YUCLAW v5.3.0 Signal Validation Lab
Validation LabSMH Evidence LensXLK Evidence LensCanada Resources EvidenceForward TrackingSignal ReviewExplorerSectorsGitHubPyPILedgerMethodologyHome Data through 2026-08-05 (last completed U.S. trading day) · regenerated daily after market close
Per-label hit-rate ledger: Forward Tracking →
Data through 2026-08-05 (last completed U.S. trading day) · regenerated daily after market close · last build 2026-08-05 23:00 UTC
Forward OOS
EARLY · n=51 periods
no significant alpha yet — underpowered, accruing daily
In-sample replay
OPTIMISTIC
parametric look-ahead — educational only, collapsed below
Ledger
LIVE · 56 blocks
git-anchored daily · root 776522d6…
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 test 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 — rareness confirmed OOS 2026-07-06; sign confirmation pending (elevated arm n=2; accrual live from 2026-07-16)

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 2026-08-05 · last build 2026-08-05 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%-4.0%+24.6%Jul 6Jul 14Jul 21Jul 28Aug 5High−Low spread +1.8%
0%-12.0%+14.2%Jun 8Jun 23Jul 8Jul 22Aug 5High−Low spread -6.6%
forward out-of-sampleMay 180%-8.5%+18.7%May 13Jun 9Jun 29Jul 17Aug 5High−Low spread -3.0%
in-sample replayforward out-of-sampleMay 180%-7.2%+20.5%Feb 18May 26Jun 18Jul 14Aug 5High−Low spread -1.6%

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%-15.7%+2.7%Jul 6Jul 14Jul 21Jul 28Aug 5Positive-label -1.9%Risk-flag -3.9%SPY +2.5%
0%-13.2%+6.8%Jun 8Jun 23Jul 8Jul 22Aug 5Positive-label -0.2%Risk-flag -1.0%SPY +4.1%
forward out-of-sampleMay 180%-12.3%+20.1%May 13Jun 9Jun 29Jul 17Aug 5Positive-label +12.3%Risk-flag +0.1%SPY +4.0%
in-sample replayforward out-of-sampleMay 180%-4.5%+110.0%Feb 18May 26Jun 18Jul 14Aug 5Positive-label +96.3%Risk-flag +17.3%SPY +12.4%

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.
Evidence-tier names (53, Canada Resources). Evidence-tier names are covered for filings evidence and research dashboards only. They are not scored and are not part of the Lab decile study or the 79-ticker forward-track universe. See the Canada Resources Evidence page and the methodology's evidence-tier boundary section.
Panel 1 · Forward (Out-of-Sample)LOOK-AHEAD-FREE
is_backfill = false · Day 0 = 2026-05-18 · the honest panel
⚠ Early forward period — 53 trading days, 51 rebalances. Not yet statistically meaningful.

Forward Day 0 = 2026-05-18; return window 2026-05-20 → 2026-08-05 (signals 2026-05-20 → 2026-08-05). A 53-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%-20.3%+6.0%May 20Jun 10Jun 30Jul 17Aug 5High-score -7.2%Low-score -4.0%Universe EW +5.7%SPY +4.5%
CohortCumulative returnMax drawdownVolatility (periodic)Hit-rate vs SPYn (min/med/max)
High-score cohort (top decile by composite score)-7.20%-13.30%1.82%37%8/8/8
Low-score cohort (bottom decile by composite score)-3.99%-23.68%2.91%45%8/8/8
Equal-weight universe (all scored tickers)+5.73%-4.19%0.90%55%79/79/79
SPY benchmark (broad-market reference)+4.47%-4.49%0.94%
Current high-score (top-decile) cohort membership · as of 2026-08-05 · 8 of 79 tickers
TickerComposite scoreSignal labelEvidence gradeFilings cited
PFE+0.5333BULLISHGrade B5
FXI+0.5158BULLISHGrade C0
BMY+0.4557BULLISHGrade C2
TMO+0.4524BULLISHGrade B2
XLV+0.4239BULLISHGrade C0
ABT+0.3945NEUTRALGrade B3
XLB+0.3864NEUTRALGrade C0
BAC+0.3805NEUTRALGrade C0

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 -7.10% · max drawdown -18.28%
0%-12.4%+13.7%May 20Jun 10Jun 30Jul 17Aug 5Top−Bottom spread -7.1%
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 → 2026-08-05 · 45 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.

