research: sector residual, earnings gap/SUE, history-depth scaffolding
Tier-1 alpha research (local only, no production deploy): Sector residual momentum: two-factor SPY+sector residual and sector demean signals, IC harness + A/B. Sector resid clears pre-registered bars narrowly (PROMOTE for human wire design only). Sector demean fails t vs market resid. Earnings: earnings_events backfill (FMP bulk paid; FMP/AV per-symbol), 2a gap diagnostic report-only, 2b SUE IC (PARK; incomplete 48/506 coverage). History-depth: pre-registered doc + runner for MacBook deep rebuild/harness. Do not ship production residual or filters from this branch.
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{
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"map": {
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"A": "Health Care",
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||||
"AAPL": "Information Technology",
|
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"ABBV": "Health Care",
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"ABNB": "Consumer Discretionary",
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||||
"ABT": "Health Care",
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||||
"ACGL": "Financials",
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||||
"ACN": "Information Technology",
|
||||
"ADBE": "Information Technology",
|
||||
"ADI": "Information Technology",
|
||||
"ADM": "Consumer Staples",
|
||||
"ADP": "Industrials",
|
||||
"ADSK": "Information Technology",
|
||||
"AEE": "Utilities",
|
||||
"AEP": "Utilities",
|
||||
"AES": "Utilities",
|
||||
"AFL": "Financials",
|
||||
"AIG": "Financials",
|
||||
"AIZ": "Financials",
|
||||
"AJG": "Financials",
|
||||
"AKAM": "Information Technology",
|
||||
"ALB": "Materials",
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||||
"ALGN": "Health Care",
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||||
"ALL": "Financials",
|
||||
"ALLE": "Industrials",
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||||
"AMAT": "Information Technology",
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||||
"AMCR": "Materials",
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||||
"AMD": "Information Technology",
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||||
"AME": "Industrials",
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||||
"AMGN": "Health Care",
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||||
"AMP": "Financials",
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||||
"AMT": "Real Estate",
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||||
"AMZN": "Consumer Discretionary",
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||||
"ANET": "Information Technology",
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||||
"AON": "Financials",
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||||
"AOS": "Industrials",
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||||
"APA": "Energy",
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||||
"APD": "Materials",
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||||
"APH": "Information Technology",
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||||
"APO": "Financials",
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||||
"APP": "Information Technology",
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||||
"APTV": "Consumer Discretionary",
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||||
"ARE": "Real Estate",
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||||
"ARES": "Financials",
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||||
"ATO": "Utilities",
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"AVB": "Real Estate",
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"AVGO": "Information Technology",
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"AVY": "Materials",
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||||
"AWK": "Utilities",
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||||
"AXON": "Industrials",
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"AXP": "Financials",
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"AZO": "Consumer Discretionary",
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"BA": "Industrials",
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||||
"BAC": "Financials",
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"BALL": "Materials",
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"BAX": "Health Care",
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"BBY": "Consumer Discretionary",
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"BDX": "Health Care",
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"BEN": "Financials",
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"BF-B": "Consumer Staples",
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"BG": "Consumer Staples",
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"BIIB": "Health Care",
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"BK": "Financial Services",
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"BKNG": "Consumer Discretionary",
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"BKR": "Energy",
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"BLDR": "Industrials",
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"BLK": "Financials",
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"BMY": "Health Care",
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"BR": "Industrials",
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"BRK-B": "Financials",
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"BRO": "Financials",
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"BSX": "Health Care",
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"BX": "Financials",
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"BXP": "Real Estate",
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"C": "Financials",
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"CAG": "Consumer Defensive",
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"CAH": "Health Care",
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"CARR": "Industrials",
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"CASY": "Consumer Staples",
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"CAT": "Industrials",
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"CB": "Financials",
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"CBOE": "Financials",
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"CBRE": "Real Estate",
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"CCI": "Real Estate",
