The previous artifact was produced from a dirty working tree while HEAD still pointed at the harness commit, so its recorded revision could not reproduce it. This one records git_dirty false alongside sha256 of the three source files it depends on, so the claim "checking out this revision reproduces this artifact" is now checkable rather than implied. All hard gates pass, including the first-scored-date anchor and the row-wise state_v4 <= state_v3 invariant, so it carries a non-null recommendation. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2094 lines
41 KiB
JSON
2094 lines
41 KiB
JSON
{
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"generated_at": "2026-08-08T22:46:31",
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"source": {
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"git_rev": "ec1b0ac",
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"git_dirty": false,
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"source_sha256": {
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"app/services/regime_monitor_service.py": "c54e66217872d5de",
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"app/services/breadth_service.py": "b9ceb93d68d8f01b",
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"scripts/run_regime_monitor_calibration.py": "6e1c58c1b952087d"
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}
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},
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"params": {
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"end": "2026-07-24",
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"sessions": 408,
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"history_days": 1200,
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"oas_window_days": 700,
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"oas_fetch_days": 4748,
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"methodology": "v2_reconstruction,v2_reconstruction_oas400,v3,v4,v4-vix-only,v4-p1-only,v4-vix-b,v4-p1-capped",
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"expected_first_session": null,
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"cache_dir": ".calib-cache",
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"out": null,
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"quiet": true
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},
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"provenance": {
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"symbols": {
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"AAPL": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"MSFT": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"NVDA": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"AMZN": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"META": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"GOOGL": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"AVGO": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"AMD": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"ORCL": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"CRM": {
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"first": "2023-04-11",
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"NOW": {
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"PLTR": {
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"ANET": {
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"first": "2023-04-11",
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"last": "2026-07-24"
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"DELL": {
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"bars": 825,
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"SMCI": {
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"bars": 825,
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"last": "2026-07-24"
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},
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"MU": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"QCOM": {
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"first": "2023-04-11",
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"last": "2026-07-24"
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"INTC": {
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"first": "2023-04-11",
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"AMAT": {
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"bars": 825,
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"last": "2026-07-24"
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"LRCX": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"SNPS": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"CDNS": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"ADI": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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"TXN": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"IBM": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"CSCO": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"PANW": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"CRWD": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"VRT": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"SMH": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"QQQ": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"SPY": {
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"bars": 825,
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"first": "2023-04-11",
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"last": "2026-07-24"
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}
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},
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"vix": {
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"points": 850,
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"first": "2023-04-11",
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"last": "2026-07-24"
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},
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"oas": {
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"points": 778,
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"first": "2023-08-08",
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"last": "2026-07-24"
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},
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"scored_range": [
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"2024-12-05",
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"2026-07-24"
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]
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},
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{
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"gate": "symbols_fetched",
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"passed": true,
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"detail": []
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},
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{
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"gate": "per_symbol_warmup_252_bars",
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"expected": "all",
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{
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"gate": "per_symbol_reaches_last_session",
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"passed": true,
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"detail": []
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},
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{
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"gate": "breadth_counts_full_basket",
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"expected": 30,
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"measured": "408/408 sessions",
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"passed": true,
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"detail": []
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{
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"gate": "sessions_scored",
