{
  "experiment": {
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        "2026-02",
        "2026-03",
        "2026-04",
        "2026-05",
        "2026-06",
        "2026-07"
      ],
      "series": [
        {
          "name": "SPY",
          "values": [
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        },
        {
          "name": "CASH",
          "values": [
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        }
      ]
    },
    "alloc_as": null,
    "alloc_monthly_as": null,
    "alloc_monthly_ours": {
      "labels": [
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        "2025-09",
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        "2026-01",
        "2026-02",
        "2026-03",
        "2026-04",
        "2026-05",
        "2026-06",
        "2026-07"
      ],
      "series": [
        {
          "name": "SPY",
          "values": [
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          ]
        },
        {
          "name": "CASH",
          "values": [
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          ]
        }
      ]
    },
    "alloc_ours": {
      "labels": [
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        "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": [
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            0.6,
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            0.6,
            0.6,
            0.6,
            0.6,
            0.6,
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            0.6,
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            0.6
          ]
        },
        {
          "name": "CASH",
          "values": [
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            0.4,
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            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": [
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          ]
        }
      ]
    },
    "analysis_page": null,
    "answer": "Pine ROC5>4.8 frozen tick-for-tick (L7 ffill, 57 triggers 186 active). Generic head-to-head on 2002-12-18→2026-07-24 same window/costs/lag next_close +10bps via next_close 10bps: SMA200 Δ47.39% (6.6394→9.7858), SMA50 Δ34.63%, cross Δ50.21%, trailing Δ62.83%, BH Δ0%. Signal is sparse buy-only (2.4/yr) with crisis-only excess and lag fragility; disposition investigate — not promoted to catalog, persisted offline via ensure_macro offline=True with FRED provenance 1234 rows 2002-12-18→2026-08-05.",
    "bead_ids": [
      "qm-kdnj.5"
    ],
    "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": 284,
      "ours_alloc_rows": 284,
      "ours_returns_n": 284,
      "ticker_meta": [
        {
          "end": "2026-07-24",
          "n_rows": 8428,
          "start": "1993-01-29",
          "ticker": "SPY"
        }
      ],
      "tickers": [
        "SPY"
      ]
    },
    "date": "2026-08-18",
    "disposition": "Investigate-only — fidelity verified and generic deltas computed head-to-head on same window/costs/lag via BacktestConfig.allocatesmartly() next_close 10bps; no synthetic pre-2002 history, no catalog promotion. Signal remains sparse buy impulse for risk monitoring, not a standalone strategy. Trailing-stop 10% minimum retained per qm-kdnj contract.",
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    "errors": "Native WSHOSHO weekly W-WED 2002-12-18→2026-08-05 1234 rows FRED H.4.1; no synthetic pre-2002 history invented; publication_lag 7 days (available Wed+L) plus next_close execution; weekly_to_daily_forward_fill UTC-naive sorted unique, dedup keep=last, ffill, no lookahead. Signal is sparse buy-only (57 triggers, 2.4/yr, 3.14% active) — limited power despite 23y span; holding window monotonic 60d dominates but 20d frozen per best-practice; threshold 1% collapses, 4.8 not knife-edge but brittle to L10 Saturday erasure; randomized falsification fails (frequent longs beat true in secular bull). Generic exits are defensive long/cash (SPX <DMA etc) computed causally on daily SPY closes with same costs/lag; trailing-stop is 10% from expanding peak (minimum per spec, causal, UTC-naive); BH delta 0 verifies no lookahead; additive boost and consensus modes not used for harness (override only). DB data/market.sqlite macro_series_meta WSHOSHO 1234 rows via fred_wshosho.csv + macro_obs; instruments SPY 8428 rows 1993-01-29→2026-07-24; offline ensure_macro(offline=True) passes without live fetch; read paths are connect_readonly, no cache mutation. FRED provenance retained via macro_series_meta url fredgraph.csv?id=WSHOSHO and public-input-provenance/v1; latest vintage not ALFRED historical vintage archive; TradingView request.security D close replication verified on pinned fixture.",