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"CCL": "Consumer Discretionary",
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"CDNS": "Information Technology",
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"CDW": "Information Technology",
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"CEG": "Utilities",
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"CF": "Materials",
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"CFG": "Financials",
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"CHD": "Consumer Staples",
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"CHRW": "Industrials",
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"CHTR": "Communication Services",
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"CI": "Health Care",
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"CIEN": "Information Technology",
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"CINF": "Financials",
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"CL": "Consumer Staples",
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"CLX": "Consumer Staples",
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"CMCSA": "Communication Services",
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"CME": "Financials",
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"CMG": "Consumer Discretionary",
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"CMI": "Industrials",
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"CMS": "Utilities",
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"CNC": "Health Care",
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"CNP": "Utilities",
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"COF": "Financials",
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"COHR": "Information Technology",
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"COIN": "Financials",
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"COO": "Health Care",
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"COP": "Energy",
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"COR": "Health Care",
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"COST": "Consumer Staples",
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"CPAY": "Financials",
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"CPB": "Consumer Defensive",
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"CPRT": "Industrials",
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"CPT": "Real Estate",
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"CRH": "Materials",
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"CRL": "Health Care",
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"CRM": "Information Technology",
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"CRWD": "Information Technology",
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"CSCO": "Information Technology",
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"CSGP": "Real Estate",
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"CSX": "Industrials",
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"CTAS": "Industrials",
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"CTRA": "Energy",
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"CTSH": "Information Technology",
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"CTVA": "Materials",
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"CVNA": "Consumer Discretionary",
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"CVS": "Health Care",
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"CVX": "Energy",
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"D": "Utilities",
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"DAL": "Industrials",
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"DASH": "Consumer Discretionary",
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"DD": "Materials",
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"DDOG": "Information Technology",
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"DE": "Industrials",
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"DECK": "Consumer Discretionary",
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"DELL": "Information Technology",
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"DG": "Consumer Staples",
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"DGX": "Health Care",
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"DHI": "Consumer Discretionary",
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"DHR": "Health Care",
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"DIS": "Communication Services",
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||||
"DLR": "Real Estate",
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"DLTR": "Consumer Staples",
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"DOC": "Real Estate",
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||||
"DOV": "Industrials",
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||||
"DOW": "Materials",
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||||
"DPZ": "Consumer Discretionary",
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"DRI": "Consumer Discretionary",
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"DTE": "Utilities",
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||||
"DUK": "Utilities",
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"DVA": "Health Care",
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||||
"DVN": "Energy",
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||||
"DXCM": "Health Care",
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||||
"EA": "Communication Services",
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||||
"EBAY": "Consumer Discretionary",
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||||
"ECL": "Materials",
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||||
"ED": "Utilities",
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"EFX": "Industrials",
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||||
"EG": "Financials",
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"EIX": "Utilities",
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||||
"EL": "Consumer Staples",
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||||
"ELV": "Health Care",
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||||
"EME": "Industrials",
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||||
"EMR": "Industrials",
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||||
"EOG": "Energy",
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||||
"EPAM": "Technology",
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||||
