· Signal Validation Lab v4.2.0
Data through 2026-07-06 (last completed U.S. trading day) · regenerated daily after market close · last build 2026-07-06 23:00 UTC
Forward OOS
EARLY · n=29 periods
no significant alpha yet — underpowered, accruing daily
In-sample replay
OPTIMISTIC
parametric look-ahead — educational only, collapsed below
Ledger
LIVE · 34 blocks
git-anchored daily · root 16643071…
Reproducibility
ONE-COMMAND VERIFY
stdlib script reproduces every statistic + ledger roots
Disclaimer — Research cohort analysis — hypothetical illustration, not investment advice, not performance advertising. Classifications, not recommendations.
Honest reading

No forward alpha has been statistically proven yet. What is running: the point-in-time infrastructure is live, every daily signal set is anchored to a public, git-committed ledger, and every statistic on this page reproduces from published derived data with one command. The evidence-risk channel (C6) is the next out-of-sample proof target — its in-sample sign is known and its forward test is defined below. Everything here is research and education, not investment advice; research classifications, not recommendations.

Data integrity note — Jun 26 – Jul 3 outage disclosed. Price-derived inputs were stale. No snapshots were retroactively edited. Full log ↓
What is proven · what is not proven
Proven (verifiable today)
  • Point-in-time snapshot discipline — daily as-of writes, zero retroactive edits (outage window included)
  • Git-anchored replayable ledger — daily sha-256 roots committed publicly before pages update
  • One-command reproducibility — every statistic + 2,847 leaf hashes re-derive from published data
  • Deterministic evidence grounding measurement — corpus grounding 0.75, citation fidelity 0.85 (definitions footnoted below)
Not proven (open, tracked)
  • Forward alpha — n=28 periods, underpowered; not significant at 5%
  • IC significance — forward 5d IC +0.09 loses significance after overlap (HAC) correction; 20d descriptive only
  • Evidence→price lead — event-study CAR is adverse at the current backfill-era sample; live-era n too small
  • C6 risk gate out-of-sample — in-sample sign only; forward window still shorter than the test horizon

A Fama–French-style decile-cohort event study: does YUCLAW's composite signal score carry forward information about subsequent realized returns? Cohorts are grouped by score decile or signal label and tracked as equal-weighted research cohorts against two references: the equal-weight universe (all scored tickers, same rebalance dates) and SPY. Derived statistics only — no raw prices. This is an event study, not portfolio management.

Latest rolling record
continuous display across the regime boundary · statistics stay strictly per-regime
Updated through 2026-07-06 · last build 2026-07-06 23:00 UTC · daily after U.S. market close
High-minus-low cohort spread — latest rolling record · updated daily after U.S. market close
0%-6.0%+5.6%Jun 8Jun 12Jun 22Jun 29Jul 6High−Low spread -6.0%
forward out-of-sampleMay 180%-1.4%+10.7%May 13Jun 2Jun 11Jun 23Jul 6High−Low spread -1.4%
in-sample replayforward out-of-sampleMay 180%-14.1%+0.0%Apr 8May 26Jun 9Jun 22Jul 6High−Low spread -14.1%
in-sample replayforward out-of-sampleMay 180%-2.0%+16.4%Feb 18Apr 29Jun 3Jun 18Jul 6High−Low spread -0.0%

Continuous for display only: the dashed May-18 line marks the in-sample replay → forward out-of-sample regime boundary. All statistics are computed per-regime and never blended across the boundary. Windows are rebased to their start date.

Label cohorts vs SPY — latest rolling record · updated daily after U.S. market close
0%-5.1%+6.9%Jun 8Jun 12Jun 22Jun 29Jul 6Positive-label +1.9%Risk-flag +2.3%SPY +1.6%
forward out-of-sampleMay 180%-3.6%+20.5%May 13Jun 2Jun 11Jun 23Jul 6Positive-label +14.8%Risk-flag +3.9%SPY +1.5%
in-sample replayforward out-of-sampleMay 180%+0.0%+60.0%Apr 8May 26Jun 9Jun 22Jul 6Positive-label +52.4%Risk-flag +21.6%SPY +11.4%
in-sample replayforward out-of-sampleMay 180%-4.5%+110.6%Feb 18Apr 29Jun 3Jun 18Jul 6Positive-label +100.7%Risk-flag +21.8%SPY +9.7%

Continuous for display only: the dashed May-18 line marks the in-sample replay → forward out-of-sample regime boundary. All statistics are computed per-regime and never blended across the boundary. Windows are rebased to their start date. Label cohorts have small, variable membership — see the archived replay for per-date n.