    "follow_on": [
      {
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        "title": "No explicit follow-on; file new issue if needed"
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    "followup_command": "gh issue create --title \"Follow-up Fed balance-sheet ROC buy overlay  WSHOSHO ROC548 vs generic\" --body \"Follow-up to qm-kdnj.5: Does the Pine-verbatim Fed balance-sheet ROC5>4.8 buy signal (WSHOSHO weekly W-W\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"",
    "gh_command": "gh issue create --title \"Follow-up Fed balance-sheet ROC buy overlay  WSHOSHO ROC548 vs generic\" --body \"Follow-up to qm-kdnj.5: Does the Pine-verbatim Fed balance-sheet ROC5>4.8 buy signal (WSHOSHO weekly W-W\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"",
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      ],
      "yLabel": "Indicator value"
    },
    "signals": [],
    "slug": "qm-kdnj.5",
    "stats": {
      "baseline": {
        "end_weekly": "2026-08-05",
        "n_active_hw20": 186,
        "n_rows_weekly": 1234,
        "n_triggers": 57,
        "pct_active": 0.03133,
        "start_weekly": "2002-12-18",
        "triggers_per_year": 2.4198,
        "window": "2002-12-18→2026-07-24 same window/costs/lag next_close +10bps"
      },
      "cagr": 0.0,
      "falsification": {
        "note": "Generic deltas show marginal value vs defensive bases; BH delta 0 verifies no lookahead"
      },
      "generic_exit_harness": {
        "bh_cagr_base": 0.11388,
        "bh_cagr_blend": 0.11388,
        "bh_delta_pct": 0.0,
        "bh_generic_only": 12.6866,
        "bh_sharpe_base": 0.6739,
        "bh_sharpe_blend": 0.6739,
        "bh_signal_plus_generic": 12.6866,
        "cross_50_200_generic_only": 8.5526,
        "cross_cagr_base": 0.09539,
        "cross_cagr_blend": 0.11448,
        "cross_delta_cagr": 0.01909,
        "cross_delta_pct": 50.21,
        "cross_delta_sharpe": 0.0858,
        "cross_sharpe_base": 0.7331,
        "cross_sharpe_blend": 0.8189,
        "cross_signal_plus_generic": 12.8467,
        "note": "All one-way buy signals paired with generic opposite (SPX <DMA) per qm-kdnj; deltas computed via BacktestConfig.allocatesmartly() next_close, 10bps+5bps; same window/costs/lag; publication_lag 7, ROC5>4.8 hw20 override",
        "sma200_cagr_base": 0.08368,
        "sma200_cagr_blend": 0.10168,
        "sma200_delta_cagr": 0.018,
        "sma200_delta_maxDD": -0.05742,
        "sma200_delta_pct": 47.39,
        "sma200_delta_sharpe": 0.0901,
        "sma200_generic_only": 6.6394,
        "sma200_maxDD_base": -0.21543,
        "sma200_maxDD_blend": -0.27285,
        "sma200_sharpe_base": 0.7411,
        "sma200_sharpe_blend": 0.8312,
        "sma200_signal_plus_generic": 9.7858,
        "sma50_cagr_base": 0.04542,
        "sma50_cagr_blend": 0.0587,
        "sma50_delta_cagr": 0.01328,
        "sma50_delta_pct": 34.63,
        "sma50_delta_sharpe": 0.0935,
        "sma50_generic_only": 2.8471,
        "sma50_sharpe_base": 0.4627,
        "sma50_sharpe_blend": 0.5562,
        "sma50_signal_plus_generic": 3.833,
        "trail_delta_pct": 62.83,
        "trailing_cagr_base": 0.08205,
        "trailing_cagr_blend": 0.10468,
        "trailing_delta_cagr": 0.02263,
        "trailing_delta_sharpe": 0.1158,
        "trailing_sharpe_base": 0.7345,
        "trailing_sharpe_blend": 0.8503,
        "trailing_signal_plus_generic": 10.4332,
        "trailing_stop_10pct_generic_only": 6.4074,
        "window": "2002-12-18→2026-07-24 same window/costs/lag next_close +10bps"
      },
      "maxDD": 0.0,
      "sharpe": 0.0,
      "sortino": 0.0
    },
    "status": "investigate",
    "status_chip": "Investigate-only",
    "supplemental": {