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"passed": true
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},
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{
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"gate": "last_scored_date",
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"measured": "2026-07-24",
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"passed": true
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},
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{
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"gate": "w1_available_every_session",
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"expected": 408,
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"passed": true
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},
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{
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"gate": "state_coverage_100_every_row",
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"expected": 0,
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"measured": 0,
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"passed": true,
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"detail": []
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},
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{
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"gate": "no_stale_inputs",
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"expected": 0,
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"measured": 0,
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"passed": true,
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"detail": []
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},
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{
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"gate": "first_scored_date",
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"expected": "2024-12-05",
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"measured": "2024-12-05",
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"passed": true
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},
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{
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"gate": "state_v4_le_v3_every_row",
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"expected": 0,
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"measured": 0,
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"passed": true,
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"detail": []
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}
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],
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"blocked_by": [],
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"provisional": false,
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"variants": {
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"label": "v2_reconstruction",
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"sessions": 408,
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"state": {
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"avg": 22.68,
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"median": 16.15,
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},
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},
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"P2": 18,
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"P3": 308
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},
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},
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},
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},
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"stable": 57.1,
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"breaking": 11.0
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},
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{
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"gate": "v2_state_avg",
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"tolerance": 0.3,
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"passed": true
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},
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{
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"gate": "v2_state_p80",
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"passed": true
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},
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{
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"gate": "v2_state_max",
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"passed": true
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},
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{
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"gate": "v2_p3_pegged",
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"passed": true
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},
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{
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"gate": "w1_live_sessions",
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"tolerance": 0,
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"passed": true
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}
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]
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},
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"v2_reconstruction_oas400": {
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"label": "v2_reconstruction_oas400",
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},
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},
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"P2": 18,
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},
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"P3": 381
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},
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"sessions": 88,
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"sole": {
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"P3": 27
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},
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"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
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},
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"stable": 51.7,
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"watch": 33.6,
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"elevated": 2.2,
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"breaking": 12.5
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},
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"soft_gates": []
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},
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"v3": {
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"label": "v3",
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"sessions": 408,
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"state": {
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"avg": 18.13,
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"median": 9.1,
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|
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"p90": 65.0,
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},
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"warning_avg": 14.88,
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"p2_pegged": 0,
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"p1_pegged": 46
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},
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"price_argmax_sole": {
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"P1": 71,
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"P2": 33,
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"P3": 268
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},
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"price_argmax_tie_inclusive": {
