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research: archive Task 1 sector residual as CLOSED/REJECTED

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Deep masked retest failed the iron IC bar (0.027 < 0.03). Log as rejected #13 in
research README; close sector-residual and history-depth docs. Production market
residual unchanged.
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2026-07-19 11:45:15 +02:00
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docs/research/history-depth-extension.md
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# History-depth extension (Tier-1 alpha research)
**Status:** sector-resid deep test **FAIL** — see supersession section. PENDING_HUMAN beyond PASS/FAIL.
**Branch:** `research/earnings-gap-and-sue` (MacBook commit `f6e0ca7`)
**Status:** **CLOSED.** Sector-residual deep test **FAIL** — Task 1 archived as rejected (see supersession).
**Branch:** `research/earnings-gap-and-sue`
**Superseded artifact (do not cite):** `reports/history-depth-20260719-103315.json` — **UNMASKED, TWO-TIER SNAPSHOT**
**Authoritative sector grade:** `reports/sector-resid-deep-20260719-113319.json`
**Production impact:** none. **Do not retune any production knob on deep history.**
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## What a human must decide next
1. **Sector residual:** keep research-only until either
(a) sector ETF + sector map cover the full deep window **and** IC is re-run
with weeks ≫ 35 on a documented universe, or
(b) explicitly accept short-window-only evidence (weaker case).
2. **Do not** merge sector residual into production from this depth run.
3. **Do not** retune residual vs raw, FIP, or vol blend from these IC tables
1. **Sector residual — decided:** CLOSED / REJECTED (archive complete). No wire-in.
2. **Do not** retune residual vs raw, FIP, or vol blend from deep IC tables
without a pre-registered book A/B on the intended universe.
4. Optional follow-up: extend sector ETF history + sector labels to nasdaq_all,
re-run **only** sector residual IC on deep research.sqlite with race guard.
5. Optional: finish earnings backfill (48→506) and re-run SUE; depth alone did
not include SUE.
3. Optional (separate threads only): finish earnings backfill and re-run SUE;
snapshot per-symbol depth guard as tooling.
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The table and interpretation from **`history-depth-20260719-103315`** are **UNMASKED, TWO-TIER SNAPSHOT — superseded, directional only, do not cite**. Prod-universe names (and sector residual coverage) were left shallow while breadth names were deepened; sector residual weeks=35 was a data gap.
### Sector-residual deep test outcome: **FAIL**
### Sector-residual deep test outcome: **FAIL** (archived)
Task 1 CLOSED — sector residual dead on deep evidence.
**Task 1 CLOSED / REJECTED** — sector residual dead on deep evidence. Archived in
the research log rejected table (#13). Do not resurrect without a new
pre-registered protocol.
| check | result |
|---|---|
| weeks | **83** (data fix worked) |
| mean IC | **0.0268** (below 0.03 bar) → FAIL |
| t vs resid same CS | 1.69 ≥ 1.30 pass |
| era signs | both + pass |
- Reason: failed one or more pre-registered checks (see checks)
- Artifact: `reports/sector-resid-deep-20260719-113319.json`
- Mechanical checks: see that report.
- Summary write-up: [sector-residual-momentum.md](sector-residual-momentum.md)
**Future snapshot rebuilds must verify per-symbol depth** (earliest-bar uniformity across the intended universe) — guard is a to-do, not part of this order.
**Future snapshot rebuilds must verify per-symbol depth** (earliest-bar
uniformity across the intended universe) — guard is a to-do, not part of this
order.