0.000006072309,0.002152347],"genre_scores_gemma":[0.9976569,0.0007095414,0.0001526732,0.0006715799,0.0007462072,2.766837e-7,1.974144e-7,0.000005566037,0.00005709427],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2314041,"threshold_uncertainty_score":0.3684295,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02756844576482123,"score_gpt":0.219702698077138,"score_spread":0.1921342523123167,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}