{ "schema_version": 1, "generated_at": "2026-10-10T07:53:06.165467+00:00", "status": "complete_signal_screen", "snapshot": "C:\\Workspace\\signal-platform\\backtest_snapshots\\research.sqlite", "snapshot_sha256": "ca4c14d60a334d68ccb413a6cebb692437a10f53b4724fb338ee06c314e245b4", "source_git_blobs": { "scripts/run_residual_normalization.py": "ec5554c8eee27d8ec0c0b5db578bf8c06ead1bd2", "docs/research/residual-normalization.md": "fd42b5871de087a6f3155eba37baa9165d2f6961", "app/services/momentum_service.py": "764c3459cab9854dedd2dedd8900f8d5006d62dc", "app/services/backtest_service.py": "dcfca5729f27479ec36f7bde05e6ffee37a0ebc5" }, "manifest": { "schema_version": 1, "snapshot": "research.sqlite", "snapshot_resolved": "C:\\Workspace\\signal-platform\\backtest_snapshots\\research.sqlite", "complete": true, "finished_at": "2026-07-19T14:22:15.706192+00:00", "ticker_count": 4650, "ohlcv_row_count": 5081073, "rank_only_count": 4144, "sources": { "pool": "source_snapshot" }, "history_days": 5000, "min_bars": 1262, "fetch_ok": 505, "fetch_fail": 1, "limit": null, "extra": { "prod_symbols_at_start": 506, "pool_size": 506, "to_fetch": 506, "source_symbols_only": true, "benchmark_spy_rows": 2649 }, "verified_counts": { "ticker_count": 4650, "ohlcv_row_count": 5081073, "rank_only_count": 4144 } }, "python": "3.12.6 (tags/v3.12.6:a4a2d2b, Sep 6 2024, 20:11:23) [MSC v.1940 64 bit (AMD64)]", "packages": { "numpy": "2.4.2", "sqlalchemy": "2.0.48" }, "screen": { "summaries": { "full": { "windows": 73, "first_asof": "2017-01-06", "last_asof": "2026-05-01", "last_forward_end": "2026-06-15", "arms": { "unrestricted_control": { "mean_ic": 0.014468897350003854, "ic_t_stat_descriptive": 0.6593995405902425, "ic_ci95": [ -0.025664026040726262, 0.04499611098598997 ], "positive_window_fraction": 0.5753424657534246, "avg_cross_section": 485.4931506849315, "mean_quintile_spread": 0.009691892555720791, "reliable_window_count": true }, "paired_control": { "mean_ic": 0.014457395234331299, "ic_t_stat_descriptive": 0.6584819150576402, "ic_ci95": [ -0.025710305211087518, 0.04500749002172409 ], "positive_window_fraction": 0.5753424657534246, "avg_cross_section": 485.3835616438356, "mean_quintile_spread": 0.009671784708488841, "reliable_window_count": true }, "normalized": { "mean_ic": 0.012842334032622681, "ic_t_stat_descriptive": 0.5692411430808498, "ic_ci95": [ -0.027109620525595193, 0.04415731921250195 ], "positive_window_fraction": 0.589041095890411, "avg_cross_section": 485.3835616438356, "mean_quintile_spread": 0.007507379852373328, "reliable_window_count": true } }, "paired_mean_ic_delta": -0.001615061201708621, "paired_ic_delta_ci95": [ -0.004960466538844113, 0.0015584142071432597 ] }, "pre_2021": { "windows": 30, "first_asof": "2017-01-06", "last_asof": "2020-10-09", "last_forward_end": "2020-11-20", "arms": { "unrestricted_control": { "mean_ic": 0.007787335687696347, "ic_t_stat_descriptive": 0.22004652618600648, "ic_ci95": [ -0.033750069950846076, 0.06820731287037404 ], "positive_window_fraction": 0.5666666666666667, "avg_cross_section": 472.0, "mean_quintile_spread": 0.0075777393155377765, "reliable_window_count": true }, "paired_control": { "mean_ic": 0.00775934720622646, "ic_t_stat_descriptive": 0.21895306784202126, "ic_ci95": [ -0.033805017790486815, 0.06827961319972924 ], "positive_window_fraction": 0.5666666666666667, "avg_cross_section": 471.73333333333335, "mean_quintile_spread": 0.007528810220606697, "reliable_window_count": true }, "normalized": { "mean_ic": 0.004956030238823178, "ic_t_stat_descriptive": 0.13421837397110112, "ic_ci95": [ -0.03954609730805619, 0.06605737223678776 ], "positive_window_fraction": 0.5666666666666667, "avg_cross_section": 471.73333333333335, "mean_quintile_spread": 0.004619920180716147, "reliable_window_count": true } }, "paired_mean_ic_delta": -0.0028033169674032852, "paired_ic_delta_ci95": [ -0.008151700038659202, 0.001515881215178447 ] }, "post_2021": { "windows": 42, "first_asof": "2021-01-08", "last_asof": "2026-05-01", "last_forward_end": "2026-06-15", "arms": { "unrestricted_control": { "mean_ic": 