# History-depth extension (Tier-1 alpha research)

**Status:** PRE-REGISTERED — run on MacBook (heavy I/O + full harness).  
**Branch:** `research/history-depth-extension` (create from latest research stack).  
**Production impact:** none. **Do not retune any production knob on deep history.**

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## Pre-registration (locked before rebuild)

### Motivation

All current conclusions rest on ~35 non-overlapping weekly windows in essentially
one post-2021 regime. Extending history toward max Alpaca daily-bar depth adds
the 2018 vol shock and full 2020 crash (where the feed allows).

### Protocol

1. **Empirical coverage first** — bars per calendar year per symbol; document
   where the feed thins out. Do **not** assume a uniform start date.
2. **Rebuild the research snapshot completely** from prod source + max history
   per symbol (`Adjustment.SPLIT`, ~200 req/min pacing via existing extender).
3. **Race guard (rule 6)** — refuse analysis until completion manifest is
   `complete=true` and live counts match.
4. **Re-run full signal harness** (all existing signals incl. sector residual /
   SUE if present) on the extended window.
5. **Report per signal:** mean IC, t, window count, and **era split**
   (pre-/post-2021) — diagnostic only, **not a tuning input**.
6. **Log prominently:** survivorship bias grows with depth (today’s constituents
   backfilled). Absolute Sharpe/CAGR on deep history is optimistic; payload is
   **relative** signal comparisons and IC stability, not levels.
7. **Do not retune** production knobs. If a knob’s confirmation looks
   overturned on deep history → report only; human decides.

### Success / interpretation (not promotion of a new signal)

| outcome | meaning |
|---|---|
| Sector residual still ≥ market residual on deep IC + stable sign | strengthens Task 1 PROMOTE case |
| Sector residual collapses pre-2021 | **PARK** Task 1 wire-in |
| SUE remains weak after full earnings + depth | **DEAD** SUE for this stack |
| Any production knob looks worse deep | report; no auto-retune |

---

## MacBook runbook

Prefer the bundled script (one entry point):

```bash
git fetch origin && git checkout research/earnings-gap-and-sue
# .env: ALPACA_* required; FMP_* if resuming earnings
# copy backtest_snapshots/prod.sqlite if not already local

chmod +x scripts/run_tier1_macbook.sh

# Default: coverage → deep rebuild → harness (+ era split)
./scripts/run_tier1_macbook.sh

# Optional variants
./scripts/run_tier1_macbook.sh --all            # + earnings resume first
./scripts/run_tier1_macbook.sh --earnings-only  # multi-day FMP + 2a/2b only
./scripts/run_tier1_macbook.sh --harness-only   # skip rebuild
./scripts/run_tier1_macbook.sh --coverage-only

# Tunables
WORKERS=12 HISTORY_DAYS=5000 ./scripts/run_tier1_macbook.sh
./scripts/run_tier1_macbook.sh --workers 12 --fmp-limit 250
```

Then commit `reports/` + updated research docs, or copy them back to Windows.

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## Data provenance

*(filled at run time)*

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## Results

*(filled at run time)*

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## Verdict

**Pending MacBook run.**

## What a human must decide next

- Do not retune production from deep history without explicit review.
- Use relative IC stability to accept/reject Task 1 sector residual wire-in.