diff --git a/.github/workflows/refresh-dashboard.yml b/.github/workflows/refresh-dashboard.yml new file mode 100644 index 0000000..982adf6 --- /dev/null +++ b/.github/workflows/refresh-dashboard.yml @@ -0,0 +1,69 @@ +name: Refresh live-forward dashboard + +on: + schedule: + # 6:30 PM Toronto during standard time; 5:30 PM during daylight time. + - cron: "30 22 * * 1-5" + workflow_dispatch: + +permissions: + contents: write + pages: write + id-token: write + +concurrency: + group: github-pages + cancel-in-progress: false + +jobs: + refresh: + name: Refresh official closes and deploy + runs-on: ubuntu-latest + environment: + name: github-pages + url: ${{ steps.deployment.outputs.page_url }} + steps: + - name: Check out the default branch + uses: actions/checkout@v7 + with: + ref: ${{ github.event.repository.default_branch }} + + - name: Set up Python + uses: actions/setup-python@v7 + with: + python-version: "3.12" + cache: pip + + - name: Install public-refresh dependencies + run: python -m pip install "numpy>=1.26" "pandas>=2.1" "yfinance>=0.2.31" + + - name: Refresh sanitized cohort evidence + run: python -m src.experiments.public_cohort_refresh --site-dir site + + - name: Validate sanitized public bundle + run: python -m src.experiments.public_dashboard_validation --site-dir site + + - name: Commit refreshed public data + shell: bash + run: | + if git diff --quiet -- site/data/dashboard.json site/data/manifest.json; then + echo "The public monitor is already current." + exit 0 + fi + git config user.name "github-actions[bot]" + git config user.email "41898282+github-actions[bot]@users.noreply.github.com" + git add site/data/dashboard.json site/data/manifest.json + git commit -m "Refresh live-forward dashboard" + git push origin HEAD + + - name: Configure GitHub Pages + uses: actions/configure-pages@v6 + + - name: Upload dashboard artifact + uses: actions/upload-pages-artifact@v5 + with: + path: site + + - name: Deploy dashboard + id: deployment + uses: actions/deploy-pages@v5 diff --git a/README.md b/README.md index f46dd2c..73ff857 100644 --- a/README.md +++ b/README.md @@ -312,6 +312,12 @@ dashboard, and regenerates the sanitized GitHub Pages bundle: python -m src.cli run-live-forward-daily --as-of YYYY-MM-DD ``` +The public monitor also refreshes automatically at 22:30 UTC on weekdays. The +scheduled job rebuilds the same frozen-cohort paths from sanitized selections, +fails closed on missing prices, validates the bundle, and deploys the refreshed +site. The default Portfolio vs Benchmark chart now follows this monitoring path, +so its latest date advances even though stock selection remains frozen. + The **Holding-period laboratory** can keep any dated list unchanged or compare custom 1-60-session replacement horizons, including 5/10/20-session presets. Ridge and XGBoost can be toggled independently while SPY remains permanently diff --git a/docs/GITHUB_PAGES_DEPLOYMENT.md b/docs/GITHUB_PAGES_DEPLOYMENT.md index 84a19d9..48fd387 100644 --- a/docs/GITHUB_PAGES_DEPLOYMENT.md +++ b/docs/GITHUB_PAGES_DEPLOYMENT.md @@ -71,6 +71,20 @@ deploying. After merge, the resulting push to `main` runs the same validation, uploads the Pages artifact, and deploys it to the `github-pages` environment. The deploy job is explicitly restricted to `refs/heads/main`. +The scheduled public refresh runs at 22:30 UTC on weekdays, after the regular +US market close. It reconstructs the frozen-cohort monitor from the sanitized +portfolio selections already committed in `site/data/dashboard.json`, downloads +only their adjusted closes and SPY, validates the bundle, commits changed public +JSON, and deploys that exact version. It