38/79
qualified pool (median/day)
48%
evidence coverage
7d
median evidence age
55%
C6 coverage of pool
Cohort (n)Cumulative returnMax drawdownVolatility (periodic)
Qualified pool, equal-weight (n=25–47/day)-1.19%-9.54%1.71%
Qualified high-score decile (n=2–5/day) ⚠ too small for inference-1.26%-18.74%3.52%
Equal-weight universe (n=79, reference)+1.77%-4.19%0.92%

Honest result: over its first 45 periods the qualified pool trails the universe (-1.19% vs +1.77%). 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 2026-08-05 · 47 names (top 5 = decile cohort)
TickerScoreDisplay labelGradeCited filingsEvidence ageC6
PFE+0.533BULLISHGrade B50d+0.76
BMY+0.456BULLISHGrade C26d+0.36
TMO+0.452BULLISHGrade B28d-0.02
ABT+0.395NEUTRALGrade B38d+0.10
PYPL+0.352NEUTRALGrade B56d-0.02
DHR+0.337NEUTRALGrade B32d+0.00
WFC+0.316NEUTRALGrade B28d+0.00
MRK+0.316NEUTRALGrade C11d+0.00
GS+0.307NEUTRALGrade B52d+0.38
LLY+0.280NEUTRALGrade B30d+0.55
PSX+0.277NEUTRALGrade B50d+0.66
JPM+0.260NEUTRALGrade B413d-0.09
GLD+0.240NEUTRALGrade C11d+0.00
ABBV+0.223NEUTRALGrade B30d+0.00
AXP+0.186WATCHGrade B40d-0.06
HPE+0.179WATCHGrade B51d-0.11
XOM+0.141WATCHGrade B12d+0.52
COST+0.139WATCHGrade B228d+0.02
SLB+0.133WATCHGrade B27d+0.30
MSFT+0.132WATCHGrade B50d-0.15
JNJ+0.128WATCHGrade B51d-0.28
COP+0.127WATCHGrade B143d-0.01
PG+0.115WATCHGrade B41d+0.00
MS+0.110WATCHGrade B51d-0.27
TSLA+0.074WATCHGrade C314d+0.24
LUNR+0.065WATCHGrade C52d+0.08
PEP+0.065WATCHGrade B37d-0.04
V+0.062WATCHGrade B55d-0.46
CRCL+0.060WATCHGrade C50d-0.13
DELL+0.038WATCHGrade B512d-0.46
MA+0.030WATCHGrade B50d-0.46
AAPL+0.026WATCHGrade B35d-0.13
ARM+0.024WATCHGrade B57d+0.20
KO+0.017WATCHGrade B52d-0.46
WMT+0.017WATCHGrade B51d-0.46
CVX-0.000WEAKENINGGrade B50d-0.46
NVDA-0.007WEAKENINGGrade B534d-0.46
AMZN-0.025WEAKENINGGrade B50d-0.46
INTC-0.039WEAKENINGGrade B313d+0.13
META-0.072WEAKENINGGrade B50d-0.46
AMAT-0.097WEAKENINGGrade B535d-0.46
AMD-0.109WEAKENINGGrade B51d-0.15
MU-0.115WEAKENINGGrade B58d-0.46
MRVL-0.136WEAKENINGGrade B52d-0.44
LRCX-0.136WEAKENINGGrade B522d-0.46
GOOGL-0.143WEAKENINGGrade B57d-0.46
RKLB-0.148WEAKENINGGrade C528d-0.46

