done

docs/research/fip-breadth-ic.md

@@ -1,6 +1,6 @@
 # Broad-universe fip_id IC research (Phase B)
 
-Generated: 2026-07-18T19:48:28.127710
+Generated: 2026-07-18T21:14:40.170961
 
 ## Scope
 
@@ -22,33 +22,25 @@ Generated: 2026-07-18T19:48:28.127710
 
 ## Liquid-breadth signal_eval (fip_id)
 
-**Not run yet in this environment** (no Alpaca credentials to build
-`backtest_snapshots/research.sqlite`). Local machine with keys:
-
-```bash
-python scripts/extend_snapshot_universe.py --force-copy
-python scripts/run_fip_breadth_research.py --skip-fingerprint --allow-spawn --workers 6
-```
-
-(`--skip-fingerprint` only after a green fingerprint on this machine.)
-
 | metric | value |
 |---|---|
-| mean_ic | _pending_ |
-| ic_t_stat | _pending_ |
-| weeks | _pending_ |
-| avg_cross_section | _pending_ |
-| reliable | _pending_ |
+| mean_ic | 0.0575 |
+| ic_t_stat | 5.12 |
+| ic_positive_pct | 88.6 |
+| weeks | 35 |
+| avg_cross_section | 1471.2 |
+| reliable | True |
+| mean_quintile_spread | 0.0199 |
 
 ## Verdict (iron rule)
 
-- **Fingerprint:** green (IC −0.045 / t −2.91 / reliable / 35 weeks).  
-- **Breadth iron rule:** **pending** until research.sqlite run completes.  
-- Green breadth would authorize a **follow-up proposal** only (two-tier universe /
-  gate revalidation) — **not** production wire-in.
+- **Green: False**
+- iron rule not met on liquid-breadth cross-section
+- Checks: `{"mean_ic": 0.0575, "abs_mean_ic_ge_0_03": true, "sign_negative": false, "ic_t_stat": 5.12, "reliable": true, "weeks": 35, "avg_cross_section": 1471.2}`
+
+A green verdict authorizes a **follow-up proposal** only (two-tier universe / gate revalidation) — **not** production wire-in.
 
 ## Artifacts
 
-- Fingerprint report: `reports/fip-breadth-20260718-194828-fingerprint.json`
-  (and summary `reports/fip-breadth-20260718-194828.json`)
-- Breadth report: _pending_
+- Fingerprint report: `reports/fip-breadth-20260718-211440-fingerprint.json`
+- Breadth report: `reports/fip-breadth-20260718-211440-breadth.json`