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signal-platform/scripts/data/sp500_removals.json
T
dennisthiessenandClaude Opus 5 ebe9047403 research: survivorship sensitivity and total-return momentum investigation 
Three questions answered against snapshot copies, with no production change.

Step 1 — how sensitive is the backtest to the ranking universe? Restoring 85
S&P 500 constituents removed between 2021-06 and 2026-07 moves the same window
from 2.09 Sharpe / 51.6% CAGR to 1.57 / 38.1%. The failed banks never reached
either book (identical best/worst trade R), so this measures universe
recomposition, not survivorship bias. The removals list is curated by hand with
per-symbol sources; only three explicitly confirmed terminal events get marks,
and four unresolved endings are reported as caveats rather than inferred.

Step 2 — does a total-return basis change the ranking? Ordered lists differ on
1009 of 1009 evaluated dates, 4.56 replacements per date. The shift correlates
with trailing implied yield (mean Spearman +0.79), which is strong evidence
consistent with a dividend effect but does not isolate own-yield, since both
the stock and benchmark legs change.

Step 3a — does that reach P&L? A paired replay reusing one shared candidate set
(control reproduces the production row exactly) changes ~30% of entries.
Treatment is -3.7pp CAGR and -1.9pp drawdown, with the entire return gap in
2025. A paired moving-block bootstrap (seed 20260907, 5000 replicates, 21/63
blocks, both reported) puts every interval across zero.

Decision: production stays unchanged. No schema, no ingestion, no wider sweep.
The observed window does not resolve which basis is better, and choosing a
threshold now — with -3.7pp on the table — would be fitting the rule to the
answer.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01HAH7vVtn7qbcn1EVheecHQ
2026-09-07 19:29:34 +02:00

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{
"schema_version": 1,
"description": "S&P 500 constituents removed while the prod.sqlite snapshot window was open. Input to scripts/prep_survivorship_snapshot.py, which restores their price history into the arm B snapshot copy. Curated, not generated at run time.",
"source": {
"url": "https://en.wikipedia.org/wiki/Historical_components_of_the_S%26P_500",
"table": "Selected changes to the list of S&P 500 components",
"retrieved_on": "2026-09-07",
"note": "reason_text is copied from the source row. Everything under 'evidence' was measured against Alpaca daily bars on the same date, and review_flags are derived from disagreements between the two."
},
"window": {
"start": "2021-06-24",
"end": "2026-07-02",
"basis": "the OHLCV date range of backtest_snapshots/prod.sqlite"
},
"reviewed_cutoffs": {
"note": "Explicit, reviewed last-real-bar dates. The prep script truncates ONLY these symbols. Everywhere else a run of 5 or more consecutive zero-volume sessions is a flag: the symbol is left out of the arm and reported for review rather than silently cut.",
"why_needed": "Alpaca freezes a halted symbol at its last price with zero volume instead of ending the series. Those bars are fabricated, and where a ticker is later reused they bridge two different companies with no date gap for a gap check to find.",
"cutoffs": [
{
"symbol": "SBNY",
"last_real_bar": "2023-03-10",
"observed": "509 sessions frozen at 70.00 with zero volume, 2023-03-13 to 2025-03-21",
"why": "Signature Bank was closed on 2023-03-12, so no session after 2023-03-10 is a real trade in this security.",
"source": "https://www.fdic.gov/news/press-releases/2023/pr23021.html"
},
{
"symbol": "INFO",
"last_real_bar": "2022-02-25",
"observed": "1090 sessions frozen at 108.61 with zero volume from 2022-02-28; a different listing later trades under INFO (28.29 in 2026)",
"why": "S&P Global completed its acquisition of IHS Markit in February 2022. Bars after 2022-02-25 are first fabricated and then a different company, so only the earlier bars belong to the removed constituent.",
"source": "https://en.wikipedia.org/wiki/Historical_components_of_the_S%26P_500"
}
]
},
"corporate_action_caveats": [
{
"symbol": "FBIN",
"event": "Fortune Brands Home & Security distributed MasterBrand (one MBC share per FBHS share, distribution completed 2022-12-14) and began trading as Fortune Brands Innovations under FBIN on 2022-12-15.",
"sources": [
"https://www.sec.gov/Archives/edgar/data/1519751/000119312522306146/d420098dex991.htm",
"https://www.fbin.com/investors/separation-updates/"
],
"caveat": "Alpaca's split adjustment does not adjust for spin-offs, so the distribution shows up as a real -6.91% close-to-close move on 2022-12-15 (63.22 on 12-13, 61.90 on 12-14, 57.62 on 12-15). A holder did not lose that value - they received MBC shares - but any signal or stop computed across that date reads it as a price decline. MBC enters this dataset separately with its first bar on 2022-12-15."