Universe & Coverage
what is scored, what enters the decile study, and the inclusion rule
79
tickers scored daily
49
U.S. large-cap equities
30
ETFs / ETNs
79/79
priced coverage (median day)
SegmentCountMembers
Equities (tech, financials, health care, energy, staples, industrials, …)49AAPL, MSFT, NVDA, … (full list in v3/universe.json)
Sector ETFs15XLK, XLF, XLE, XLV, XLU, XLI, XLY, XLP, XLB, XLRE, XLC, SMH, KRE, IBB, XBI
Broad-market ETFs5SPY, QQQ, IWM, DIA, MDY
Macro ETFs/ETNs (rates, metals, dollar, China/EM, volatility)10TLT, IEF, GLD, SLV, UUP, FXI, EEM, VIXY, VXX, TAIL
Inclusion rule. A signal date enters the decile study only if it scored at least 40 universe tickers (a "decile" of a handful of names is meaningless). 1 partial-universe date was excluded under this rule (2026-05-31, a non-trading Sunday on which an ad-hoc run scored 3 tickers). Within an included date, a ticker contributes to its cohort's period return only if closing prices exist at both the entry and exit dates — currently 79 of 79 tickers on the median rebalance (min 79, max 79). Top/bottom decile = the highest/lowest ~10% of tickers by composite score, i.e. 8 of 79.
Panel 1 · Forward (Out-of-Sample)LOOK-AHEAD-FREE
is_backfill = false · Day 0 = 2026-05-18 · the honest panel
⚠ Early forward period — 31 trading days, 29 rebalances. Not yet statistically meaningful.

Forward Day 0 = 2026-05-18; return window 2026-05-20 → 2026-07-06 (signals 2026-05-20 → 2026-07-06). A 31-trading-day out-of-sample window is far too short for any statistical inference — this is a directional illustration shown for transparency as the forward record accrues, not evidence of skill. In this early window the top-decile cohort trails the equal-weight universe; that is what the data shows and it is shown unblended.

0%-5.6%+5.3%May 20Jun 2Jun 11Jun 24Jul 6High-score -3.8%Low-score +1.5%Universe EW +4.5%SPY +2.0%
CohortCumulative returnMax drawdownVolatility (periodic)Hit-rate vs SPYn (min/med/max)
High-score cohort (top decile by composite score)-3.77%-8.16%2.30%45%8/8/8
Low-score cohort (bottom decile by composite score)+1.52%-9.46%1.76%45%8/8/8
Equal-weight universe (all scored tickers)+4.54%-3.22%0.91%62%79/79/79
SPY benchmark (broad-market reference)+1.95%-4.49%0.99%
Current high-score (top-decile) cohort membership · as of 2026-07-06 · 8 of 79 tickers
TickerComposite scoreSignal labelEvidence gradeFilings cited
AMAT+0.5956POSITIVE_RESEARCH+Grade C0
BAC+0.5484POSITIVE_RESEARCHGrade C0
WFC+0.5332POSITIVE_RESEARCHGrade C0
C+0.5261POSITIVE_RESEARCHGrade C0
XBI+0.5138POSITIVE_RESEARCHGrade C0
AXP+0.4942POSITIVE_RESEARCHGrade B3
XLF+0.4791POSITIVE_RESEARCHGrade C0
JPM+0.4470POSITIVE_RESEARCHGrade B2

Research classifications, not recommendations. Membership is recomputed at every signal date; the cohort above is today's snapshot and changes daily. Evidence grades follow the public grading rubric (confidence × evidence depth); "Insufficient" appears when composite confidence < 0.30.

Top-minus-bottom cohort spread (research spread statistic — not a position, not tradeable)
cumulative -5.64% · max drawdown -11.00%
0%-5.6%+6.0%May 20Jun 2Jun 11Jun 24Jul 6Top−Bottom spread -5.6%
Panel 4 · Evidence-Qualified Protocol CandidateFORWARD-ONLY
same decile methodology, restricted to names meeting minimum evidence criteria as of each date · window 2026-06-01 → 2026-07-06 · 23 rebalances

Qualification (point-in-time): grade A/B OR >=1 cited filing OR SourceLock-accepted event within 30d; grade 'Insufficient' excluded. Evidence-quality fields exist only from the v4.0 launch (2026-06-01), so this panel is structurally forward-only — no in-sample variant is possible without fabricating grades.

