dennisthiessen
fa25b6ee68
Tier-1 alpha research (local only, no production deploy): Sector residual momentum: two-factor SPY+sector residual and sector demean signals, IC harness + A/B. Sector resid clears pre-registered bars narrowly (PROMOTE for human wire design only). Sector demean fails t vs market resid. Earnings: earnings_events backfill (FMP bulk paid; FMP/AV per-symbol), 2a gap diagnostic report-only, 2b SUE IC (PARK; incomplete 48/506 coverage). History-depth: pre-registered doc + runner for MacBook deep rebuild/harness. Do not ship production residual or filters from this branch.
544 lines
15 KiB
JSON
544 lines
15 KiB
JSON
{
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"map": {
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"A": "Health Care",
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"AAPL": "Information Technology",
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"ABBV": "Health Care",
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"ABNB": "Consumer Discretionary",
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"ABT": "Health Care",
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"ACGL": "Financials",
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"ACN": "Information Technology",
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"ADBE": "Information Technology",
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"ADI": "Information Technology",
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"ADM": "Consumer Staples",
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"ADP": "Industrials",
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"ADSK": "Information Technology",
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"AEE": "Utilities",
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"AEP": "Utilities",
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"AES": "Utilities",
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"AFL": "Financials",
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"AIG": "Financials",
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"AIZ": "Financials",
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"AJG": "Financials",
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"AKAM": "Information Technology",
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"ALB": "Materials",
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"ALGN": "Health Care",
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"ALL": "Financials",
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"ALLE": "Industrials",
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"AMAT": "Information Technology",
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"AMCR": "Materials",
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"AMD": "Information Technology",
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"AME": "Industrials",
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"AMGN": "Health Care",
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"AMP": "Financials",
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"AMT": "Real Estate",
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"AMZN": "Consumer Discretionary",
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"ANET": "Information Technology",
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"AON": "Financials",
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"AOS": "Industrials",
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"APA": "Energy",
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"APD": "Materials",
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"APH": "Information Technology",
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"APO": "Financials",
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"APP": "Information Technology",
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"APTV": "Consumer Discretionary",
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"ARE": "Real Estate",
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"ARES": "Financials",
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"ATO": "Utilities",
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"AVB": "Real Estate",
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"AVGO": "Information Technology",
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"AVY": "Materials",
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"AWK": "Utilities",
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"AXON": "Industrials",
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"AXP": "Financials",
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"AZO": "Consumer Discretionary",
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"BA": "Industrials",
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"BAC": "Financials",
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"BALL": "Materials",
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"BAX": "Health Care",
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"BBY": "Consumer Discretionary",
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"BDX": "Health Care",
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"BEN": "Financials",
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"BF-B": "Consumer Staples",
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"BG": "Consumer Staples",
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"BIIB": "Health Care",
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"BK": "Financial Services",
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"BKNG": "Consumer Discretionary",
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"BKR": "Energy",
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"BLDR": "Industrials",
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"BLK": "Financials",
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"BMY": "Health Care",
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"BR": "Industrials",
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"BRK-B": "Financials",
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"BRO": "Financials",
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"BSX": "Health Care",
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"BX": "Financials",
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"BXP": "Real Estate",
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"C": "Financials",
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"CAG": "Consumer Defensive",
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"CAH": "Health Care",
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"CARR": "Industrials",
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"CASY": "Consumer Staples",
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"CAT": "Industrials",
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"CB": "Financials",
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"CBOE": "Financials",
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"CBRE": "Real Estate",
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"CCI": "Real Estate",
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"CCL": "Consumer Discretionary",
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"CDNS": "Information Technology",
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"CDW": "Information Technology",
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"CEG": "Utilities",
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"CF": "Materials",
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"CFG": "Financials",
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"CHD": "Consumer Staples",
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"CHRW": "Industrials",
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"CHTR": "Communication Services",
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"CI": "Health Care",
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"CIEN": "Information Technology",