0.023771770407856184, "ic_t_stat_descriptive": 0.8337525368095275, "ic_ci95": [ -0.012510134282946676, 0.06295485850682679 ], "positive_window_fraction": 0.5952380952380952, "avg_cross_section": 495.1666666666667, "mean_quintile_spread": 0.012616425267519635, "reliable_window_count": true }, "paired_control": { "mean_ic": 0.023771770407856184, "ic_t_stat_descriptive": 0.8337525368095275, "ic_ci95": [ -0.012510134282946676, 0.06295485850682679 ], "positive_window_fraction": 0.5952380952380952, "avg_cross_section": 495.1666666666667, "mean_quintile_spread": 0.012616425267519635, "reliable_window_count": true }, "normalized": { "mean_ic": 0.022588331541864248, "ic_t_stat_descriptive": 0.777552338354707, "ic_ci95": [ -0.014671007941367241, 0.063093355697023 ], "positive_window_fraction": 0.6190476190476191, "avg_cross_section": 495.1666666666667, "mean_quintile_spread": 0.010630334139700675, "reliable_window_count": true } }, "paired_mean_ic_delta": -0.0011834388659919468, "paired_ic_delta_ci95": [ -0.005965195533675296, 0.003076462018338155 ] } }, "verdict": { "passed": false, "checks": { "mean_ic_ge_0_03": false, "at_least_12_windows": true, "pre_2021_positive": true, "post_2021_positive": true }, "failed_checks": [ "mean_ic_ge_0_03" ] }, "windows": [ { "asof": "2017-01-06", "forward_end": "2017-02-21", "arms": { "unrestricted_control": { "n": 464, "ic": -0.0337691026987029, "quintile_spread": -0.008601936867419842 }, "paired_control": { "n": 464, "ic": -0.0337691026987029, "quintile_spread": -0.008601936867419842 }, "normalized": { "n": 464, "ic": -0.014782924151384907, "quintile_spread": 0.006257535661638877 } } }, { "asof": "2017-02-24", "forward_end": "2017-04-07", "arms": { "unrestricted_control": { "n": 464, "ic": 0.09991375106009316, "quintile_spread": 0.026464680670714023 }, "paired_control": { "n": 464, "ic": 0.09991375106009316, "quintile_spread": 0.026464680670714023 }, "normalized": { "n": 464, "ic": 0.07950350401333856, "quintile_spread": 0.015059909720129522 } } }, { "asof": "2017-04-07", "forward_end": "2017-05-22", "arms": { "unrestricted_control": { "n": 464, "ic": 0.02344145282615433, "quintile_spread": 0.004405735833542493 }, "paired_control": { "n": 464, "ic": 0.02344145282615433, "quintile_spread": 0.004405735833542493 }, "normalized": { "n": 464, "ic": 0.024050240608115087, "quintile_spread": 0.004218782043210124 } } }, { "asof": "2017-05-26", "forward_end": "2017-07-11", "arms": { "unrestricted_control": { "n": 464, "ic": 0.04666944553223284, "quintile_spread": 0.01296911833003192 }, "paired_control": { "n": 464, "ic": 0.04666944553223284, "quintile_spread": 0.01296911833003192 }, "normalized": { "n": 464, "ic": 0.045976691163928246, "quintile_spread": 0.009042118369222602 } } }, { "asof": "2017-07-14", "forward_end": "2017-08-25", "arms": { "unrestricted_control": { "n": 465, "ic": -0.03239513958031397, "quintile_spread": 0.0063033223682077075 }, "paired_control": { "n": 465, "ic": -0.03239513958031397, "quintile_spread": 0.0063033223682077075 }, "normalized": { "n": 465, "ic": -0.014177114240462533, "quintile_spread": 0.00791479755317314 } } }, { "asof": "2017-08-25", "forward_end": "2017-10-09", "arms": { "unrestricted_control": { "n": 465, "ic": 0.09380690037094148, "quintile_spread": 0.0206109566878245 }, "paired_control": { "n": 465, "ic": 0.09380690037094148, "quintile_spread": 0.0206109566878245 }, "normalized": { "n": 465, "ic": 0.09558104617911174, "quintile_spread": 0.021703341747020877 } } }, { "asof": "2017-10-13", "forward_end": "2017-11-27", "arms": { "unrestricted_control": { "n": 466, "ic": 0.11080527022143456, "quintile_spread": 0.030823232836920775 }, "paired_control": { "n": 466, "ic": 0.11080527022143456, "quintile_spread": 0.030823232836920775 }, "normalized": { "n": 466, "ic": 0.1286931675847526, "quintile_spread": 0.024874865048088553 } } }, { "asof": "2017-12-01", "forward_end": "2018-01-17", "arms": { "unrestricted_control": { "n": 466, "ic": -0.197013489446602, "quintile_spread": -0.03861143019496714 }, "paired_control": { "n": 466, "ic": -0.197013489446602, "quintile_spread": -0.03861143019496714 }, "normalized": { "n": 466, "ic": -0.23966774465315965, "quintile_spread": -0.054617294159826676 } } }, { "asof": "2018-01-19", "forward_end": "2018-03-05", "arms": { "unrestricted_control": { "n": 466, "ic": 0.18254707355983862, "quintile_spread": 0.046095162436983084 }, "paired_control": { "n": 466, "ic": 0.18254707355983862, "quintile_spread": 0.046095162436983084 }, "normalized": { "n": 466, "ic": 0.18038730608614667, "quintile_spread": 0.03996268733372085 } } }, { "asof": "2018-03-09", "forward_end": "2018-04-23", "arms": { "unrestricted_control": { "n": 467, "ic": 0.07729151385793606, "quintile_spread": 0.009449663733268363 }, "paired_control": { "n": 467, "ic": 0.07729151385793606, "quintile_spread": 0.009449663733268363 }, "normalized": { "n": 467, "ic": 0.0633000099472648, "quintile_spread": 0.003447837374714227 } } }, { "asof": "2018-04-27", "forward_end": "2018-06-11", "arms": { "unrestricted_control": { "n": 467, "ic": 0.1976811592153791, "quintile_spread": 0.055307837813723136 }, "paired_control": { "n": 467, "ic": 0.1976811592153791, "quintile_spread": 0.055307837813723136 }, "normalized": { "n": 467, "ic": 0.19669638886905524, "quintile_spread": 0.051958057419099236 } } }, { "asof": "2018-06-15", "forward_end": "2018-07-30", "arms": { "unrestricted_control": { "n": 470, "ic": -0.2820645080233889, "quintile_spread": -0.05837344990948545 }, "paired_control": { "n": 470, "ic": -0.2820645080233889, "quintile_spread": -0.05837344990948545 }, "normalized": { "n": 470, "ic": -0.29105053472643766, "quintile_spread": -0.05338512337155308 } } }, { "asof": "2018-08-03", "forward_end": "2018-09-17", "arms": { "unrestricted_control": { "n": 471, "ic": 0.1681406972644742, "quintile_spread": 0.04041357244663188 }, "paired_control": { "n": 471, "ic": 0.1681406972644742, "quintile_spread": 0.04041357244663188 }, "normalized": { "n": 471, "ic": 0.1714210210440595, "quintile_spread": 0.024793635580884016 } } }, { "asof": "2018-09-21", "forward_end": "2018-11-02", "arms": { "unrestricted_control": { "n": 471, "ic": 0.005647841838377861, "quintile_spread": 0.0038558455268316028 }, "paired_control": { "n": 470, "ic": 0.006197209796370787, "quintile_spread": 0.0038558455268316028 }, "normalized": { "n": 470, "ic": 0.008863567474227415, "quintile_spread": 0.00498889436957814 } } }, { "asof": "2018-11-02", "forward_end": "2018-12-18", "arms": { "unrestricted_control": { "n": 471, "ic": -0.060396833329031376, "quintile_spread": 0.0004781405797147503 }, "paired_control": { "n": 470, "ic": -0.06025888600480069, "quintile_spread": 0.0004781405797147503 }, "normalized": { "n": 470, "ic": -0.050315032777567645, "quintile_spread": -0.0029097834126919075 } } }, { "asof": "2018-12-21", "forward_end": "2019-02-06", "arms": { "unrestricted_control": { "n": 472, "ic": -0.12208018837362763, "quintile_spread": -0.013440726965129574 }, "paired_control": { "n": 471, "ic": -0.12282060175348733, "quintile_spread": -0.013440726965129574 }, "normalized": { "n": 471, "ic": -0.1426396714450766, "quintile_spread": -0.02303437519712312 } } }, { "asof": "2019-02-08", "forward_end": "2019-03-25", "arms": { "unrestricted_control": { "n": 473, "ic": 0.2291449122449612, "quintile_spread": 0.04211637882813583 }, "paired_control": { "n": 472, "ic": 0.2288830837916265, "quintile_spread": 0.04211637882813583 }, "normalized": { "n": 472, "ic": 0.24473452939740747, "quintile_spread": 0.04933489371460474 } } }, { "asof": "2019-03-29", "forward_end": "2019-05-13", "arms": { "unrestricted_control": { "n": 473, "ic": -0.08334503443810193, "quintile_spread": -0.023448767462600363 }, "paired_control": { "n": 472, "ic": -0.08483032716349072, "quintile_spread": -0.023448767462600363 }, "normalized": { "n": 472, "ic": -0.0728665682144724, "quintile_spread": -0.01683956771194743 } } }, { "asof": "2019-05-17", "forward_end": "2019-07-01", "arms": { "unrestricted_control": { "n": 473, "ic": 0.019876710756749474, "quintile_spread": 0.02122032577121805 }, "paired_control": { "n": 473, "ic": 0.019876710756749474, "quintile_spread": 0.02122032577121805 }, "normalized": { "n": 473, "ic": 