does not access the ignored `reports/` +directory, model files, news data, API credentials, or local caches. On market +holidays, the refresh detects that the latest official close is already +published and leaves the site unchanged. + +The scheduled workflow is +[`refresh-dashboard.yml`](../.github/workflows/refresh-dashboard.yml). It can +also be launched manually from GitHub Actions when a scheduled run needs to be +repeated. + ## One-time repository setting In the GitHub repository, open **Settings > Pages** and set **Source** to **GitHub Actions**. After diff --git a/docs/LIVE_FORWARD_MONITOR.md b/docs/LIVE_FORWARD_MONITOR.md index c3deaed..6a733d8 100644 --- a/docs/LIVE_FORWARD_MONITOR.md +++ b/docs/LIVE_FORWARD_MONITOR.md @@ -44,6 +44,13 @@ interval. Five-, 10-, and 20-session presets are provided, and the horizon compa every 1–20-session candidate side by side. SPY is permanent and begins from the same zero-return decision-close baseline as each portfolio. +The main **Portfolio vs Benchmark** chart uses the archived one-session policy +while frozen-cohort monitoring is active. It therefore extends through every +new official close even though no new stock list is generated after July 27. +The date controls and KPI cards are rebased to the selected monitoring window. +The stock-level table and experiment history remain immutable records of the +original one-session snapshots. + The displayed **replacement turnover** excludes the unavoidable initial purchase. An unchanged cohort therefore correctly shows 0% replacement turnover. Scheduled policies use the same $1 million capital, 8 bps one-way cost, $10 fixed trade fee, and 0.25% minimum trade-weight rule. diff --git a/site/assets/dashboard.js b/site/assets/dashboard.js index 6a1d492..0bec8cc 100644 --- a/site/assets/dashboard.js +++ b/site/assets/dashboard.js @@ -2,11 +2,12 @@ const dashboardPayload=JSON.parse(document.getElementById('dashboard-data').textContent),snapshots=Array.isArray(dashboardPayload)?dashboardPayload:(dashboardPayload.snapshots||[]),cohortMonitor=Array.isArray(dashboardPayload)?{}:(dashboardPayload.cohort_monitor||{}),startDate=document.getElementById('startDate'),endDate=document.getElementById('endDate'),stockDate=document.getElementById('stockDate'),stockModel=document.getElementById('stockModel'),historyGroup=document.getElementById('historyGroup'),historyValue=document.getElementById('historyValue'),historyLimit=document.getElementById('historyLimit'),cohortMode=document.getElementById('cohortMode'),cohortChoice=document.getElementById('cohortChoice'),rebalanceHorizon=document.getElementById('rebalanceHorizon'),refreshData=document.getElementById('refreshData'),STATE_KEY='live-forward-dashboard-state-v3';let savedState={};try{savedState=JSON.parse(localStorage.getItem(STATE_KEY)||'{}')}catch{}let historySort=savedState.historySort||{key:'evaluation_date',direction:'desc'},stockSort=savedState.stockSort||{key:'rank',direction:'asc'},hiddenModels=new Set(savedState.hiddenModels||[]),hiddenCohortModels=new Set(savedState.hiddenCohortModels||[]);function saveState(){const active=document.querySelector('[data-range].active');try{localStorage.setItem(STATE_KEY,JSON.stringify({startDate:startDate.value,endDate:endDate.value,range:active?.dataset.range||'custom',stockDate:stockDate.value,stockModel:stockModel.value,historyGroup:historyGroup.value,historyValue:historyValue.value,historyLimit:historyLimit.value,cohortMode:cohortMode.value,cohortChoice:cohortChoice.value,rebalanceHorizon:rebalanceHorizon.value,historySort,stockSort,hiddenModels:[...hiddenModels],hiddenCohortModels:[...hiddenCohortModels]}))}catch{}} const