"EQIX": "Real Estate",
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||||
"EQR": "Real Estate",
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||||
"EQT": "Energy",
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||||
"ERIE": "Financials",
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||||
"ES": "Utilities",
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||||
"ESS": "Real Estate",
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||||
"ETN": "Industrials",
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||||
"ETR": "Utilities",
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||||
"EVRG": "Utilities",
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||||
"EW": "Health Care",
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||||
"EXC": "Utilities",
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||||
"EXE": "Energy",
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"EXPD": "Industrials",
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||||
"EXPE": "Consumer Discretionary",
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||||
"EXR": "Real Estate",
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||||
"F": "Consumer Discretionary",
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||||
"FANG": "Energy",
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||||
"FAST": "Industrials",
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||||
"FCX": "Materials",
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||||
"FDS": "Financials",
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||||
"FDX": "Industrials",
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||||
"FE": "Utilities",
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||||
"FFIV": "Information Technology",
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||||
"FICO": "Information Technology",
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||||
"FIS": "Financials",
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||||
"FISV": "Financials",
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||||
"FITB": "Financials",
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||||
"FIX": "Industrials",
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||||
"FOX": "Communication Services",
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||||
"FOXA": "Communication Services",
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||||
"FRT": "Real Estate",
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||||
"FSLR": "Information Technology",
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||||
"FTNT": "Information Technology",
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||||
"FTV": "Industrials",
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||||
"GD": "Industrials",
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||||
"GDDY": "Information Technology",
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||||
"GE": "Industrials",
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||||
"GEHC": "Health Care",
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||||
"GEN": "Information Technology",
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||||
"GEV": "Industrials",
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||||
"GILD": "Health Care",
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||||
"GIS": "Consumer Staples",
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||||
"GL": "Financials",
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||||
"GLW": "Information Technology",
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||||
"GM": "Consumer Discretionary",
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||||
"GNRC": "Industrials",
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"GOOG": "Communication Services",
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||||
"GOOGL": "Communication Services",
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||||
"GPC": "Consumer Discretionary",
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||||
"GPN": "Financials",
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||||
"GRMN": "Consumer Discretionary",
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||||
"GS": "Financials",
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"GWW": "Industrials",
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||||
"HAL": "Energy",
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||||
"HAS": "Consumer Discretionary",
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"HBAN": "Financials",
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"HCA": "Health Care",
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||||
"HD": "Consumer Discretionary",
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||||
"HIG": "Financials",
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||||
"HII": "Industrials",
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||||
"HLT": "Consumer Discretionary",
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||||
"HON": "Industrials",
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||||
"HOOD": "Financials",
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||||
"HPE": "Information Technology",
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||||
"HPQ": "Information Technology",
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||||
"HRL": "Consumer Staples",
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||||
"HSIC": "Health Care",
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||||
"HST": "Real Estate",
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||||
"HSY": "Consumer Staples",
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||||
"HUBB": "Industrials",
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||||
"HUM": "Health Care",
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||||
"HWM": "Industrials",
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||||
"IBKR": "Financials",
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||||
"IBM": "Information Technology",
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||||
"ICE": "Financials",
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"IDXX": "Health Care",
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"IEX": "Industrials",
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||||
"IFF": "Materials",
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"INCY": "Health Care",
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"INTC": "Information Technology",
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"INTU": "Information Technology",