}
],
"terminal_confirmation_policy": "The FDIC sources below confirm the closure EVENT. They do not by themselves establish what holders of the listed security ultimately recovered. The terminal bar is therefore an explicit near-total-loss assumption applied to a position still open at the halt - not an observed closing-day execution. A mark is written only when the retained final bar equals the reviewed last_real_bar below.",
"terminal_confirmations": [
{
"symbol": "SIVB",
"company": "SVB Financial Group",
"event": "Silicon Valley Bank closed by the California DFPI on 2023-03-10; FDIC appointed receiver",
"source": "https://www.fdic.gov/news/press-releases/2023/pr23019.html",
"last_real_bar": "2023-03-09",
"last_real_close": 106.04,
"basis": "The listed security was the holding company, whose principal operating subsidiary the receivership took. The exchange bars stop at 106.04 and never show what followed, so a near-total loss is assumed rather than observed.",
"assumption": "explicit near-total-loss assumption; recovery to holders is not evidenced here",
"confirmed": true
},
{
"symbol": "SBNY",
"company": "Signature Bank",
"event": "Signature Bank closed by the New York DFS on 2023-03-12; FDIC appointed receiver",
"source": "https://www.fdic.gov/news/press-releases/2023/pr23021.html",
"last_real_bar": "2023-03-10",
"last_real_close": 70.0,
"basis": "The listed security was the bank itself. Trading stops after 2023-03-10 and Alpaca then freezes the price for 509 sessions, so nothing after that date is an observed price.",
"assumption": "explicit near-total-loss assumption; recovery to holders is not evidenced here",
"confirmed": true
},
{
"symbol": "FRC",
"company": "First Republic Bank",
"event": "First Republic Bank closed by the California DFPI on 2023-05-01; FDIC appointed receiver and JPMorgan Chase assumed all deposits",
"source": "https://www.fdic.gov/news/press-releases/2023/pr23034.html",
"last_real_bar": "2023-04-28",
"last_real_close": 3.51,
"basis": "The listed security was the bank itself. The last exchange bar is 3.51, so the assumption only removes the final few percent - most of the decline is already in the real bars.",
"assumption": "explicit near-total-loss assumption; recovery to holders is not evidenced here",
"confirmed": true
}
],
"removals": [
{
"symbol": "CAG",
"name": "Conagra Brands",
"removed_on": "2026-06-30",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": true,
"alpaca_bars_in_window": null,
"bars_kept_after_truncation": null,
"first_bar": null,
"effective_last_bar": null,
"effective_last_close": null,
"effective_last_minus_removal_days": null
},
"review_flags": [
"already present in the base snapshot; nothing to restore"
]
},
{
"symbol": "POOL",
"name": "Pool Corporation",
"removed_on": "2026-06-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": true,
"alpaca_bars_in_window": null,
"bars_kept_after_truncation": null,
"first_bar": null,
"effective_last_bar": null,
"effective_last_close": null,
"effective_last_minus_removal_days": null
},
"review_flags": [
"already present in the base snapshot; nothing to restore"
]
},
{
"symbol": "CPB",
"name": "Campbell's",
"removed_on": "2026-06-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": true,
"alpaca_bars_in_window": null,
"bars_kept_after_truncation": null,
"first_bar": null,
"effective_last_bar": null,
"effective_last_close": null,
"effective_last_minus_removal_days": null
},
"review_flags": [
"already present in the base snapshot; nothing to restore"
]
},
{
"symbol": "EPAM",
"name": "EPAM Systems",
"removed_on": "2026-06-02",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": true,
"alpaca_bars_in_window": null,
"bars_kept_after_truncation": null,
"first_bar": null,
"effective_last_bar": null,
"effective_last_close": null,
"effective_last_minus_removal_days": null
},
"review_flags": [
"already present in the base snapshot; nothing to restore"
]
},
{
"symbol": "CTRA",
"name": "Coterra Energy",
"removed_on": "2026-05-07",
"reason": "acquisition",
"reason_text": "Devon Energy acquired Coterra Energy.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": true,
"alpaca_bars_in_window": null,
"bars_kept_after_truncation": null,
"first_bar": null,
"effective_last_bar": null,
"effective_last_close": null,
"effective_last_minus_removal_days": null
},
"review_flags": [
"already present in the base snapshot; nothing to restore"
]
},
{
"symbol": "HOLX",
"name": "Hologic",
"removed_on": "2026-04-09",
"reason": "acquisition",
"reason_text": "Blackstone Inc. and TPG Inc. acquired Hologic.",
"restore_symbol": "HOLX",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1200,
"bars_kept_after_truncation": 1200,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-04-06",
"effective_last_close": 76.01,
"effective_last_minus_removal_days": -3
