{
  "experiment": {
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        "2026-03",
        "2026-04",
        "2026-05",
        "2026-06",
        "2026-07"
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        {
          "name": "SPY",
          "values": [
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        {
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    "alloc_yearly_as": null,
    "alloc_yearly_ours": {
      "labels": [
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      "series": [
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        },
        {
          "name": "CASH",
          "values": [
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    },
    "analysis_page": null,
    "answer": "No. Primary SPY rolling 252d percentile <=5th proxy (389 signals 1994-2026, 4.77% sparse) beats unconditional overall (mean fwd20 T+1 1.45% vs 0.92% delta +0.52pp hit 62.7% false 37.3% vs near-boundary event pct5-10th  -0.51% hit 49.3% delta +1.96pp) and retains at T+2 (-0.04pp to 1.41%), but fails frozen robustness: 2008-2019 delta -0.70pp hit 61.0% false 39% (regime failure vs 1993-2007 +0.18pp hit 56.6% and 2020+ +4.42pp hit 79.7%), adjacent thresholds/windows fail (pct10th -0.19pp, env -5% -0.10pp; no stable plateau; pct1st +2.47pp and env -10% +1.13pp sporadically beat primary), window 63/126 beat 252 (+0.87-0.98pp), overlay 20d hold gross CAGR 0.49% vs SPY 10.80% delta -10.31pp (net 0.49% after 10bps Sharpe 0.10 vs 0.64 exposure 10.6% 38 transitions) and env -8% 1.97% vs 10.80% delta -8.82pp. Exact Berg boundary thresholds/lookbacks withheld across all three reports — all results proxy-only; SPY OHLCV close_only 1993+ 8428 rows. 30k-indicator multiple-testing hazard dominates.",
    "bead_ids": [
      "qm-tykd.1"
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    "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": "2026-07-31T00:00:00Z",
      "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"
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      "macro_meta": [],
      "macros": [],
      "monthly_labels_n": 391,
      "ours_alloc_rows": 391,
      "ours_returns_n": 391,
      "ticker_meta": [
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          "start": "1993-01-29",
          "ticker": "SPY"
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      "tickers": [
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    "date": "2026-08-17",
    "disposition": "Rejected — price/boundary proxy shows regime-dependent hit-rate that does not survive subperiod stability, adjacent-threshold/window robustness, or portfolio translation; no robust indicator to promote, no tradable strategy queued. All false boundary touches and negative results retained.",
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    },
    "errors": "Exact Berg price-boundary formula, thresholds (e.g., envelope width, percentile cutoff, support distance), lookbacks (63/126/252), reversal confirmation rules and asset scope withheld across all three reports (zero verbatim numeric thresholds) — all thresholds/windows reported are inferred OHLCV-derived proxy neighborhoods (rolling percentile, SMA envelope, support distance) kept distinct from verbatim disclosure; native Berg 30k series proprietary/unavailable SPY OHLCV via data/market.sqlite close_only (8428 rows 1993-01-29..2026-07-24, effective 1994-01-28 after 252d warmup, 8156 valid days) — Volume=0 close_only sufficient for price family; QQQ/IWM similar; no NYSE volume/breadth license needed 30k-indicator multiple-testing hazard severe even for modest overall +0.52pp edge with ~12 implicit threshold/window trials; hit-rate 62.7% below unconditional 65.3% (more losers despite larger winners); 2008-2019 delta -0.70pp regime failure dominates Equity curve is illustrative 20d holding overlay (pct5 within 20d → long SPY else cash, T+1 lag, fee_bps=10 negligible at 0.6/yr) vs SPY buy-and-hold, not a recommended allocation — prediction vs portfolio kept separate per acceptance; overlay underperforms by 10.3pp",
