Per-label hit-rate ledger: Forward Tracking →
Data through 2026-09-14 (last completed U.S. trading day) · regenerated daily after market close · last build 2026-09-15 04:24 UTC
Forward OOS
EARLY · n=78 periods
no significant alpha yet — underpowered, accruing daily
In-sample replay
OPTIMISTIC
replay reconstruction — educational only, collapsed below
Ledger
LIVE · 84 blocks
git-anchored daily · evidence-ledger root 08c14e03…
Reproducibility
ONE-COMMAND VERIFY
stdlib script reproduces every statistic + evidence-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=78 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 2026-09-14 · last build 2026-09-15 04:24 UTC · daily after U.S. market close
High-minus-low cohort spread — latest rolling record · updated daily after U.S. market close
0%-11.6%+0.9%Aug 17Aug 24Aug 31Sep 4Sep 14High−Low spread -11.6%
0%-15.5%+20.6%Jul 16Jul 30Aug 13Aug 28Sep 14High−Low spread -15.5%
0%-16.0%+19.9%Jun 16Jul 9Jul 30Aug 21Sep 14High−Low spread -16.0%
forward out-of-sampleMay 180%-14.1%+22.7%Feb 18Jun 5Jul 10Aug 11Sep 14High−Low spread -14.1%

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%-15.4%+0.4%Aug 17Aug 24Aug 31Sep 4Sep 14Positive-label -15.4%Risk-flag -1.7%SPY -1.5%
0%-10.4%+13.1%Jul 16Jul 30Aug 13Aug 28Sep 14Positive-label -4.8%Risk-flag +6.2%SPY +1.4%
0%-15.4%+11.3%Jun 16Jul 9Jul 30Aug 21Sep 14Positive-label -6.2%Risk-flag +0.3%SPY +1.4%
forward out-of-sampleMay 180%-4.5%+122.8%Feb 18Jun 5Jul 10Aug 11Sep 14Positive-label +87.7%Risk-flag +22.2%SPY +11.1%

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 — 80 trading days, 78 rebalances. Not yet statistically meaningful.

Forward Day 0 = 2026-05-18; return window 2026-05-20 → 2026-09-14 (signals 2026-05-20 → 2026-09-14). A 80-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%-20.1%+8.5%May 20Jun 22Jul 20Aug 14Sep 14High-score -8.7%Low-score +7.8%Universe EW +6.5%SPY +3.3%
CohortCumulative returnMax drawdownVolatility (periodic)Hit-rate vs SPYn (min/med/max)
High-score cohort (top decile by composite score)-8.74%-13.02%1.67%41%8/8/8
Low-score cohort (bottom decile by composite score)+7.77%-23.72%2.43%54%8/8/8
Equal-weight universe (all scored tickers)+6.52%-4.19%0.80%56%79/79/79
SPY benchmark (broad-market reference)+3.26%-4.49%0.82%
Current high-score (top-decile) cohort membership · as of 2026-09-14 · 8 of 79 tickers
TickerComposite scoreSignal labelEvidence gradeFilings cited
XLC+0.3984NEUTRALGrade C0
PFE+0.3636NEUTRALGrade C0
MRK+0.3636NEUTRALGrade C0
GOOGL+0.3390NEUTRALGrade C0
XLV+0.3365NEUTRALGrade C0
IBB+0.3049NEUTRALGrade C0
ABBV+0.2789NEUTRALGrade B3
WFC+0.2703NEUTRALGrade B1

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 -18.89% · max drawdown -29.95%
0%-18.9%+15.8%May 20Jun 22Jul 20Aug 14Sep 14Top−Bottom spread -18.9%
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 → 2026-09-14 · 72 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.

43/79
qualified pool (median/day)
54%
evidence coverage
7d
median evidence age
67%
C6 coverage of pool
Cohort (n)Cumulative returnMax drawdownVolatility (periodic)
Qualified pool, equal-weight (n=25–52/day)+0.82%-9.54%1.42%
Qualified high-score decile (n=2–5/day) ⚠ too small for inference-0.11%-18.74%2.94%
Equal-weight universe (n=79, reference)+2.53%-4.19%0.81%