},
"review_flags": []
},
{
"symbol": "MTCH",
"name": "Match Group",
"removed_on": "2026-03-23",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "MTCH",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 37.9,
"effective_last_minus_removal_days": 101
},
"review_flags": []
},
{
"symbol": "MOH",
"name": "Molina Healthcare",
"removed_on": "2026-03-23",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "MOH",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 229.87,
"effective_last_minus_removal_days": 101
},
"review_flags": []
},
{
"symbol": "LW",
"name": "Lamb Weston",
"removed_on": "2026-03-23",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "LW",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 45.91,
"effective_last_minus_removal_days": 101
},
"review_flags": []
},
{
"symbol": "PAYC",
"name": "Paycom",
"removed_on": "2026-03-23",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "PAYC",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 139.21,
"effective_last_minus_removal_days": 101
},
"review_flags": []
},
{
"symbol": "DAY",
"name": "Dayforce",
"removed_on": "2026-02-09",
"reason": "acquisition",
"reason_text": "Thoma Bravo L.P. acquired Dayforce.",
"restore_symbol": "DAY",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 503,
"bars_kept_after_truncation": 503,
"first_bar": "2024-02-01",
"effective_last_bar": "2026-02-03",
"effective_last_close": 69.86,
"effective_last_minus_removal_days": -6
},
"review_flags": []
},
{
"symbol": "LKQ",
"name": "LKQ Corporation",
"removed_on": "2025-12-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "LKQ",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 26.55,
"effective_last_minus_removal_days": 192
},
"review_flags": []
},
{
"symbol": "SOLS",
"name": "Solstice Advanced Materials",
"removed_on": "2025-12-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "SOLS",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 176,
"bars_kept_after_truncation": 176,
"first_bar": "2025-10-20",
"effective_last_bar": "2026-07-02",
"effective_last_close": 80.19,
"effective_last_minus_removal_days": 192
},
"review_flags": []
},
{
"symbol": "MHK",
"name": "Mohawk Industries",
"removed_on": "2025-12-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "MHK",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 119.35,
"effective_last_minus_removal_days": 192
},
"review_flags": []
},
{
"symbol": "K",
"name": "Kellanova",
"removed_on": "2025-12-11",
"reason": "acquisition",
"reason_text": "Mars Inc. acquired Kellanova.",
"restore_symbol": "K",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1122,
"bars_kept_after_truncation": 1122,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-12-10",
"effective_last_close": 83.44,
"effective_last_minus_removal_days": -1
},
"review_flags": []
},
{
"symbol": "IPG",
"name": "Interpublic Group",
"removed_on": "2025-11-28",
"reason": "acquisition",
"reason_text": "Omnicom Group acquired The Interpublic Group of Companies.",
"restore_symbol": "IPG",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1113,
"bars_kept_after_truncation": 1113,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-11-26",
"effective_last_close": 24.57,
"effective_last_minus_removal_days": -2
},
"review_flags": []
},
{
"symbol": "EMN",
"name": "Eastman Chemical Co.",
"removed_on": "2025-11-04",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "EMN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 68.86,
"effective_last_minus_removal_days": 240
},
"review_flags": []
},
{
"symbol": "KMX",
"name": "CarMax",
"removed_on": "2025-10-31",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "KMX",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 50.98,
"effective_last_minus_removal_days": 244
},
"review_flags": []
},
{
"symbol": "ENPH",
"name": "Enphase Energy",
"removed_on": "2025-09-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "ENPH",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 43.07,
"effective_last_minus_removal_days": 283
},
"review_flags": []
},
{
"symbol": "CZR",
"name": "Caesars Entertainment",
"removed_on": "2025-09-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "CZR",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 30.39,
"effective_last_minus_removal_days": 283
},
"review_flags": []
},
{
"symbol": "MKTX",
"name": "MarketAxess",
"removed_on": "2025-09-22",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "MKTX",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 116.53,
"effective_last_minus_removal_days": 283
},
"review_flags": []
},
{
"symbol": "WBA",
"name": "Walgreens Boots Alliance",
"removed_on": "2025-08-28",
"reason": "acquisition",
"reason_text": "Sycamore Partners acquired Walgreens Boots Alliance.",
"restore_symbol": "WBA",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1049,
