{
  "generated_at": "2026-07-19T10:33:15.322673",
  "survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels.",
  "coverage": null,
  "race_guard": {
    "manifest": {
      "schema_version": 1,
      "snapshot": "research.sqlite",
      "snapshot_resolved": "/Users/taathde3/git/lab/signal_platform/backtest_snapshots/research.sqlite",
      "complete": true,
      "finished_at": "2026-07-19T08:19:02.992206+00:00",
      "ticker_count": 4655,
      "ohlcv_row_count": 6609926,
      "rank_only_count": 4149,
      "sources": {
        "nasdaq_all": "nasdaq_trader",
        "sp500": "wikipedia_sp500"
      },
      "history_days": 5000,
      "min_bars": 260,
      "fetch_ok": 4152,
      "fetch_fail": 0,
      "limit": null,
      "extra": {
        "prod_symbols_at_start": 506,
        "pool_size": 4648,
        "to_fetch": 4152
      },
      "live_counts": {
        "ticker_count": 4655,
        "ohlcv_row_count": 6609926,
        "rank_only_count": 4149
      }
    },
    "ok": true
  },
  "harness": {
    "survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels.",
    "signal_eval": [
      {
        "signal": "high_52w",
        "weeks": 84,
        "avg_cross_section": 2280.3,
        "mean_ic": 0.1111,
        "ic_t_stat": 6.41,
        "ic_positive_pct": 76.2,
        "mean_quintile_spread": -13.5104,
        "reliable": true
      },
      {
        "signal": "mom_12_1",
        "weeks": 83,
        "avg_cross_section": 2277.5,
        "mean_ic": 0.0663,
        "ic_t_stat": 5.11,
        "ic_positive_pct": 74.7,
        "mean_quintile_spread": -10.1818,
        "reliable": true
      },
      {
        "signal": "mom_12_1_sector_resid",
        "weeks": 35,
        "avg_cross_section": 497.7,
        "mean_ic": 0.0578,
        "ic_t_stat": 2.34,
        "ic_positive_pct": 65.7,
        "mean_quintile_spread": 0.0245,
        "reliable": true
      },
      {
        "signal": "trend_200",
        "weeks": 85,
        "avg_cross_section": 2308.1,
        "mean_ic": 0.0546,
        "ic_t_stat": 4.3,
        "ic_positive_pct": 70.6,
        "mean_quintile_spread": -12.4094,
        "reliable": true
      },
      {
        "signal": "mom_6_1",
        "weeks": 88,
        "avg_cross_section": 2375.7,
        "mean_ic": 0.0493,
        "ic_t_stat": 4.91,
        "ic_positive_pct": 70.5,
        "mean_quintile_spread": 3.4224,
        "reliable": true
      },
      {
        "signal": "mom_3_1",
        "weeks": 90,
        "avg_cross_section": 2425.6,
        "mean_ic": 0.0363,
        "ic_t_stat": 3.58,
        "ic_positive_pct": 72.2,
        "mean_quintile_spread": 0.9289,
        "reliable": true
      },
      {
        "signal": "mom_12_1_sector_demeaned",
        "weeks": 35,
        "avg_cross_section": 496.7,
        "mean_ic": 0.034,
        "ic_t_stat": 1.32,
        "ic_positive_pct": 62.9,
        "mean_quintile_spread": 0.0154,
        "reliable": true
      },
      {
        "signal": "fip_id",
        "weeks": 83,
        "avg_cross_section": 2277.5,
        "mean_ic": 0.0267,
        "ic_t_stat": 3.25,
        "ic_positive_pct": 67.5,
        "mean_quintile_spread": -0.0017,
        "reliable": true
      },
      {
        "signal": "mom_12_1_resid",
        "weeks": 83,
        "avg_cross_section": 2277.5,
        "mean_ic": 0.0256,
        "ic_t_stat": 2.21,
        "ic_positive_pct": 65.1,
        "mean_quintile_spread": 10.1373,
        "reliable": true
      },
      {
        "signal": "reversal_1m",
        "weeks": 91,
        "avg_cross_section": 2443.2,
        "mean_ic": 0.003,