      "audit": "57 triggers 186 active hw20 (3.14%, 2.42/yr) on full span L7; weekly_to_daily L10 Saturday erasure, threshold1 collapse, randomized frequent longs beat true signal — documented brittleness and investigate disposition",
      "generic_exit_harness": {
        "bh_cagr_base": 0.11388,
        "bh_cagr_blend": 0.11388,
        "bh_delta_pct": 0.0,
        "bh_generic_only": 12.6866,
        "bh_sharpe_base": 0.6739,
        "bh_sharpe_blend": 0.6739,
        "bh_signal_plus_generic": 12.6866,
        "cross_50_200_generic_only": 8.5526,
        "cross_cagr_base": 0.09539,
        "cross_cagr_blend": 0.11448,
        "cross_delta_cagr": 0.01909,
        "cross_delta_pct": 50.21,
        "cross_delta_sharpe": 0.0858,
        "cross_sharpe_base": 0.7331,
        "cross_sharpe_blend": 0.8189,
        "cross_signal_plus_generic": 12.8467,
        "note": "All one-way buy signals paired with generic opposite (SPX <DMA) per qm-kdnj; deltas computed via BacktestConfig.allocatesmartly() next_close, 10bps+5bps; same window/costs/lag; publication_lag 7, ROC5>4.8 hw20 override",
        "sma200_cagr_base": 0.08368,
        "sma200_cagr_blend": 0.10168,
        "sma200_delta_cagr": 0.018,
        "sma200_delta_maxDD": -0.05742,
        "sma200_delta_pct": 47.39,
        "sma200_delta_sharpe": 0.0901,
        "sma200_generic_only": 6.6394,
        "sma200_maxDD_base": -0.21543,
        "sma200_maxDD_blend": -0.27285,
        "sma200_sharpe_base": 0.7411,
        "sma200_sharpe_blend": 0.8312,
        "sma200_signal_plus_generic": 9.7858,
        "sma50_cagr_base": 0.04542,
        "sma50_cagr_blend": 0.0587,
        "sma50_delta_cagr": 0.01328,
        "sma50_delta_pct": 34.63,
        "sma50_delta_sharpe": 0.0935,
        "sma50_generic_only": 2.8471,
        "sma50_sharpe_base": 0.4627,
        "sma50_sharpe_blend": 0.5562,
        "sma50_signal_plus_generic": 3.833,
        "trail_delta_pct": 62.83,
        "trailing_cagr_base": 0.08205,
        "trailing_cagr_blend": 0.10468,
        "trailing_delta_cagr": 0.02263,
        "trailing_delta_sharpe": 0.1158,
        "trailing_sharpe_base": 0.7345,
        "trailing_sharpe_blend": 0.8503,
        "trailing_signal_plus_generic": 10.4332,
        "trailing_stop_10pct_generic_only": 6.4074,
        "window": "2002-12-18→2026-07-24 same window/costs/lag next_close +10bps"
      },
      "generic_exit_harness_detail": "For buy-only impulse per qm-kdnj harness, paired generic opposite SPX <50DMA, <200DMA, 50/200 cross, trailing-stop 10% — each head-to-head generic-only vs signal+generic on same window/costs/lag via BacktestConfig.allocatesmartly() next_close 10bps; deltas SMA200 47.39% (CAGR 1.80% Sharpe +0.09), SMA50 34.63%, cross 50.21%, trailing 62.83%, BH 0.0% — window 2002-12-18→2026-07-24 same window/costs/lag next_close +10bps L7 ROC5>4.8 hw20 override",
      "generic_exit_harness_rows": [
        {
          "base_cagr": 0.04542,
          "base_equity": 2.8471,
          "base_maxDD": -0.38006,
          "base_sharpe": 0.4627,
          "blend_cagr": 0.0587,
          "blend_equity": 3.833,
          "blend_maxDD": -0.42651,
          "blend_sharpe": 0.5562,
          "delta_cagr": 0.01328,
          "delta_maxDD": -0.04645,
          "delta_pct": 34.63,
          "delta_sharpe": 0.0935,
          "generic": "sma50"
        },
        {
          "base_cagr": 0.08368,
          "base_equity": 6.6394,
          "base_maxDD": -0.21543,
          "base_sharpe": 0.7411,
          "blend_cagr": 0.10168,
          "blend_equity": 9.7858,
          "blend_maxDD": -0.27285,
          "blend_sharpe": 0.8312,
          "delta_cagr": 0.018,
          "delta_maxDD": -0.05742,
          "delta_pct": 47.39,
          "delta_sharpe": 0.0901,
          "generic": "sma200"
        },
        {
          "base_cagr": 0.09539,
          "base_equity": 8.5526,
          "base_maxDD": -0.33717,
          "base_sharpe": 0.7331,
          "blend_cagr": 0.11448,
          "blend_equity": 12.8467,
          "blend_maxDD": -0.33717,
          "blend_sharpe": 0.8189,
          "delta_cagr": 0.01909,
          "delta_maxDD": 0.0,
          "delta_pct": 50.21,
          "delta_sharpe": 0.0858,
          "generic": "cross_50_200"
        },
        {
          "base_cagr": 0.08205,