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"CINF": "Financials",
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"CL": "Consumer Staples",
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"CLX": "Consumer Staples",
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"CMCSA": "Communication Services",
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"CME": "Financials",
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"CMG": "Consumer Discretionary",
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"CMI": "Industrials",
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"CMS": "Utilities",
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"CNC": "Health Care",
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"CNP": "Utilities",
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"COF": "Financials",
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"COHR": "Information Technology",
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"COIN": "Financials",
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"COO": "Health Care",
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"COP": "Energy",
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"COR": "Health Care",
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"COST": "Consumer Staples",
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"CPAY": "Financials",
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"CPB": "Consumer Defensive",
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"CPRT": "Industrials",
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"CPT": "Real Estate",
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"CRH": "Materials",
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"CRL": "Health Care",
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"CRM": "Information Technology",
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"CRWD": "Information Technology",
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"CSCO": "Information Technology",
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"CSGP": "Real Estate",
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"CSX": "Industrials",
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"CTAS": "Industrials",
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"CTRA": "Energy",
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"CTSH": "Information Technology",
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"CTVA": "Materials",
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"CVNA": "Consumer Discretionary",
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"CVS": "Health Care",
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"CVX": "Energy",
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"D": "Utilities",
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"DAL": "Industrials",
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"DASH": "Consumer Discretionary",
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"DD": "Materials",
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"DDOG": "Information Technology",
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"DE": "Industrials",
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"DECK": "Consumer Discretionary",
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"DELL": "Information Technology",
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"DG": "Consumer Staples",
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"DGX": "Health Care",
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"DHI": "Consumer Discretionary",
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"DHR": "Health Care",
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"DIS": "Communication Services",
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"DLR": "Real Estate",
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"DLTR": "Consumer Staples",
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"DOC": "Real Estate",
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"DOV": "Industrials",
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"DOW": "Materials",
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"DPZ": "Consumer Discretionary",
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"DRI": "Consumer Discretionary",
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"DTE": "Utilities",
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"DUK": "Utilities",
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"DVA": "Health Care",
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"DVN": "Energy",
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"DXCM": "Health Care",
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"EA": "Communication Services",
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"EBAY": "Consumer Discretionary",
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"ECL": "Materials",
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"ED": "Utilities",
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"EFX": "Industrials",
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"EG": "Financials",
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"EIX": "Utilities",
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"EL": "Consumer Staples",
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"ELV": "Health Care",
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"EME": "Industrials",
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"EMR": "Industrials",
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"EOG": "Energy",
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"EPAM": "Technology",
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"EQIX": "Real Estate",
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"EQR": "Real Estate",
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"EQT": "Energy",
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"ERIE": "Financials",
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"ES": "Utilities",
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"ESS": "Real Estate",
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"ETN": "Industrials",
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"ETR": "Utilities",
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"EVRG": "Utilities",
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"EW": "Health Care",
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"EXC": "Utilities",
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"EXE": "Energy",
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"EXPD": "Industrials",
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"EXPE": "Consumer Discretionary",
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"EXR": "Real Estate",
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"F": "Consumer Discretionary",
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"FANG": "Energy",
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"FAST": "Industrials",
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"FCX": "Materials",
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"FDS": "Financials",
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"FDX": "Industrials",
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"FE": "Utilities",
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"FFIV": "Information Technology",
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"FICO": "Information Technology",
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"FIS": "Financials",
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"FISV": "Financials",
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"FITB": "Financials",
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"FIX": "Industrials",
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"FOX": "Communication Services",
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"FOXA": "Communication Services",
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"FRT": "Real Estate",