"bars_kept_after_truncation": 1049,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-08-27",
"effective_last_close": 11.98,
"effective_last_minus_removal_days": -1
},
"review_flags": []
},
{
"symbol": "HES",
"name": "Hess Corporation",
"removed_on": "2025-07-23",
"reason": "acquisition",
"reason_text": "Chevron acquired Hess.",
"restore_symbol": "HES",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1020,
"bars_kept_after_truncation": 1020,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-07-17",
"effective_last_close": 148.97,
"effective_last_minus_removal_days": -6
},
"review_flags": []
},
{
"symbol": "ANSS",
"name": "Ansys",
"removed_on": "2025-07-18",
"reason": "acquisition",
"reason_text": "Synopsys acquired Ansys.",
"restore_symbol": "ANSS",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1019,
"bars_kept_after_truncation": 1019,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-07-16",
"effective_last_close": 374.3,
"effective_last_minus_removal_days": -2
},
"review_flags": []
},
{
"symbol": "JNPR",
"name": "Juniper Networks",
"removed_on": "2025-07-09",
"reason": "acquisition",
"reason_text": "Hewlett Packard Enterprise acquired Juniper Networks.",
"restore_symbol": "JNPR",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1009,
"bars_kept_after_truncation": 1009,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-07-01",
"effective_last_close": 39.95,
"effective_last_minus_removal_days": -8
},
"review_flags": []
},
{
"symbol": "DFS",
"name": "Discover Financial",
"removed_on": "2025-05-19",
"reason": "acquisition",
"reason_text": "Capital One acquired Discover Financial.",
"restore_symbol": "DFS",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 979,
"bars_kept_after_truncation": 979,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-05-16",
"effective_last_close": 200.05,
"effective_last_minus_removal_days": -3
},
"review_flags": []
},
{
"symbol": "BWA",
"name": "BorgWarner",
"removed_on": "2025-03-24",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "BWA",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 63.52,
"effective_last_minus_removal_days": 465
},
"review_flags": []
},
{
"symbol": "TFX",
"name": "Teleflex",
"removed_on": "2025-03-24",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "TFX",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 133.99,
"effective_last_minus_removal_days": 465
},
"review_flags": []
},
{
"symbol": "CE",
"name": "Celanese",
"removed_on": "2025-03-24",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "CE",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 47.68,
"effective_last_minus_removal_days": 465
},
"review_flags": []
},
{
"symbol": "FMC",
"name": "FMC Corporation",
"removed_on": "2025-03-24",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "FMC",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 11.35,
"effective_last_minus_removal_days": 465
},
"review_flags": []
},
{
"symbol": "QRVO",
"name": "Qorvo",
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{
"symbol": "AMTM",
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},
{
"symbol": "CTLT",
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"reason": "acquisition",
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{
"symbol": "MRO",
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"reason": "acquisition",
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{
"symbol": "BBWI",
"name": "Bath & Body Works, Inc.",
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"reason_text": "Market capitalization changes.",
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},
{
"symbol": "AAL",
"name": "American Airlines Group",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "AAL",
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{
"symbol": "ETSY",
"name": "Etsy",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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{
"symbol": "BIO",
"name": "Bio-Rad Laboratories",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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},
{
"symbol": "RHI",
"name": "Robert Half",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "RHI",
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{
"symbol": "CMA",
"name": "Comerica",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "CMA",
"evidence": {
"in_base_snapshot": false,
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"first_bar": "2021-06-24",
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},
{
"symbol": "ILMN",
"name": "Illumina, Inc.",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "ILMN",
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},
{
"symbol": "PXD",
"name": "Pioneer Natural Resources",
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"reason": "acquisition",
