build e4087a0d · method b3c57f89911a57bb · protocol 826e82d83591 · 46 snapshot dates × 79 names · window 2026-05-20 → 2026-07-21 · primary endpoint: per-component IC at k=5 · benchmark-relative (vs SPY) forward returns · point-in-time scores
| Comp | IC (95% CI) | Badge | Partial | Marginal ΔIC | Mono | Churn | Placebo pctile |
|---|---|---|---|---|---|---|---|
| C1 | +0.038 (-0.116,+0.181) | DESCRIPTIVE | -0.025 | +0.0220 | +0.70 | 0.939 | 0.982 |
| C2 | DATA-LIMITED (constant 0 across all live snapshots — under diagnosis) | ||||||
| C3 | -0.030 (-0.129,+0.099) | DESCRIPTIVE | -0.064 | -0.0179 | -0.20 | 0.434 | 0.048 |
| C4 | DATA-LIMITED (frozen/constant input — flagged, not scored) | ||||||
| C5 | +0.066 (-0.061,+0.196) | DESCRIPTIVE | +0.044 | +0.0127 | -0.30 | 0.944 | 1.0 |
| C6 | -0.063 (-0.121,-0.003) | PRELIMINARY | -0.032 | -0.0157 | -0.90 | 0.891 | 0.0 |
| C7 | +0.118 (-0.026,+0.253) | DESCRIPTIVE | +0.093 | +0.0338 | +0.90 | 0.86 | 1.0 |
| C8 | +0.007 (+0.000,+0.021) | DESCRIPTIVE | -0.004 | +0.0000 | -0.40 | 0.0 | 0.994 |
| C9 | +0.013 (-0.035,+0.059) | DESCRIPTIVE | +0.006 | -0.0046 | +0.10 | 0.972 | 0.766 |
Placebo percentiles are two-sided extremity readings under a within-date permutation null — exploratory, not a significance claim.
| Pair | rho |
|---|---|
| none above threshold | |
| Comp | k=1 | k=2 | k=5 | k=10 | k=20 |
|---|---|---|---|---|---|
| C1 | +0.019 | +0.006 | +0.038 | -0.001 | -0.015 |
| C3 | -0.021 | -0.065 | -0.030 | +0.006 | -0.042 |
| C5 | +0.018 | +0.018 | +0.066 | +0.084 | +0.075 |
| C6 | -0.075 | -0.095 | -0.063 | -0.037 | -0.031 |
| C7 | +0.058 | +0.073 | +0.118 | +0.110 | +0.091 |
| C8 | +0.004 | +0.005 | +0.007 | +0.002 | +0.001 |
| C9 | +0.012 | +0.008 | +0.013 | -0.003 | -0.030 |
| Comp | BROAD_ETF | EQUITY | MACRO | SECTOR_ETF |
|---|---|---|---|---|
| C1 | — | +0.038 (d=40) | +0.076 (d=40) | -0.024 (d=40) |
| C3 | — | -0.030 (d=40) | +0.000 (d=40) | -0.053 (d=40) |
| C5 | — | +0.067 (d=40) | +0.000 (d=40) | +0.000 (d=40) |
| C6 | — | -0.070 (d=40) | +0.000 (d=40) | +0.000 (d=40) |
| C7 | — | +0.141 (d=40) | +0.000 (d=40) | +0.000 (d=40) |
| C8 | — | +0.008 (d=40) | +0.000 (d=40) | +0.000 (d=40) |
| C9 | — | -0.028 (d=40) | +0.048 (d=40) | +0.120 (d=40) |
Cells of exactly +0.000 within MACRO / SECTOR_ETF are constant-cross-section artifacts — the component does not differentiate names within that class, so no rank correlation exists; they are not measurements of zero signal. The BROAD_ETF column shows "—" because the class (5 names) is below the module's 8-name cross-section floor: no statistic was computed, which is not the same as zero.
Research and education only. Not investment advice. Component diagnostics are research classifications, not recommendations. No forward alpha is established.