27/79
qualified pool (median/day)
34%
evidence coverage
16d
median evidence age
50%
C6 coverage of pool
Cohort (n)Cumulative returnMax drawdownVolatility (periodic)
Qualified pool, equal-weight (n=23–35/day)-2.83%-7.72%1.99%
Qualified high-score decile (n=2–4/day) ⚠ too small for inference-3.74%-15.36%4.70%
Equal-weight universe (n=79, reference)+0.62%-3.22%0.96%

Honest result: over its first 23 periods the qualified pool trails the universe (-2.83% vs +0.62%). The cohort is too young and (at the decile level) too small for inference; it accrues as evidence coverage grows. Criteria will NOT be loosened to fatten n.

Current qualified membership · as of 2026-07-06 · 22 names (top 2 = decile cohort)
TickerScoreDisplay labelGradeCited filingsEvidence ageC6
AXP+0.494POSITIVE_RESEARCHGrade B311d+0.11
JPM+0.447POSITIVE_RESEARCHGrade B211d+0.00
V+0.431POSITIVE_RESEARCHGrade C110d+0.00
MS+0.410POSITIVE_RESEARCHGrade B112d+0.00
MA+0.333NEUTRALGrade B219d+0.00
ABBV+0.320NEUTRALGrade C20d+0.00
TSLA+0.285NEUTRALGrade C14d+0.25
AMD+0.262NEUTRALGrade C15d+0.00
DELL+0.242NEUTRALGrade B50d+0.15
MU+0.231NEUTRALGrade B212d+0.12
GOOGL+0.181WATCHGrade C125d+0.00
AMZN+0.178WATCHGrade B224d+0.00
MRVL+0.137WATCHGrade B211d-0.06
NVDA+0.086WATCHGrade B24d-0.33
KO+0.078WATCHGrade C111d+0.00
XOM+0.065WATCHGrade B15d+0.00
CRCL+0.063WATCHGrade C24d+0.39
COP+0.054WATCHGrade B113d+0.00
PFE-0.016RISK_FLAG (weakening)Grade C118d+0.00
RKLB-0.033RISK_FLAG (weakening)Grade C17d+0.33
SLB-0.041RISK_FLAG (weakening)Grade B126d+0.00
LUNR-0.135RISK_FLAG (weakening)Grade C128d+0.00

Evidence age = days since the last SourceLock-accepted filing event for the ticker (stale flag at >90d). Limitations: 23 periods; decile cohort of 2–4 names; insider-evidence stream batch-covered through 2026-05-15 (live Form-4 ingestion pending) which depresses evidence ages for some names; qualification uses the public grade rubric and is recomputed point-in-time daily.

Panel 2 · In-Sample Replay — Educational replay only (n=13 rebalances) · collapsed

⚠ Educational replay only. The evidence-extraction model's training cutoff overlaps this window — in-sample results carry an unavoidable parametric look-ahead bias and are systematically optimistic. Label cohorts can be as small as a single name on some dates — treat all label-cohort figures below as illustrative, not evidence. The replay's final holding period is capped at forward Day 0 (2026-05-18) so this window never overlaps Panel 1's.

Archived replay (methodology view) · return window 2026-02-18 → 2026-05-18 · 63 trading days
Decile cohorts vs equal-weight universe and SPY (n=8-name cohorts)
0%-4.5%+20.1%Feb 18Mar 11Apr 1Apr 29May 18High-score +20.1%Low-score +11.5%Universe EW +11.5%SPY +7.6%
CohortCumulative returnMax drawdownVolatility (periodic)Hit-rate vs SPYn (min/med/max)
High-score cohort (top decile by composite score)+20.06%-3.34%2.40%62%8/8/8
Low-score cohort (bottom decile by composite score)+11.52%-6.09%3.21%54%8/8/8
Equal-weight universe (all scored tickers)+11.54%-2.35%1.62%69%79/79/79
SPY benchmark (broad-market reference)+7.63%-5.47%1.86%
High-minus-low cohort spread (research spread statistic — not a position, not tradeable)
cumulative +5.96% · max drawdown -12.84%
0%-2.0%+16.4%Feb 18Mar 11Apr 1Apr 29May 18High−Low spread +6.0%
Label cohorts vs SPY (n= per-date membership in the table below — as small as 1; look-ahead-optimistic figures)
0%-4.5%+85.3%Feb 18Mar 11Apr 1Apr 29May 18Positive-label +85.3%Risk-flag +14.0%SPY +7.6%
CohortCumulative returnMax drawdownVolatility (periodic)Hit-rate vs SPYn (min/med/max)
Positive-label cohort ⚠ thin+85.29%-3.87%8.01%54%1/3/10
Risk-flag cohort+14.03%-5.36%3.30%69%4/12/26
SPY benchmark (broad-market reference)+7.63%-5.47%1.86%
Panel 3 · Statistical Rigor
every statistic carries its n and window · * = p < 0.05 · bootstrap: percentile, 10,000 i.i.d. period resamples, fixed seed · IC t-stats are Newey–West (Bartlett) HAC-corrected for overlapping return windows
Forward OOS · 2026-05-20 → 2026-07-06 · look-ahead-free
Decile spread tests (per-rebalance arithmetic spreads)
SpreadMean / periodBootstrap 95% CItpn periods
Top − Bottom decile-0.173%(-1.01%, +0.65%)-0.400.69329
Top decile − EW universe-0.264%(-0.96%, +0.43%)-0.730.47329
Information coefficient (per-date cross-sectional Spearman, Fama–MacBeth mean)
HorizonMean ICNewey–West tpshare IC>0T datesmedian cross-section
1-day+0.0337+0.82 (lag 0)0.41748%3379
5-day+0.0797+1.27 (lag 4)0.21464%2879
20-day ⚠ too few independent blocks+0.1078(+4.63 — not interpretable)N/A — descriptive only100%1279
Market model (top-decile cohort per-period returns, OLS)
Regressionα / periodα annualizedβt(α)pn
vs equal-weight universe-0.327%-53.8%+1.40-0.890.3820.30529
vs SPY-0.200%-37.7%+1.31-0.560.5820.31929
Statistical power meter
n=29 periods
≈1,116% detectable |α| (annualized, 80% power)
UNDERPOWERED