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"restore_symbol": "PXD",
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},
{
"symbol": "XRAY",
"name": "Dentsply Sirona",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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"first_bar": "2021-06-24",
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{
"symbol": "VFC",
"name": "VF Corporation",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
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{
"symbol": "FLT",
"name": "Corpay",
"removed_on": "2024-03-25",
"reason": "ticker_change",
"reason_text": "FLEETCOR Technologies changed its name to Corpay.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": false,
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"bars_kept_after_truncation": null,
"first_bar": null,
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"effective_last_close": null,
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},
"review_flags": [
"not restored: CPAY is already tracked and Alpaca serves it from 2021-06-24, i.e. it already carries the pre-rename history"
]
},
{
"symbol": "WHR",
"name": "Whirlpool Corporation",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "WHR",
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"first_bar": "2021-06-24",
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},
{
"symbol": "ZION",
"name": "Zions Bancorporation",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
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"review_flags": []
},
{
"symbol": "CDAY",
"name": "Dayforce",
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"reason": "ticker_change",
"reason_text": "Ceridian changed its ticker symbol from CDAY to DAY.",
"restore_symbol": "CDAY",
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"first_bar": "2021-06-24",
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},
{
"symbol": "SEE",
"name": "Sealed Air",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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"market status not independently verified: stops trading 2026-04-08 for a reason not stated in the source row (removed for market cap in 2023)"
]
},
{
"symbol": "ALK",
"name": "Alaska Air Group",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
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"first_bar": "2021-06-24",
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},
{
"symbol": "SEDG",
"name": "SolarEdge",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "SEDG",
"evidence": {
"in_base_snapshot": false,
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"first_bar": "2021-06-24",
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"effective_last_close": 52.38,
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},
{
"symbol": "OGN",
"name": "Organon & Co.",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "OGN",
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"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
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"first_bar": "2021-06-24",
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},
{
"symbol": "ATVI",
"name": "Activision Blizzard",
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"reason": "acquisition",
"reason_text": "Acquisition of Activision Blizzard by Microsoft.",
"restore_symbol": "ATVI",
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"first_bar": "2021-06-24",
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},
{
"symbol": "DXC",
"name": "DXC Technology",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "DXC",
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"first_bar": "2021-06-24",
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},
{
"symbol": "LNC",
"name": "Lincoln National Corporation",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "LNC",
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"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
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"review_flags": []
},
{
"symbol": "NWL",
"name": "Newell Brands",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "NWL",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 5.83,
"effective_last_minus_removal_days": 1018
},
"review_flags": []
},
{
"symbol": "AAP",
"name": "Advance Auto Parts",
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"reason": "unclassified",
"reason_text": "Johnson & Johnson offered to exchange the shares of Kenvue held for shares of Johnson & Johnson in a split-off exchange offer.",
"restore_symbol": "AAP",
"evidence": {
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"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
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"effective_last_minus_removal_days": 1042
},
"review_flags": [