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"FSLR": "Information Technology",
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"FTNT": "Information Technology",
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"FTV": "Industrials",
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"GD": "Industrials",
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"GDDY": "Information Technology",
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"GE": "Industrials",
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"GEHC": "Health Care",
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"GEN": "Information Technology",
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"GEV": "Industrials",
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"GILD": "Health Care",
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"GIS": "Consumer Staples",
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"GL": "Financials",
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"GLW": "Information Technology",
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"GM": "Consumer Discretionary",
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"GNRC": "Industrials",
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"GOOG": "Communication Services",
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"GOOGL": "Communication Services",
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"GPC": "Consumer Discretionary",
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"GPN": "Financials",
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"GRMN": "Consumer Discretionary",
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"GS": "Financials",
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"GWW": "Industrials",
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"HAL": "Energy",
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"HAS": "Consumer Discretionary",
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"HBAN": "Financials",
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"HCA": "Health Care",
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"HD": "Consumer Discretionary",
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"HIG": "Financials",
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"HII": "Industrials",
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"HLT": "Consumer Discretionary",
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"HON": "Industrials",
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"HOOD": "Financials",
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"HPE": "Information Technology",
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"HPQ": "Information Technology",
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"HRL": "Consumer Staples",
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"HSIC": "Health Care",
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"HST": "Real Estate",
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"HSY": "Consumer Staples",
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"HUBB": "Industrials",
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"HUM": "Health Care",
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"HWM": "Industrials",
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"IBKR": "Financials",
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"IBM": "Information Technology",
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"ICE": "Financials",
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"IDXX": "Health Care",
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"IEX": "Industrials",
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"IFF": "Materials",
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"INCY": "Health Care",
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"INTC": "Information Technology",
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"INTU": "Information Technology",
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"INVH": "Real Estate",
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"IP": "Materials",
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"IQV": "Health Care",
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"IR": "Industrials",
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"IRM": "Real Estate",
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"ISRG": "Health Care",
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"IT": "Information Technology",
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"ITW": "Industrials",
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"IVZ": "Financials",
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"J": "Industrials",
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"JBHT": "Industrials",
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"JBL": "Information Technology",
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"JCI": "Industrials",
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"JKHY": "Financials",
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"JNJ": "Health Care",
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"JPM": "Financials",
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"KDP": "Consumer Staples",
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"KEY": "Financials",
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"KEYS": "Information Technology",
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"KHC": "Consumer Staples",
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"KIM": "Real Estate",
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"KKR": "Financials",
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"KLAC": "Information Technology",
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"KMB": "Consumer Staples",
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"KMI": "Energy",
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"KO": "Consumer Staples",
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"KR": "Consumer Staples",
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"KVUE": "Consumer Staples",
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"L": "Financials",
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"LDOS": "Industrials",
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"LEN": "Consumer Discretionary",
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"LH": "Health Care",
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"LHX": "Industrials",
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"LII": "Industrials",
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"LIN": "Materials",
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"LITE": "Information Technology",
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"LLY": "Health Care",
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"LMT": "Industrials",
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"LNT": "Utilities",
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"LOW": "Consumer Discretionary",
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"LRCX": "Information Technology",
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"LULU": "Consumer Discretionary",
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"LUV": "Industrials",
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"LVS": "Consumer Discretionary",
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"LYB": "Materials",
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"LYV": "Communication Services",
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"MA": "Financials",
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"MAA": "Real Estate",
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"MAR": "Consumer Discretionary",
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"MAS": "Industrials",
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"MCD": "Consumer Discretionary",
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"MCHP": "Information Technology",
