{ "generated_at": "2026-07-19T10:33:15.322673", "survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels.", "coverage": null, "race_guard": { "manifest": { "schema_version": 1, "snapshot": "research.sqlite", "snapshot_resolved": "/Users/taathde3/git/lab/signal_platform/backtest_snapshots/research.sqlite", "complete": true, "finished_at": "2026-07-19T08:19:02.992206+00:00", "ticker_count": 4655, "ohlcv_row_count": 6609926, "rank_only_count": 4149, "sources": { "nasdaq_all": "nasdaq_trader", "sp500": "wikipedia_sp500" }, "history_days": 5000, "min_bars": 260, "fetch_ok": 4152, "fetch_fail": 0, "limit": null, "extra": { "prod_symbols_at_start": 506, "pool_size": 4648, "to_fetch": 4152 }, "live_counts": { "ticker_count": 4655, "ohlcv_row_count": 6609926, "rank_only_count": 4149 } }, "ok": true }, "harness": { "survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. 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Nested lookbacks are not OOS.", "full": { "high_52w": { "signal": "high_52w", "weeks": 84, "avg_cross_section": 2280.3, "mean_ic": 0.1111, "ic_t_stat": 6.41, "ic_positive_pct": 76.2, "mean_quintile_spread": -13.5104, "reliable": true }, "mom_12_1": { "signal": "mom_12_1", "weeks": 83, "avg_cross_section": 2277.5, "mean_ic": 0.0663, "ic_t_stat": 5.11, "ic_positive_pct": 74.7, "mean_quintile_spread": -10.1818, "reliable": true }, "mom_12_1_sector_resid": { "signal": "mom_12_1_sector_resid", "weeks": 35, "avg_cross_section": 497.7, "mean_ic": 0.0578, "ic_t_stat": 2.34, "ic_positive_pct": 65.7, "mean_quintile_spread": 0.0245, "reliable": true }, "trend_200": { "signal": "trend_200", "weeks": 85, "avg_cross_section": 2308.1, "mean_ic": 0.0546, "ic_t_stat": 4.3, "ic_positive_pct": 70.6, "mean_quintile_spread": -12.4094, "reliable": true }, "mom_6_1": { "signal": "mom_6_1", "weeks": 88, "avg_cross_section": 2375.7, "mean_ic": 0.0493, "ic_t_stat": 4.91, "ic_positive_pct": 70.5, "mean_quintile_spread": 3.4224, "reliable": true }, "mom_3_1": { "signal": "mom_3_1", "weeks": 90, "avg_cross_section": 2425.6, "mean_ic": 0.0363, "ic_t_stat": 3.58, "ic_positive_pct": 72.2, "mean_quintile_spread": 0.9289, "reliable": true }, "mom_12_1_sector_demeaned": { "signal": "mom_12_1_sector_demeaned", "weeks": 35, "avg_cross_section": 496.7, "mean_ic": 0.034, "ic_t_stat": 1.32, "ic_positive_pct": 62.9, "mean_quintile_spread": 0.0154, "reliable": true }, "fip_id": { "signal": "fip_id", "weeks": 83, "avg_cross_section": 2277.5, "mean_ic": 0.0267, "ic_t_stat": 3.25, "ic_positive_pct": 67.5, "mean_quintile_spread": -0.0017, "reliable": true }, "mom_12_1_resid": { "signal": "mom_12_1_resid", "weeks": 83, "avg_cross_section": 2277.5, "mean_ic": 0.0256, "ic_t_stat": 2.21, "ic_positive_pct": 65.1, "mean_quintile_spread": 10.1373, "reliable": true }, "reversal_1m": { "signal": "reversal_1m", "weeks": 91, "avg_cross_section": 2443.2, "mean_ic": 0.003, "ic_t_stat": 0.31, 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"ic_positive_pct": 69.4, "mean_quintile_spread": 23.4097, "reliable": true }, "mom_3_1": { "signal": "mom_3_1", "weeks": 42, "avg_cross_section": 1480.0, "mean_ic": 0.0217, "ic_t_stat": 1.84, "ic_positive_pct": 73.8, "mean_quintile_spread": 2.0077, "reliable": true }, "mom_6_1": { "signal": "mom_6_1", "weeks": 40, "avg_cross_section": 1461.2, "mean_ic": 0.0205, "ic_t_stat": 1.63, "ic_positive_pct": 65.0, "mean_quintile_spread": 7.4512, "reliable": true }, "fip_id": { "signal": "fip_id", "weeks": 36, "avg_cross_section": 1424.8, "mean_ic": 0.0116, "ic_t_stat": 1.35, "ic_positive_pct": 