{"product":"coil-signal-audit","computed_at":"2026-10-30T20:32:24+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":74,"avg_excess_vs_sector_5d_pp":-0.103,"avg_excess_vs_median_5d_pp":0.031,"hit_rate_5d_vs_sector":0.473,"skipped_days":0,"data_gap_days":[],"fetch_window_days":123,"hit_rate_5d_vs_sector_ci95":{"low":0.3634,"high":0.5852},"hit_rate_5d_vs_sector_p_vs_coin":0.7275,"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":74,"n_effective":14.8,"ci95_effective":{"low":0.2518,"high":0.7053},"independent_subsamples":[{"offset":0,"n":15,"hits":8,"hit_rate":0.533},{"offset":1,"n":15,"hits":7,"hit_rate":0.467},{"offset":2,"n":15,"hits":5,"hit_rate":0.333},{"offset":3,"n":15,"hits":7,"hit_rate":0.467},{"offset":4,"n":14,"hits":8,"hit_rate":0.571}],"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=74 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 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