0.020263506320495787, "quintile_spread": 0.01743668146024406 } } }, { "asof": "2019-07-05", "forward_end": "2019-08-16", "arms": { "unrestricted_control": { "n": 474, "ic": 0.31562670693110867, "quintile_spread": 0.0790257350007089 }, "paired_control": { "n": 474, "ic": 0.31562670693110867, "quintile_spread": 0.0790257350007089 }, "normalized": { "n": 474, "ic": 0.32045562296030977, "quintile_spread": 0.07955173736012709 } } }, { "asof": "2019-08-16", "forward_end": "2019-09-30", "arms": { "unrestricted_control": { "n": 475, "ic": -0.3494942405201643, "quintile_spread": -0.0635889777285724 }, "paired_control": { "n": 475, "ic": -0.3494942405201643, "quintile_spread": -0.0635889777285724 }, "normalized": { "n": 475, "ic": -0.3540071983945494, "quintile_spread": -0.06991656459043234 } } }, { "asof": "2019-10-04", "forward_end": "2019-11-15", "arms": { "unrestricted_control": { "n": 475, "ic": -0.38247756397695654, "quintile_spread": -0.09793061306406989 }, "paired_control": { "n": 474, "ic": -0.383154007265065, "quintile_spread": -0.09939848591200225 }, "normalized": { "n": 474, "ic": -0.43084415886237926, "quintile_spread": -0.10467733122275887 } } }, { "asof": "2019-11-15", "forward_end": "2019-12-31", "arms": { "unrestricted_control": { "n": 477, "ic": -0.13672651435383743, "quintile_spread": -0.025737495511462892 }, "paired_control": { "n": 476, "ic": -0.13759270923125547, "quintile_spread": -0.025737495511462892 }, "normalized": { "n": 476, "ic": -0.15117105057791685, "quintile_spread": -0.027555362064260777 } } }, { "asof": "2020-01-03", "forward_end": "2020-02-18", "arms": { "unrestricted_control": { "n": 479, "ic": 0.38706422899869847, "quintile_spread": 0.1141975719254351 }, "paired_control": { "n": 478, "ic": 0.38956743199648797, "quintile_spread": 0.1141975719254351 }, "normalized": { "n": 478, "ic": 0.41524843951200274, "quintile_spread": 0.1285042601807913 } } }, { "asof": "2020-02-21", "forward_end": "2020-04-03", "arms": { "unrestricted_control": { "n": 479, "ic": 0.2761607821385208, "quintile_spread": 0.1174314688346258 }, "paired_control": { "n": 479, "ic": 0.2761607821385208, "quintile_spread": 0.1174314688346258 }, "normalized": { "n": 479, "ic": 0.27742158087368207, "quintile_spread": 0.1027421658280755 } } }, { "asof": "2020-04-03", "forward_end": "2020-05-18", "arms": { "unrestricted_control": { "n": 479, "ic": -0.07366429800578261, "quintile_spread": -0.019757872304519586 }, "paired_control": { "n": 479, "ic": -0.07366429800578261, "quintile_spread": -0.019757872304519586 }, "normalized": { "n": 479, "ic": -0.08493702011687529, "quintile_spread": -0.017641101552285154 } } }, { "asof": "2020-05-22", "forward_end": "2020-07-07", "arms": { "unrestricted_control": { "n": 480, "ic": 0.09532886427458452, "quintile_spread": 0.03136325543000381 }, "paired_control": { "n": 480, "ic": 0.09532886427458452, "quintile_spread": 0.03136325543000381 }, "normalized": { "n": 480, "ic": 0.07624023975798506, "quintile_spread": 0.013282006835498378 } } }, { "asof": "2020-07-10", "forward_end": "2020-08-21", "arms": { "unrestricted_control": { "n": 483, "ic": 0.07094581570169126, "quintile_spread": 0.015632374586191426 }, "paired_control": { "n": 483, "ic": 0.07094581570169126, "quintile_spread": 0.015632374586191426 }, "normalized": { "n": 483, "ic": 0.06359478679193963, "quintile_spread": 0.015726900955981497 } } }, { "asof": "2020-08-21", "forward_end": "2020-10-05", "arms": { "unrestricted_control": { "n": 483, "ic": -0.07555261052876232, "quintile_spread": -0.008304108503735775 }, "paired_control": { "n": 483, "ic": -0.07555261052876232, "quintile_spread": -0.008304108503735775 }, "normalized": { "n": 483, "ic": -0.09363747479856209, "quintile_spread": -0.025833001927781107 } } }, { "asof": "2020-10-09", "forward_end": "2020-11-20", "arms": { "unrestricted_control": { "n": 484, "ic": -0.33749353288701434, "quintile_spread": -0.09303682166261694 }, "paired_control": { "n": 484, "ic": -0.33749353288701434, "quintile_spread": -0.09303682166261694 }, "normalized": { "n": 484, "ic": -0.32365424846028285, "quintile_spread": -0.08579399792365787 } } }, { "asof": "2020-11-20", "forward_end": "2021-01-06", "arms": { "unrestricted_control": { "n": 484, "ic": -0.1758049212105689, "quintile_spread": -0.04971388413434018 }, "paired_control": { "n": 484, "ic": -0.1758049212105689, "quintile_spread": -0.04971388413434018 }, "normalized": { "n": 484, "ic": -0.15990044754153795, "quintile_spread": -0.03703291006565983 } } }, { "asof": "2021-01-08", "forward_end": "2021-02-23", "arms": { "unrestricted_control": { "n": 484, "ic": -0.2701777094996605, "quintile_spread": -0.1069292688887367 }, "paired_control": { "n": 484, "ic": -0.2701777094996605, "quintile_spread": -0.1069292688887367 }, "normalized": { "n": 484, "ic": -0.24168502537762143, "quintile_spread": -0.056216491871556064 } } }, { "asof": "2021-02-26", "forward_end": "2021-04-12", "arms": { "unrestricted_control": { "n": 484, "ic": -0.12695944290418842, "quintile_spread": -0.03182831701295805 }, "paired_control": { "n": 484, "ic": -0.12695944290418842, "quintile_spread": -0.03182831701295805 }, "normalized": { "n": 484, "ic": -0.15967225798121035, "quintile_spread": -0.04983755671985008 } } }, { "asof": "2021-04-16", "forward_end": "2021-05-28", "arms": { "unrestricted_control": { "n": 487, "ic": 0.14298278204372167, "quintile_spread": 0.02399526095146703 }, "paired_control": { "n": 487, "ic": 0.14298278204372167, "quintile_spread": 0.02399526095146703 }, "normalized": { "n": 487, "ic": 0.12946661779428467, "quintile_spread": 0.012125469026815116 } } }, { "asof": "2021-05-28", "forward_end": "2021-07-13", "arms": { "unrestricted_control": { "n": 487, "ic": -0.15106043926131224, "quintile_spread": -0.015815987786815356 }, "paired_control": { "n": 487, "ic": -0.15106043926131224, "quintile_spread": -0.015815987786815356 }, "normalized": { "n": 487, "ic": -0.1269434148413289, "quintile_spread": -0.008090075289666702 } } }, { "asof": "2021-07-16", "forward_end": "2021-08-27", "arms": { "unrestricted_control": { "n": 487, "ic": 0.2714301862594633, "quintile_spread": 0.06332208201843262 }, "paired_control": { "n": 487, "ic": 0.2714301862594633, "quintile_spread": 0.06332208201843262 }, "normalized": { "n": 487, "ic": 0.27821289158684387, "quintile_spread": 0.06819442748732481 } } }, { "asof": "2021-08-27", "forward_end": "2021-10-11", "arms": { "unrestricted_control": { "n": 487, "ic": 0.009195623584052178, "quintile_spread": 0.023466141439191693 }, "paired_control": { "n": 487, "ic": 0.009195623584052178, "quintile_spread": 0.023466141439191693 }, "normalized": { "n": 487, "ic": -0.03980896653948229, "quintile_spread": -0.004538674499524602 } } }, { "asof": "2021-10-15", "forward_end": "2021-11-29", "arms": { "unrestricted_control": { "n": 488, "ic": 0.053234648998263405, "quintile_spread": 0.02526213742968665 }, "paired_control": { "n": 488, "ic": 0.053234648998263405, "quintile_spread": 0.02526213742968665 }, "normalized": { "n": 488, "ic": 0.08285254699218812, "quintile_spread": 0.02264841576768794 } } }, { "asof": "2021-12-03", "forward_end": "2022-01-18", "arms": { "unrestricted_control": { "n": 489, "ic": -0.20266467846315836, "quintile_spread": -0.05427930638322939 }, "paired_control": { "n": 489, "ic": -0.20266467846315836, "quintile_spread": -0.05427930638322939 }, "normalized": { "n": 489, "ic": -0.22157512104711138, "quintile_spread": -0.058420489648633306 } } }, { "asof": "2022-01-21", "forward_end": "2022-03-07", "arms": { "unrestricted_control": { "n": 491, "ic": 0.20537560610653283, "quintile_spread": 0.08284882196693179 }, "paired_control": { "n": 491, "ic": 0.20537560610653283, "quintile_spread": 0.08284882196693179 }, "normalized": { "n": 491, "ic": 0.17019735021324608, "quintile_spread": 0.0556090264814038 } } }, { "asof": "2022-03-11", "forward_end": "2022-04-25", "arms": { "unrestricted_control": { "n": 491, "ic": -0.009414356373914128, "quintile_spread": -0.013756916805842432 }, "paired_control": { "n": 491, "ic": -0.009414356373914128, "quintile_spread": -0.013756916805842432 }, "normalized": { "n": 491, "ic": 0.019592080039009793, "quintile_spread": -0.00414048750054518 } } }, { "asof": "2022-04-29", "forward_end": "2022-06-13", "arms": { "unrestricted_control": { "n": 493, "ic": 0.12147121015436613, "quintile_spread": 0.06887200925330883 }, "paired_control": { "n": 493, "ic": 0.12147121015436613, "quintile_spread": 0.06887200925330883 }, "normalized": { "n": 493, "ic": 0.08776149393573823, "quintile_spread": 0.052533881086187534 } } }, { "asof": "2022-06-17", "forward_end": "2022-08-02", "arms": { "unrestricted_control": { "n": 493, "ic": -0.1995005218712213, "quintile_spread": -0.058848590713233936 }, "paired_control": { "n": 493, "ic": -0.1995005218712213, "quintile_spread": -0.058848590713233936 }, "normalized": { "n": 493, "ic": -0.1975950058997186, "quintile_spread": -0.06311709639573511 } } }, { "asof": "2022-08-05", "forward_end": "2022-09-19", "arms": { "unrestricted_control": { "n": 494, "ic": 0.3529900013512696, "quintile_spread": 0.08841976511907704 }, "paired_control": { "n": 494, "ic": 0.3529900013512696, "quintile_spread": 0.08841976511907704 }, "normalized": { "n": 494, "ic": 0.3601656163842563, "quintile_spread": 0.08845803665373739 } } }, { "asof": "2022-09-23", "forward_end": "2022-11-04", "arms": { "unrestricted_control": { "n": 494, "ic": 0.1562297138468805, "quintile_spread": 0.06853884137052715 }, "paired_control": { "n": 494, "ic": 0.1562297138468805, "quintile_spread": 0.06853884137052715 }, "normalized": { "n": 494, "ic": 0.14788469066252774, "quintile_spread": 0.07549438018611233 } } }, { "asof": "2022-11-04", "forward_end": "2022-12-19", "arms": { "unrestricted_control": { "n": 494, "ic": -0.14236494084898058, "quintile_spread": -0.025597758877036428 }, "paired_control": { "n": 494, "ic": -0.14236494084898058, "quintile_spread": -0.025597758877036428 }, "normalized": { "n": 494, "ic": -0.1415828468887079, "quintile_spread": -0.023150473192361565 } } }, { "asof": "2022-12-23", "forward_end": "2023-02-08", "arms": { "unrestricted_control": { "n": 494, "ic": -0.42257346937607426, "quintile_spread": -0.1762215900500922 }, "paired_control": { "n": 494, "ic": -0.42257346937607426, "quintile_spread": -0.1762215900500922 }, "normalized": { "n": 494, "ic": -0.4469638116056393, "quintile_spread": -0.17611982253161604 } } }, { "asof": "2023-02-10", "forward_end": "2023-03-27", "arms": { "unrestricted_control": { "n": 495, "ic": 0.12063085471404657, "quintile_spread": 0.030552125034837806 }, "paired_control": { "n": 495, "ic": 0.12063085471404657, "quintile_spread": 0.030552125034837806 }, "normalized": { "n": 495, "ic": 0.16656159347161045, "quintile_spread": 0.03894807687661969 } } }, { "asof": "2023-03-31", "forward_end": "2023-05-15", "arms": { "unrestricted_control": { "n": 495, "ic": -0.0032271915973104428, "quintile_spread": -0.008291496040707686 }, "paired_control": { "n": 495, "ic": -0.0032271915973104428, "quintile_spread": -0.008291496040707686 }, "normalized": { "n": 495, "ic": 0.0056932456338228835, "quintile_spread": -0.0022473469799385772 } } }, { "asof": "2023-05-19", "forward_end": "2023-07-05", "arms": { "unrestricted_control": { "n": 496, "ic": -0.00027171828625713226, "quintile_spread": -0.023634690965664618 }, "paired_control": { "n": 496, "ic": -0.00027171828625713226, "quintile_spread": -0.023634690965664618 }, "normalized": { "n": 496, "ic": -0.015871770210707056, "quintile_spread": -0.01626575872376109 } } }, { "asof": "2023-07-07", "forward_end": "2023-08-18", "arms": { "unrestricted_control": { "n": 496, "ic": 0.014184028904610459, "quintile_spread": 0.012984017848581324 }, "paired_control": { "n": 496, "ic": 0.014184028904610459, "quintile_spread": 0.012984017848581324 }, "normalized": { "n": 496, "ic": 0.013135804071742281, "quintile_spread": 0.01690874220723456 } } }, { "asof": "2023-08-18", "forward_end": "2023-10-02", "arms": { "unrestricted_control": { "n": 496, "ic": 0.231696139692505, "quintile_spread": 0.03610130337507335 }, "paired_control": { "n": 496, "ic": 0.231696139692505, "quintile_spread": 0.03610130337507335 }, "normalized": { "n": 496, "ic": 0.2393696489789175, "quintile_spread": 0.040845780058748435 } } }, { "asof": "2023-10-06", "forward_end": "2023-11-17", "arms": { "unrestricted_control": { "n": 