This panel is not failing. It is too young. Alpha estimates are shown for completeness and are not significant; detectability improves as n accrues daily.

In-Sample Replay · 2026-02-18 → 2026-05-18 · parametric look-ahead — optimistic
Decile spread tests (per-rebalance arithmetic spreads)
SpreadMean / periodBootstrap 95% CItpn periods
Top − Bottom decile+0.553%(-1.94%, +3.08%)+0.410.68613
Top decile − EW universe+0.586%(-0.98%, +2.17%)+0.700.49613
Information coefficient (per-date cross-sectional Spearman, Fama–MacBeth mean)
HorizonMean ICNewey–West tpshare IC>0T datesmedian cross-section
1-day+0.0289+0.80 (lag 0)0.43854%1379
5-day+0.0143+0.26 (lag 0)0.80262%1379
20-day-0.0026-0.04 (lag 3)0.97338%1379
Market model (top-decile cohort per-period returns, OLS)
Regressionα / periodα annualizedβt(α)pn
vs equal-weight universe+1.555%+123.1%-0.13+1.960.0750.00813
vs SPY+1.559%+123.6%-0.20+2.160.0540.02413
Statistical power meter
n=13 periods
≈245% detectable |α| (annualized, 80% power)
UNDERPOWERED

This panel is not failing. It is too young. Alpha estimates are shown for completeness and are not significant; detectability improves as n accrues daily.

Honest reading: at the current sample sizes, no forward spread, IC, or alpha is statistically significant at the 5% level once overlap is corrected. The forward 20-day IC is positive on all observed dates but has too few independent blocks to test. "Not yet significant" is the finding — the statistics accrue daily and this panel recomputes with them.

Protocol readiness · maturity gates
infrastructure-ready, statistically young — 3 of 6 gates passed
GateStatusEvidence / requirement
Gate 1 · Point-in-time infrastructure + public ledgerPASSEDlive since 2026-05-18 · 34 anchored daily blocks
Gate 2 · Honest measurement disciplinePASSEDper-regime statistics, HAC-corrected inference, power reporting, adverse results published
Gate 3 · Independent reproducibilityPASSED (young)one-command replay live since 2026-07-05; awaiting first external replication
Gate 4 · Forward statistical significanceNOT YETno spread, IC, or alpha significant at 5% with adequate power — requires more forward data
Gate 5 · Evidence→price lead, out-of-sampleNOT YETlive-era event sample n=4; needs ≥30 live directional events for a first read
Gate 6 · C6 risk-gate OOS confirmationNOT YETforward window must exceed the 20-trading-day test horizon with enough C6-fired snapshots
Reproduce this page
one command, fresh environment, stdlib only · derived data only (no vendor market data bundled or required)
curl -sO https://yuclawlab.github.io/yuclaw-brain/replay/lab_replay_bundle.json
curl -sO https://raw.githubusercontent.com/YuClawLab/yuclaw-brain/main/tools/replay_lab.py
python3 replay_lab.py lab_replay_bundle.json

The script (Python ≥3.10, standard library only; pip install yuclaw optionally adds the full SDK) rebuilds the decile cohorts from the bundled composite scores, re-derives every cohort period return, recomputes all Panel-3 statistics (same bootstrap seed), and — the tamper-evidence step — recomputes every forward snapshot's sha-256 leaf hash from disclosed derived inputs and rolls them into daily roots that must match the public yuclaw-trust ledger. It exits non-zero on any mismatch.

this build derives from: source commit b1b153a09823 · ledger block 2026-07-06 · daily root 16643071f9654350… · 34 public ledger blocks

Compliant data path: the bundle contains YUCLAW-derived data only — scores, locked labels, component scores, content hashes, and derived period returns. No raw vendor OHLCV rows are exported (data-provider terms). Analyses requiring raw prices need the user's own licensed price feed.