Honest result: over its first 72 periods the qualified pool trails the universe (+0.82% vs +2.53%). 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 2026-09-14 · 39 names (top 4 = decile cohort)
TickerScoreDisplay labelGradeCited filingsEvidence ageC6
ABBV+0.279NEUTRALGrade B311d-0.07
WFC+0.270NEUTRALGrade B126d+0.00
TSLA+0.268NEUTRALGrade C15d-0.11
BMY+0.250NEUTRALGrade C14d-0.05
PSX+0.232NEUTRALGrade B124d+0.07
CRCL+0.215NEUTRALGrade C54d-0.46
DHR+0.206NEUTRALGrade B321d-0.22
UNH+0.193WATCHGrade C120d-0.01
AXP+0.191WATCHGrade B226d-0.04
COP+0.184WATCHGrade B221d-0.07
JPM+0.177WATCHGrade B14d-0.12
GS+0.156WATCHGrade B113d-0.03
XOM+0.149WATCHGrade B117d+0.00
TMO+0.149WATCHGrade B513d-0.46
LLY+0.148WATCHGrade C127d-0.07
KO+0.147WATCHGrade B421d-0.32
PG+0.147WATCHGrade B521d-0.14
JNJ+0.126WATCHGrade B310d-0.46
CVX+0.126WATCHGrade B425d-0.16
ABT+0.103WATCHGrade B318d-0.32
SLB+0.095WATCHGrade B513d-0.18
WMT+0.077WATCHGrade B512d-0.20
PYPL+0.076WATCHGrade B56d-0.05
AAPL+0.033WATCHGrade B44d-0.11
MA+0.016WATCHGrade B511d-0.24
DELL+0.007WATCHGrade B53d-0.37
V+0.000WATCHGrade B54d-0.42
LUNR-0.006WEAKENINGGrade C24d-0.26
META-0.012WEAKENINGGrade B53d-0.46
MRVL-0.036WEAKENINGGrade B412d-0.09
ARM-0.083WEAKENINGGrade B24d-0.13
NVDA-0.091WEAKENINGGrade B56d-0.17
MSFT-0.114WEAKENINGGrade B512d-0.46
AMD-0.119WEAKENINGGrade B50d-0.47
MU-0.136WEAKENINGGrade B519d-0.46
AMZN-0.142WEAKENINGGrade B50d-0.46
AMAT-0.214NEGATIVE_EVENTGrade B44d-0.29
RKLB-0.220NEGATIVE_EVENTGrade C510d-0.46
LRCX-0.230NEGATIVE_EVENTGrade B54d-0.46

Evidence age = days since the last SourceLock-accepted filing event for the ticker (stale flag at >90d). Limitations: 72 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

In-sample look-ahead statement. The in-sample replay rows (signal dates 2026-02-18 to 2026-05-13, evidence window 2026-02-18 to 2026-05-17) were built from evidence events extracted by one language model, Meta Llama 3.1 70B Instruct (served locally as yuclaw-llm-70b), whose published pretraining cutoff is December 2023 (Meta model card). Form 4 events in the window come from a deterministic XML parser with no language model. The earliest in-sample date is about 26 months after that cutoff, so no filing text in the window could have been seen in training: there is no parametric look-ahead from the filings themselves, and the model's general market knowledge also ends before the window begins. The replay engine flags any as-of date before 2024-07-01 as inside the model's training window; no in-sample date triggers it. In-sample results nonetheless remain a replay reconstruction, not a live record: the scoring design was finalized in May 2026, after the window it is replayed over, market-layer components read approximated inputs, and no in-sample signal was exposed to external challenge in real time. In-sample results are therefore treated as systematically optimistic and educational only; the forward record (signal dates from 2026-05-20) is the look-ahead-free record.

⚠ Educational replay only — in-sample results are systematically optimistic (see the look-ahead statement above). 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; replay-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 → 2026-09-14 · look-ahead-free
Decile spread tests (per-rebalance arithmetic spreads)
SpreadMean / periodBootstrap 95% CItpn periods
Top − Bottom decile-0.228%(-0.86%, +0.39%)-0.710.48078
Top decile − EW universe-0.188%(-0.51%, +0.14%)-1.110.27078
Information coefficient (per-date cross-sectional Spearman, Fama–MacBeth mean)
HorizonMean ICNewey–West tpshare IC>0T datesmedian cross-section
1-day+0.0013+0.05 (lag 0)0.96246%8379
5-day-0.0191-0.48 (lag 4)0.63049%7979
20-day-0.0337-0.93 (lag 19)0.35846%6379
Market model (top-decile cohort per-period returns, OLS)
Regressionα / periodα annualizedβt(α)pn
vs equal-weight universe-0.183%-36.3%+0.95-1.070.2860.20778
vs SPY-0.140%-29.1%+0.83-0.800.4250.16478
Statistical power meter
n=78 periods
≈227% 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 · replay reconstruction — 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
XLC · top decile · NEUTRAL · score +0.398 · evidence age —

components: c1 +0.22 · c6 +0.00 · c7 +0.00 · c8 +0.00 · label history: WATCH → WATCH → NEUTRAL → NEUTRAL → NEUTRAL

contributing events (accession-linked, verified):

