{"product":"coil-signal-audit","computed_at":"2026-09-14T20:30:19+00:00","methodology":"For each committed day: fwd 1/5-session close-to-close returns of the top-decile-by-opp_pct and entry_q>=70 cohorts, vs the board median (internal control) and an equal-weight basket of the decile's own sector ETFs weighted by its sector mix (external control). Closes = Alpaca SIP dailies. No smoothing, no dropped days except >20% missing closes (counted in skipped_days). Inputs are public: /api/board/asof + /api/board/proof. Fixed before the first result was computed; published even when negative. Universe is EQUITY-ONLY: the 81-pair crypto book joined the archive on 2026-08-20 and is excluded from every cohort and from board_names (per-day crypto_rows_excluded says how many).","summary":{"n_days":36,"avg_excess_vs_sector_5d_pp":-0.15,"avg_excess_vs_median_5d_pp":-0.119,"hit_rate_5d_vs_sector":0.444,"skipped_days":0,"hit_rate_5d_vs_sector_ci95":{"low":0.2954,"high":0.6042},"hit_rate_5d_vs_sector_p_vs_coin":0.6177,"independence":{"issue":"The headline CI and p-value above assume independent observations. They are not independent: the 5-session forward window is sampled every session, so neighbouring rows overlap by 4 of 5 sessions. Read ci95_effective as the honest interval and the headline as the floor on our uncertainty, never the ceiling.","horizon_sessions":5,"n_nominal":36,"n_effective":7.2,"ci95_effective":{"low":0.17,"high":0.7575},"independent_subsamples":[{"offset":0,"n":8,"hits":4,"hit_rate":0.5},{"offset":1,"n":7,"hits":3,"hit_rate":0.429},{"offset":2,"n":7,"hits":3,"hit_rate":0.429},{"offset":3,"n":7,"hits":3,"hit_rate":0.429},{"offset":4,"n":7,"hits":3,"hit_rate":0.429}],"note":"Every disjoint subsample is quoted, not the best one. If they disagree with the headline, believe the spread, not the point."},"sessions_for_significance":{"note":"Committed days needed to distinguish a TRUE hit rate from 50% at 95% confidence and 80% power. Read it before treating any figure here as evidence either way.","if_true_rate_55pct":782,"if_true_rate_60pct":194,"if_true_rate_65pct":85},"rider":"n=36 committed days \u2014 thin, and shown anyway. A sample this small proves methodology, not edge; the number will move. At this n the confidence interval spans BOTH sides of 50%, so neither we nor you can yet call this signal good or bad. The interval is WIDER than it looks: see `independence` \u2014 these windows overlap, so the honest reading is ci95_effective, not the headline. See sessions_for_significance for what it would take. Percentage points, scores and states only; research, not advice."},"days":[{"date":"2026-07-17","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.712,"top_decile_fwd5_pct":0.667,"ready_fwd1_pct":-0.418,"ready_fwd5_pct":0.979,"board_median_fwd5_pct":0.077,"sector_control_fwd5_pct":0.413,"excess_vs_sector_5d_pp":0.255,"excess_vs_median_5d_pp":0.591},{"date":"2026-07-20","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.945,"top_decile_fwd5_pct":0.96,"ready_fwd1_pct":0.142,"ready_fwd5_pct":0.876,"board_median_fwd5_pct":1.083,"sector_control_fwd5_pct":1.014,"excess_vs_sector_5d_pp":-0.054,"excess_vs_median_5d_pp":-0.123},{"date":"2026-07-21","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.029,"top_decile_fwd5_pct":0.508,"ready_fwd1_pct":0.306,"ready_fwd5_pct":1.283,"board_median_fwd5_pct":2.4,"sector_control_fwd5_pct":0.633,"excess_vs_sector_5d_pp":-0.125,"excess_vs_median_5d_pp":-1.892},{"date":"2026-07-22","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.211,"top_decile_fwd5_pct":-1.708,"ready_fwd1_pct":-0.178,"ready_fwd5_pct":0.477,"board_median_fwd5_pct":1.842,"sector_control_fwd5_pct":-0.334,"excess_vs_sector_5d_pp":-1.374