COLORS={ridge:'#3156d3',xgb_ranker:'#0f9f8f',ridge_xgb_ensemble:'#7559c7',benchmark:'#d89614'},human=(v='')=>String(v).replaceAll('_',' ').replace(/\b\w/g,c=>c.toUpperCase()),modelName=v=>({ridge:'Ridge',xgb_ranker:'XGBoost ranker',ridge_xgb_ensemble:'Ridge–XGBoost ensemble'}[v]||human(v)),fmtPct=v=>v==null||Number.isNaN(Number(v))?'n/a':(Number(v)*100).toFixed(2)+'%',fmtNum=(v,d=4)=>v==null||Number.isNaN(Number(v))?'n/a':Number(v).toFixed(d),cls=v=>Number(v)>=0?'pos':'neg';function barEndLabel(value){const parts=String(value).split(' ');if(parts.length<2)return String(value);const date=parts[0].slice(5),time=parts[1];if(time==='16:00:00')return`${date} 16:00`;if(time==='15:30:00')return`${date} 16:00`;const bits=time.split(':').map(Number);return`${date} ${String(bits[0]+1).padStart(2,'0')}:${String(bits[1]).padStart(2,'0')}`} function option(v,t){const e=document.createElement('option');e.value=v;e.textContent=t;return e}function evals(s){const a=[...(s.evaluations||[])];if(s.intraday)a.unshift({...s.intraday,horizon_label:'Intraday monitor',holdings:[]});return a}function chartEval(s){return s.intraday||(s.evaluations||[]).at(-1)||null}function monitorDate(s){const e=chartEval(s);return e?.monitor_date||e?.eval_date||e?.series?.[0]?.timestamp?.slice(0,10)||s.decision_date} -const trackedModels=[...new Set(snapshots.filter(chartEval).map(s=>s.model_id))],dateModelCounts=new Map;snapshots.filter(chartEval).forEach(s=>{const d=monitorDate(s);if(!dateModelCounts.has(d))dateModelCounts.set(d,new Set);dateModelCounts.get(d).add(s.model_id)});const dates=[...dateModelCounts.keys()].sort(),savedRange=savedState.range||'all';if(dates.length){endDate.value=savedRange==='custom'&&dates.includes(savedState.endDate)?savedState.endDate:dates.at(-1);startDate.value=savedRange==='custom'&&dates.includes(savedState.startDate)?savedState.startDate:savedRange==='latest'?dates.at(-1):savedRange==='5'?dates[Math.max(0,dates.length-5)]:dates[0];startDate.min=endDate.min=dates[0];startDate.max=endDate.max=dates.at(-1)}document.querySelectorAll('[data-range]').forEach(b=>b.classList.toggle('active',savedRange===b.dataset.range));if([...historyGroup.options].some(o=>o.value===savedState.historyGroup))historyGroup.value=savedState.historyGroup;if([...historyLimit.options].some(o=>o.value===savedState.historyLimit))historyLimit.value=savedState.historyLimit; +const monitoringPolicies=(cohortMonitor.policies||[]).filter(item=>item.holding_period_sessions===1),monitoringMode=cohortMonitor.mode==='frozen_cohort_monitor'&&monitoringPolicies.length>0,trackedModels=monitoringMode?[...new Set(monitoringPolicies.map(item=>item.model))]:[...new Set(snapshots.filter(chartEval).map(s=>s.model_id))],dateModelCounts=new Map;if(monitoringMode){monitoringPolicies.forEach(item=>(item.series||[]).forEach(row=>{if(!dateModelCounts.has(row.date))dateModelCounts.set(row.date,new Set);dateModelCounts.get(row.date).add(item.model)}))}else{snapshots.filter(chartEval).forEach(s=>{const d=monitorDate(s);if(!dateModelCounts.has(d))dateModelCounts.set(d,new Set);dateModelCounts.get(d).add(s.model_id)})}const dates=[...dateModelCounts.keys()].sort(),savedRange=savedState.range||'all';if(dates.length){endDate.value=savedRange==='custom'&&dates.includes(savedState.endDate)?savedState.endDate:dates.at(-1);startDate.value=savedRange==='custom'&&dates.includes(savedState.startDate)?savedState.startDate:savedRange==='latest'?dates.at(-1):savedRange==='5'?dates[Math.max(0,dates.length-5)]:dates[0];startDate.min=endDate.min=dates[0];startDate.max=endDate.max=dates.at(-1)}document.querySelectorAll('[data-range]').forEach(b=>b.classList.toggle('active',savedRange===b.dataset.range));if([...historyGroup.options].some(o=>o.value===savedState.historyGroup))historyGroup.value=savedState.historyGroup;if([...historyLimit.options].some(o=>o.value===savedState.historyLimit))historyLimit.value=savedState.historyLimit;document.getElementById('chartDescription').textContent=monitoringMode?'Net