        "ic_t_stat": 0.31,
        "ic_positive_pct": 48.4,
        "mean_quintile_spread": -7.0153,
        "reliable": true
      },
      {
        "signal": "vol_6m",
        "weeks": 88,
        "avg_cross_section": 2375.7,
        "mean_ic": -0.1226,
        "ic_t_stat": -6.34,
        "ic_positive_pct": 21.6,
        "mean_quintile_spread": 1.4646,
        "reliable": true
      }
    ],
    "era_split": {
      "era_split_date": "2021-01-01",
      "note": "Diagnostic only \u2014 not a tuning input. Nested lookbacks are not OOS.",
      "full": {
        "high_52w": {
          "signal": "high_52w",
          "weeks": 84,
          "avg_cross_section": 2280.3,
          "mean_ic": 0.1111,
          "ic_t_stat": 6.41,
          "ic_positive_pct": 76.2,
          "mean_quintile_spread": -13.5104,
          "reliable": true
        },
        "mom_12_1": {
          "signal": "mom_12_1",
          "weeks": 83,
          "avg_cross_section": 2277.5,
          "mean_ic": 0.0663,
          "ic_t_stat": 5.11,
          "ic_positive_pct": 74.7,
          "mean_quintile_spread": -10.1818,
          "reliable": true
        },
        "mom_12_1_sector_resid": {
          "signal": "mom_12_1_sector_resid",
          "weeks": 35,
          "avg_cross_section": 497.7,
          "mean_ic": 0.0578,
          "ic_t_stat": 2.34,
          "ic_positive_pct": 65.7,
          "mean_quintile_spread": 0.0245,
          "reliable": true
        },
        "trend_200": {
          "signal": "trend_200",
          "weeks": 85,
          "avg_cross_section": 2308.1,
          "mean_ic": 0.0546,
          "ic_t_stat": 4.3,
          "ic_positive_pct": 70.6,
          "mean_quintile_spread": -12.4094,
          "reliable": true
        },
        "mom_6_1": {
          "signal": "mom_6_1",
          "weeks": 88,
          "avg_cross_section": 2375.7,
          "mean_ic": 0.0493,
          "ic_t_stat": 4.91,
          "ic_positive_pct": 70.5,
          "mean_quintile_spread": 3.4224,
          "reliable": true
        },
        "mom_3_1": {
          "signal": "mom_3_1",
          "weeks": 90,
          "avg_cross_section": 2425.6,
          "mean_ic": 0.0363,
          "ic_t_stat": 3.58,
          "ic_positive_pct": 72.2,
          "mean_quintile_spread": 0.9289,
          "reliable": true
        },
        "mom_12_1_sector_demeaned": {
          "signal": "mom_12_1_sector_demeaned",
          "weeks": 35,
          "avg_cross_section": 496.7,
          "mean_ic": 0.034,
          "ic_t_stat": 1.32,
          "ic_positive_pct": 62.9,
          "mean_quintile_spread": 0.0154,
          "reliable": true
        },
        "fip_id": {
          "signal": "fip_id",
          "weeks": 83,
          "avg_cross_section": 2277.5,
          "mean_ic": 0.0267,
          "ic_t_stat": 3.25,
          "ic_positive_pct": 67.5,
          "mean_quintile_spread": -0.0017,
          "reliable": true
        },
        "mom_12_1_resid": {
          "signal": "mom_12_1_resid",
          "weeks": 83,
          "avg_cross_section": 2277.5,
          "mean_ic": 0.0256,
          "ic_t_stat": 2.21,
          "ic_positive_pct": 65.1,
          "mean_quintile_spread": 10.1373,
          "reliable": true
        },
        "reversal_1m": {
          "signal": "reversal_1m",
          "weeks": 91,
          "avg_cross_section": 2443.2,
          "mean_ic": 0.003,
          "ic_t_stat": 0.31,
          "ic_positive_pct": 48.4,
          "mean_quintile_spread": -7.0153,
          "reliable": true
        },
        "vol_6m": {
          "signal": "vol_6m",
          "weeks": 88,