,"excess_vs_median_5d_pp":-3.55},{"date":"2026-07-23","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.224,"top_decile_fwd5_pct":-0.53,"ready_fwd1_pct":0.532,"ready_fwd5_pct":1.318,"board_median_fwd5_pct":1.475,"sector_control_fwd5_pct":0.234,"excess_vs_sector_5d_pp":-0.764,"excess_vs_median_5d_pp":-2.005},{"date":"2026-07-24","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.623,"top_decile_fwd5_pct":-0.906,"ready_fwd1_pct":0.432,"ready_fwd5_pct":0.396,"board_median_fwd5_pct":0.469,"sector_control_fwd5_pct":-0.475,"excess_vs_sector_5d_pp":-0.431,"excess_vs_median_5d_pp":-1.375},{"date":"2026-07-27","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.11,"top_decile_fwd5_pct":0.421,"ready_fwd1_pct":0.719,"ready_fwd5_pct":-0.23,"board_median_fwd5_pct":0.647,"sector_control_fwd5_pct":0.379,"excess_vs_sector_5d_pp":0.042,"excess_vs_median_5d_pp":-0.226},{"date":"2026-07-28","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.381,"top_decile_fwd5_pct":1.171,"ready_fwd1_pct":0.095,"ready_fwd5_pct":0.127,"board_median_fwd5_pct":0.469,"sector_control_fwd5_pct":0.964,"excess_vs_sector_5d_pp":0.207,"excess_vs_median_5d_pp":0.702},{"date":"2026-07-29","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.703,"top_decile_fwd5_pct":2.391,"ready_fwd1_pct":-0.267,"ready_fwd5_pct":0.37,"board_median_fwd5_pct":0.883,"sector_control_fwd5_pct":2.444,"excess_vs_sector_5d_pp":-0.053,"excess_vs_median_5d_pp":1.508},{"date":"2026-07-30","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.036,"top_decile_fwd5_pct":0.251,"ready_fwd1_pct":0.191,"ready_fwd5_pct":1.31,"board_median_fwd5_pct":1.282,"sector_control_fwd5_pct":1.924,"excess_vs_sector_5d_pp":-1.674,"excess_vs_median_5d_pp":-1.031},{"date":"2026-07-31","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.323,"top_decile_fwd5_pct":0.791,"ready_fwd1_pct":0.198,"ready_fwd5_pct":0.694,"board_median_fwd5_pct":2.031,"sector_control_fwd5_pct":2.505,"excess_vs_sector_5d_pp":-1.713,"excess_vs_median_5d_pp":-1.24},{"date":"2026-08-03","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.822,"top_decile_fwd5_pct":0.747,"ready_fwd1_pct":0.642,"ready_fwd5_pct":0.57,"board_median_fwd5_pct":1.354,"sector_control_fwd5_pct":1.442,"excess_vs_sector_5d_pp":-0.695,"excess_vs_median_5d_pp":-0.606},{"date":"2026-08-04","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.219,"top_decile_fwd5_pct":-0.049,"ready_fwd1_pct":-0.239,"ready_fwd5_pct":-0.345,"board_median_fwd5_pct":0.14,"sector_control_fwd5_pct":0.714,"excess_vs_sector_5d_pp":-0.763,"excess_vs_median_5d_pp":-0.189},{"date":"2026-08-05","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":-0.535,"top_decile_fwd5_pct":0.976,"ready_fwd1_pct":-0.246,"ready_fwd5_pct":0.525,"board_median_fwd5_pct":0.326,"sector_control_fwd5_pct":0.927,"excess_vs_sector_5d_pp":0.049,"excess_vs_median_5d_pp":0.649},{"date":"2026-08-06","board_names":563,"decile_n":56,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.481,"top_decile_fwd5_pct":2.556,"ready_fwd1_pct":0.45,"ready_fwd5_pct":0.318,"board_median_fwd5_pct":1.243,"sector_control_fwd5_pct":2.085,"excess_vs_sector_5d_pp":0.471,"excess_vs_median_5d_pp":1.313},{"date":"2026-08-07","board_names":571,"decile_n":57,"crypto_rows_excluded":2,"top_decile_fwd1_pct":0.735,"top_decile_fwd5_pct":1.948,"ready_fwd1_pct":0.276,"ready_fwd5_pct":1.132,"board_median_fwd5_pct":0.755,"sector_control_fwd5_pct":1.813,"excess_vs_sector_5d_pp":0.135,"excess_vs_median_5d_pp":1.193},{"date":"2026-08-10","board_names":571,"decile_n":57,"crypto_rows_excluded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from /api/board/asof (?sample=1 free) + any clean daily OHLCV source; expect agreement within a few bp of rounding and feed differences."}