59 lines
1.5 KiB
JSON
59 lines
1.5 KiB
JSON
{
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"generated_at": "2026-07-18T21:14:40.170961",
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"liquid_breadth_top_n": 1500,
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"liquid_min_price": 5.0,
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"fingerprint": {
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"signal": "fip_id",
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"weeks": 35,
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"avg_cross_section": 497.7,
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"mean_ic": -0.045,
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"ic_t_stat": -2.91,
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"ic_positive_pct": 25.7,
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"mean_quintile_spread": -0.0168,
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"reliable": true,
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"pass": true,
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"expected_ic": -0.045,
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"expected_t": -2.9
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},
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"breadth": {
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"signal": "fip_id",
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"weeks": 35,
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"avg_cross_section": 1471.2,
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"mean_ic": 0.0575,
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"ic_t_stat": 5.12,
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"ic_positive_pct": 88.6,
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"mean_quintile_spread": 0.0199,
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"reliable": true,
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"liquid_breadth_top_n": 1500,
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"liquid_min_price": 5.0
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},
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"verdict": {
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"green": false,
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"reason": "iron rule not met on liquid-breadth cross-section",
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"checks": {
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"mean_ic": 0.0575,
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"abs_mean_ic_ge_0_03": true,
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"sign_negative": false,
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"ic_t_stat": 5.12,
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"reliable": true,
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"weeks": 35,
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"avg_cross_section": 1471.2
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},
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"row": {
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"signal": "fip_id",
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"weeks": 35,
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"avg_cross_section": 1471.2,
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"mean_ic": 0.0575,
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"ic_t_stat": 5.12,
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"ic_positive_pct": 88.6,
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"mean_quintile_spread": 0.0199,
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"reliable": true,
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"liquid_breadth_top_n": 1500,
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"liquid_min_price": 5.0
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}
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},
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"fingerprint_report_path": "reports/fip-breadth-20260718-211440-fingerprint.json",
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"breadth_report_path": "reports/fip-breadth-20260718-211440-breadth.json",
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"breadth_tickers": 4650,
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"breadth_rank_only_tickers": 4144
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} |