{
  "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": "Investigate; do not promote. The candidate is a research-only long/cash proxy, not a registered or published strategy. Its results are sufficient to preserve a reproducible trial and support a separate portfolio-level walk-forward, but not to admit it from this evaluation.",
    "bead_ids": [
      "qm-4bx.14"
    ],
    "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": "",
    "disposition": "**Investigate; do not promote.** The candidate is a research-only long/cash proxy, not a registered or published strategy. Its results are sufficient to preserve a reproducible trial and support a separate portfolio-level walk-forward, but not to admit it from this evaluation.",
    "equity": {
      "experiment": [
        1.0,
        0.9768,
        0.9821,
        0.9945,
        1.0231,
        1.0211,
        1.0236,
        1.0621,
        1.0137,
        0.9925,
        1.0157,
        1.0814,
        1.1034,
        1.1605,
        1.0884,
        1.086,
        1.049,
        1.0329,
        1.0783,
        1.1031,
        1.0883,
        1.0332,
        1.0414,
        1.0028,
        0.9631,
        0.9987,
        1.0077,
        0.8495,
        0.801,
        0.7923,
        0.7579,
        0.7307,
        0.6811,
        0.6664,
        0.6751,
        0.7048,
        0.735,
        0.7125,
        0.7493,
        0.7811,
        0.8083,
        0.8414,
        0.7965,
        0.7834,
        0.8084,
        0.845,
        0.8342,
        0.8188,
        0.8327,
        0.8683,
        0.8428,
        0.8604,
        0.9035,
        0.8892,
        0.8444,
        0.808,
        0.7884,
        0.7637,
        0.7435,
        0.798,
        0.8327,
        0.832,
        0.841,
        0.8651,
        0.8679,
        0.8848,
        0.9159,
        0.8889,
        0.8588,
        0.8581,
        0.8167,
        0.8194,
        0.8465,
        0.832,
        0.8732,
        0.8818,
        0.9142,
        0.9015,
        0.8697,
        0.8086,
        0.8185,
        0.7993,
        0.7628,
        0.7494,
        0.7113,
        0.7353,
        0.7257,
        0.7387,
        0.7792,
        0.8317,
        0.8759,
        0.8305,
        0.8087,
        0.7331,
        0.7765,
        0.7731,
        0.7553,
        0.7386,
        0.7395,
        0.7277,
        0.6867,
        0.68,
        0.6854,
        0.6563,
        0.6735,
        0.6873,
        0.7029,
        0.6883,
        0.6555,
        0.6733,
        0.6807,
        0.7201,
        0.7971,
        0.7801,
        0.7591,
        0.7577,
        0.7644,
        0.7244,
        0.6848,
        0.7036
      ],
      "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"
      ],
      "spy": [
        1.0,
        1.0001,
        0.9827,
        1.0189,
        1.0396,
        1.0582,
        1.0998,
        1.1011,
        1.1121,
        1.1278,
        1.1349,
        1.1583,
        1.1617,
        1.1851,
        1.213,
        1.2501,
        1.2652,
        1.3365,
        1.2879,
        1.2526,
        1.2591,
        1.2897,
        1.2971,
        1.3452,
        1.3881,
        1.3964,
        1.2999,
        1.324,
        1.2074,
        1.3041,
        1.3464,
        1.3707,
        1.4267,
        1.3357,
        1.4287,
        1.4503,
        1.426,
        1.4538,
        1.4859,
        1.5397,
        1.5844,
        1.5838,
        1.4584,
        1.2763,
        1.4383,
        1.5069,
        1.5336,
        1.6239,
        1.7373,
        1.6722,
        1.6305,
        1.8079,
        1.8749,
        1.8558,
        1.9074,
        1.994,
        2.0995,
        2.1132,
        2.1606,
        2.2134,
        2.2792,
        2.173,
        2.3255,
        2.3068,
        2.4135,
        2.2862,
        2.2187,
        2.3021,
        2.1001,
        2.1048,
        1.9312,
        2.1091,
        2.023,
        1.836,
        1.9852,
        2.0956,
        1.9748,
        2.099,
        2.0462,
        2.1221,
        2.156,
        2.166,
        2.3063,
        2.3818,
        2.3431,
        2.232,
        2.1835,
        2.383,
        2.4918,
        2.5314,
        2.6635,
        2.7507,
        2.6397,
        2.7733,
        2.8711,
        2.9059,
        2.9738,
        3.0362,
        3.0091,
        3.1886,
        3.1119,
        3.1954,
        3.1549,
        2.9791,
        2.9533,
        3.1389,
        3.3001,
        3.3762,
        3.4454,
        3.5682,
        3.6532,
        3.6603,
        3.6633,
        3.7172,
        3.6851,
        3.5032,