Evidence age = days since the last SourceLock-accepted filing event for the ticker (stale flag at >90d). Limitations: 45 periods; decile cohort of 2–5 names; insider-evidence stream live since 2026-07-16 (batch coverage ended 2026-05-15; gap backfilled with ingestion-time as-of) — evidence ages for some names reflect the coverage gap until live events accrue; 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 → 2026-08-05 · look-ahead-free
Decile spread tests (per-rebalance arithmetic spreads)
SpreadMean / periodBootstrap 95% CItpn periods
Top − Bottom decile-0.091%(-0.99%, +0.76%)-0.200.84451
Top decile − EW universe-0.243%(-0.70%, +0.20%)-1.040.30251
Information coefficient (per-date cross-sectional Spearman, Fama–MacBeth mean)
HorizonMean ICNewey–West tpshare IC>0T datesmedian cross-section
1-day+0.0197+0.56 (lag 0)0.57549%5579
5-day+0.0103+0.19 (lag 4)0.85355%5179
20-day ⚠ too few independent blocks-0.0203(-0.38 — not interpretable)N/A — descriptive only53%3679
Market model (top-decile cohort per-period returns, OLS)
Regressionα / periodα annualizedβt(α)pn
vs equal-weight universe-0.224%-41.9%+0.83-0.950.3490.16651
vs SPY-0.205%-39.2%+0.83-0.880.3830.18551
Statistical power meter
n=51 periods
≈410% 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.

Clustered decile inference (registered · protocol 36d019b175c8) — per-signal-date k-day spreads; cluster CI is primary, naive shown beside it labeled naive
HorizonMean spreadTicker-cluster CI (primary)Wild-cluster CI (small-G remedy)Naive CI (comparison)dates/tickersBadge
k=1+0.05%(-0.42%, +0.54%)(-0.46%, +0.56%)(-0.65%, +0.70%)47d/65tDESCRIPTIVE
k=5 — PRIMARY+0.18%(-1.45%, +1.81%)(-1.59%, +1.94%)(-1.29%, +1.68%)43d/63tDESCRIPTIVE
k=20-1.99%(-6.28%, +2.55%)(-6.63%, +2.77%)(-5.40%, +1.16%)27d/60tDESCRIPTIVE
Evidence-Qualified pool · k=1+0.71%(-0.26%, +1.54%)qualified cross-section only (protocol e86ceac61036)44d/40tDESCRIPTIVE
Evidence-Qualified pool · k=5 — addendum primary+1.68%(-1.17%, +4.96%)qualified cross-section only (protocol e86ceac61036)40d/40tDESCRIPTIVE
Evidence-Qualified pool · k=20-5.09%(-11.67%, +4.66%)qualified cross-section only (protocol e86ceac61036)25d/32tDESCRIPTIVE

Same tickers recur in deciles across dates; the ticker-clustered CI absorbs that dependence, the naive date-resample CI does not. Estimator differs from the per-rebalance spreads above (per-signal-date k-day returns — clustering requires ticker identity); stated side by side, never blended. Locked decisions: G<8 UNDERPOWERED retained; percentile CIs retained for v1 (bootstrap-t deferred to v5.3).

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.

Baselines — the composite vs simple alternatives (registered)
protocol e3de3a240410 · forward-OOS · registered before computation
StrategyMean IC k=1Mean IC k=5Mean IC k=20Composite − baseline @k=5 (clustered CI)
Composite (the platform's score)+0.0291+0.0316-0.0181
Random rank (seeded)+0.0078-0.0244+0.0109+0.0560 (-0.0111, +0.1278) [DESCRIPTIVE]
Momentum rank (prior 60d return)+0.0168-0.0295-0.1433+0.0610 (-0.0167, +0.1433) [DESCRIPTIVE]
Short-reversal rank (prior 5d, inverted)+0.0296+0.0245-0.0204+0.0071 (-0.0902, +0.1086) [DESCRIPTIVE]
Previous-day-score persistence+0.0266+0.0546-0.0386-0.0230 (-0.0395, -0.0077) [PRELIMINARY]
Equal-weight component composite+0.0319+0.0347-0.0331-0.0031 (-0.0512, +0.0548) [DESCRIPTIVE]

