{ "experiment": { "alloc": { "labels": [ "2025-08", "2025-09", "2025-10", "2025-11", "2025-12", "2026-01", "2026-02", "2026-03", "2026-04", "2026-05", "2026-06", "2026-07" ], "series": [ { "name": "SPY", "values": [ 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6 ] }, { "name": "CASH", "values": [ 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4 ] } ] }, "alloc_as": null, "alloc_monthly_as": null, "alloc_monthly_ours": { "labels": [ "2025-08", "2025-09", "2025-10", "2025-11", "2025-12", "2026-01", "2026-02", "2026-03", "2026-04", "2026-05", "2026-06", "2026-07" ], "series": [ { "name": "SPY", "values": [ 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6 ] }, { "name": "CASH", "values": [ 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4 ] } ] }, "alloc_ours": { "labels": [ "2025-08", "2025-09", "2025-10", "2025-11", "2025-12", "2026-01", "2026-02", "2026-03", "2026-04", "2026-05", "2026-06", "2026-07" ], "series": [ { "name": "SPY", "values": [ 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6 ] }, { "name": "CASH", "values": [ 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4 ] } ] }, "alloc_yearly_as": null, "alloc_yearly_ours": { "labels": [ "2025" ], "series": [ { "name": "SPY", "values": [ 0.6 ] }, { "name": "CASH", "values": [ 0.4 ] } ] }, "analysis_page": null, "answer": " Decision", "bead_ids": [ "qm-4bx.13" ], "cost_variants": {}, "coverage": { "alloc_monthly_labels_n": 12, "alloc_yearly_labels_n": 0, "as_alloc_rows": 0, "as_history_start_year": null, "as_returns_n": 0, "as_yearly_alloc_rows": 0, "coverage_generated_at": "2026-07T00:00:00Z", "db_path": "data/market.sqlite", "db_warm": true, "gap_years": null, "limiting": { "effective_start": "1993-01-29", "id": "SPY", "kind": "ohlcv", "native_start": "1993-01-29", "proxied": false, "proxy_chain": [], "span_basis": "db" }, "macro_meta": [], "macros": [], "monthly_labels_n": 120, "ours_alloc_rows": 120, "ours_returns_n": 120, "ticker_meta": [ { "end": "2026-07-24", "n_rows": 8428, "start": "1993-01-29", "ticker": "SPY" } ], "tickers": [ "SPY" ] }, "date": "2026-08-09", "disposition": "This is a genuinely separate pass over the complete paper corpus, not another ranking of the nine candidates in `qm-4bx.1`. It finds **one** evidence-backed evaluation candidate: a weekly-scheduled, long/cash, liquid-ETF proxy for time-series trend. It is routed to **qm-4bx.14** as `investigate`, not to the strategy registry or public catalog. The candidate fills a real *schedule* gap: the completed `qm-prd` inventory has daily and monthly implementations, but no dedicated weekly signal schedule. It is deliberately a proxy, not a replication of a short-enabled futures strategy. No in-sample result may promote it. No other second-pass edge is advanced. 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This pass re-read the title-plus-abstract text for the complete source with a different routing question: *does an idea define an honest daily, weekly, or monthly schedule that is absent from the public strategy universe?* It then inspected stable primary sources for any possible promotion. | Second-pass routing signal | Corpus hits | Result | |---|---:|---| | `weekly` | 5 | No frozen low-turnover ETF rule in four; one supports a weekly trend-proxy evaluation.", "follow_on": [ { "status": "open", "title": "Follow-up qm-4bx.13" }, { "status": "open", "title": "Follow-up qm-4bx.1" }, { "status": "open", "title": "Follow-up qm-4bx.14" } ], "followup_command": "gh issue create --title \"Follow-up Cadence-gap second pass weekly ETF trend evaluation qm-4bx13\" --body \"Follow-up to qm-4bx.13: Date: 2026-08-09.\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"", "gh_command": "gh issue create --title \"Follow-up Cadence-gap second pass weekly ETF trend evaluation qm-4bx13\" --body \"Follow-up to qm-4bx.13: Date: 2026-08-09.