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"MCK": "Health Care",
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"MCO": "Financials",
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"MDLZ": "Consumer Staples",
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"MDT": "Health Care",
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"MET": "Financials",
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"META": "Communication Services",
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"MGM": "Consumer Discretionary",
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"MKC": "Consumer Staples",
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"MLM": "Materials",
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"MMM": "Industrials",
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"MNST": "Consumer Staples",
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"MO": "Consumer Staples",
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"MOS": "Materials",
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"MPC": "Energy",
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"MPWR": "Information Technology",
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"MRK": "Health Care",
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"MRNA": "Health Care",
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"MRSH": "Financials",
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"MS": "Financials",
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"MSCI": "Financials",
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"MSFT": "Information Technology",
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"MSI": "Information Technology",
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"MSTR": "Technology",
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"MTB": "Financials",
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"MTD": "Health Care",
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"MU": "Information Technology",
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"NCLH": "Consumer Discretionary",
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"NDAQ": "Financials",
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"NDSN": "Industrials",
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"NEE": "Utilities",
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"NEM": "Materials",
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"NFLX": "Communication Services",
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"NI": "Utilities",
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"NKE": "Consumer Discretionary",
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"NOC": "Industrials",
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"NOW": "Information Technology",
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"NRG": "Utilities",
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"NSC": "Industrials",
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"NTAP": "Information Technology",
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"NTRS": "Financials",
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"NUE": "Materials",
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"NVDA": "Information Technology",
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"NVR": "Consumer Discretionary",
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"NWS": "Communication Services",
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"NWSA": "Communication Services",
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"NXPI": "Information Technology",
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"O": "Real Estate",
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"ODFL": "Industrials",
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"OKE": "Energy",
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"OMC": "Communication Services",
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"ON": "Information Technology",
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"ORCL": "Information Technology",
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"ORLY": "Consumer Discretionary",
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"OTIS": "Industrials",
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"OXY": "Energy",
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"PANW": "Information Technology",
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"PAYX": "Industrials",
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"PCAR": "Industrials",
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"PCG": "Utilities",
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"PEG": "Utilities",
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"PEP": "Consumer Staples",
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"PFE": "Health Care",
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"PFG": "Financials",
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"PG": "Consumer Staples",
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"PGR": "Financials",
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"PH": "Industrials",
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"PHM": "Consumer Discretionary",
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"PKG": "Materials",
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"PLD": "Real Estate",
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"PLTR": "Information Technology",
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"PM": "Consumer Staples",
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"PNC": "Financials",
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"PNR": "Industrials",
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"PNW": "Utilities",
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"PODD": "Health Care",
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"POOL": "Industrials",
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"PPG": "Materials",
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"PPL": "Utilities",
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"PRU": "Financials",
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"PSA": "Real Estate",
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"PSKY": "Communication Services",
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"PSX": "Energy",
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"PTC": "Information Technology",
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"PWR": "Industrials",
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"PYPL": "Financials",
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"Q": "Information Technology",
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"QCOM": "Information Technology",
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"RCL": "Consumer Discretionary",
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"REG": "Real Estate",
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"REGN": "Health Care",
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"RF": "Financials",
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"RJF": "Financials",
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"RL": "Consumer Discretionary",
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"RMD": "Health Care",
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"ROK": "Industrials",
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"ROL": "Industrials",
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"ROP": "Information Technology",
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"ROST": "Consumer Discretionary",
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"RSG": "Industrials",
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"RTX": "Industrials",
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"RVTY": "Health Care",
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"SATS": "Communication Services",