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"INVH": "Real Estate",
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"IP": "Materials",
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"IQV": "Health Care",
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"IR": "Industrials",
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"IRM": "Real Estate",
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"ISRG": "Health Care",
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||||
"IT": "Information Technology",
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"ITW": "Industrials",
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"IVZ": "Financials",
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"J": "Industrials",
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"JBHT": "Industrials",
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"JBL": "Information Technology",
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"JCI": "Industrials",
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"JKHY": "Financials",
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"JNJ": "Health Care",
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"JPM": "Financials",
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"KDP": "Consumer Staples",
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"KEY": "Financials",
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"KEYS": "Information Technology",
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"KHC": "Consumer Staples",
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"KIM": "Real Estate",
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"KKR": "Financials",
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"KLAC": "Information Technology",
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"KMB": "Consumer Staples",
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"KMI": "Energy",
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"KO": "Consumer Staples",
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"KR": "Consumer Staples",
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||||
"KVUE": "Consumer Staples",
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"L": "Financials",
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"LDOS": "Industrials",
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"LEN": "Consumer Discretionary",
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"LH": "Health Care",
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"LHX": "Industrials",
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"LII": "Industrials",
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"LIN": "Materials",
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"LITE": "Information Technology",
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"LLY": "Health Care",
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"LMT": "Industrials",
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"LNT": "Utilities",
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"LOW": "Consumer Discretionary",
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"LRCX": "Information Technology",
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"LULU": "Consumer Discretionary",
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"LUV": "Industrials",
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"LVS": "Consumer Discretionary",
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"LYB": "Materials",
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"LYV": "Communication Services",
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||||
"MA": "Financials",
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||||
"MAA": "Real Estate",
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||||
"MAR": "Consumer Discretionary",
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||||
"MAS": "Industrials",
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||||
"MCD": "Consumer Discretionary",
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||||
"MCHP": "Information Technology",
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||||
"MCK": "Health Care",
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"MCO": "Financials",
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||||
"MDLZ": "Consumer Staples",
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||||
"MDT": "Health Care",
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||||
"MET": "Financials",
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||||
"META": "Communication Services",
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"MGM": "Consumer Discretionary",
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"MKC": "Consumer Staples",
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"MLM": "Materials",
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||||
"MMM": "Industrials",
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||||
"MNST": "Consumer Staples",
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||||
"MO": "Consumer Staples",
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||||
"MOS": "Materials",
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||||
"MPC": "Energy",
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||||
"MPWR": "Information Technology",
|
||||
"MRK": "Health Care",
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||||
"MRNA": "Health Care",
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||||
"MRSH": "Financials",
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||||
"MS": "Financials",
|
||||
"MSCI": "Financials",
|
||||
"MSFT": "Information Technology",
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||||
"MSI": "Information Technology",
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||||
"MSTR": "Technology",
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||||
"MTB": "Financials",
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||||
"MTD": "Health Care",
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||||
"MU": "Information Technology",
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||||
"NCLH": "Consumer Discretionary",
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"NDAQ": "Financials",
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||||
"NDSN": "Industrials",
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||||
"NEE": "Utilities",
|
||||
"NEM": "Materials",
|
||||
"NFLX": "Communication Services",
|
||||
"NI": "Utilities",
|
||||
"NKE": "Consumer Discretionary",
|
||||
"NOC": "Industrials",
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||||
"NOW": "Information Technology",