          "avg_cross_section": 2375.7,
          "mean_ic": -0.1226,
          "ic_t_stat": -6.34,
          "ic_positive_pct": 21.6,
          "mean_quintile_spread": 1.4646,
          "reliable": true
        }
      },
      "pre_2021": {
        "high_52w": {
          "signal": "high_52w",
          "weeks": 36,
          "avg_cross_section": 1422.2,
          "mean_ic": 0.0494,
          "ic_t_stat": 2.0,
          "ic_positive_pct": 63.9,
          "mean_quintile_spread": -31.5146,
          "reliable": true
        },
        "mom_12_1": {
          "signal": "mom_12_1",
          "weeks": 36,
          "avg_cross_section": 1424.8,
          "mean_ic": 0.0413,
          "ic_t_stat": 2.94,
          "ic_positive_pct": 66.7,
          "mean_quintile_spread": -23.3935,
          "reliable": true
        },
        "trend_200": {
          "signal": "trend_200",
          "weeks": 38,
          "avg_cross_section": 1440.9,
          "mean_ic": 0.0322,
          "ic_t_stat": 2.23,
          "ic_positive_pct": 68.4,
          "mean_quintile_spread": -27.5982,
          "reliable": true
        },
        "mom_12_1_resid": {
          "signal": "mom_12_1_resid",
          "weeks": 36,
          "avg_cross_section": 1424.8,
          "mean_ic": 0.0226,
          "ic_t_stat": 1.68,
          "ic_positive_pct": 69.4,
          "mean_quintile_spread": 23.4097,
          "reliable": true
        },
        "mom_3_1": {
          "signal": "mom_3_1",
          "weeks": 42,
          "avg_cross_section": 1480.0,
          "mean_ic": 0.0217,
          "ic_t_stat": 1.84,
          "ic_positive_pct": 73.8,
          "mean_quintile_spread": 2.0077,
          "reliable": true
        },
        "mom_6_1": {
          "signal": "mom_6_1",
          "weeks": 40,
          "avg_cross_section": 1461.2,
          "mean_ic": 0.0205,
          "ic_t_stat": 1.63,
          "ic_positive_pct": 65.0,
          "mean_quintile_spread": 7.4512,
          "reliable": true
        },
        "fip_id": {
          "signal": "fip_id",
          "weeks": 36,
          "avg_cross_section": 1424.8,
          "mean_ic": 0.0116,
          "ic_t_stat": 1.35,
          "ic_positive_pct": 58.3,
          "mean_quintile_spread": -0.0118,
          "reliable": true
        },
        "reversal_1m": {
          "signal": "reversal_1m",
          "weeks": 44,
          "avg_cross_section": 1501.4,
          "mean_ic": 0.0019,
          "ic_t_stat": 0.15,
          "ic_positive_pct": 50.0,
          "mean_quintile_spread": -14.4299,
          "reliable": true
        },
        "vol_6m": {
          "signal": "vol_6m",
          "weeks": 40,
          "avg_cross_section": 1461.2,
          "mean_ic": -0.056,
          "ic_t_stat": -2.16,
          "ic_positive_pct": 35.0,
          "mean_quintile_spread": 3.1335,
          "reliable": true
        }
      },
      "post_2021": {
        "high_52w": {
          "signal": "high_52w",
          "weeks": 48,
          "avg_cross_section": 2914.5,
          "mean_ic": 0.1375,
          "ic_t_stat": 4.34,
          "ic_positive_pct": 79.2,
          "mean_quintile_spread": -0.0856,
          "reliable": true
        },
        "mom_12_1": {
          "signal": "mom_12_1",
          "weeks": 48,
          "avg_cross_section": 2913.0,
          "mean_ic": 0.0791,
          "ic_t_stat": 3.64,
          "ic_positive_pct": 77.1,
          "mean_quintile_spread": -0.0858,
          "reliable": true
        },
        "mom_6_1": {
          "signal": "mom_6_1",
          "weeks": 48,
          "avg_cross_section": 3122.6,