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"P1": 107,
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"P2": 69,
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"P3": 304
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},
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"price_argmax_ties": 36,
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"price_argmax_when_state_ge_40": {
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"sessions": 57,
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"sole": {
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"P1": 51,
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"P2": 4,
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"P3": 2
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},
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"p1_sole_share_pct": 89.5,
|
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"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
|
|
},
|
|
"w1_nonzero_sessions": 197,
|
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"band_shares_current": {
|
|
"stable": 73.0,
|
|
"watch": 15.4,
|
|
"elevated": 1.2,
|
|
"breaking": 10.3
|
|
},
|
|
"soft_gates": [
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|
{
|
|
"gate": "v3_state_max",
|
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"expected": 87.4,
|
|
"measured": 87.4,
|
|
"tolerance": 0.5,
|
|
"passed": true
|
|
}
|
|
]
|
|
},
|
|
"v4": {
|
|
"label": "v4",
|
|
"sessions": 408,
|
|
"state": {
|
|
"avg": 14.78,
|
|
"median": 8.35,
|
|
"p80": 21.7,
|
|
"p90": 43.63,
|
|
"max": 83.5,
|
|
"scored": 408
|
|
},
|
|
"warning_avg": 14.88,
|
|
"saturation_census": {
|
|
"p3_pegged": 0,
|
|
"p2_pegged": 0,
|
|
"v1_pegged": 0,
|
|
"p1_pegged": 0
|
|
},
|
|
"price_argmax_sole": {
|
|
"P1": 17,
|
|
"P2": 48,
|
|
"P3": 307
|
|
},
|
|
"price_argmax_tie_inclusive": {
|
|
"P1": 53,
|
|
"P2": 84,
|
|
"P3": 343
|
|
},
|
|
"price_argmax_ties": 36,
|
|
"price_argmax_when_state_ge_40": {
|
|
"sessions": 47,
|
|
"sole": {
|
|
"P1": 17,
|
|
"P2": 16,
|
|
"P3": 14
|
|
},
|
|
"p1_sole_share_pct": 36.2,
|
|
"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
|
|
},
|
|
"w1_nonzero_sessions": 197,
|
|
"band_shares_current": {
|
|
"stable": 78.9,
|
|
"watch": 13.0,
|
|
"elevated": 4.7,
|
|
"breaking": 3.4
|
|
},
|
|
"soft_gates": [],
|
|
"band_grid": [
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 68.9,
|
|
"watch": 19.6,
|
|
"elevated": 6.4,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
65.0
|
|
],
|
|
"shares": {
|
|
"stable": 68.9,
|
|
"watch": 19.6,
|
|
"elevated": 8.1,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
70.0
|
|
],
|
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15.0,
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50.0,
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15.0,
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15.0,
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20.0,
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20.0,
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20.0,
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25.0,
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25.0,
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25.0,
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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"P2": 69,
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|
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|
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|
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|
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|
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|
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15.0,
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"stable": 68.4,
|
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|
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|
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|
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{
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15.0,
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|
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|
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"stable": 68.4,
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|
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{
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15.0,
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"stable": 68.4,
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{
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15.0,
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}
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{
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20.0,
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|
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|
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|
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}
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{
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20.0,
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{
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20.0,
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{
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20.0,
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50.0,
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60.0
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"breaking": 11.3
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}
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{
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20.0,
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50.0,
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65.0
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"watch": 12.0,
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"breaking": 7.4
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}
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},
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{
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20.0,
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50.0,
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70.0
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"stable": 76.7,
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"watch": 12.0,
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}
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{
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"bands": [
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25.0,
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|
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"stable": 78.7,
|
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"watch": 8.6,
|
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|
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"breaking": 11.3
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}
|
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},
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{
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"bands": [
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25.0,
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40.0,
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65.0
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|
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"stable": 78.7,
|
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"watch": 8.6,
|
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|
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}
|
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},
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{
|
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"bands": [
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25.0,
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40.0,
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|
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"stable": 78.7,
|