496, "ic": 0.06055895490243514, "quintile_spread": 0.01304505475066426 }, "paired_control": { "n": 496, "ic": 0.06055895490243514, "quintile_spread": 0.01304505475066426 }, "normalized": { "n": 496, "ic": 0.06281186631027612, "quintile_spread": 0.010356019584321821 } } }, { "asof": "2023-11-17", "forward_end": "2024-01-03", "arms": { "unrestricted_control": { "n": 496, "ic": -0.34046910986938245, "quintile_spread": -0.054883802827983746 }, "paired_control": { "n": 496, "ic": -0.34046910986938245, "quintile_spread": -0.054883802827983746 }, "normalized": { "n": 496, "ic": -0.33302778548121575, "quintile_spread": -0.05444876056488447 } } }, { "asof": "2024-01-05", "forward_end": "2024-02-20", "arms": { "unrestricted_control": { "n": 497, "ic": 0.49022330641446815, "quintile_spread": 0.15550505538146958 }, "paired_control": { "n": 497, "ic": 0.49022330641446815, "quintile_spread": 0.15550505538146958 }, "normalized": { "n": 497, "ic": 0.49810209879564993, "quintile_spread": 0.15468697470509324 } } }, { "asof": "2024-02-23", "forward_end": "2024-04-08", "arms": { "unrestricted_control": { "n": 497, "ic": 0.002486254487672244, "quintile_spread": 0.034176326249283816 }, "paired_control": { "n": 497, "ic": 0.002486254487672244, "quintile_spread": 0.034176326249283816 }, "normalized": { "n": 497, "ic": 0.015773029158237414, "quintile_spread": 0.031143929910712367 } } }, { "asof": "2024-04-12", "forward_end": "2024-05-24", "arms": { "unrestricted_control": { "n": 497, "ic": -0.0009022264171894953, "quintile_spread": 0.009026976368656209 }, "paired_control": { "n": 497, "ic": -0.0009022264171894953, "quintile_spread": 0.009026976368656209 }, "normalized": { "n": 497, "ic": -0.0020681805563266893, "quintile_spread": 0.0009042785625436311 } } }, { "asof": "2024-05-24", "forward_end": "2024-07-10", "arms": { "unrestricted_control": { "n": 498, "ic": 0.06069606911575934, "quintile_spread": 0.009038153067839769 }, "paired_control": { "n": 498, "ic": 0.06069606911575934, "quintile_spread": 0.009038153067839769 }, "normalized": { "n": 498, "ic": 0.045782335804429884, "quintile_spread": 0.0022719816569394605 } } }, { "asof": "2024-07-12", "forward_end": "2024-08-23", "arms": { "unrestricted_control": { "n": 498, "ic": -0.037846947926057445, "quintile_spread": 0.0017935011229050744 }, "paired_control": { "n": 498, "ic": -0.037846947926057445, "quintile_spread": 0.0017935011229050744 }, "normalized": { "n": 498, "ic": -0.05262727826504625, "quintile_spread": -0.016235982609433007 } } }, { "asof": "2024-08-23", "forward_end": "2024-10-07", "arms": { "unrestricted_control": { "n": 498, "ic": 0.1079646896023433, "quintile_spread": 0.03544813628540342 }, "paired_control": { "n": 498, "ic": 0.1079646896023433, "quintile_spread": 0.03544813628540342 }, "normalized": { "n": 498, "ic": 0.1004611365821784, "quintile_spread": 0.03203291356046483 } } }, { "asof": "2024-10-11", "forward_end": "2024-11-22", "arms": { "unrestricted_control": { "n": 499, "ic": 0.12877185696694593, "quintile_spread": 0.0661017228096126 }, "paired_control": { "n": 499, "ic": 0.12877185696694593, "quintile_spread": 0.0661017228096126 }, "normalized": { "n": 499, "ic": 0.10702127145857981, "quintile_spread": 0.03984286553463631 } } }, { "asof": "2024-11-22", "forward_end": "2025-01-08", "arms": { "unrestricted_control": { "n": 499, "ic": -0.06001506627713258, "quintile_spread": -0.012797559690290235 }, "paired_control": { "n": 499, "ic": -0.06001506627713258, "quintile_spread": -0.012797559690290235 }, "normalized": { "n": 499, "ic": -0.061206364536301516, "quintile_spread": -0.01741344294381795 } } }, { "asof": "2025-01-10", "forward_end": "2025-02-25", "arms": { "unrestricted_control": { "n": 499, "ic": 0.10000338025448487, "quintile_spread": 0.016528588492936175 }, "paired_control": { "n": 499, "ic": 0.10000338025448487, "quintile_spread": 0.016528588492936175 }, "normalized": { "n": 499, "ic": 0.13216997851123935, "quintile_spread": 0.028932604170604757 } } }, { "asof": "2025-02-28", "forward_end": "2025-04-11", "arms": { "unrestricted_control": { "n": 