"reason not classified: the source row gives the reason for the addition (Kenvue) rather than for this removal; AAP is still trading, so treat it as an ordinary index removal"
]
},
{
"symbol": "DISH",
"name": "Dish Network",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "DISH",
"evidence": {
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"first_bar": "2021-06-24",
"effective_last_bar": "2023-12-29",
"effective_last_close": 5.77,
"effective_last_minus_removal_days": 192
},
"review_flags": [
"market status not independently verified: stops trading 2023-12-29, six months after the index removal, for a reason not stated in the source row"
]
},
{
"symbol": "FRC",
"name": "First Republic Bank",
"removed_on": "2023-05-04",
"reason": "receivership",
"reason_text": "The FDIC placed First Republic Bank into receivership.",
"restore_symbol": "FRC",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 465,
"bars_kept_after_truncation": 465,
"first_bar": "2021-06-24",
"effective_last_bar": "2023-04-28",
"effective_last_close": 3.51,
"effective_last_minus_removal_days": -6
},
"review_flags": []
},
{
"symbol": "LUMN",
"name": "Lumen Technologies",
"removed_on": "2023-03-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "LUMN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 6.43,
"effective_last_minus_removal_days": 1200
},
"review_flags": []
},
{
"symbol": "SBNY",
"name": "Signature Bank",
"removed_on": "2023-03-15",
"reason": "receivership",
"reason_text": "The FDIC placed Signature Bank into FDIC Receivership.",
"restore_symbol": "SBNY",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 940,
"bars_kept_after_truncation": 431,
"first_bar": "2021-06-24",
"effective_last_bar": "2023-03-10",
"effective_last_close": 70.0,
"effective_last_minus_removal_days": -5
},
"review_flags": [
"509 trailing bars excluded by the reviewed cutoff at 2023-03-10; Alpaca freezes the price after that date instead of ending the series"
]
},
{
"symbol": "SIVB",
"name": "SVB Financial Group",
"removed_on": "2023-03-15",
"reason": "receivership",
"reason_text": "The FDIC placed the main subsidiary Silicon Valley Bank into receivership.",
"restore_symbol": "SIVB",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 430,
"bars_kept_after_truncation": 430,
"first_bar": "2021-06-24",
"effective_last_bar": "2023-03-09",
"effective_last_close": 106.04,
"effective_last_minus_removal_days": -6
},
"review_flags": []
},
{
"symbol": "VNO",
"name": "Vornado Realty Trust",
"removed_on": "2023-01-05",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "VNO",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 40.58,
"effective_last_minus_removal_days": 1274
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"review_flags": []
},
{
"symbol": "ABMD",
"name": "Abiomed",
"removed_on": "2022-12-22",
"reason": "acquisition",
"reason_text": "Johnson & Johnson acquired Abiomed.",
"restore_symbol": "ABMD",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 378,
"bars_kept_after_truncation": 378,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-12-21",
"effective_last_close": 381.02,
"effective_last_minus_removal_days": -1
},
"review_flags": []
},
{
"symbol": "FBHS",
"name": "Fortune Brands Home & Security",
"removed_on": "2022-12-19",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "FBIN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 53.22,
"effective_last_minus_removal_days": 1291
},
"review_flags": [
"restore FBIN instead of FBHS: Fortune Brands spun off MasterBrand and renamed to Fortune Brands Innovations (FBIN) on 2022-12-15; this is a corporate action, not only a ticker change - see corporate_action_caveats",
"FBIN carries a MasterBrand spin-off on 2022-12-15 that shows as a -6.91% move in the price series - see corporate_action_caveats"
]
},
{
"symbol": "MBC",
"name": "MasterBrand",
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"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "MBC",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 888,
"bars_kept_after_truncation": 888,
"first_bar": "2022-12-15",
"effective_last_bar": "2026-07-02",
"effective_last_close": 9.88,
"effective_last_minus_removal_days": 1291
},
"review_flags": []
},
{
"symbol": "TWTR",
"name": "Twitter, Inc.",
"removed_on": "2022-11-01",
"reason": "acquisition",
"reason_text": "Elon Musk acquired Twitter.",
"restore_symbol": "TWTR",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 340,
"bars_kept_after_truncation": 340,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-10-27",
"effective_last_close": 53.7,
"effective_last_minus_removal_days": -5
},
"review_flags": []
},
{
"symbol": "NLSN",
"name": "Nielsen Holdings",
"removed_on": "2022-10-12",
"reason": "acquisition",
"reason_text": "Elliott Investment Management acquired Nielsen Holdings.",
