diff --git a/reports/sector-resid-deep-20260719-111923-SANITY-FAIL.json b/reports/sector-resid-deep-20260719-111923-SANITY-FAIL.json new file mode 100644 index 0000000..6b03e61 --- /dev/null +++ b/reports/sector-resid-deep-20260719-111923-SANITY-FAIL.json @@ -0,0 +1,275 @@ +{ + "step1": { + "shallow_meta": { + "n_symbols": 4654, + "deep_cohort_p10_start": "2016-01-04", + "shallow_cutoff": "2017-02-07", + "lag_days": 400, + "n_shallow": 3349, + "shallow_start_histogram": { + "2017": 117, + "2018": 162, + "2019": 163, + "2020": 269, + "2021": 1060, + "2022": 211, + "2023": 176, + "2024": 281, + "2025": 543, + "2026": 367 + }, + "deep_start_histogram": { + "2016": 1296, + "2017": 9 + }, + "shallow_sample": [ + "A", + "AACB", + "AACBR", + "AACBU", + "AACI", + "AACIU", + "AACIW", + "AACO", + "AACOU", + "AACOW", + "AACP", + "AACPR", + "AACPU", + "AACPW", + "AAPG", + "AAPL", + "AARD", + "ABAT", + "ABBV", + "ABCL", + "ABLV", + "ABLVW", + "ABNB", + "ABOS", + "ABSI", + "ABT", + "ABTC", + "ABVC", + "ABVX", + "ACAA" + ] + }, + "shallow_list_n": 3349, + "fetch_ok": 3349, + "fetch_fail": 0, + "etf_refresh": { + "written": { + "SPY": 0, + "XLB": 0, + "XLC": 0, + "XLE": 0, + "XLF": 0, + "XLI": 0, + "XLK": 0, + "XLP": 0, + "XLRE": 0, + "XLU": 0, + "XLV": 0, + "XLY": 0 + }, + "benchmark_summary": [ + { + "symbol": "SPY", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLB", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLC", + "n": 2030, + "min": "2018-06-19", + "max": "2026-07-17" + }, + { + "symbol": "XLE", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLF", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLI", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLK", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLP", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLRE", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLU", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLV", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + { + "symbol": "XLY", + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + } + ] + }, + "sanity": { + "passed": false, + "megacap": { + "AAPL": { + "symbol": "AAPL", + "bars": 2649, + "min_date": "2016-01-04", + "max_date": "2026-07-17" + }, + "MSFT": { + "symbol": "MSFT", + "bars": 2649, + "min_date": "2016-01-04", + "max_date": "2026-07-17" + }, + "JPM": { + "symbol": "JPM", + "bars": 2649, + "min_date": "2016-01-04", + "max_date": "2026-07-17" + }, + "XOM": { + "symbol": "XOM", + "bars": 2649, + "min_date": "2016-01-04", + "max_date": "2026-07-17" + }, + "JNJ": { + "symbol": "JNJ", + "bars": 2649, + "min_date": "2016-01-04", + "max_date": "2026-07-17" + } + }, + "megacap_ok": false, + "megacap_deadline": "2013-12-14", + "sector_etfs": { + "XLB": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLC": { + "n": 2030, + "min": "2018-06-19", + "max": "2026-07-17" + }, + "XLE": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLF": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLI": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLK": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLP": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLRE": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLU": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLV": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + }, + "XLY": { + "n": 2649, + "min": "2016-01-04", + "max": "2026-07-17" + } + }, + "sector_etfs_deep_count": 11, + "sector_etfs_ok": true, + "still_shallow_count": 2882, + "still_shallow_sample": [ + "AACB", + "AACBR", + "AACBU", + "AACI", + "AACIU", + "AACIW", + "AACO", + "AACOU", + "AACOW", + "AACP", + "AACPR", + "AACPU", + "AACPW", + "AAPG", + "AARD", + "ABAT", + "ABCL", + "ABLV", + "ABLVW", + "ABNB" + ], + "xlc_note": "XLC lists mid-2018 \u2192 Communication Services residual coverage from ~mid-2019.", + "target_history_days": 5000 + }, + "manifest_path": "backtest_snapshots/research.sqlite.manifest.json" + }, + "harness": null +}