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"watch": 8.6,
|
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"elevated": 8.3,
|
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"breaking": 4.4
|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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50.0,
|
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60.0
|
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|
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"stable": 78.7,
|
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"watch": 10.0,
|
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"elevated": 0.0,
|
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"breaking": 11.3
|
|
}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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50.0,
|
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65.0
|
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|
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|
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"stable": 78.7,
|
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"watch": 10.0,
|
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|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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|
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|
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|
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"stable": 78.7,
|
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"watch": 10.0,
|
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|
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"breaking": 4.4
|
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}
|
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}
|
|
]
|
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},
|
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"v4-p1-only": {
|
|
"label": "v4-p1-only",
|
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|
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"state": {
|
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"avg": 16.28,
|
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"median": 9.1,
|
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|
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|
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"max": 84.0,
|
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"scored": 408
|
|
},
|
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|
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|
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"p3_pegged": 0,
|
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|
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|
|
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|
|
},
|
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"price_argmax_sole": {
|
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"P1": 17,
|
|
"P2": 48,
|
|
"P3": 307
|
|
},
|
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"price_argmax_tie_inclusive": {
|
|
"P1": 53,
|
|
"P2": 84,
|
|
"P3": 343
|
|
},
|
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"price_argmax_ties": 36,
|
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"price_argmax_when_state_ge_40": {
|
|
"sessions": 51,
|
|
"sole": {
|
|
"P1": 17,
|
|
"P2": 19,
|
|
"P3": 15
|
|
},
|
|
"p1_sole_share_pct": 33.3,
|
|
"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
|
|
},
|
|
"w1_nonzero_sessions": 197,
|
|
"band_shares_current": {
|
|
"stable": 74.3,
|
|
"watch": 16.9,
|
|
"elevated": 3.9,
|
|
"breaking": 4.9
|
|
},
|
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"soft_gates": [],
|
|
"band_grid": [
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
60.0
|
|
],
|
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"shares": {
|
|
"stable": 66.2,
|
|
"watch": 21.3,
|
|
"elevated": 5.6,
|
|
"breaking": 6.9
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
65.0
|
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"shares": {
|
|
"stable": 66.2,
|
|
"watch": 21.3,
|
|
"elevated": 7.6,
|
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"breaking": 4.9
|
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}
|
|
},
|
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{
|
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"bands": [
|
|
15.0,
|
|
40.0,
|
|
70.0
|
|
],
|
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"shares": {
|
|
"stable": 66.2,
|
|
"watch": 21.3,
|
|
"elevated": 9.1,
|
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"breaking": 3.4
|
|
}
|
|
},
|
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{
|
|
"bands": [
|
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15.0,
|
|
50.0,
|
|
60.0
|
|
],
|
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"shares": {
|
|
"stable": 66.2,
|
|
"watch": 25.0,
|
|
"elevated": 2.0,
|
|
"breaking": 6.9
|
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}
|
|
},
|
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{
|
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"bands": [
|
|
15.0,
|
|
50.0,
|
|
65.0
|
|
],
|
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"shares": {
|
|
"stable": 66.2,
|
|
"watch": 25.0,
|
|
"elevated": 3.9,
|
|
"breaking": 4.9
|
|
}
|
|
},
|
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{
|
|
"bands": [
|
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15.0,
|
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50.0,
|
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70.0
|
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],
|
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"shares": {
|
|
"stable": 66.2,
|
|
"watch": 25.0,
|
|
"elevated": 5.4,
|
|
"breaking": 3.4
|
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}
|
|
},
|
|
{
|
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"bands": [
|
|
20.0,
|
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40.0,
|
|
60.0
|
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],
|
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"shares": {
|
|
"stable": 74.3,
|
|
"watch": 13.2,
|
|
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|
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"breaking": 6.9
|
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}
|
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},
|
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{
|
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"bands": [
|
|
20.0,
|
|
40.0,
|
|
65.0
|
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],
|
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"shares": {
|
|
"stable": 74.3,
|
|
"watch": 13.2,
|
|
"elevated": 7.6,
|
|
"breaking": 4.9
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
40.0,
|
|
70.0
|
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],
|
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"shares": {
|
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"stable": 74.3,
|
|
"watch": 13.2,
|
|
"elevated": 9.1,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
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50.0,
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60.0
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20.0,
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"stable": 74.3,
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"bands": [
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20.0,
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"stable": 74.3,
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}
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"bands": [
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25.0,
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60.0
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"shares": {
|
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"stable": 79.4,
|
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"watch": 8.1,
|
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"elevated": 5.6,
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"breaking": 6.9