Most platforms never test this. The comparison is pre-registered; results appear as measured. Registered primary: composite minus the top-scoring baseline per the registered argmax rule (persistence) at k=5 = -0.0230 CI (-0.0389, -0.0073) [PRELIMINARY] over 48 forward dates / 79 clustered tickers. At this sample the persistence baseline reads ahead of the composite at k=5 — printed exactly as measured; the window is young and the comparison recomputes as the record accrues. Interpretation note: yesterday's score and today's are highly overlapping (the composite moves slowly), so the persistence comparison is not between independent signals — a one-day-lagged copy of a slow-moving score can rank ahead at short horizons under reversal-like return structure without containing any information the composite lacks. Because it re-uses yesterday's own composite, this baseline measures day-over-day continuity and smoothing behavior, not an independent competitor strategy — the honest reading is that the daily composite is noisy at k=5, not that a rival wins. Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

Neutralized association — raw vs factor-neutralized (registered)
protocol 10af01095bea · forward-OOS · registered before computation
StrategyRaw IC k=5Beta-neutralMomentum-neutralVol-neutralJointly neutral
Composite+0.0398+0.0717+0.0910+0.0444+0.0483
c1_price_momentum+0.0490+0.0457+0.0800+0.0410+0.0103
c2_volume_confirm
c3_sector_velocity-0.0470+0.0046-0.0170-0.0126+0.0045
c4_macro_regime
c5_oil_rates_fx+0.0559+0.0712+0.0785+0.0344+0.0467
c6_event_impact-0.0187-0.0135-0.0055-0.0199+0.0091
c7_peer_correlation+0.1181+0.0703+0.1126+0.1387+0.0595
c8_cascade_effect+0.2814-0.1036+0.1026+0.0450-0.1807
c9_model_trust+0.0061+0.0255+0.0351+0.0043+0.0334

Registered primary: composite jointly-neutralized IC at k=5 = +0.0483 CI (-0.0085, +0.1017) [DESCRIPTIVE] — the association is not explained away by market beta, momentum, or volatility exposure, and it is also not statistically distinguishable from zero at this sample; both facts print. Component cells are exploratory: note c8's raw association largely dissolves under neutralization (factor exposure, reported as measured); blank rows are the masked (c2) and frozen (c4) components with no cross-sectional variation. not computable from owned config (no per-equity sector mapping) — stated, not proxied. Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

Case exhibits — score to filings lineage (illustrative)
current top and bottom composite deciles · citation-verified
PFE · top decile · BULLISH · score +0.533 · evidence age 0d

components: c1 +0.44 · c6 +0.76 · c7 +0.13 · c8 +0.00 · label history: WATCH → WATCH → WATCH → WATCH → BULLISH

contributing events (accession-linked, verified):

  • 2026-08-05 INSIDER_BUY (confidence 1.0) PFE_F4_000122520826006944_0
  • 2026-08-05 INSIDER_BUY (confidence 1.0) PFE_F4_000122520826006943_0
  • 2026-08-04 OTHER_MATERIAL (confidence 1.0) PFE_20260804_ad6936e8d9cf
FXI · top decile · BULLISH · score +0.516 · evidence age —

components: c1 +0.55 · c6 +0.00 · c7 +0.00 · c8 +0.00 · label history: BULLISH → BULLISH → BULLISH → BULLISH → BULLISH

contributing events (accession-linked, verified):

  • no accepted events on record
BMY · top decile · BULLISH · score +0.456 · evidence age 6d

components: c1 +0.61 · c6 +0.36 · c7 +0.11 · c8 +0.00 · label history: NEUTRAL → NEUTRAL → NEUTRAL → NEUTRAL → BULLISH

contributing events (accession-linked, verified):