    "follow_on": [
      {
        "status": "deferred",
        "title": "No explicit follow-on; file new issue if needed"
      }
    ],
    "followup_command": "gh issue create --title \"Follow-up Berg price and turning-boundary indicator family  price boun\" --body \"Follow-up to qm-tykd.1: Do Berg price/turning-boundary signals (price extremes, boundary breaks, reversa\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"",
    "gh_command": "gh issue create --title \"Follow-up Berg price and turning-boundary indicator family  price boun\" --body \"Follow-up to qm-tykd.1: Do Berg price/turning-boundary signals (price extremes, boundary breaks, reversa\" --label \"priority:p2\" --label \"pipeline:research\" --label \"agent:ready\"",
    "id": "qm-tykd.1",
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        "holding_rule": "exposure=1 if signal within last 20d (T+1 entry, 20d hold)",
        "span": "1994-01-28..2026-07-24",
        "transitions": 38,
        "verdict": "prediction does not translate"
      },
      "primary_pct252_5th": {
        "delta_vs_event": 0.01959,
        "delta_vs_unconditional": 0.00524,
        "event_baseline_pct5_10th_n": 221,
        "event_hit": 0.493,
        "event_mean": -0.00511,
        "false_rate": 0.373,
        "freq": 0.0477,
        "hit_pos": 0.627,
        "mean_fwd20": 0.01448,
        "n": 389
      },
      "sharpe": 0.0,
      "sortino": 0.0,
      "subperiods": {
        "1993-2007": {
          "delta": 0.00177,
          "false": 0.434,
          "hit": 0.566,
          "mean_sig": 0.0101,
          "n": 143,
          "uncond_period": 0.00833,
          "verdict": "marginal"
        },
        "2008-2019": {
          "delta": -0.00696,
          "false": 0.39,
          "hit": 0.61,
          "mean_sig": 0.00148,
          "n": 177,
          "uncond_period": 0.00844,
          "verdict": "fails"
        },
        "2020-2026": {
          "delta": 0.04424,
          "false": 0.203,
          "hit": 0.797,
          "mean_sig": 0.05691,
          "n": 69,
          "uncond_period": 0.01267,
          "verdict": "strong but small-n regime"
        }
      },
      "unconditional_forward_20d_mean_T1": 0.00923,
      "unconditional_hit_pos": 0.653,
      "unconditional_n": 8156
    },
    "status": "rejected",
    "status_chip": "Rejected",
    "supplemental": {
      "exact_disclosed_rules": "none — family disclosed only as boundary concept (ledger §2-§3 F1)",
      "family": "F1 price/turning-boundary",
      "frozen_protocol_hash": "sha256:price-boundary-frozen-v1-20260817",
      "indicator_id": "berg-price-boundary-v1",
      "ledger_ref": "research/findings/berg-coverage-ledger-qm-tykd.5.md §2 F1, §3 F1",
      "primary_definition": "SPY pct252<=5th (rolling percentile 252d)",
      "proxy_disclosure": "all thresholds/windows inferred and labeled proxy"
    },
    "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": "Berg price and turning-boundary indicator family — price boundary proxy",
    "trading_costs": {
      "avg_daily_turnover": 0.00966,
      "avg_yearly_fees": 0.002434,
      "basis": "daily_engine",
      "cost_bps_one_way": 10.0,
      "fee_bps": 10.0,
      "n_bars": 391,
      "schema_id": "trading-costs/v1",
      "slippage_bps": 0.0,
      "total_costs": 0.003777
    },
    "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": [
            "1994-01-31",
            "1994-02-28",
            "1994-03-31",
            "1994-04-30",
            "1994-05-31",
            "1994-06-30"
          ],
          "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": "Triggers when overlay takes over base strategy"
        },
        "title": "Signal timeline (sparse triggers)",
        "type": "signal_timeline"
      }
    ]
  },
  "generated_at": "2026-09-17T04:12:25Z",
  "id": "qm-tykd.1",
  "schema_id": "experiments/v1",
  "schema_version": 1
}