        3.8712,
        4.0749,
        4.0329,
        3.9906
      ],
      "spy_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"
      ]
    },
    "errors": "No additional vendor or coverage gaps beyond frozen panel window; see finding for panel dates and synthetic reconstruction limits.",
    "follow_on": [
      {
        "status": "open",
        "title": "Follow-up qm-4bx.14"
      },
      {
        "status": "open",
        "title": "Follow-up qm-4bx.14.json"
      }
    ],
    "followup_command": "gh issue create --title \"Follow-up Weekly liquid-ETF time-series trend evaluation qm-4bx14\" --body \"Follow-up to qm-4bx.14:  Decision\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"",
    "gh_command": "gh issue create --title \"Follow-up Weekly liquid-ETF time-series trend evaluation qm-4bx14\" --body \"Follow-up to qm-4bx.14:  Decision\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"",
    "id": "qm-4bx.14",
    "issue_ids": [
      "qm-4bx.14"
    ],
    "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,
        -0.0232,
        0.005426,
        0.012626,
        0.028758,
        -0.001955,
        0.002448,
        0.037612,
        -0.04557,
        -0.020913,
        0.023375,
        0.064684,
        0.020344,
        0.051749,
        -0.062128,
        -0.002205,
        -0.03407,
        -0.015348,
        0.043954,
        0.022999,
        -0.013417,
        -0.050629,
        0.007937,
        -0.037065,
        -0.039589,
        0.036964,
        0.009012,
        -0.156991,
        -0.057092,
        -0.010861,
        -0.043418,
        -0.035889,
        -0.06788,
        -0.021583,
        0.013055,
        0.043993,
        0.042849,
        -0.030612,
        0.051649,
        0.04244,
        0.034823,
        0.04095,
        -0.053363,
        -0.016447,
        0.031912,
        0.045275,
        -0.012781,
        -0.018461,
        0.016976,
        0.042752,
        -0.029368,
        0.020883,
        0.050093,
        -0.015827,
        -0.050382,
        -0.043108,
        -0.024257,
        -0.031329,
        -0.02645,
        0.073302,
        0.043484,
        -0.000841,
        0.010817,
        0.028656,
        0.003237,
        0.019472,
        0.035149,
        -0.029479,
        -0.033862,
        -0.000815,
        -0.048246,
        0.003306,
        0.033073,
        -0.017129,
        0.049519,
        0.009849,
        0.036743,
        -0.013892,
        -0.035275,
        -0.070254,
        0.012243,
        -0.023458,
        -0.045665,
        -0.017567,
        -0.050841,
        0.033741,
        -0.013056,
        0.017914,
        0.054826,
        0.067377,
        0.053144,
        -0.051832,
        -0.026249,
        -0.093483,
        0.059201,
        -0.004379,
        -0.023024,
        -0.02211,
        0.001219,
        -0.015957,
        -0.056342,
        -0.009757,
        0.007941,
        -0.042457,
        0.026208,
        0.02049,
        0.022698,
        -0.020771,
        -0.047654,
        0.027155,
        0.010991,
        0.057882,
        0.10693,
        -0.021327,
        -0.02692,
        -0.001844,
        0.008843,
        -0.052329,
        -0.054666,
        0.027453
      ]
    },
    "page": "experiments/qm-4bx-14-weekly-liquid-etf-time-series-trend-eval.html",
    "performance": {
      "cagr": 0.08316463242383731,
      "max_drawdown": -0.1025946431914806,
      "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": 0.8496920420605782,
      "sortino": 1.4431778212296338,
      "volatility": 0.10020263822740433
    },
    "provenance": {
      "artifact": "research/findings/weekly-etf-time-series-trend-qm-4bx.14.json",
      "code": "research/findings",
      "finding": "research/findings/weekly-etf-time-series-trend-qm-4bx.14.md",
      "site_data": "site-data/experiments/qm-4bx.14.json",
      "tearsheet": null
    },
    "question": " Decision",
    "safe_withdrawal": null,
    "signalSeries": {
      "active": [
        false,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        true,
        false,
        false,
        true,
        true,
        true,
        false,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        true,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        true
      ],
      "driver": "Signal driver",
      "entryValue": 0.0,
      "exitValue": 0.0,
      "inputs": [],
      "isDynamic": false,
      "isMulti": false,
      "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"
      ],
      "megaThreshold": null,
      "megaThresholdLabel": null,