return of the archived daily-selection policy through each official close. After the selection freeze, the July 27 portfolio remains unchanged.':'Compounded return across selected live sessions. Models may begin on different dates; use the controls to show or hide individual portfolios.'; function filtered(){return snapshots.filter(s=>{const d=monitorDate(s);return chartEval(s)&&(!startDate.value||d>=startDate.value)&&(!endDate.value||d<=endDate.value)})} -function stitched(model,benchmark=false){const src=filtered().filter(s=>benchmark||s.model_id===model).sort((a,b)=>monitorDate(a).localeCompare(monitorDate(b))),sessions=benchmark?[...new Map(src.map(s=>[monitorDate(s),s])).values()]:src,points=[];let base=0;sessions.forEach(s=>{const e=chartEval(s),rows=e?.series||[];if(!rows.length)return;const key=benchmark?Object.keys(rows[0]).find(k=>k.endsWith('_cumulative_return')&&k!=='portfolio_cumulative_return'):'portfolio_cumulative_return',baselineDate=s.decision_date||monitorDate(s);points.push({timestamp:`${baselineDate} 16:00:00`,value:base,baseline:true});rows.forEach(r=>{const q=Number(r[key]);if(Number.isFinite(q))points.push({timestamp:r.timestamp,value:(1+base)*(1+q)-1})});base=points.at(-1).value});return points} -function renderChart(){const available=[...new Set(filtered().map(s=>s.model_id))],models=available.filter(m=>!hiddenModels.has(m)),lines=models.map(m=>({id:m,label:modelName(m),color:COLORS[m]||'#7559c7',points:stitched(m)}));lines.push({id:'benchmark',label:'SPY',color:COLORS.benchmark,points:stitched(null,true)});const legend=document.getElementById('legend');legend.innerHTML=trackedModels.map(m=>``).join('')+`SPY`;legend.querySelectorAll('[data-model-toggle]').forEach(button=>button.addEventListener('click',()=>{const model=button.dataset.modelToggle;if(hiddenModels.has(model))hiddenModels.delete(model);else hiddenModels.add(model);renderChart();saveState()}));const all=lines.flatMap(l=>l.points.map(p=>p.value)).filter(Number.isFinite);if(!all.length){document.getElementById('chart').innerHTML='
No evaluated returns in this date range.
';return}let min=Math.min(0,...all),max=Math.max(0,...all),pad=Math.max((max-min)*.14,.0015);min-=pad;max+=pad;const stamps=[...new Set(lines.flatMap(l=>l.points.map(p=>p.timestamp)))].sort(),w=1180,h=410,l=72,r=25,t=20,b=62,pw=w-l-r,ph=h-t-b,x=s=>l+(stamps.indexOf(s)/Math.max(1,stamps.length-1))*pw,y=v=>t+(1-(v-min)/(max-min||1))*ph,ticks=[0,.2,.4,.6,.8,1].map(f=>max-f*(max-min)),grid=ticks.map(v=>`${fmtPct(v)}`).join(''),idx=[0,Math.round((stamps.length-1)/3),Math.round((stamps.length-1)*2/3),stamps.length-1].filter((v,i,a)=>a.indexOf(v)===i),labels=idx.map(i=>{const anchor=i===0?'start':i===stamps.length-1?'end':'middle';return`${barEndLabel(stamps[i])}`}).join(''),paths=lines.map(line=>{const d=line.points.map((p,i)=>`${i?'L':'M'}${x(p.timestamp).toFixed(1)},${y(p.value).toFixed(1)}`).join(' '),dots=line.points.map(p=>`${line.label} · ${barEndLabel(p.timestamp)} · ${fmtPct(p.value)}`).join('');return`${dots}`}).join('');document.getElementById('chart').innerHTML=`${grid}${paths}${labels}Compounded return`} -function renderKpis(){const models=[...new Set(filtered().map(s=>s.model_id))],cards=models.map(m=>{const p=stitched(m);return[modelName(m),p.at(-1)?.value,COLORS[m]||'#7559c7','Compounded portfolio return']});const bp=stitched(null,true),bv=bp.at(-1)?.value;cards.push(['SPY',bv,COLORS.benchmark,'Shared benchmark']);const best=cards.filter(c=>c[0]!=='SPY'&&c[1]!=null).sort((a,b)=>b[1]-a[1])[0];if(best)cards.push(['Leading model',best[1]-bv,best[2],`${best[0]} excess vs SPY`]);document.getElementById('kpis').innerHTML=cards.map(([n,v,c,s])=>`