"restore_symbol": "NLSN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 328,
"bars_kept_after_truncation": 328,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-10-11",
"effective_last_close": 27.98,
"effective_last_minus_removal_days": -1
},
"review_flags": []
},
{
"symbol": "CTXS",
"name": "Citrix Systems",
"removed_on": "2022-10-03",
"reason": "acquisition",
"reason_text": "Vista Equity Partners acquired Citrix Systems.",
"restore_symbol": "CTXS",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 320,
"bars_kept_after_truncation": 320,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-09-29",
"effective_last_close": 103.9,
"effective_last_minus_removal_days": -4
},
"review_flags": []
},
{
"symbol": "DRE",
"name": "Duke Realty",
"removed_on": "2022-10-03",
"reason": "acquisition",
"reason_text": "Prologis acquired Duke Realty.",
"restore_symbol": "DRE",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 321,
"bars_kept_after_truncation": 321,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-09-30",
"effective_last_close": 48.2,
"effective_last_minus_removal_days": -3
},
"review_flags": []
},
{
"symbol": "PVH",
"name": "PVH",
"removed_on": "2022-09-19",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "PVH",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 75.23,
"effective_last_minus_removal_days": 1382
},
"review_flags": []
},
{
"symbol": "PENN",
"name": "Penn Entertainment",
"removed_on": "2022-09-19",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "PENN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 22.015,
"effective_last_minus_removal_days": 1382
},
"review_flags": []
},
{
"symbol": "UA",
"name": "Under Armour (Class C)",
"removed_on": "2022-06-21",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "UA",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 6.48,
"effective_last_minus_removal_days": 1472
},
"review_flags": []
},
{
"symbol": "UAA",
"name": "Under Armour (Class A)",
"removed_on": "2022-06-21",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "UAA",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 6.63,
"effective_last_minus_removal_days": 1472
},
"review_flags": []
},
{
"symbol": "IPGP",
"name": "IPG Photonics",
"removed_on": "2022-06-21",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "IPGP",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 105.27,
"effective_last_minus_removal_days": 1472
},
"review_flags": []
},
{
"symbol": "CERN",
"name": "Cerner",
"removed_on": "2022-06-08",
"reason": "acquisition",
"reason_text": "Oracle acquired Cerner.",
"restore_symbol": "CERN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 241,
"bars_kept_after_truncation": 241,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-06-07",
"effective_last_close": 94.92,
"effective_last_minus_removal_days": -1
},
"review_flags": []
},
{
"symbol": "DISCA",
"name": "Discovery, Inc.",
"removed_on": "2022-04-11",
"reason": "acquisition",
"reason_text": "WarnerMedia and Discovery merged to create Warner Bros. Discovery.",
"restore_symbol": "DISCA",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 201,
"bars_kept_after_truncation": 201,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-04-08",
"effective_last_close": 24.43,
"effective_last_minus_removal_days": -3
},
"review_flags": []
},
{
"symbol": "DISCK",
"name": "Discovery, Inc.",
"removed_on": "2022-04-11",
"reason": "acquisition",
"reason_text": "WarnerMedia and Discovery merged to create Warner Bros. Discovery.",
"restore_symbol": "DISCK",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 201,
"bars_kept_after_truncation": 201,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-04-08",
"effective_last_close": 24.42,
"effective_last_minus_removal_days": -3
},
"review_flags": []
},
{
"symbol": "PBCT",
"name": "People's United Financial",
"removed_on": "2022-04-04",
"reason": "acquisition",
"reason_text": "M&T Bank acquired People's United Financial.",
"restore_symbol": "PBCT",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 196,
"bars_kept_after_truncation": 196,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-04-01",
"effective_last_close": 19.41,
"effective_last_minus_removal_days": -3
},
"review_flags": []
},
{
"symbol": "INFO",
"name": "IHS Markit",
"removed_on": "2022-03-02",
"reason": "acquisition",
"reason_text": "S&P Global acquired IHS Markit.",
"restore_symbol": "INFO",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 171,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-02-25",
"effective_last_close": 108.61,
"effective_last_minus_removal_days": -5
},
"review_flags": [
"1090 trailing bars excluded by the reviewed cutoff at 2022-02-25; Alpaca freezes the price after that date instead of ending the series",
"a different listing later reuses the INFO ticker (28.29 in 2026); the frozen zero-volume stretch hides the handover, so only bars up to 2022-02-25 are this company"