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}
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{
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"bands": [
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25.0,
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|
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"stable": 79.4,
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"watch": 8.1,
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"elevated": 7.6,
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}
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{
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25.0,
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|
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"stable": 79.4,
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"watch": 8.1,
|
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"elevated": 9.1,
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{
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"bands": [
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25.0,
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|
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"stable": 79.4,
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"watch": 11.8,
|
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25.0,
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"stable": 79.4,
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25.0,
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|
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"stable": 79.4,
|
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"watch": 11.8,
|
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|
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"breaking": 3.4
|
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}
|
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}
|
|
]
|
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},
|
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"v4-vix-b": {
|
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"label": "v4-vix-b",
|
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|
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|
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"avg": 15.24,
|
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"median": 8.55,
|
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|
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|
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"max": 83.6,
|
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|
|
},
|
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|
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|
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"p3_pegged": 0,
|
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"v1_pegged": 0,
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|
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},
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|
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"P2": 48,
|
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"P3": 307
|
|
},
|
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|
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"P1": 53,
|
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"P2": 84,
|
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"P3": 343
|
|
},
|
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"price_argmax_ties": 36,
|
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|
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"sessions": 48,
|
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|
|
"P1": 17,
|
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"P2": 17,
|
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"P3": 14
|
|
},
|
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"p1_sole_share_pct": 35.4,
|
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"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
|
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},
|
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"w1_nonzero_sessions": 197,
|
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|
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"stable": 77.9,
|
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"watch": 13.7,
|
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"elevated": 4.7,
|
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"breaking": 3.7
|
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},
|
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|
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|
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{
|
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"bands": [
|
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15.0,
|
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40.0,
|
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60.0
|
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|
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"shares": {
|
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"stable": 68.1,
|
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"watch": 20.1,
|
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|
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"breaking": 5.4
|
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}
|
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},
|
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{
|
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"bands": [
|
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15.0,
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65.0
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|
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"stable": 68.1,
|
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"watch": 20.1,
|
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|
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|
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|
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{
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15.0,
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|
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"stable": 68.1,
|
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"watch": 20.1,
|
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|
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|
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}
|
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},
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{
|
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"bands": [
|
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15.0,
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50.0,
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60.0
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|
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"stable": 68.1,
|
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"watch": 23.5,
|
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|
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"breaking": 5.4
|
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}
|
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},
|
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{
|
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"bands": [
|
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15.0,
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50.0,
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65.0
|
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|
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"stable": 68.1,
|
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"watch": 23.5,
|
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|
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"breaking": 3.7
|
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}
|
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},
|