${n}
${fmtPct(v)}
${s}
`).join('');document.getElementById('dataStatus').textContent=`${dates.length} official session${dates.length===1?'':'s'} · ${trackedModels.length} comparison models`} +function monitoredPath(model,benchmark=false){const item=monitoringPolicies.find(policy=>policy.model===model)||monitoringPolicies[0];if(!item)return[];const rows=item.series||[],key=benchmark?'spy_cumulative_return':'net_cumulative_return',eligible=rows.filter(row=>!endDate.value||row.date<=endDate.value),prior=[...eligible].reverse().find(row=>startDate.value&&row.date!startDate.value||row.date>=startDate.value),points=[{timestamp:`${baselineDate} 16:00:00`,value:0,baseline:true}];visible.forEach(row=>{const cumulative=Number(row[key]);if(Number.isFinite(cumulative))points.push({timestamp:`${row.date} 16:00:00`,value:(1+cumulative)/(1+base)-1})});return points} +function stitched(model,benchmark=false){if(monitoringMode)return monitoredPath(model,benchmark);const src=filtered().filter(s=>benchmark||s.model_id===model).sort((a,b)=>monitorDate(a).localeCompare(monitorDate(b))),sessions=benchmark?[...new Map(src.map(s=>[monitorDate(s),s])).values()]:src,points=[];let base=0;sessions.forEach(s=>{const e=chartEval(s),rows=e?.series||[];if(!rows.length)return;const key=benchmark?Object.keys(rows[0]).find(k=>k.endsWith('_cumulative_return')&&k!=='portfolio_cumulative_return'):'portfolio_cumulative_return',baselineDate=s.decision_date||monitorDate(s);points.push({timestamp:`${baselineDate} 16:00:00`,value:base,baseline:true});rows.forEach(r=>{const q=Number(r[key]);if(Number.isFinite(q))points.push({timestamp:r.timestamp,value:(1+base)*(1+q)-1})});base=points.at(-1).value});return points} +function renderChart(){const available=monitoringMode?trackedModels:[...new Set(filtered().map(s=>s.model_id))],models=available.filter(m=>!hiddenModels.has(m)),lines=models.map(m=>({id:m,label:modelName(m),color:COLORS[m]||'#7559c7',points:stitched(m)}));lines.push({id:'benchmark',label:'SPY',color:COLORS.benchmark,points:stitched(null,true)});const legend=document.getElementById('legend');legend.innerHTML=trackedModels.map(m=>``).join('')+`SPY`;legend.querySelectorAll('[data-model-toggle]').forEach(button=>button.addEventListener('click',()=>{const model=button.dataset.modelToggle;if(hiddenModels.has(model))hiddenModels.delete(model);else hiddenModels.add(model);renderChart();saveState()}));const all=lines.flatMap(l=>l.points.map(p=>p.value)).filter(Number.isFinite);if(!all.length){document.getElementById('chart').innerHTML='
No evaluated returns in this date range.
';return}let min=Math.min(0,...all),max=Math.max(0,...all),pad=Math.max((max-min)*.14,.0015);min-=pad;max+=pad;const stamps=[...new Set(lines.flatMap(l=>l.points.map(p=>p.timestamp)))].sort(),w=1180,h=410,l=72,r=25,t=20,b=62,pw=w-l-r,ph=h-t-b,x=s=>l+(stamps.indexOf(s)/Math.max(1,stamps.length-1))*pw,y=v=>t+(1-(v-min)/(max-min||1))*ph,ticks=[0,.2,.4,.6,.8,1].map(f=>max-f*(max-min)),grid=ticks.map(v=>`${fmtPct(v)}`).join(''),idx=[0,Math.round((stamps.length-1)/3),Math.round((stamps.length-1)*2/3),stamps.length-1].filter((v,i,a)=>a.indexOf(v)===i),labels=idx.map(i=>{const anchor=i===0?'start':i===stamps.length-1?'end':'middle';return`${barEndLabel(stamps[i])}`}).join(''),paths=lines.map(line=>{const