dennisthiessenandClaude Fable 5
c7c60a64f2
Earnings backfill sourced from the public DoltHub earnings repo at a pinned commit rather than the FMP API: reproducible for anyone re-running the study, and it burns no request quota. 12,414 events, 98.6% of symbols with >=8 announcements, 99.2% paired actual/estimate, no keyed duplicates. 2a earnings-gap diagnostic: INFORMATIONAL, no filter shipped. The pre-earnings cohort's right tail was better, so the registered avoid-earnings condition failed. Note the raw 23/266 vs 115/574 incidence gap is largely a duration confound -- severe losses stop out fast and have less time to span an announcement -- so it is not evidence that holding through earnings is safe. 2b SUE: FAIL against the pre-registered +0.03 bar (unconditional IC +0.0151 over 56 reliable windows, momentum-conditional +0.0213). Signs stable across eras, so this is a clean null rather than an ambiguous one, consistent with post-earnings drift having decayed in large caps. Closes the Tier-1 arc: Task 1 dead on deep evidence, Task 2 dead here, Task 3 complete as diagnostic. No in-sample research thread remains open. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
76 lines
2.3 KiB
JSON
76 lines
2.3 KiB
JSON
{
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"mode": "dolthub_public_bulk_clone",
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"window": {
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"from": "2020-01-22",
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"to": "2026-07-17"
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},
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"coverage_amendment": {
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"approved_by_user": true,
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"reason": "FMP free tier blocks historical bulk earnings",
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"original_start": "2016-01-04",
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"amended_announcement_start": "2020-01-22"
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},
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"source": {
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"repository": "https://www.dolthub.com/repositories/post-no-preference/earnings",
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"commit": "9n0et3hpj9j7vue8f3qsldon3qa5sdjj",
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"license": "CC-BY-SA-4.0",
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"upstream_provider_documented": false
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},
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"bulk_windows_total": 1,
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"bulk_windows_done": 1,
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"bulk_requests_logged_total": 1,
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"bulk_exports": 2,
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"calendar": {
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"raw_rows": 117482,
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"universe_rows_in_window": 12342,
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"deduped_rows_in_window": 12342,
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"duplicate_rows": 0,
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"restated_rows": 0
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},
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"eps_history": {
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"raw_rows": 165050,
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"universe_rows": 18515,
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"deduped_rows": 18515,
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"duplicate_rows": 0,
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"restated_rows": 0,
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"complete_actual_and_estimate": 18304
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},
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"pairing": {
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"method": "minimum-cost monotonic alignment per symbol",
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"allowed_announce_minus_period_end_days": [
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-14,
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90
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],
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"matched_calendar_events": 12271,
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"unmatched_calendar_events": 71,
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"unmatched_periods_in_pairing_window": 538,
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"announce_minus_period_end_days": {
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"min": -10,
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"median": 30,
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"max": 89
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},
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"pre_2020_eps_history_use": "trailing_surprise_stdev_only; never treated as an announcement or live signal event"
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},
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"duplicate_rows_logged_total": 0,
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"restated_rows_logged_total": 940,
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"conflicting_existing_rows": 940,
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"conflicting_existing_fields": 1526,
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"preserved_existing_fields": 2945,
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"existing_enrichment_events_not_in_dolthub_calendar": 72,
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"dedupe_policy": "UNIQUE(symbol, announce_date); normalise dot/dash symbols; retain one calendar row per key; preserve existing non-null session/EPS values from the prior FMP/Alpha Vantage partial backfill, then fill nulls and all remaining symbols from DoltHub; attach DoltHub period-end alignment",
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"events_in_window": 12414,
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"events_with_actual_and_estimate": 12311,
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"symbols_done": 506,
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"symbols_universe": 506,
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"symbols_with_dolthub_calendar": 504,
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"symbols_without_dolthub_calendar": [
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"RHM",
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"SPCX"
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],
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"announce_date_range": {
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"min": "2020-01-22",
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"max": "2026-07-17"
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},
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"complete": true
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}
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