          "base_equity": 6.4074,
          "base_maxDD": -0.22837,
          "base_sharpe": 0.7345,
          "blend_cagr": 0.10468,
          "blend_equity": 10.4332,
          "blend_maxDD": -0.28532,
          "blend_sharpe": 0.8503,
          "delta_cagr": 0.02263,
          "delta_maxDD": -0.05695,
          "delta_pct": 62.83,
          "delta_sharpe": 0.1158,
          "generic": "trailing_10pct"
        },
        {
          "base_cagr": 0.11388,
          "base_equity": 12.6866,
          "base_maxDD": -0.55189,
          "base_sharpe": 0.6739,
          "blend_cagr": 0.11388,
          "blend_equity": 12.6866,
          "blend_maxDD": -0.55189,
          "blend_sharpe": 0.6739,
          "delta_cagr": 0.0,
          "delta_maxDD": 0.0,
          "delta_pct": 0.0,
          "delta_sharpe": 0.0,
          "generic": "bh"
        }
      ],
      "pine_verbatim": "fedbal = request.security(\"WSHOSHO\",\"D\",close); ta.roc(fedbal,5) >4.8",
      "provenance_hashes": "macro_series_meta WSHOSHO 1234 2002-12-18→2026-08-05 FRED fredgraph.csv, SPY 8428 1993-01-29→2026-07-24 OHLCV; provenance via research/input_provenance public-input-provenance/v1 and backtest/fed_bal_roc.provenance_record()",
      "request_security_semantics": "request.security(\"WSHOSHO\",\"D\",close) daily ffill of Wednesday levels, availability Wednesday+L, weekly_to_daily_forward_fill with publication_lag 7, UTC-naive sorted unique, one-bar lag next_close via BacktestConfig.allocatesmartly()",
      "research_narrative": [
        {
          "heading": "Pine fidelity",
          "text": "Frozen Pine semantics request.security WSHOSHO D ffill + ta.roc 5 >4.8 level-trigger, weekly_to_daily_forward_fill L7, UTC-naive sorted unique, no lookahead; publication_lag 7 days, next_close execution adds one-bar lag via BacktestConfig.allocatesmartly() 10bps."
        },
        {
          "heading": "Generic exit harness",
          "text": "For buy-only impulse per qm-kdnj harness, paired generic opposite SPX <50DMA, <200DMA, 50/200 cross, trailing-stop 10% — each head-to-head generic-only vs signal+generic on same window/costs/lag via BacktestConfig.allocatesmartly() next_close 10bps; deltas SMA200 47.39% (CAGR 1.80% Sharpe +0.09), SMA50 34.63%, cross 50.21%, trailing 62.83%, BH 0.0% — window 2002-12-18→2026-07-24 same window/costs/lag next_close +10bps L7 ROC5>4.8 hw20 override"
        },
        {
          "heading": "Results",
          "text": "WSHOSHO 1234 W-WED 2002-12-18→2026-08-05, 57 triggers 186 active hw20. Generic head-to-head on 2002-12-18→2026-07-24 same window/costs/lag next_close +10bps: SMA200 6.6394→9.7858 Δ47.39%, SMA50 2.8471→3.833 Δ34.63%, cross 8.5526→12.8467 Δ50.21%, trailing 10% 6.4074→10.4332 Δ62.83%, BH 12.6866→12.6866 Δ0.0%."
        }
      ],
      "roc_semantics": "ta.roc 100*(fedbal/fedbal[5]-1) backward 5 daily ffilled bars, threshold 4.8 level-trigger not crossover, no smoothing, no HMA/EMA, no quantile/sigma"
    },
    "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": "Fed balance-sheet ROC buy overlay — WSHOSHO ROC5>4.8 vs generic exits",
    "trading_costs": {
      "avg_daily_turnover": 0.00933,
      "avg_yearly_fees": 0.002351,
      "basis": "daily_engine",
      "cost_bps_one_way": 10.0,
      "fee_bps": 10.0,
      "n_bars": 284,
      "schema_id": "trading-costs/v1",
      "slippage_bps": 0.0,
      "total_costs": 0.00265
    },
    "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": 0.0,
      "ours_stats": {
        "ann_return": 0.0,
        "sharpe": 0.0,
        "sortino": 0.0
      },
      "passed": null,
      "status": "not_applicable",
      "verify_status": null
    },
    "visualizations": [
      {
        "data": {
          "labels": [
            "2002-12",
            "2003-01",
            "2003-02",
            "2003-03",
            "2003-04",
            "2003-05"
          ],
          "note": "Aligned window 2002-12-18→2026-07-24 same window/costs/lag next_close +10bps, both rebased to 1.0 at start"
        },
        "title": "Equity vs S&P (aligned, rebased to 1.0)",
        "type": "equity_vs_spy"
      }
    ]
  },
  "generated_at": "2026-09-17T04:12:25Z",
  "id": "qm-kdnj.5",
  "schema_id": "experiments/v1",
  "schema_version": 1
}