d=line.points.map((p,i)=>`${i?'L':'M'}${x(p.timestamp).toFixed(1)},${y(p.value).toFixed(1)}`).join(' '),dots=line.points.map(p=>`${line.label} · ${barEndLabel(p.timestamp)} · ${fmtPct(p.value)}`).join('');return`${dots}`}).join('');document.getElementById('chart').innerHTML=`${grid}${paths}${labels}Compounded return`} +function renderKpis(){const models=monitoringMode?trackedModels:[...new Set(filtered().map(s=>s.model_id))],cards=models.map(m=>{const p=stitched(m);return[modelName(m),p.at(-1)?.value,COLORS[m]||'#7559c7',monitoringMode?'Net return for selected closes':'Compounded portfolio return']});const bp=stitched(null,true),bv=bp.at(-1)?.value;cards.push(['SPY',bv,COLORS.benchmark,'Shared benchmark']);const best=cards.filter(c=>c[0]!=='SPY'&&c[1]!=null).sort((a,b)=>b[1]-a[1])[0];if(best)cards.push(['Leading model',best[1]-bv,best[2],`${best[0]} excess vs SPY`]);document.getElementById('kpis').innerHTML=cards.map(([n,v,c,s])=>`
${n}
${fmtPct(v)}
${s}
`).join('');document.getElementById('dataStatus').textContent=monitoringMode?`${dates.length} official closes · current through ${cohortMonitor.latest_price_date}`:`${dates.length} official session${dates.length===1?'':'s'} · ${trackedModels.length} comparison models`} function latestByModel(){const m=new Map;snapshots.forEach(s=>m.set(s.model_id,s));return[...m.values()]}function renderModels(){const cards=latestByModel().map(s=>{const m=s.manifest||{},ms=m.model_selection||{},best=ms.best_validation||{},params=m.model_params||{},status=s.freeze_integrity?.status?human(s.freeze_integrity.status):'Original frozen snapshot',metrics=[['Validation rank IC',fmtNum(best.rank_ic)],['Positive IC rate',fmtPct(best.positive_ic_rate)],['Top-40 excess',fmtPct(best.top40_raw_excess)]],pr=Object.entries(params).filter(([k])=>!['n_jobs','tree_method'].includes(k)).map(([k,v])=>`
${human(k)}${typeof v==='number'?fmtNum(v,Number.isInteger(v)?0:4):v}
`).join('');return`

${modelName(s.model_id)}

Selected · ${s.decision_date}
Training ${m.training_start||'n/a'} to ${m.training_end||'n/a'} · ${best.resolved_feature_count||best.feature_count||'n/a'} features · ${ms.completed_trials||'n/a'} completed trials
${metrics.map(([a,b])=>`
${a}${b}
`).join('')}
Selection metric: ${human(ms.selection_metric||'n/a')} · Evidence: ${status}
${pr}
`});document.getElementById('modelCards').innerHTML=cards.join('')||'
No selected models in this range.
'} function renderNextSession(){if(cohortMonitor.mode==='frozen_cohort_monitor'){const count=(cohortMonitor.cohorts||[]).length;document.getElementById('nextSession').innerHTML=`
◎
Frozen-cohort monitoring phase${count} archived portfolios are being extended through each new official close. No new model training or stock lists are generated.
Selections frozen · through ${cohortMonitor.selection_freeze_end}
Prices current · ${cohortMonitor.latest_price_date}
`;return}const latest=latestByModel(),decision=latest.map(s=>s.decision_date).sort().at(-1),ready=latest.filter(s=>s.decision_date===decision),chips=ready.map(s=>`
${modelName(s.model_id)} · ${s.selected?.length||s.manifest?.holdings||0} stocks · returns pending
`).join('');document.getElementById('nextSession').innerHTML=`
→
Next-session portfolios are readyFrozen after the ${decision} close. Performance begins from this close and appears when the next session is evaluated.
${chips}
`} function renderStability(){const reports=[...new Map(snapshots.filter(s=>s.selection_stability).map(s=>[s.selection_stability.decision_date,s.selection_stability])).values()].sort((a,b)=>a.decision_date.localeCompare(b.decision_date)),r=reports.at(-1);if(!r){document.getElementById('stability').innerHTML='
Stability evidence begins after two complete selection dates.
