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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"mode": "per_symbol",
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"fmp_requests": 25,
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"events_written_this_run": 2541,
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"total_events": 5612,
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"symbols_done": 48,
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"symbols_universe": 506,
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"announce_date_range": {
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"min": "1985-08-31",
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"max": "2026-07-16"
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},
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"events_with_actual_and_estimate": 5018,
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"budget": 25,
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"complete": false
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}
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