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||||
"NRG": "Utilities",
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||||
"NSC": "Industrials",
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||||
"NTAP": "Information Technology",
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||||
"NTRS": "Financials",
|
||||
"NUE": "Materials",
|
||||
"NVDA": "Information Technology",
|
||||
"NVR": "Consumer Discretionary",
|
||||
"NWS": "Communication Services",
|
||||
"NWSA": "Communication Services",
|
||||
"NXPI": "Information Technology",
|
||||
"O": "Real Estate",
|
||||
"ODFL": "Industrials",
|
||||
"OKE": "Energy",
|
||||
"OMC": "Communication Services",
|
||||
"ON": "Information Technology",
|
||||
"ORCL": "Information Technology",
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||||
"ORLY": "Consumer Discretionary",
|
||||
"OTIS": "Industrials",
|
||||
"OXY": "Energy",
|
||||
"PANW": "Information Technology",
|
||||
"PAYX": "Industrials",
|
||||
"PCAR": "Industrials",
|
||||
"PCG": "Utilities",
|
||||
"PEG": "Utilities",
|
||||
"PEP": "Consumer Staples",
|
||||
"PFE": "Health Care",
|
||||
"PFG": "Financials",
|
||||
"PG": "Consumer Staples",
|
||||
"PGR": "Financials",
|
||||
"PH": "Industrials",
|
||||
"PHM": "Consumer Discretionary",
|
||||
"PKG": "Materials",
|
||||
"PLD": "Real Estate",
|
||||
"PLTR": "Information Technology",
|
||||
"PM": "Consumer Staples",
|
||||
"PNC": "Financials",
|
||||
"PNR": "Industrials",
|
||||
"PNW": "Utilities",
|
||||
"PODD": "Health Care",
|
||||
"POOL": "Industrials",
|
||||
"PPG": "Materials",
|
||||
"PPL": "Utilities",
|
||||
"PRU": "Financials",
|
||||
"PSA": "Real Estate",
|
||||
"PSKY": "Communication Services",
|
||||
"PSX": "Energy",
|
||||
"PTC": "Information Technology",
|
||||
"PWR": "Industrials",
|
||||
"PYPL": "Financials",
|
||||
"Q": "Information Technology",
|
||||
"QCOM": "Information Technology",
|
||||
"RCL": "Consumer Discretionary",
|
||||
"REG": "Real Estate",
|
||||
"REGN": "Health Care",
|
||||
"RF": "Financials",
|
||||
"RJF": "Financials",
|
||||
"RL": "Consumer Discretionary",
|
||||
"RMD": "Health Care",
|
||||
"ROK": "Industrials",
|
||||
"ROL": "Industrials",
|
||||
"ROP": "Information Technology",
|
||||
"ROST": "Consumer Discretionary",
|
||||
"RSG": "Industrials",
|
||||
"RTX": "Industrials",
|
||||
"RVTY": "Health Care",
|
||||
"SATS": "Communication Services",
|
||||
"SBAC": "Real Estate",
|
||||
"SBUX": "Consumer Discretionary",
|
||||
"SCHW": "Financials",
|
||||
"SHW": "Materials",
|
||||
"SJM": "Consumer Staples",
|
||||
"SLB": "Energy",
|
||||
"SMCI": "Information Technology",
|
||||
"SNA": "Industrials",
|
||||
"SNDK": "Information Technology",
|
||||
"SNPS": "Information Technology",
|
||||
"SO": "Utilities",
|
||||
"SOLV": "Health Care",
|
||||
"SPCX": "Industrials",
|
||||
"SPG": "Real Estate",
|
||||
"SPGI": "Financials",
|
||||
"SRE": "Utilities",
|
||||
"STE": "Health Care",
|
||||
"STLD": "Materials",
|
||||
"STT": "Financials",
|
||||
"STX": "Information Technology",
|
||||
"STZ": "Consumer Staples",
|
||||
"SW": "Materials",
|
||||
"SWK": "Industrials",
|
||||
"SWKS": "Information Technology",
|
||||
"SYF": "Financials",
|
||||
"SYK": "Health Care",
|
||||
"SYY": "Consumer Staples",
|
||||
"T": "Communication Services",
|
||||
"TAP": "Consumer Staples",
|
||||
"TDG": "Industrials",
|
||||
"TDY": "Information Technology",
|
||||
"TECH": "Health Care",
|
||||
"TEL": "Information Technology",
|
||||
"TER": "Information Technology",
|
||||
"TFC": "Financials",
|
||||
"TGT": "Consumer Staples",
|
||||
"TJX": "Consumer Discretionary",
|
||||
"TKO": "Communication Services",
|
||||
"TMO": "Health Care",
|
||||
"TMUS": "Communication Services",
|
||||
"TPL": "Energy",
|
||||
"TPR": "Consumer Discretionary",
|
||||
"TRGP": "Energy",
|
||||
"TRMB": "Information Technology",
|
||||
"TROW": "Financials",
|
||||
"TRV": "Financials",
|
||||
"TSCO": "Consumer Discretionary",
|
||||
"TSLA": "Consumer Discretionary",
|
||||
"TSN": "Consumer Staples",
|
||||
"TT": "Industrials",
|
||||
"TTD": "Communication Services",
|
||||
"TTWO": "Communication Services",
|
||||
"TXN": "Information Technology",
|
||||
"TXT": "Industrials",
|
||||
"TYL": "Information Technology",
|
||||
"UAL": "Industrials",
|
||||
"UBER": "Industrials",
|
||||
"UDR": "Real Estate",
|
||||
"UHS": "Health Care",
|
||||
"ULTA": "Consumer Discretionary",
|
||||
"UNH": "Health Care",
|
||||
"UNP": "Industrials",
|
||||
"UPS": "Industrials",
|
||||
"URI": "Industrials",
|
||||
"USB": "Financials",
|
||||
"V": "Financials",
|
||||
"VICI": "Real Estate",
|
||||
"VLO": "Energy",
|
||||
"VLTO": "Industrials",
|
||||
"VMC": "Materials",
|
||||
"VRSK": "Industrials",
|
||||
"VRSN": "Information Technology",
|
||||
"VRT": "Industrials",
|
||||
"VRTX": "Health Care",
|
||||
"VST": "Utilities",
|
||||
"VTR": "Real Estate",
|
||||
"VTRS": "Health Care",
|
||||
"VZ": "Communication Services",
|
||||
"WAB": "Industrials",
|
||||
"WAT": "Health Care",
|
||||
"WBD": "Communication Services",
|
||||
"WDAY": "Information Technology",
|
||||
"WDC": "Information Technology",
|
||||
"WEC": "Utilities",
|
||||
"WELL": "Real Estate",
|
||||
"WFC": "Financials",
|
||||
"WM": "Industrials",
|
||||
"WMB": "Energy",
|
||||
"WMT": "Consumer Staples",
|
||||
"WRB": "Financials",
|
||||
"WSM": "Consumer Discretionary",
|
||||
"WST": "Health Care",
|
||||
"WTW": "Financials",
|
||||
"WY": "Real Estate",
|
||||
"WYNN": "Consumer Discretionary",
|
||||
"XEL": "Utilities",
|
||||
"XOM": "Energy",
|
||||
"XYL": "Industrials",
|
||||
"XYZ": "Financials",
|
||||
"YUM": "Consumer Discretionary",
|
||||
"ZBH": "Health Care",
|
||||
"ZBRA": "Information Technology",
|
||||
"ZTS": "Health Care"
|
||||
},
|
||||
"meta": {
|
||||
"built_at": "2026-07-19T05:35:41.184460+00:00",
|
||||
"coverage": {
|
||||
"by_sector": {
|
||||
"Communication Services": 23,
|
||||
"Consumer Defensive": 2,
|
||||
"Consumer Discretionary": 47,
|
||||
"Consumer Staples": 34,
|
||||
"Energy": 22,
|
||||
"Financial Services": 1,
|
||||
"Financials": 75,
|
||||
"Health Care": 58,
|
||||
"Industrials": 81,
|
||||
"Information Technology": 72,
|
||||
"Materials": 26,
|
||||
"Real Estate": 31,
|
||||
"Technology": 2,
|
||||
"Utilities": 31
|
||||
},
|
||||
"mapped": 505,
|
||||
"mapped_pct": 99.8,
|
||||
"universe": 506,
|
||||
"with_etf": 505
|
||||
},
|
||||
"fmp_requests": 10,
|
||||
"from_existing": 0,
|
||||
"from_fmp": 9,
|
||||
"from_sp500_csv": 496,
|
||||
"snapshot": "C:\\Workspace\\signal-platform\\backtest_snapshots\\prod.sqlite",
|
||||
"still_missing": [
|
||||
"RHM"
|
||||
]
|
||||
},
|
||||
"schema_version": 1
|
||||
}
|
||||
Reference in New Issue
Block a user