  • 2026-07-30 OTHER_MATERIAL (confidence 0.8) BMY_20260730_c89c7ef9801b
  • 2026-07-30 OTHER_MATERIAL (confidence 0.9) BMY_20260730_6ef6eba0bf0b
  • 2026-04-02 INSIDER_SELL (confidence 1.0) BMY_F4_000145160426000004_0
TMO · top decile · BULLISH · score +0.452 · evidence age 8d

components: c1 +0.58 · c6 -0.02 · c7 +0.11 · c8 +0.00 · label history: NEUTRAL → NEUTRAL → NEUTRAL → WATCH → BULLISH

contributing events (accession-linked, verified):

  • 2026-07-28 INSIDER_SELL (confidence 1.0) TMO_F4_000009774526000140_0
  • 2026-07-23 OTHER_MATERIAL (confidence 1.0) TMO_20260723_ab1ba178c91b
  • 2026-04-29 INSIDER_SELL (confidence 1.0) TMO_F4_000009774526000089_0
XLV · top decile · BULLISH · score +0.424 · evidence age —

components: c1 +0.07 · c6 +0.00 · c7 +0.00 · c8 +0.00 · label history: WATCH → NEUTRAL → WATCH → WATCH → BULLISH

contributing events (accession-linked, verified):

  • no accepted events on record
ABT · top decile · NEUTRAL · score +0.395 · evidence age 8d

components: c1 +0.53 · c6 +0.10 · c7 +0.12 · c8 +0.00 · label history: NEUTRAL → NEUTRAL → NEUTRAL → WATCH → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-07-28 OTHER_MATERIAL (confidence 0.8) ABT_20260728_8c591a405d50
  • 2026-07-16 OTHER_MATERIAL (confidence 0.9) ABT_20260716_faf7cd65537d
  • 2026-06-18 INSIDER_BUY (confidence 1.0) ABT_F4_000138526226000017_0
XLB · top decile · NEUTRAL · score +0.386 · evidence age —

components: c1 +0.06 · c6 +0.00 · c7 +0.00 · c8 +0.00 · label history: WATCH → WEAKENING → NEUTRAL → NEUTRAL → NEUTRAL

contributing events (accession-linked, verified):

  • no accepted events on record
BAC · top decile · NEUTRAL · score +0.381 · evidence age 90d

components: c1 +0.28 · c6 +0.00 · c7 +0.19 · c8 +0.00 · label history: NEUTRAL → NEUTRAL → NEUTRAL → NEUTRAL → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-05-07 INSIDER_SELL (confidence 1.0) BAC_F4_000007085826000286_0
  • 2026-03-13 INSIDER_SELL (confidence 1.0) BAC_F4_000007085826000200_0
  • 2026-03-06 INSIDER_SELL (confidence 1.0) BAC_F4_000007085826000196_0
META · bottom decile · WEAKENING · score -0.072 · evidence age 0d

components: c1 -0.10 · c6 -0.46 · c7 +0.18 · c8 +0.00 · label history: WATCH → WATCH → WATCH → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-08-05 INSIDER_SELL (confidence 1.0) META_F4_000095010326011964_0
  • 2026-08-04 INSIDER_SELL (confidence 1.0) META_F4_000095010326011909_0
  • 2026-07-29 OTHER_MATERIAL (confidence 1.0) META_20260729_83622b3653d3
AMAT · bottom decile · WEAKENING · score -0.097 · evidence age 35d

components: c1 -0.49 · c6 -0.46 · c7 +0.15 · c8 +0.00 · label history: WATCH → WEAKENING → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-07-01 INSIDER_SELL (confidence 1.0) AMAT_F4_000162828026046609_0
  • 2026-07-01 INSIDER_SELL (confidence 1.0) AMAT_F4_000162828026046609_1
  • 2026-07-01 INSIDER_SELL (confidence 1.0) AMAT_F4_000162828026046609_2
AMD · bottom decile · WEAKENING · score -0.109 · evidence age 1d

components: c1 -0.63 · c6 -0.15 · c7 +0.13 · c8 +0.00 · label history: WATCH → WEAKENING → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-08-04 OTHER_MATERIAL (confidence 0.8) AMD_20260804_3fcd37c1fde9
  • 2026-07-17 INSIDER_SELL (confidence 1.0) AMD_F4_000000248826000117_1
  • 2026-07-01 EXEC_CHANGE (confidence 0.9) AMD_20260701_6d9e9443c4a0
MU · bottom decile · WEAKENING · score -0.115 · evidence age 8d

