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"avg_cross_section": 480.0, "mean_ic": 0.0268, "ic_t_stat": 1.69, "ic_positive_pct": 60.2, "mean_quintile_spread": 0.0126, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 481.2, "avg_eligible_pre_mask": 480.0, "mask_binds_pct": 0.0 }, "mom_12_1_resid": { "signal": "mom_12_1_resid", "weeks": 83, "avg_cross_section": 480.0, "mean_ic": 0.0251, "ic_t_stat": 1.3, "ic_positive_pct": 57.8, "mean_quintile_spread": 0.011, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 481.2, "avg_eligible_pre_mask": 480.0, "mask_binds_pct": 0.0 }, "mom_12_1": { "signal": "mom_12_1", "weeks": 83, "avg_cross_section": 480.0, "mean_ic": 0.0192, "ic_t_stat": 0.92, "ic_positive_pct": 56.6, "mean_quintile_spread": 0.0099, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 481.2, "avg_eligible_pre_mask": 480.0, "mask_binds_pct": 0.0 }, "mom_12_1_sector_demeaned": { "signal": "mom_12_1_sector_demeaned", "weeks": 83, "avg_cross_section": 479.0, "mean_ic": 0.0063, "ic_t_stat": 0.39, "ic_positive_pct": 55.4, "mean_quintile_spread": 0.0048, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 480.2, "avg_eligible_pre_mask": 479.0, "mask_binds_pct": 0.0 } }, "mask_diagnostics": { "reference_signal": "vol_6m", "avg_cross_section": 1499.3, "avg_raw_pool": 2641.3, "avg_eligible_pre_mask": 2098.8, "mask_binds_pct": 95.5, "weeks": 88 }, "sector_map_size": 505, "sector_etfs_loaded": [ "XLB", "XLC", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY" ], "spy_bars": 2649 }, "grade": { "verdict": "FAIL", "reason": "failed one or more pre-registered checks (see checks)", "checks": { "sector_row": { "signal": "mom_12_1_sector_resid", "weeks": 83, "avg_cross_section": 480.0, "mean_ic": 0.0268, "ic_t_stat": 1.69, "ic_positive_pct": 60.2, "mean_quintile_spread": 0.0126, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 481.2, "avg_eligible_pre_mask": 480.0, "mask_binds_pct": 0.0 }, "resid_row_for_t": { "signal": "mom_12_1_resid", "weeks": 83, "avg_cross_section": 480.0, "mean_ic": 0.0251, "ic_t_stat": 1.3, "ic_positive_pct": 57.8, "mean_quintile_spread": 0.011, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 481.2, "avg_eligible_pre_mask": 480.0, "mask_binds_pct": 0.0 }, "resid_t_source": "identical_subset", "pre_2021": { "signal": "mom_12_1_sector_resid", "weeks": 36, "avg_cross_section": 460.7, "mean_ic": 0.0149, "ic_t_stat": 0.64, "ic_positive_pct": 58.3, "mean_quintile_spread": 0.0063, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 462.8, "avg_eligible_pre_mask": 460.7, "mask_binds_pct": 0.0 }, "post_2021": { "signal": "mom_12_1_sector_resid", "weeks": 48, "avg_cross_section": 494.5, "mean_ic": 0.033, "ic_t_stat": 1.39, "ic_positive_pct": 60.4, "mean_quintile_spread": 0.0158, "reliable": true, "liquid_breadth_top_n": 1500, "liquid_min_price": 5.0, "avg_raw_pool": 495.1, "avg_eligible_pre_mask": 494.5, "mask_binds_pct": 0.0 }, "abs_mean_ic_ge_0_03": false, "sign_positive": true, "reliable": true, "weeks_ge_50": true, "weeks": 83, "t_ge_resid_same_cs": true, "sector_t": 1.69, "resid_t": 1.3, "era_both_present": true, "era_sign_consistent_positive": true, "pre_ic": 0.0149, "post_ic": 0.033, "avg_cross_section": 480.0 }, "headline": "Task 1 CLOSED \u2014 sector residual dead on deep evidence." }, "pending_human": true, "note": "Nothing merged into production. Thread ends at PASS/FAIL." }