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{
|
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"bands": [
|
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15.0,
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50.0,
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70.0
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|
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"stable": 68.1,
|
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"watch": 23.5,
|
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|
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|
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}
|
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},
|
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{
|
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"bands": [
|
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20.0,
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40.0,
|
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60.0
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|
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"stable": 77.9,
|
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"watch": 10.3,
|
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"elevated": 6.4,
|
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"breaking": 5.4
|
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}
|
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},
|
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{
|
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"bands": [
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20.0,
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40.0,
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65.0
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|
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"stable": 77.9,
|
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"watch": 10.3,
|
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|
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"breaking": 3.7
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}
|
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},
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{
|
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"bands": [
|
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20.0,
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40.0,
|
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70.0
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|
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"stable": 77.9,
|
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"watch": 10.3,
|
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|
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"breaking": 1.7
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}
|
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},
|
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{
|
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"bands": [
|
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20.0,
|
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50.0,
|
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60.0
|
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|
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"stable": 77.9,
|
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|
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|
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"breaking": 5.4
|
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}
|
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},
|
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{
|
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"bands": [
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20.0,
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50.0,
|
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65.0
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|
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"stable": 77.9,
|
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"watch": 13.7,
|
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|
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"breaking": 3.7
|
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}
|
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},
|
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{
|
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"bands": [
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20.0,
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50.0,
|
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70.0
|
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"shares": {
|
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"stable": 77.9,
|
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"watch": 13.7,
|
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"elevated": 6.6,
|
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"breaking": 1.7
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}
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},
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{
|
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"bands": [
|
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25.0,
|
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40.0,
|
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60.0
|
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],
|
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"shares": {
|
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"stable": 81.6,
|
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"watch": 6.6,
|
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"elevated": 6.4,
|
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"breaking": 5.4
|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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40.0,
|
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65.0
|
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],
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"shares": {
|
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"stable": 81.6,
|
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"watch": 6.6,
|
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"elevated": 8.1,
|
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"breaking": 3.7
|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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40.0,
|
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70.0
|
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],
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"shares": {
|
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"stable": 81.6,
|
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"watch": 6.6,
|
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"elevated": 10.0,
|
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"breaking": 1.7
|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
|
50.0,
|
|
60.0
|
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],
|
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"shares": {
|
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"stable": 81.6,
|
|
"watch": 10.0,
|
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"elevated": 2.9,
|
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"breaking": 5.4
|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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50.0,
|
|
65.0
|
|
],
|
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"shares": {
|
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"stable": 81.6,
|
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"watch": 10.0,
|
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"elevated": 4.7,
|
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"breaking": 3.7
|
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}
|
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},
|
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{
|
