{
  "step1": {
    "shallow_meta": {
      "n_symbols": 4654,
      "deep_cohort_p10_start": "2016-01-04",
      "shallow_cutoff": "2017-02-07",
      "lag_days": 400,
      "n_shallow": 3349,
      "shallow_start_histogram": {
        "2017": 117,
        "2018": 162,
        "2019": 163,
        "2020": 269,
        "2021": 1060,
        "2022": 211,
        "2023": 176,
        "2024": 281,
        "2025": 543,
        "2026": 367
      },
      "deep_start_histogram": {
        "2016": 1296,
        "2017": 9
      },
      "shallow_sample": [
        "A",
        "AACB",
        "AACBR",
        "AACBU",
        "AACI",
        "AACIU",
        "AACIW",
        "AACO",
        "AACOU",
        "AACOW",
        "AACP",
        "AACPR",
        "AACPU",
        "AACPW",
        "AAPG",
        "AAPL",
        "AARD",
        "ABAT",
        "ABBV",
        "ABCL",
        "ABLV",
        "ABLVW",
        "ABNB",
        "ABOS",
        "ABSI",
        "ABT",
        "ABTC",
        "ABVC",
        "ABVX",
        "ACAA"
      ]
    },
    "shallow_list_n": 3349,
    "fetch_ok": 3349,
    "fetch_fail": 0,
    "etf_refresh": {
      "written": {
        "SPY": 0,
        "XLB": 0,
        "XLC": 0,
        "XLE": 0,
        "XLF": 0,
        "XLI": 0,
        "XLK": 0,
        "XLP": 0,
        "XLRE": 0,
        "XLU": 0,
        "XLV": 0,
        "XLY": 0
      },
      "benchmark_summary": [
        {
          "symbol": "SPY",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLB",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLC",
          "n": 2030,
          "min": "2018-06-19",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLE",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLF",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLI",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLK",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLP",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLRE",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLU",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLV",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        {
          "symbol": "XLY",
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        }
      ]
    },
    "sanity": {
      "passed": false,
      "megacap": {
        "AAPL": {
          "symbol": "AAPL",
          "bars": 2649,
          "min_date": "2016-01-04",
          "max_date": "2026-07-17"
        },
        "MSFT": {
          "symbol": "MSFT",
          "bars": 2649,
          "min_date": "2016-01-04",
          "max_date": "2026-07-17"
        },
        "JPM": {
          "symbol": "JPM",
          "bars": 2649,
          "min_date": "2016-01-04",
          "max_date": "2026-07-17"
        },
        "XOM": {
          "symbol": "XOM",
          "bars": 2649,
          "min_date": "2016-01-04",
          "max_date": "2026-07-17"
        },
        "JNJ": {
          "symbol": "JNJ",
          "bars": 2649,
          "min_date": "2016-01-04",
          "max_date": "2026-07-17"
        }
      },
      "megacap_ok": false,
      "megacap_deadline": "2013-12-14",
      "sector_etfs": {
        "XLB": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLC": {
          "n": 2030,
          "min": "2018-06-19",
          "max": "2026-07-17"
        },
        "XLE": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLF": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLI": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLK": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLP": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLRE": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLU": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLV": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        },
        "XLY": {
          "n": 2649,
          "min": "2016-01-04",
          "max": "2026-07-17"
        }
      },
      "sector_etfs_deep_count": 11,
      "sector_etfs_ok": true,
      "still_shallow_count": 2882,
      "still_shallow_sample": [
        "AACB",
        "AACBR",
        "AACBU",
        "AACI",
        "AACIU",
        "AACIW",
        "AACO",
        "AACOU",
        "AACOW",
        "AACP",
        "AACPR",
        "AACPU",
        "AACPW",
        "AAPG",
        "AARD",
        "ABAT",
        "ABCL",
        "ABLV",
        "ABLVW",
        "ABNB"
      ],
      "xlc_note": "XLC lists mid-2018 \u2192 Communication Services residual coverage from ~mid-2019.",
      "target_history_days": 5000
    },
    "manifest_path": "backtest_snapshots/research.sqlite.manifest.json"
  },
  "harness": null
}