{
  "generated_at": "2026-09-07T10:55:05.693160+00:00",
  "snapshot": "C:\\Workspace\\signal-platform\\backtest_snapshots\\survivorship-a.sqlite",
  "cache": "C:\\Workspace\\signal-platform\\backtest_snapshots\\tr-rank-cache.sqlite",
  "window": {
    "start": "2021-06-24",
    "end": "2026-07-02"
  },
  "universe_size": 505,
  "sample_every_n_sessions": 25,
  "result": {
    "what_it_measures": "Spearman correlation, per sampled date, between a name's trailing 12-month implied yield (from the ALL/SPLIT ratio over the formation window) and the change in its momentum percentile between the two arms.",
    "caveat": "Both the stock series and the benchmark leg change between arms, so this is strong evidence consistent with a dividend effect - it does not isolate the stock's own yield from the beta-weighted benchmark yield.",
    "formation_window_bars": 252,
    "min_symbols_per_date": 30,
    "sampled_dates": 40,
    "sample_date_list": [
      "2022-07-28",
      "2022-09-01",
      "2022-10-07",
      "2022-11-11",
      "2022-12-19",
      "2023-01-26",
      "2023-03-03",
      "2023-04-10",
      "2023-05-15",
      "2023-06-21",
      "2023-07-27",
      "2023-08-31",
      "2023-10-06",
      "2023-11-10",
      "2023-12-18",
      "2024-01-25",
      "2024-03-01",
      "2024-04-08",
      "2024-05-13",
      "2024-06-18",
      "2024-07-25",
      "2024-08-29",
      "2024-10-04",
      "2024-11-08",
      "2024-12-16",
      "2025-01-24",
      "2025-03-03",
      "2025-04-07",
      "2025-05-13",
      "2025-06-18",
      "2025-07-25",
      "2025-08-29",
      "2025-10-06",
      "2025-11-10",
      "2025-12-16",
      "2026-01-23",
      "2026-03-02",
      "2026-04-07",
      "2026-05-12",
      "2026-06-17"
    ],
    "mean_spearman_yield_vs_percentile_shift": 0.7924,
    "min": 0.7138,
    "max": 0.8459,
    "per_date_spearman": [
      0.7814,
      0.7933,
      0.8216,
      0.8325,
      0.8108,
      0.8147,
      0.8074,
      0.8421,
      0.7867,
      0.7907,
      0.7682,
      0.7568,
      0.7849,
      0.7536,
      0.7138,
      0.7385,
      0.7414,
      0.7697,
      0.8078,
      0.8325,
      0.8132,
      0.8459,
      0.8397,
      0.7966,
      0.7808,
      0.8285,
      0.8068,
      0.8376,
      0.7974,
      0.8256,
      0.8046,
      0.7762,
      0.8008,
      0.8046,
      0.7793,
      0.7978,
      0.7678,
      0.7549,
      0.7501,
      0.7384
    ]
  }
}