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"SBAC": "Real Estate",
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"SBUX": "Consumer Discretionary",
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"SCHW": "Financials",
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"SHW": "Materials",
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"SJM": "Consumer Staples",
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"SLB": "Energy",
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"SMCI": "Information Technology",
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"SNA": "Industrials",
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"SNDK": "Information Technology",
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"SNPS": "Information Technology",
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"SO": "Utilities",
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"SOLV": "Health Care",
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"SPCX": "Industrials",
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"SPG": "Real Estate",
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"SPGI": "Financials",
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"SRE": "Utilities",
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"STE": "Health Care",
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"STLD": "Materials",
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"STT": "Financials",
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"STX": "Information Technology",
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"STZ": "Consumer Staples",
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"SW": "Materials",
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"SWK": "Industrials",
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"SWKS": "Information Technology",
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"SYF": "Financials",
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"SYK": "Health Care",
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"SYY": "Consumer Staples",
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"T": "Communication Services",
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"TAP": "Consumer Staples",
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"TDG": "Industrials",
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"TDY": "Information Technology",
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"TECH": "Health Care",
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"TEL": "Information Technology",
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"TER": "Information Technology",
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"TFC": "Financials",
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"TGT": "Consumer Staples",
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"TJX": "Consumer Discretionary",
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"TKO": "Communication Services",
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"TMO": "Health Care",
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"TMUS": "Communication Services",
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"TPL": "Energy",
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"TPR": "Consumer Discretionary",
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"TRGP": "Energy",
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"TRMB": "Information Technology",
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"TROW": "Financials",
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"TRV": "Financials",
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"TSCO": "Consumer Discretionary",
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"TSLA": "Consumer Discretionary",
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"TSN": "Consumer Staples",
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"TT": "Industrials",
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"TTD": "Communication Services",
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"TTWO": "Communication Services",
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"TXN": "Information Technology",
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"TXT": "Industrials",
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"TYL": "Information Technology",
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"UAL": "Industrials",
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"UBER": "Industrials",
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"UDR": "Real Estate",
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"UHS": "Health Care",
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"ULTA": "Consumer Discretionary",
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"UNH": "Health Care",
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"UNP": "Industrials",
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"UPS": "Industrials",
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"URI": "Industrials",
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"USB": "Financials",
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"V": "Financials",
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"VICI": "Real Estate",
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"VLO": "Energy",
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"VLTO": "Industrials",
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"VMC": "Materials",
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"VRSK": "Industrials",
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"VRSN": "Information Technology",
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"VRT": "Industrials",
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"VRTX": "Health Care",
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"VST": "Utilities",
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"VTR": "Real Estate",
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"VTRS": "Health Care",
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"VZ": "Communication Services",
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"WAB": "Industrials",
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"WAT": "Health Care",
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"WBD": "Communication Services",
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"WDAY": "Information Technology",
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"WDC": "Information Technology",
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"WEC": "Utilities",
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"WELL": "Real Estate",
|
|
"WFC": "Financials",
|
|
"WM": "Industrials",
|
|
"WMB": "Energy",
|
|
"WMT": "Consumer Staples",
|
|
"WRB": "Financials",
|
|
"WSM": "Consumer Discretionary",
|
|
"WST": "Health Care",
|
|
"WTW": "Financials",
|
|
"WY": "Real Estate",
|
|
"WYNN": "Consumer Discretionary",
|
|
"XEL": "Utilities",
|
|
"XOM": "Energy",
|
|
"XYL": "Industrials",
|
|
"XYZ": "Financials",
|
|
"YUM": "Consumer Discretionary",
|
|
"ZBH": "Health Care",
|
|
"ZBRA": "Information Technology",
|
|
"ZTS": "Health Care"
|
|
},
|
|
"meta": {
|
|
"built_at": "2026-07-19T05:35:41.184460+00:00",
|
|
"coverage": {
|
|
"by_sector": {
|
|
"Communication Services": 23,
|
|
"Consumer Defensive": 2,
|
|
"Consumer Discretionary": 47,
|
|
"Consumer Staples": 34,
|
|
"Energy": 22,
|
|
"Financial Services": 1,
|
|
"Financials": 75,
|
|
"Health Care": 58,
|
|
"Industrials": 81,
|
|
"Information Technology": 72,
|
|
"Materials": 26,
|
|
"Real Estate": 31,
|
|
"Technology": 2,
|
|
"Utilities": 31
|
|
},
|
|
"mapped": 505,
|
|
"mapped_pct": 99.8,
|
|
"universe": 506,
|
|
"with_etf": 505
|
|
},
|
|
"fmp_requests": 10,
|
|
"from_existing": 0,
|
|
"from_fmp": 9,
|
|
"from_sp500_csv": 496,
|
|
"snapshot": "C:\\Workspace\\signal-platform\\backtest_snapshots\\prod.sqlite",
|
|
"still_missing": [
|
|
"RHM"
|
|
]
|
|
},
|
|
"schema_version": 1
|
|
}
|