      "threshold": 0.0,
      "thresholdKind": "fixed",
      "thresholdLabel": "Entry 0.0",
      "trigger": [
        false,
        true,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        true,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        true,
        true,
        false,
        true,
        false,
        false,
        true,
        true,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        true,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        false,
        true
      ],
      "triggers": [
        "2016-09",
        "2019-04",
        "2021-05",
        "2021-06",
        "2021-08",
        "2021-11",
        "2021-12",
        "2024-01",
        "2026-07"
      ],
      "unit": "",
      "values": [
        -0.1,
        0.132,
        0.16,
        0.538,
        0.061,
        0.246,
        0.711,
        0.696,
        0.723,
        0.559,
        0.48,
        0.734,
        0.769,
        0.746,
        0.707,
        0.594,
        1.034,
        0.843,
        0.847,
        0.445,
        0.988,
        0.62,
        0.575,
        0.539,
        0.627,
        0.326,
        0.197,
        0.223,
        0.297,
        0.271,
        0.074,
        0.019,
        -0.059,
        -0.227,
        -0.136,
        -0.364,
        -0.62,
        -0.351,
        -0.655,
        -0.731,
        -0.489,
        -0.725,
        -0.63,
        -1.052,
        -0.693,
        -0.851,
        -0.736,
        -0.638,
        -0.738,
        -0.758,
        -0.398,
        -0.719,
        -0.445,
        -0.741,
        -0.65,
        -0.575,
        -0.272,
        0.015,
        -0.153,
        -0.252,
        0.3,
        0.162,
        0.066,
        -0.006,
        0.407,
        0.453,
        0.309,
        0.525,
        0.542,
        0.583,
        0.899,
        0.772,
        1.014,
        0.668,
        0.844,
        0.549,
        0.719,
        0.967,
        0.898,
        0.817,
        0.826,
        0.455,
        0.403,
        0.419,
        0.551,
        0.345,
        0.049,
        0.274,
        0.123,
        -0.162,
        -0.114,
        -0.172,
        -0.033,
        -0.423,
        -0.435,
        -0.102,
        -0.22,
        -0.478,
        -0.746,
        -0.632,
        -0.88,
        -0.998,
        -0.875,
        -1.08,
        -0.761,
        -0.578,
        -0.594,
        -0.68,
        -0.578,
        -0.537,
        -0.55,
        -0.891,
        -0.619,
        -0.635,
        -0.18,
        -0.519,
        -0.614,
        -0.458,
        -0.186,
        0.183
      ],
      "yLabel": "Indicator value"
    },
    "signals": [
      {
        "conditionId": "Signal driver",
        "contributingConditions": [],
        "date": "2016-09",
        "driver": "Signal driver",
        "entryExit": "entry",
        "index": 1,
        "indicatorValue": 0.132,
        "label": "signal 2016-09",
        "newState": "active",
        "priorState": "inactive",
        "thresholdKind": "fixed",
        "thresholdType": "fixed",
        "thresholdValue": 0.0,
        "unit": ""
      },
      {
        "conditionId": "Signal driver",
        "contributingConditions": [],
        "date": "2019-04",
        "driver": "Signal driver",
        "entryExit": "exit",
        "index": 32,
        "indicatorValue": -0.059,
        "label": "signal 2019-04",
        "newState": "inactive",
        "priorState": "active",
        "thresholdKind": "fixed",
        "thresholdType": "fixed",
        "thresholdValue": 0.0,
        "unit": ""
      }
    ],
    "slug": "qm-4bx-14-weekly-liquid-etf-time-series-trend-eval",
    "stats": {
      "cagr": 0.08316463242383731,
      "maxDD": -0.1025946431914806,
      "max_drawdown": -0.1852250679186177,
      "sharpe": 0.8496920420605782,
      "sortino": 1.4431778212296338,
      "volatility": 0.10020263822740433
    },
    "status": "investigate",
    "status_chip": "Investigate-only",
    "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": "Weekly liquid-ETF time-series trend evaluation (qm-4bx.14)",
    "trading_costs": {
      "avg_daily_turnover": 0.00698,
      "avg_yearly_fees": 0.001759,
      "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": 0.000838
    },
    "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": 0.08316463242383731,
      "ours_stats": {
        "ann_return": 0.08316463242383731,
        "sharpe": 0.8496920420605782,
        "sortino": 1.4431778212296338
      },
      "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.14",
  "schema_id": "experiments/v1",
  "schema_version": 1
}