          "mean_ic": 0.0779,
          "ic_t_stat": 4.36,
          "ic_positive_pct": 75.0,
          "mean_quintile_spread": -0.0781,
          "reliable": true
        },
        "trend_200": {
          "signal": "trend_200",
          "weeks": 48,
          "avg_cross_section": 3001.5,
          "mean_ic": 0.0585,
          "ic_t_stat": 2.68,
          "ic_positive_pct": 72.9,
          "mean_quintile_spread": -0.1129,
          "reliable": true
        },
        "mom_12_1_sector_resid": {
          "signal": "mom_12_1_sector_resid",
          "weeks": 35,
          "avg_cross_section": 497.7,
          "mean_ic": 0.0578,
          "ic_t_stat": 2.34,
          "ic_positive_pct": 65.7,
          "mean_quintile_spread": 0.0245,
          "reliable": true
        },
        "fip_id": {
          "signal": "fip_id",
          "weeks": 48,
          "avg_cross_section": 2913.0,
          "mean_ic": 0.0366,
          "ic_t_stat": 2.91,
          "ic_positive_pct": 70.8,
          "mean_quintile_spread": -0.0151,
          "reliable": true
        },
        "mom_12_1_sector_demeaned": {
          "signal": "mom_12_1_sector_demeaned",
          "weeks": 35,
          "avg_cross_section": 496.7,
          "mean_ic": 0.034,
          "ic_t_stat": 1.32,
          "ic_positive_pct": 62.9,
          "mean_quintile_spread": 0.0154,
          "reliable": true
        },
        "mom_3_1": {
          "signal": "mom_3_1",
          "weeks": 48,
          "avg_cross_section": 3234.2,
          "mean_ic": 0.0291,
          "ic_t_stat": 1.54,
          "ic_positive_pct": 66.7,
          "mean_quintile_spread": -0.0356,
          "reliable": true
        },
        "mom_12_1_resid": {
          "signal": "mom_12_1_resid",
          "weeks": 48,
          "avg_cross_section": 2913.0,
          "mean_ic": 0.0265,
          "ic_t_stat": 1.37,
          "ic_positive_pct": 66.7,
          "mean_quintile_spread": -0.0405,
          "reliable": true
        },
        "reversal_1m": {
          "signal": "reversal_1m",
          "weeks": 48,
          "avg_cross_section": 3315.8,
          "mean_ic": -0.0126,
          "ic_t_stat": -0.72,
          "ic_positive_pct": 45.8,
          "mean_quintile_spread": -0.0387,
          "reliable": true
        },
        "vol_6m": {
          "signal": "vol_6m",
          "weeks": 48,
          "avg_cross_section": 3122.6,
          "mean_ic": -0.1623,
          "ic_t_stat": -4.94,
          "ic_positive_pct": 22.9,
          "mean_quintile_spread": 0.0059,
          "reliable": true
        }
      }
    },
    "params": {
      "step_days": 5,
      "step_sessions": 5,
      "entry_cadence": "weekly",
      "signal_eval_cadence": "weekly",
      "horizon_days": 30,
      "min_lookback": 60,
      "cost_per_side_pct": 0.1,
      "target_model": "production_gtl",
      "target_model_label": "Live GTL (production)",
      "is_production_target_model": true,
      "production_reentry_policy": "gate_reset",
      "liquid_breadth_top_n": null,
      "liquid_min_price": null,
      "signal_eval_only": true
    },
    "tickers": 4655,
    "generated_at_run": "2026-07-19T08:27:27.206022+00:00"
  },
  "verdict": "PENDING_HUMAN",
  "verdict_detail": "Harness complete \u2014 human interprets relative IC / era stability. No production retune from this artifact.",
  "human_next": "- Compare sector residual vs market residual across eras.\n- If pre-2021 IC collapses, park Task 1 wire-in.\n- Do not retune production knobs on deep history levels.",
  "report_path": "reports/history-depth-20260719-103315.json"
}