499, "ic": 0.0486780790496656, "quintile_spread": 0.02084899356003274 }, "paired_control": { "n": 499, "ic": 0.0486780790496656, "quintile_spread": 0.02084899356003274 }, "normalized": { "n": 499, "ic": 0.08270903252287708, "quintile_spread": 0.00820002956898104 } } }, { "asof": "2025-04-11", "forward_end": "2025-05-27", "arms": { "unrestricted_control": { "n": 501, "ic": -0.09379163585180238, "quintile_spread": -0.01991073998948356 }, "paired_control": { "n": 501, "ic": -0.09379163585180238, "quintile_spread": -0.01991073998948356 }, "normalized": { "n": 501, "ic": -0.12222754491017965, "quintile_spread": -0.038823484353618584 } } }, { "asof": "2025-05-30", "forward_end": "2025-07-15", "arms": { "unrestricted_control": { "n": 501, "ic": -0.26735157573299617, "quintile_spread": -0.06692918808501702 }, "paired_control": { "n": 501, "ic": -0.26735157573299617, "quintile_spread": -0.06692918808501702 }, "normalized": { "n": 501, "ic": -0.2988941956724002, "quintile_spread": -0.0749465981334694 } } }, { "asof": "2025-07-18", "forward_end": "2025-08-29", "arms": { "unrestricted_control": { "n": 501, "ic": -0.11628274924255076, "quintile_spread": -0.009960160055851236 }, "paired_control": { "n": 501, "ic": -0.11628274924255076, "quintile_spread": -0.009960160055851236 }, "normalized": { "n": 501, "ic": -0.1082060261946227, "quintile_spread": -0.01873749547370701 } } }, { "asof": "2025-08-29", "forward_end": "2025-10-13", "arms": { "unrestricted_control": { "n": 501, "ic": 0.2739092969439607, "quintile_spread": 0.07451133396802959 }, "paired_control": { "n": 501, "ic": 0.2739092969439607, "quintile_spread": 0.07451133396802959 }, "normalized": { "n": 501, "ic": 0.27207844072810555, "quintile_spread": 0.08438814906553552 } } }, { "asof": "2025-10-17", "forward_end": "2025-12-01", "arms": { "unrestricted_control": { "n": 501, "ic": 0.04539838251783286, "quintile_spread": 0.017187629320768866 }, "paired_control": { "n": 501, "ic": 0.04539838251783286, "quintile_spread": 0.017187629320768866 }, "normalized": { "n": 501, "ic": 0.05473416513586373, "quintile_spread": 0.017031058893963454 } } }, { "asof": "2025-12-05", "forward_end": "2026-01-21", "arms": { "unrestricted_control": { "n": 501, "ic": 0.007365030894386526, "quintile_spread": 0.03183887594383297 }, "paired_control": { "n": 501, "ic": 0.007365030894386526, "quintile_spread": 0.03183887594383297 }, "normalized": { "n": 501, "ic": 0.012405945081947659, "quintile_spread": 0.03457464136718587 } } }, { "asof": "2026-01-23", "forward_end": "2026-03-09", "arms": { "unrestricted_control": { "n": 501, "ic": 0.13929260204690222, "quintile_spread": 0.04198357525788473 }, "paired_control": { "n": 501, "ic": 0.13929260204690222, "quintile_spread": 0.04198357525788473 }, "normalized": { "n": 501, "ic": 0.14660018608201922, "quintile_spread": 0.04243495077029909 } } }, { "asof": "2026-03-13", "forward_end": "2026-04-27", "arms": { "unrestricted_control": { "n": 502, "ic": 0.23950867403352388, "quintile_spread": 0.11616134525750102 }, "paired_control": { "n": 502, "ic": 0.23950867403352388, "quintile_spread": 0.11616134525750102 }, "normalized": { "n": 502, "ic": 0.23410710676893384, "quintile_spread": 0.11489331529762306 } } }, { "asof": "2026-05-01", "forward_end": "2026-06-15", "arms": { "unrestricted_control": { "n": 500, "ic": 0.05901076404305617, "quintile_spread": 0.042017461764831156 }, "paired_control": { "n": 500, "ic": 0.05901076404305617, "quintile_spread": 0.042017461764831156 }, "normalized": { "n": 500, "ic": 0.05301534806139224, "quintile_spread": 0.055764122818771016 } } } ], "coverage": { "registry_symbols": 506, "weekly_asofs_considered": 518, "usable_weekly_asofs": 491, "all_weekly_cell_reasons": { "short_history": 14590, "eligible": 238370, "missing_forward_or_asof": 9088, "zero_residual_variance": 60 }, "retained_unrestricted_cells": 35441, "retained_paired_cells": 35433 }, "bootstrap": { "seed": 20260908, "replicates": 5000, "window_block": 4, "generator": "NumPy PCG64", "interval": "percentile 95%" } }, "portfolio_stage": "not_run_failed_signal_screen", "production_changed": false }