components: c1 -0.47 · c6 -0.46 · c7 +0.15 · c8 +0.00 · label history: WEAKENING → WEAKENING → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-07-28 INSIDER_SELL (confidence 1.0) MU_F4_000124265426000014_1
  • 2026-07-28 INSIDER_SELL (confidence 1.0) MU_F4_000124265426000014_0
  • 2026-07-28 INSIDER_SELL (confidence 1.0) MU_F4_000124265426000014_2
MRVL · bottom decile · WEAKENING · score -0.136 · evidence age 2d

components: c1 -0.77 · c6 -0.44 · c7 +0.12 · c8 +0.00 · label history: WATCH → WEAKENING → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-08-03 INSIDER_SELL (confidence 1.0) MRVL_F4_000162828026051905_0
  • 2026-07-16 INSIDER_SELL (confidence 1.0) MRVL_F4_000162828026048541_0
  • 2026-07-16 INSIDER_SELL (confidence 1.0) MRVL_F4_000162828026048556_10
LRCX · bottom decile · WEAKENING · score -0.136 · evidence age 22d

components: c1 -0.61 · c6 -0.46 · c7 +0.14 · c8 +0.00 · label history: WATCH → WEAKENING → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-07-14 INSIDER_SELL (confidence 1.0) LRCX_F4_000131606526000012_0
  • 2026-07-06 INSIDER_SELL (confidence 1.0) LRCX_F4_000134360026000009_1
  • 2026-06-15 INSIDER_SELL (confidence 1.0) LRCX_F4_000119063926000004_2
GOOGL · bottom decile · WEAKENING · score -0.143 · evidence age 7d

components: c1 -0.06 · c6 -0.46 · c7 +0.00 · c8 +0.00 · label history: WEAKENING → WATCH → WATCH → WEAKENING → WEAKENING

contributing events (accession-linked, verified):

  • 2026-07-29 INSIDER_SELL (confidence 1.0) GOOGL_F4_000119312526324312_0
  • 2026-07-29 INSIDER_SELL (confidence 1.0) GOOGL_F4_000116840426000041_1
  • 2026-07-29 INSIDER_SELL (confidence 1.0) GOOGL_F4_000116840426000041_3
RKLB · bottom decile · WEAKENING · score -0.148 · evidence age 28d

components: c1 -0.98 · c6 -0.46 · c7 +0.00 · c8 +0.00 · label history: WEAKENING → WEAKENING → WEAKENING → WEAKENING → WEAKENING

contributing events (accession-linked, verified):

  • 2026-07-08 INSIDER_SELL (confidence 1.0) RKLB_F4_000200101126000109_0
  • 2026-07-08 INSIDER_SELL (confidence 1.0) RKLB_F4_000200101126000109_1
  • 2026-07-08 INSIDER_SELL (confidence 1.0) RKLB_F4_000200101126000109_2

Illustrative exhibits of how classifications trace to filings — never stock picks. Every event ID round-trips to the evidence store before render; full event exports are in the evidence packets. Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

Maturity calendar, changes, and monitoring
armed reads · headline-statistic audit diff · outage and alarm status
DateArmed eventStatus / accrual
2026-08-13 C6 risk-gate second read (protocol d7d5cc4fde5f) armed · accrual: 20 elevated / 95 normal artifacts vs floor 10/arm with completed windows
2026-09-01 Reversal coherence first read (protocol ea120b0a6b52) guard active (computation refuses before the date); accrual from 2026-07-27; floors 15 events/target, 3 targets
What changed and why (vs 2026-08-04 23:00 UTC)
Monitoring

Known outage: 2026-06-26 to 2026-07-03 — snapshots continued point-in-time on frozen price inputs; zero retroactive edits (disclosed since it happened). Chain health: 30-minute monitor with alert file; push/deploy alarm: clear at build time; deploy-verify runs after every push (byte-identity against the live site).

Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

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 · 56 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 YETrareness confirmed OOS 2026-07-06 (22% fire rate, n=9 held-out); sign confirmation pending (elevated arm n=2; accrual live from 2026-07-16)
Reproduce this page
one command, fresh environment · derived data only (no vendor market data bundled or required)
# packaged (v5.0+)
pip install yuclaw
yuclaw replay-lab

# or fully standalone (stdlib only, nothing to install)
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 02a288a41c28 · ledger block 2026-08-05 · daily root 776522d6cc1c2687… · 56 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.

Download evidence packet

Everything this page derives, as files — YUCLAW-derived data only (derived statistics, counts, classifications; never raw vendor price/options data). Regenerated in the daily chain.

Download packet (.zip)

Cite this page
YUCLAW Validation Lab, v5.3.0, data through 2026-08-05, built 2026-08-05, commit 02a288a41c28; evidence-tier names excluded from scoring universe.
Use YUCLAW in your research
1 · Verify the record

pip install yuclaw then yuclaw replay-lab.
No install: tools/replay_lab.py (stdlib only) against the published bundle.
Exit 0 = every statistic and ledger root reproduced. How to report a replication →

2 · Inspect one evidence trace

One real Suncor 6-K, end to end:
filing → exhibit → extracted prose → event type → grade → C6 posture.
Open the trace → · example evidence memo (Suncor) →

3 · Cite a research lens

Every evidence packet ships a ready citation snippet
(version, data-through, build date, source commit).
Get the citation →

Status — proven · not proven · accruing

Rendered from one shared source (v3/web/useful_blocks.py) on every page that shows it, so the copies cannot drift. Statuses are measured, not aspirational.

Proven (verifiable today)
  • Replay works — one command reproduces every Lab statistic and ledger root from published data
  • Ledger anchored daily — sha-256 daily roots committed to a public git repository before pages update
  • Evidence traces to filings — every accepted event carries a source URL, accession number, and verified excerpt
  • Coverage measured — SEC-filer weight per lens is stated as measured, never rounded up
  • Snapshots are point-in-time — daily as-of writes, zero retroactive edits (outage window disclosed, not repaired)
  • Evidence-tier names are never scored — enforced by positive gating and a standing negative check
Not proven
  • Forward alpha — no spread, IC, or alpha significant at 5% with adequate power
  • C6 risk-gate sign — rareness confirmed OOS 2026-07-06 (22% fire rate, n=9 held-out); sign confirmation pending (elevated arm n=2; accrual live from 2026-07-16)
  • Peer-model CAR lead — event-study lead over peer models is not established; live-era sample remains small
Accruing
  • · Forward out-of-sample record — one period per trading day, accruing daily
  • · Matured CAR events — each accepted event matures into the event study after its forward window completes
  • · C6 elevated arm — live Form-4 ingestion since 2026-07-16 restores the insider stream to production inputs
  • · External replications — the replication log accrues as independent runs are reported
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 registered test)
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.

Live Form-4 ingestion enabled 2026-07-16. Insider-event stream restored to production inputs (batch coverage previously ended 2026-05-15; the gap is backfilled with ingestion-time available_as_of and cannot affect past replays). C6 elevated-arm accrual for the out-of-sample sign study begins from this date.

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 ledger56 daily blocks · latest root 776522d6cc1c… (2026-08-05)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 29% of forward snapshots (rare by construction) · in-sample within-class IC +0.36 on material non-insider events (n=38)rareness confirmed OOS 2026-07-06 (22% fire, n=9 held-out); sign confirmation pending (elevated arm n=2; accrual live from 2026-07-16)
Event-type extraction specialists10 dedicated extractors (v5 Layer 1) — earnings, guidance, M&A, insider, governance, …LIVE for 8-K and Form-4 streams · Form-4 live since 2026-07-16 (batch 2026-02-18 → 05-15; gap backfilled, ingestion-time as-of)
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 evidence 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.