  • no accepted events on record
MRK · top decile · NEUTRAL · score +0.364 · evidence age 33d

components: c1 +0.45 · c6 +0.00 · c7 -0.02 · c8 +0.00 · label history: WATCH → NEUTRAL → WATCH → WATCH → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-08-13 INSIDER_SELL (confidence 1.0) MRK_F4_000031015826000221_2
  • 2026-08-13 INSIDER_SELL (confidence 1.0) MRK_F4_000031015826000223_0
  • 2026-08-12 INSIDER_SELL (confidence 1.0) MRK_F4_000031015826000219_1
PFE · top decile · NEUTRAL · score +0.364 · evidence age 34d

components: c1 +0.27 · c6 +0.00 · c7 -0.01 · c8 +0.00 · label history: WATCH → NEUTRAL → NEUTRAL → WATCH → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-08-12 INSIDER_BUY (confidence 1.0) PFE_F4_000122520826007083_0
  • 2026-08-06 INSIDER_SELL (confidence 1.0) PFE_F4_000122520826007004_0
  • 2026-08-05 INSIDER_BUY (confidence 1.0) PFE_F4_000122520826006944_0
GOOGL · top decile · NEUTRAL · score +0.339 · evidence age 36d

components: c1 +0.09 · c6 +0.00 · c7 +0.00 · c8 +0.00 · label history: WATCH → WATCH → NEUTRAL → NEUTRAL → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-08-10 OTHER_MATERIAL (confidence 1.0) GOOGL_20260810_bef1d8e78c08
  • 2026-07-29 INSIDER_SELL (confidence 1.0) GOOGL_F4_000116840426000041_1
  • 2026-07-29 INSIDER_SELL (confidence 1.0) GOOGL_F4_000119312526324312_0
XLV · top decile · NEUTRAL · score +0.337 · evidence age —

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

contributing events (accession-linked, verified):

  • no accepted events on record
IBB · top decile · NEUTRAL · score +0.305 · evidence age —

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

contributing events (accession-linked, verified):

  • no accepted events on record
ABBV · top decile · NEUTRAL · score +0.279 · evidence age 12d

components: c1 +0.26 · c6 -0.07 · c7 -0.01 · c8 +0.00 · label history: WATCH → NEUTRAL → WATCH → WATCH → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-09-03 OTHER_MATERIAL (confidence 0.8) ABBV_20260903_2d93639a59b9
  • 2026-08-18 OTHER_MATERIAL (confidence 0.8) ABBV_20260818_53865a6f9115
  • 2026-08-18 INSIDER_SELL (confidence 1.0) ABBV_F4_000176295126000006_1
WFC · top decile · NEUTRAL · score +0.270 · evidence age 27d

components: c1 -0.01 · c6 +0.00 · c7 +0.17 · c8 +0.00 · label history: WATCH → NEUTRAL → NEUTRAL → NEUTRAL → NEUTRAL

contributing events (accession-linked, verified):

  • 2026-08-19 OTHER_MATERIAL (confidence 0.8) WFC_20260819_dd029b92482e
  • 2026-07-28 OTHER_MATERIAL (confidence 0.8) WFC_20260728_bb2535ea0046
  • 2026-07-14 OTHER_MATERIAL (confidence 0.8) WFC_20260714_e3df0a98e673
MSFT · bottom decile · WEAKENING · score -0.114 · evidence age 13d

components: c1 +0.13 · c6 -0.46 · c7 -0.09 · c8 +0.00 · label history: WATCH → WATCH → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-09-02 OTHER_MATERIAL (confidence 0.8) MSFT_20260902_d158ce1e61a6
  • 2026-09-02 INSIDER_SELL (confidence 1.0) MSFT_F4_000078901926000161_0
  • 2026-09-02 INSIDER_SELL (confidence 1.0) MSFT_F4_000078901926000161_1
AMD · bottom decile · WEAKENING · score -0.119 · evidence age 1d

components: c1 +0.11 · c6 -0.47 · c7 -0.09 · c8 +0.00 · label history: WATCH → WATCH → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-09-14 INSIDER_SELL (confidence 1.0) AMD_F4_000000248826000178_7
  • 2026-09-14 INSIDER_SELL (confidence 1.0) AMD_F4_000000248826000178_0
  • 2026-09-14 INSIDER_SELL (confidence 1.0) AMD_F4_000000248826000178_1
MU · bottom decile · WEAKENING · score -0.136 · evidence age 20d

components: c1 +0.07 · c6 -0.46 · c7 -0.09 · c8 +0.00 · label history: WATCH → WATCH → WEAKENING → WATCH → WEAKENING

contributing events (accession-linked, verified):