Reproduction challenge

Independent replication is invited. Run the three commands in "Reproduce this page"; the script exits non-zero on ANY mismatch between recomputed statistics and this page, or between recomputed hash roots and the public ledger. If you find a mismatch, the ledger is broken and we want to know: open an issue with the script output. Replications that confirm are equally welcome — independent verification is the point of publishing the bundle.

Roadmap · Risk Gate Lab (next proof target)
no new claims — the tests are defined before the data can answer them
Data Integrity Log

Infrastructure note (Jun 26 – Jul 3, 2026) — a network outage on the research host interrupted external data feeds. Daily signal snapshots continued to be written on-box, point-in-time, throughout the window — but from Jun 26 to Jul 2 their price-derived inputs were frozen at Jun 25 closes (the price feed was unreachable), and this page was not republished during the outage. Price history and SEC filing ingestion were restored and backfilled on Jul 3, and the filing window was re-checked against EDGAR on Jul 5 (no missing filings). No snapshot or ledger row was retroactively edited: the outage-window snapshots stand exactly as written, stale inputs and all.

Policy: disclosures are never deleted; presentation may be compressed, substance may not. Fabricating retroactive point-in-time data would invalidate the replayable ledger; the disclosed staleness is the honest record. See also methodology.

System properties · numbers and status, no adjectives
each row: the measured number and its honest maturity label
PropertyMeasuredStatus
Git-anchored replayable ledger34 daily blocks · latest root 16643071f965… (2026-07-06)LIVE — anchored daily before pages publish
Evidence grounding (v5 Layer-1 corpus)corpus grounding 0.52 → 0.75 · citation fidelity 0.66 → 0.85 after the prose-first extraction fix (commit f130983e)MEASURED on the v5 Layer-1 filing corpus
C6 evidence/risk channelfires on 35% of in-sample and 25% of forward snapshots (rare by construction) · in-sample within-class IC +0.36 on material non-insider events (n=38)IN-SAMPLE SIGN ONLY — OOS confirmation PENDING (forward window shorter than the 20-day horizon)
Event-type extraction specialists10 dedicated extractors (v5 Layer 1) — earnings, guidance, M&A, insider, governance, …LIVE for 8-K stream · Form-4 stream batch-covered 2026-02-18 → 05-15, live ingestion pending
Point-in-time disciplinedaily as-of snapshots; outage of Jun 26 – Jul 3 disclosed (snapshots continued point-in-time on frozen price inputs; zero retroactive edits)LIVE — the disclosed gap is the proof it isn't backfilled

Definitions (exact internal rubric, deterministic verifier — no LLM in the loop):
Corpus grounding = points_grounded / points_total across the filing corpus, where an agent key-point is grounded iff it carries ≥1 citation that verifies as a verbatim (whitespace/case-normalized) span of the source filing AND every numeric token in the point appears within those verified quotes; ungrounded points are discarded with the reason recorded.
Citation fidelity = citations_verified / citations_total — the share of quoted spans an agent cites that locate as verbatim spans of the source filing after whitespace/case normalization. Verifier source: v5/swarm/grounding.py.

Methodology summary

Equal-weighted cohorts, rebalanced at each signal date, ranked by composite total_score; top/bottom decile (~10%, currently 8 of 79). References: the equal-weight universe cohort (all scored tickers, identical rebalance schedule) and SPY. Returns are close-to-close from internal price_history (derived statistics only — raw prices never shown). Inclusion rule: a signal date enters the study only if it scored ≥40 tickers; a ticker contributes only when entry and exit closes both exist. The in-sample replay's final holding period is capped at forward Day 0 so the two panels' return windows never overlap. The two panels are never blended. Annualized figures are intentionally omitted — annualizing a weeks-long window is misleading; cumulative return over N trading days is shown instead. Full methodology, including the in-sample look-ahead disclosure, is in methodology/validation_lab.md.

Disclaimer — Hypothetical research illustration. Not investment advice, not performance advertising, not an offer of any product. Research classifications, not recommendations. Past results — in-sample or forward-tracked — do not predict future performance.