\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"", "id": "qm-4bx.13", "issue_ids": [ "qm-4bx.13" ], "monthly": { "as": [ null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null ], "labels": [ "2016-08", "2016-09", "2016-10", "2016-11", "2016-12", "2017-01", "2017-02", "2017-03", "2017-04", "2017-05", "2017-06", "2017-07", "2017-08", "2017-09", "2017-10", "2017-11", "2017-12", "2018-01", "2018-02", "2018-03", "2018-04", "2018-05", "2018-06", "2018-07", "2018-08", "2018-09", "2018-10", "2018-11", "2018-12", "2019-01", "2019-02", "2019-03", "2019-04", "2019-05", "2019-06", "2019-07", "2019-08", "2019-09", "2019-10", "2019-11", "2019-12", "2020-01", "2020-02", "2020-03", "2020-04", "2020-05", "2020-06", "2020-07", "2020-08", "2020-09", "2020-10", "2020-11", "2020-12", "2021-01", "2021-02", "2021-03", "2021-04", "2021-05", "2021-06", "2021-07", "2021-08", "2021-09", "2021-10", "2021-11", "2021-12", "2022-01", "2022-02", "2022-03", "2022-04", "2022-05", "2022-06", "2022-07", "2022-08", "2022-09", "2022-10", "2022-11", "2022-12", "2023-01", "2023-02", "2023-03", "2023-04", "2023-05", "2023-06", "2023-07", "2023-08", "2023-09", "2023-10", "2023-11", "2023-12", "2024-01", "2024-02", "2024-03", "2024-04", "2024-05", "2024-06", "2024-07", "2024-08", "2024-09", "2024-10", "2024-11", "2024-12", "2025-01", "2025-02", "2025-03", "2025-04", "2025-05", "2025-06", "2025-07", "2025-08", "2025-09", "2025-10", "2025-11", "2025-12", "2026-01", "2026-02", "2026-03", "2026-04", "2026-05", "2026-06", "2026-07" ], "ours": [ 0.0, 0.0399, -0.009135, -0.016013, 0.043989, -0.023618, 0.031253, 0.000281, -0.004033, -0.052552, -0.018887, -0.049848, -0.034016, -0.029363, -0.048106, -0.004182, 0.078584, -0.007786, 0.065022, 0.019053, 0.029749, -0.046845, -0.016839, -0.000428, -0.052152, 0.054796, -0.042202, -0.049206, 0.073512, 0.080311, 0.070081, -0.060942, 0.073577, -0.027357, 0.037696, -0.013133, 0.030297, -0.012825, -0.052803, 0.076614, -0.063882, 0.037037, 0.065242, 0.021999, 0.151627, 0.041196, -0.039494, 0.009719, 0.040056, -0.003702, 0.062808, -0.068038, 0.015366, -0.016412, 0.039078, 0.054779, 0.097278, 0.003243, 0.047297, -0.041045, -0.082325, 0.049045, -0.049105, 0.026569, -0.061977, 0.017583, -0.096763, 0.052167, 0.023776, -0.031489, -0.036321, -0.072746, 0.027072, -0.016983, -0.053236, 0.064652, 0.045525, 0.036644, 0.055385, 0.005085, -0.03636, 0.073854, -0.050261, 0.063079, -0.053396, 0.076734, 0.068478, 0.069248, 0.085944, 0.052591, -0.028426, 0.033551, -0.00884, 0.0058, 0.020013, 0.036057, -0.008345, 0.02913, 0.044705, 0.045889, 0.009869, 0.073985, -0.041288, 0.015621, -0.04949, 0.023678, 0.070831, -0.026795, -0.046348, 0.065553, -0.04357, 0.084117, 0.041, -0.011413, 0.057086, -0.0467, 0.058722, 0.048428, 0.003957, 0.083504 ] }, "page": "experiments/qm-4bx-13-cadence-gap-second-pass-weekly-etf-tren.html", "performance": { "cagr": 0.04438, "max_drawdown": -0.18531, "max_drawdown_fallback_rule": "Use daily backtest equity when available; otherwise compound published monthly returns and label the result monthly.", "max_drawdown_observation_frequency": "monthly", "sharpe": 0.62876, "sortino": 0.91814, "volatility": null }, "provenance": { "artifact": null, "code": "research/findings", "finding": "research/findings/cadence-gap-second-pass-qm-4bx.13.md", "site_data": "site-data/experiments/qm-4bx.13.json", "tearsheet": null }, "question": "Date: 2026-08-09.", "safe_withdrawal": null, "signalSeries": null, "signals": [], "slug": "qm-4bx-13-cadence-gap-second-pass-weekly-etf-tren", "stats": { "cagr": 0.04438, "maxDD": -0.18531, "sharpe": 0.62876, "sortino": 0.91814 }, "status": "rejected", "status_chip": "Rejected", "tax_analysis": { "ltcg_pct": null, "note": "Experiment parity stub: no taxable wrapper; see strategy tax_analysis for methodology", "schema_id": "tax-analysis/v1", "stcg_pct": null }, "taxable_stats": null, "title": "Cadence-gap second pass: weekly ETF trend evaluation (qm-4bx.13)", "trading_costs": { "avg_daily_turnover": 0.00823, "avg_yearly_fees": 0.002074, "basis": "daily_engine", "cost_bps_one_way": 10.0, "fee_bps": 10.0, "n_bars": 120, "schema_id": "trading-costs/v1", "slippage_bps": 0.0, "total_costs": 0.000988 }, "verify": { "as_cagr": null, "as_stats": null, "cagr_delta": null, "gates": null, "last_verify_at": null, "monthly_bias": null, "monthly_corr": null, "monthly_mae": null, "n_months": null, "ours_cagr": 0.04438, "ours_stats": { "ann_return": 0.04438, "sharpe": 0.62876, "sortino": 0.91814 }, "passed": null, "status": "not_applicable", "verify_status": null }, "visualizations": [ { "data": { "labels": [ "2016-08", "2016-09", "2016-10", "2016-11", "2016-12", "2017-01" ], "note": "Aligned window, both rebased to 1.0 at start for fair comparison" }, "title": "Equity vs S&P (aligned, rebased to 1.0)", "type": "equity_vs_spy" }, { "data": { "note": "Friday signal, next-session close" }, "title": "Weekly vs daily execution", "type": "multi_equity" } ] }, "generated_at": "2026-09-17T04:12:25Z", "id": "qm-4bx.13", "schema_id": "experiments/v1", "schema_version": 1 }