  • 2026-08-26 EXEC_CHANGE (confidence 0.9) MU_20260826_d58ee37d9301
  • 2026-08-25 INSIDER_SELL (confidence 1.0) MU_F4_000124265426000015_0
  • 2026-08-25 INSIDER_SELL (confidence 1.0) MU_F4_000124265426000015_1
AMZN · bottom decile · WEAKENING · score -0.142 · evidence age 1d

components: c1 -0.26 · c6 -0.46 · c7 +0.06 · c8 +0.00 · label history: WEAKENING → WEAKENING → NEGATIVE_EVENT → WEAKENING → WEAKENING

contributing events (accession-linked, verified):

  • 2026-09-14 OTHER_MATERIAL (confidence 0.8) AMZN_20260914_f93b94254388
  • 2026-09-09 OTHER_MATERIAL (confidence 0.9) AMZN_20260909_ff1f0d800d5f
  • 2026-09-03 INSIDER_SELL (confidence 1.0) AMZN_F4_000193600626000024_0
SMH · bottom decile · NEGATIVE_EVENT · score -0.202 · evidence age —

components: c1 -0.37 · c6 +0.00 · c7 +0.00 · c8 +0.00 · label history: NEUTRAL → NEUTRAL → WEAKENING → NEUTRAL → NEGATIVE_EVENT

contributing events (accession-linked, verified):

  • no accepted events on record
AMAT · bottom decile · NEGATIVE_EVENT · score -0.214 · evidence age 5d

components: c1 -1.00 · c6 -0.29 · c7 +0.02 · c8 +0.00 · label history: WEAKENING → WATCH → WEAKENING → WEAKENING → NEGATIVE_EVENT

contributing events (accession-linked, verified):

  • 2026-09-10 INSIDER_SELL (confidence 1.0) AMAT_F4_000162828026061408_0
  • 2026-08-27 EXEC_CHANGE (confidence 0.9) AMAT_20260827_7a9f7e0757d8
  • 2026-08-27 INSIDER_SELL (confidence 1.0) AMAT_F4_000162828026059277_0
RKLB · bottom decile · NEGATIVE_EVENT · score -0.220 · evidence age 11d

components: c1 -1.00 · c6 -0.46 · c7 +0.00 · c8 +0.00 · label history: WEAKENING → NEGATIVE_EVENT → NEGATIVE_EVENT → NEGATIVE_EVENT → NEGATIVE_EVENT

contributing events (accession-linked, verified):

  • 2026-09-04 INSIDER_SELL (confidence 1.0) RKLB_F4_000200101126000136_1
  • 2026-09-04 INSIDER_SELL (confidence 1.0) RKLB_F4_000200101126000136_2
  • 2026-08-28 INSIDER_SELL (confidence 1.0) RKLB_F4_000200101126000133_1
LRCX · bottom decile · NEGATIVE_EVENT · score -0.230 · evidence age 5d

components: c1 -0.81 · c6 -0.46 · c7 +0.04 · c8 +0.00 · label history: WATCH → WATCH → WEAKENING → WATCH → NEGATIVE_EVENT

contributing events (accession-linked, verified):

  • 2026-09-10 INSIDER_SELL (confidence 1.0) LRCX_F4_000140569326000011_0
  • 2026-09-10 INSIDER_SELL (confidence 1.0) LRCX_F4_000134360026000013_1
  • 2026-09-03 INSIDER_SELL (confidence 1.0) LRCX_F4_000170782726000006_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: 18 elevated / 80 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 2026-09-04 02:10 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: FAILURE MARKER PRESENT; 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 · 84 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 ae79710b7338 · ledger block 2026-09-14 · evidence-ledger root 08c14e030cc07587… · 84 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, v7.0.1, data through 2026-09-11, built 2026-09-14, commit a1cdafa6caf7; 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 evidence-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 evidence-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 ledger84 daily blocks · latest evidence-ledger root 08c14e030cc0… (2026-09-14)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 37% 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.