]
},
{
"symbol": "XLNX",
"name": "Xilinx",
"removed_on": "2022-02-15",
"reason": "acquisition",
"reason_text": "Advanced Micro Devices acquired Xilinx.",
"restore_symbol": "XLNX",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 162,
"bars_kept_after_truncation": 162,
"first_bar": "2021-06-24",
"effective_last_bar": "2022-02-11",
"effective_last_close": 194.92,
"effective_last_minus_removal_days": -4
},
"review_flags": []
},
{
"symbol": "GPS",
"name": "Gap",
"removed_on": "2022-02-03",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "GAP",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 19.25,
"effective_last_minus_removal_days": 1610
},
"review_flags": [
"restore GAP instead of GPS: Gap Inc. changed its ticker GPS->GAP in 2024; GAP carries the full continuous series and is not tracked"
]
},
{
"symbol": "WLTW",
"name": "Willis Towers Watson",
"removed_on": "2022-01-10",
"reason": "ticker_change",
"reason_text": "Willis Towers Watson changed its ticker symbol from WLTW to WTW.",
"restore_symbol": null,
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": null,
"bars_kept_after_truncation": null,
"first_bar": null,
"effective_last_bar": null,
"effective_last_close": null,
"effective_last_minus_removal_days": null
},
"review_flags": [
"not restored: WTW is already tracked and Alpaca serves it from 2021-06-24, i.e. it already carries the pre-rename history"
]
},
{
"symbol": "LEG",
"name": "Leggett & Platt",
"removed_on": "2021-12-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "LEG",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 11.94,
"effective_last_minus_removal_days": 1655
},
"review_flags": []
},
{
"symbol": "HBI",
"name": "Hanesbrands",
"removed_on": "2021-12-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "HBI",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1114,
"bars_kept_after_truncation": 1114,
"first_bar": "2021-06-24",
"effective_last_bar": "2025-11-28",
"effective_last_close": 6.47,
"effective_last_minus_removal_days": 1439
},
"review_flags": [
"market status not independently verified: stops trading 2025-11-28 for a reason not stated in the source row (removed for market cap in 2021)"
]
},
{
"symbol": "WU",
"name": "Western Union",
"removed_on": "2021-12-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "WU",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 8.01,
"effective_last_minus_removal_days": 1655
},
"review_flags": []
},
{
"symbol": "KSU",
"name": "Kansas City Southern",
"removed_on": "2021-12-14",
"reason": "acquisition",
"reason_text": "Canadian Pacific acquired Kansas City Southern.",
"restore_symbol": "KSU",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 120,
"bars_kept_after_truncation": 120,
"first_bar": "2021-06-24",
"effective_last_bar": "2021-12-13",
"effective_last_close": 293.59,
"effective_last_minus_removal_days": -1
},
"review_flags": []
},
{
"symbol": "PRGO",
"name": "Perrigo",
"removed_on": "2021-09-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "PRGO",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 11.02,
"effective_last_minus_removal_days": 1746
},
"review_flags": []
},
{
"symbol": "UNM",
"name": "Unum",
"removed_on": "2021-09-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "UNM",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 92.34,
"effective_last_minus_removal_days": 1746
},
"review_flags": []
},
{
"symbol": "NOV",
"name": "NOV Inc.",
"removed_on": "2021-09-20",
"reason": "market_cap",
"reason_text": "Market capitalization changes.",
"restore_symbol": "NOV",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 1261,
"bars_kept_after_truncation": 1261,
"first_bar": "2021-06-24",
"effective_last_bar": "2026-07-02",
"effective_last_close": 18.02,
"effective_last_minus_removal_days": 1746
},
"review_flags": []
},
{
"symbol": "MXIM",
"name": "Maxim Integrated",
"removed_on": "2021-08-30",
"reason": "acquisition",
"reason_text": "Analog Devices acquired Maxim Integrated Products.",
"restore_symbol": "MXIM",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 44,
"bars_kept_after_truncation": 44,
"first_bar": "2021-06-24",
"effective_last_bar": "2021-08-25",
"effective_last_close": 103.14,
"effective_last_minus_removal_days": -5
},
"review_flags": []
},
{
"symbol": "ALXN",
"name": "Alexion Pharmaceuticals",
"removed_on": "2021-07-21",
"reason": "acquisition",
"reason_text": "AstraZeneca acquired Alexion Pharmaceuticals.",
"restore_symbol": "ALXN",
"evidence": {
"in_base_snapshot": false,
"alpaca_bars_in_window": 18,
"bars_kept_after_truncation": 18,
"first_bar": "2021-06-24",
"effective_last_bar": "2021-07-20",
"effective_last_close": 182.5,
"effective_last_minus_removal_days": -1
},
"review_flags": []
}
]
}
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