dennisthiessen
9704e0d85a
Add research-only snapshot extender, PIT dollar-volume mask for signal IC, rank-only harness path, fingerprint+breadth runner, and docs. Fingerprint reproduced IC -0.045 / t -2.91 on prod.sqlite. No production gate/schedule changes.
21 lines
533 B
JSON
21 lines
533 B
JSON
{
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"generated_at": "2026-07-18T19:48:28.127710",
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"liquid_breadth_top_n": 1500,
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"liquid_min_price": 5.0,
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"fingerprint": {
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"signal": "fip_id",
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"weeks": 35,
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"avg_cross_section": 497.7,
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"mean_ic": -0.045,
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"ic_t_stat": -2.91,
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"ic_positive_pct": 25.7,
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"mean_quintile_spread": -0.0168,
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"reliable": true,
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"pass": true,
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"expected_ic": -0.045,
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"expected_t": -2.9
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},
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"breadth": null,
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"verdict": null,
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"fingerprint_report_path": "reports\\fip-breadth-20260718-194828-fingerprint.json"
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} |