done

2026-07-18 21:26:13 +02:00
parent 30286111a8
commit d34c7a21b7
4 changed files with 1248 additions and 23 deletions
@@ -0,0 +1,59 @@
+{
+  "generated_at": "2026-07-18T21:14:40.170961",
+  "liquid_breadth_top_n": 1500,
+  "liquid_min_price": 5.0,
+  "fingerprint": {
+    "signal": "fip_id",
+    "weeks": 35,
+    "avg_cross_section": 497.7,
+    "mean_ic": -0.045,
+    "ic_t_stat": -2.91,
+    "ic_positive_pct": 25.7,
+    "mean_quintile_spread": -0.0168,
+    "reliable": true,
+    "pass": true,
+    "expected_ic": -0.045,
+    "expected_t": -2.9
+  },
+  "breadth": {
+    "signal": "fip_id",
+    "weeks": 35,
+    "avg_cross_section": 1471.2,
+    "mean_ic": 0.0575,
+    "ic_t_stat": 5.12,
+    "ic_positive_pct": 88.6,
+    "mean_quintile_spread": 0.0199,
+    "reliable": true,
+    "liquid_breadth_top_n": 1500,
+    "liquid_min_price": 5.0
+  },
+  "verdict": {
+    "green": false,
+    "reason": "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
+    },
+    "row": {
+      "signal": "fip_id",
+      "weeks": 35,
+      "avg_cross_section": 1471.2,
+      "mean_ic": 0.0575,
+      "ic_t_stat": 5.12,
+      "ic_positive_pct": 88.6,
+      "mean_quintile_spread": 0.0199,
+      "reliable": true,
+      "liquid_breadth_top_n": 1500,
+      "liquid_min_price": 5.0
+    }
+  },
+  "fingerprint_report_path": "reports/fip-breadth-20260718-211440-fingerprint.json",
+  "breadth_report_path": "reports/fip-breadth-20260718-211440-breadth.json",
+  "breadth_tickers": 4650,
+  "breadth_rank_only_tickers": 4144
+}