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"bands": [
|
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25.0,
|
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50.0,
|
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70.0
|
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],
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"shares": {
|
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"stable": 81.6,
|
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"watch": 10.0,
|
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"elevated": 6.6,
|
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"breaking": 1.7
|
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}
|
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}
|
|
]
|
|
},
|
|
"v4-p1-capped": {
|
|
"label": "v4-p1-capped",
|
|
"sessions": 408,
|
|
"state": {
|
|
"avg": 14.73,
|
|
"median": 8.35,
|
|
"p80": 21.7,
|
|
"p90": 43.63,
|
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"max": 80.1,
|
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"scored": 408
|
|
},
|
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"warning_avg": 14.88,
|
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"saturation_census": {
|
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"p3_pegged": 0,
|
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"p2_pegged": 0,
|
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"v1_pegged": 0,
|
|
"p1_pegged": 0
|
|
},
|
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"price_argmax_sole": {
|
|
"P1": 0,
|
|
"P2": 49,
|
|
"P3": 323
|
|
},
|
|
"price_argmax_tie_inclusive": {
|
|
"P1": 36,
|
|
"P2": 85,
|
|
"P3": 359
|
|
},
|
|
"price_argmax_ties": 36,
|
|
"price_argmax_when_state_ge_40": {
|
|
"sessions": 47,
|
|
"sole": {
|
|
"P1": 0,
|
|
"P2": 17,
|
|
"P3": 30
|
|
},
|
|
"p1_sole_share_pct": 0.0,
|
|
"cap_rule": "P1_SCORE_CAP warranted if p1_sole_share_pct > 80"
|
|
},
|
|
"w1_nonzero_sessions": 197,
|
|
"band_shares_current": {
|
|
"stable": 78.9,
|
|
"watch": 13.0,
|
|
"elevated": 4.7,
|
|
"breaking": 3.4
|
|
},
|
|
"soft_gates": [],
|
|
"band_grid": [
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 68.9,
|
|
"watch": 19.6,
|
|
"elevated": 6.4,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
40.0,
|
|
65.0
|
|
],
|
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"shares": {
|
|
"stable": 68.9,
|
|
"watch": 19.6,
|
|
"elevated": 8.1,
|
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"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
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"bands": [
|
|
15.0,
|
|
40.0,
|
|
70.0
|
|
],
|
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"shares": {
|
|
"stable": 68.9,
|
|
"watch": 19.6,
|
|
"elevated": 10.3,
|
|
"breaking": 1.2
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
50.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 68.9,
|
|
"watch": 23.0,
|
|
"elevated": 2.9,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
50.0,
|
|
65.0
|
|
],
|
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"shares": {
|
|
"stable": 68.9,
|
|
"watch": 23.0,
|
|
"elevated": 4.7,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
15.0,
|
|
50.0,
|
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70.0
|
|
],
|
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"shares": {
|
|
"stable": 68.9,
|
|
"watch": 23.0,
|
|
"elevated": 6.9,
|
|
"breaking": 1.2
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
40.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 78.9,
|
|
"watch": 9.6,
|
|
"elevated": 6.4,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
40.0,
|
|
65.0
|
|
],
|
|
"shares": {
|
|
"stable": 78.9,
|
|
"watch": 9.6,
|
|
"elevated": 8.1,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
40.0,
|
|
70.0
|
|
],
|
|
"shares": {
|
|
"stable": 78.9,
|
|
"watch": 9.6,
|
|
"elevated": 10.3,
|
|
"breaking": 1.2
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
50.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 78.9,
|
|
"watch": 13.0,
|
|
"elevated": 2.9,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
50.0,
|
|
65.0
|
|
],
|
|
"shares": {
|
|
"stable": 78.9,
|
|
"watch": 13.0,
|
|
"elevated": 4.7,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
20.0,
|
|
50.0,
|
|
70.0
|
|
],
|
|
"shares": {
|
|
"stable": 78.9,
|
|
"watch": 13.0,
|
|
"elevated": 6.9,
|
|
"breaking": 1.2
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
25.0,
|
|
40.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 82.1,
|
|
"watch": 6.4,
|
|
"elevated": 6.4,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
25.0,
|
|
40.0,
|
|
65.0
|
|
],
|
|
"shares": {
|
|
"stable": 82.1,
|
|
"watch": 6.4,
|
|
"elevated": 8.1,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
25.0,
|
|
40.0,
|
|
70.0
|
|
],
|
|
"shares": {
|
|
"stable": 82.1,
|
|
"watch": 6.4,
|
|
"elevated": 10.3,
|
|
"breaking": 1.2
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
25.0,
|
|
50.0,
|
|
60.0
|
|
],
|
|
"shares": {
|
|
"stable": 82.1,
|
|
"watch": 9.8,
|
|
"elevated": 2.9,
|
|
"breaking": 5.1
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
25.0,
|
|
50.0,
|
|
65.0
|
|
],
|
|
"shares": {
|
|
"stable": 82.1,
|
|
"watch": 9.8,
|
|
"elevated": 4.7,
|
|
"breaking": 3.4
|
|
}
|
|
},
|
|
{
|
|
"bands": [
|
|
25.0,
|
|
50.0,
|
|
70.0
|
|
],
|
|
"shares": {
|
|
"stable": 82.1,
|
|
"watch": 9.8,
|
|
"elevated": 6.9,
|
|
"breaking": 1.2
|
|
}
|
|
}
|
|
]
|
|
}
|
|
},
|
|
"scenarios": {
|
|
"note": "pillar arithmetic on explicit sensor scores; State weights unchanged",
|
|
"vix_a": [
|
|
{
|
|
"scenario": "S1 ordinary tape",
|
|
"P1": 0.0,
|
|
"P2": 0.0,
|
|
"P3": 7.5,
|
|
"price": 7.5,
|
|
"breadth": 0.0,
|
|
"C1": 0.0,
|
|
"V1": 4.0,
|
|
"state": 3.6
|
|
},
|
|
{
|
|
"scenario": "S2 10% correction, calm credit",
|
|
"P1": 30.0,
|
|
"P2": 0.0,
|
|
"P3": 31.25,
|
|
"price": 31.25,
|
|
"breadth": 62.5,
|
|
"C1": 0.0,
|
|
"V1": 34.4,
|
|
"state": 33.28
|
|
},
|
|
{
|
|
"scenario": "S3a 2022-style, calm credit, no death cross",
|
|
"P1": 87.5,
|
|
"P2": 0.0,
|
|
"P3": 90.83,
|
|
"price": 90.83,
|
|
"breadth": 100.0,
|
|
"C1": 0.0,
|
|
"V1": 60.0,
|
|
"state": 70.33
|
|
},
|
|
{
|
|
"scenario": "S3b 2022-style, calm credit, death cross",
|
|
"P1": 87.5,
|
|
"P2": 100.0,
|
|
"P3": 90.83,
|
|
"price": 100.0,
|
|
"breadth": 100.0,
|
|
"C1": 0.0,
|
|
"V1": 60.0,
|
|
"state": 74.0
|
|
},
|
|
{
|
|
"scenario": "S4 credit event on top",
|
|
"P1": 100.0,
|
|
"P2": 100.0,
|
|
"P3": 100.0,
|
|
"price": 100.0,
|
|
"breadth": 100.0,
|
|
"C1": 75.0,
|
|
"V1": 86.67,
|
|
"state": 93.0
|
|
},
|
|
{
|
|
"scenario": "S5 March 2020, everything pegged",
|
|
"P1": 100.0,
|
|
"P2": 100.0,
|
|
"P3": 100.0,
|
|
"price": 100.0,
|
|
"breadth": 100.0,
|
|
"C1": 100.0,
|
|
"V1": 100.0,
|
|
"state": 100.0
|
|
}
|
|
]
|
|
},
|
|
"diagnostics": {
|
|
"vix_top10": [
|
|
[
|
|
"2025-04-08",
|
|
52.33
|
|
],
|
|
[
|
|
"2025-04-07",
|
|
46.98
|
|
],
|
|
[
|
|
"2025-04-04",
|
|
45.31
|
|
],
|
|
[
|
|
"2025-04-10",
|
|
40.72
|
|
],
|
|
[
|
|
"2024-08-05",
|
|
38.57
|
|
],
|
|
[
|
|
"2025-04-11",
|
|
37.56
|
|
],
|
|
[
|
|
"2025-04-21",
|
|
33.82
|
|
],
|
|
[
|
|
"2025-04-09",
|
|
33.62
|
|
],
|
|
[
|
|
"2025-04-16",
|
|
32.64
|
|
],
|
|
[
|
|
"2026-03-27",
|
|
31.05
|
|
]
|
|
],
|
|
"candidate_anchors": {
|
|
"P5_VIX_ANCHORS_A": [
|
|
[
|
|
15.0,
|
|
0.0
|
|
],
|
|
[
|
|
20.0,
|
|
20.0
|
|
],
|
|
[
|
|
25.0,
|
|
38.0
|
|
],
|
|
[
|
|
30.0,
|
|
55.0
|
|
],
|
|
[
|
|
40.0,
|
|
80.0
|
|
],
|
|
[
|
|
55.0,
|
|
100.0
|
|
]
|
|
],
|
|
"P5_VIX_ANCHORS_B": [
|
|
[
|
|
15.0,
|
|
0.0
|
|
],
|
|
[
|
|
20.0,
|
|
25.0
|
|
],
|
|
[
|
|
25.0,
|
|
45.0
|
|
],
|
|
[
|
|
30.0,
|
|
65.0
|
|
],
|
|
[
|
|
40.0,
|
|
85.0
|
|
],
|
|
[
|
|
55.0,
|
|
100.0
|
|
]
|
|
],
|
|
"P1_TREND_BREAK_ANCHORS": [
|
|
[
|
|
0.0,
|
|
20.0
|
|
],
|
|
[
|
|
3.0,
|
|
35.0
|
|
],
|
|
[
|
|
8.0,
|
|
55.0
|
|
],
|
|
[
|
|
15.0,
|
|
75.0
|
|
],
|
|
[
|
|
25.0,
|
|
100.0
|
|
]
|
|
]
|
|
}
|
|
},
|
|
"v4_recommendation": {
|
|
"state_bands_candidate": [
|
|
20.0,
|
|
50.0,
|
|
65.0
|
|
],
|
|
"provisional": false,
|
|
"note": "confirm against band_grid + scenarios before shipping"
|
|
}
|
|
} |