69 lines
2.1 KiB
JSON
69 lines
2.1 KiB
JSON
{
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"generated_at": "2026-07-19T09:43:44.520126",
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"survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels.",
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"coverage": {
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"snapshot": "/Users/taathde3/git/lab/signal_platform/backtest_snapshots/prod.sqlite",
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"ticker_count": 506,
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"ohlcv_row_count": 629263,
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"date_range": {
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"min": "2021-06-24",
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"max": "2026-07-02"
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},
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"bars_per_year": [
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{
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"year": "2021",
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"bars": 65678,
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"tickers_with_bars": 494
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},
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{
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"year": "2022",
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"bars": 124423,
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"tickers_with_bars": 497
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},
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{
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"year": "2023",
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"bars": 124479,
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"tickers_with_bars": 499
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},
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{
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"year": "2024",
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"bars": 126129,
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"tickers_with_bars": 501
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},
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{
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"year": "2025",
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"bars": 125615,
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"tickers_with_bars": 504
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},
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{
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"year": "2026",
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"bars": 62939,
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"tickers_with_bars": 505
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}
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],
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"bars_per_symbol": {
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"min": 14,
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"p10": 1261,
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"p50": 1261,
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"p90": 1261,
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"max": 1261
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},
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"symbols_by_start_year": {
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"2021": 494,
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"2022": 3,
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"2023": 2,
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"2024": 2,
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"2025": 3,
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"2026": 1
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},
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"note": "Where ticker counts drop in early years, the feed (or listing history) thins \u2014 do not treat those years as a full 505-name cross-section.",
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"survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels."
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},
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"race_guard": null,
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"harness": null,
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"verdict": "COVERAGE_ONLY",
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"verdict_detail": "Coverage probe only; run --phase harness after deep rebuild.",
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"human_next": "- Compare sector residual vs market residual across eras.\n- If pre-2021 IC collapses, park Task 1 wire-in.\n- Do not retune production knobs on deep history levels.",
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"report_path": "reports/history-depth-20260719-094344.json"
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}
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