58.3, "mean_quintile_spread": -0.0118, "reliable": true }, "reversal_1m": { "signal": "reversal_1m", "weeks": 44, "avg_cross_section": 1501.4, "mean_ic": 0.0019, "ic_t_stat": 0.15, "ic_positive_pct": 50.0, "mean_quintile_spread": -14.4299, "reliable": true }, "vol_6m": { "signal": "vol_6m", "weeks": 40, "avg_cross_section": 1461.2, "mean_ic": -0.056, "ic_t_stat": -2.16, "ic_positive_pct": 35.0, "mean_quintile_spread": 3.1335, "reliable": true } }, "post_2021": { "high_52w": { "signal": "high_52w", "weeks": 48, "avg_cross_section": 2914.5, "mean_ic": 0.1375, "ic_t_stat": 4.34, "ic_positive_pct": 79.2, "mean_quintile_spread": -0.0856, "reliable": true }, "mom_12_1": { "signal": "mom_12_1", "weeks": 48, "avg_cross_section": 2913.0, "mean_ic": 0.0791, "ic_t_stat": 3.64, "ic_positive_pct": 77.1, "mean_quintile_spread": -0.0858, "reliable": true }, "mom_6_1": { "signal": "mom_6_1", "weeks": 48, "avg_cross_section": 3122.6, "mean_ic": 0.0779, "ic_t_stat": 4.36, "ic_positive_pct": 75.0, "mean_quintile_spread": -0.0781, "reliable": true }, "trend_200": { "signal": "trend_200", "weeks": 48, "avg_cross_section": 3001.5, "mean_ic": 0.0585, "ic_t_stat": 2.68, "ic_positive_pct": 72.9, "mean_quintile_spread": -0.1129, "reliable": true }, "mom_12_1_sector_resid": { "signal": "mom_12_1_sector_resid", "weeks": 35, "avg_cross_section": 497.7, "mean_ic": 0.0578, "ic_t_stat": 2.34, "ic_positive_pct": 65.7, "mean_quintile_spread": 0.0245, "reliable": true }, "fip_id": { "signal": "fip_id", "weeks": 48, "avg_cross_section": 2913.0, "mean_ic": 0.0366, "ic_t_stat": 2.91, "ic_positive_pct": 70.8, "mean_quintile_spread": -0.0151, "reliable": true }, "mom_12_1_sector_demeaned": { "signal": "mom_12_1_sector_demeaned", "weeks": 35, "avg_cross_section": 496.7, "mean_ic": 0.034, "ic_t_stat": 1.32, "ic_positive_pct": 62.9, "mean_quintile_spread": 0.0154, "reliable": true }, "mom_3_1": { "signal": "mom_3_1", "weeks": 48, "avg_cross_section": 3234.2, "mean_ic": 0.0291, "ic_t_stat": 1.54, "ic_positive_pct": 66.7, "mean_quintile_spread": -0.0356, "reliable": true }, "mom_12_1_resid": { "signal": "mom_12_1_resid", "weeks": 48, "avg_cross_section": 2913.0, "mean_ic": 0.0265, "ic_t_stat": 1.37, "ic_positive_pct": 66.7, "mean_quintile_spread": -0.0405, "reliable": true }, "reversal_1m": { "signal": "reversal_1m", "weeks": 48, "avg_cross_section": 3315.8, "mean_ic": -0.0126, "ic_t_stat": -0.72, "ic_positive_pct": 45.8, "mean_quintile_spread": -0.0387, "reliable": true }, "vol_6m": { "signal": "vol_6m", "weeks": 48, "avg_cross_section": 3122.6, "mean_ic": -0.1623, "ic_t_stat": -4.94, "ic_positive_pct": 22.9, "mean_quintile_spread": 0.0059, "reliable": true } } }, "params": { "step_days": 5, "step_sessions": 5, "entry_cadence": "weekly", "signal_eval_cadence": "weekly", "horizon_days": 30, "min_lookback": 60, "cost_per_side_pct": 0.1, "target_model": "production_gtl", "target_model_label": "Live GTL (production)", "is_production_target_model": true, "production_reentry_policy": "gate_reset", "liquid_breadth_top_n": null, "liquid_min_price": null, "signal_eval_only": true }, "tickers": 4655, "generated_at_run": "2026-07-19T08:27:27.206022+00:00" }, "verdict": "PENDING_HUMAN", "verdict_detail": "Harness complete \u2014 human interprets relative IC / era stability. No production retune from this artifact.", "human_next": "- Compare sector residual vs market residual across eras.\n- If pre-2021 IC collapses, park Task 1 wire-in.\n- Do not retune production knobs on deep history levels.", "report_path": "reports/history-depth-20260719-103315.json" }