';return}const same=r.same_day_model_agreement||{},ridge=r.day_over_day?.ridge||{},xgb=r.day_over_day?.xgb_ranker||{},configs=r.model_configuration||{},cards=[['Model agreement',fmtPct(same.overlap_rate),`${same.overlap_count||0} shared names`],['Agreement Jaccard',fmtPct(same.jaccard_similarity),`${fmtPct(same.replacement_rate)} disagreement`],['Ridge retention',fmtPct(ridge.overlap_rate),`${ridge.overlap_count||0}/40 names retained`],['XGBoost retention',fmtPct(xgb.overlap_rate),`${xgb.overlap_count||0}/40 names retained`]];const configText=(model)=>{const c=configs[model]||{},changed=c.changed_parameters||[],feature=`Features ${c.prior_feature_count??'n/a'} → ${c.current_feature_count??'n/a'}`;if(model==='ridge'&&changed.includes('alpha'))return`Alpha ${fmtNum(c.prior_params?.alpha,1)} → ${fmtNum(c.current_params?.alpha,1)} · ${feature}`;return`${changed.length?changed.length+' tuned parameters changed':'Tuned parameters unchanged'} · ${feature}`};const detail=(label,data,model)=>`

${label}

Retention${fmtPct(data.overlap_rate)}
Jaccard${fmtPct(data.jaccard_similarity)}
Replacement${fmtPct(data.replacement_rate)}
Rank correlation${fmtNum(data.rank_spearman)}
Average rank move${fmtNum(data.mean_absolute_rank_change,1)}
Top-10 retained${data.top10_overlap_count||0}/10
Top-10 persistent: ${(data.top10_shared_tickers||[]).join(', ')||'None'}
Configuration: ${configText(model)}
Entrants and exits
Entrants: ${(data.right_only||[]).join(', ')||'None'}
Exits: ${(data.left_only||[]).join(', ')||'None'}
`;const retentionLeader=ridge.overlap_rate>=xgb.overlap_rate?'Ridge':'XGBoost',rankLeader=(ridge.rank_spearman??-Infinity)>=(xgb.rank_spearman??-Infinity)?'Ridge':'XGBoost',insight=retentionLeader===rankLeader?`${retentionLeader} is currently more stable on both holdings retention and retained-name rank consistency.`:`Stability evidence is mixed: ${retentionLeader} retains more names, while ${rankLeader} preserves ranks more consistently.`;document.getElementById('stability').innerHTML=`
${cards.map(([a,b,c])=>`
${a}${b}${c}
`).join('')}
Current consensus (${same.overlap_count||0}): ${(same.shared_tickers||[]).join(', ')||'None'}
Persistent two-date consensus (${r.persistent_consensus_count||0}): ${(r.persistent_consensus_tickers||[]).join(', ')||'None'}
${detail('Ridge day-over-day',ridge,'ridge')}${detail('XGBoost day-over-day',xgb,'xgb_ranker')}
Rule-based interpretation: ${insight} This statement is computed from retention and rank correlation; no LLM is used.
`} diff --git a/site/data/dashboard.json b/site/data/dashboard.json index cbe833e..d373836 100644 --- a/site/data/dashboard.json +++ b/site/data/dashboard.json @@ -1 +1 @@ -{"snapshots":[{"id":"2026-07-17::ridge","decision_date":"2026-07-17","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-18T00:46:51.499626+00:00","decision_date":"2026-07-17","latest_price_date":"2026-07-17","training_mode":"rolling_daily_proxy_yfinance","training_rows":317334,"training_start":"2024-01-02","training_end":"2026-07-15","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":100.0},"feature_count":22,"features":["macd_signal","momentum_63","rolling_beta","macd_hist","macd","log_volume","overnight_gap","vol_10d","volume_ratio_20d","vol_63d","atr_14","momentum_10","returns_1d","residual_return","rsi_14","vol_21d","bb_pct","momentum_5","idiosyncratic_vol","cs_return_rank","momentum_21","sector_rel_rank"],"model_selection":{"enabled":true,"validation_days":42,"selection_metric":"top40_raw_excess","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 100.0}","resolved_feature_count":22,"rank_ic":-0.004123724615354705,"positive_ic_rate":0.47619047619047616,"top40_raw_forward_return":-0.00012737066301005153,"universe_raw_forward_return":0.0010780478179830495,"top40_raw_excess":-0.001205418480993101,"top40_target_mean":-0.007681500137649198,"universe_target_mean":-4.7476664958832176e-05,"top40_target_excess":-0.007634023472690366}}},"selected":[{"ticker":"HOOD","sector":"Unknown","rank":1,"score":0.0265788727462948},{"ticker":"AMD","sector":"Information Technology","rank":2,"score":0.0253518752150969},{"ticker":"AMAT","sector":"Information Technology","rank":3,"score":0.0233190221876056},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.023002334735179},{"ticker":"LUV","sector":"Financials","rank":5,"score":0.0179985351477073},{"ticker":"UAL","sector":"Industrials","rank":6,"score":0.0158488101783967},{"ticker":"PANW","sector":"Information Technology","rank":7,"score":0.0154360329032524},{"ticker":"APH","sector":"Industrials","rank":8,"score":0.0152727590619617},{"ticker":"COF","sector":"Consumer Discretionary","rank":9,"score":0.0149403303987906},{"ticker":"IBKR","sector":"Unknown","rank":10,"score":0.0149205686028473},{"ticker":"AMCR","sector":"Materials","rank":11,"score":0.0148477204148308},{"ticker":"MRNA","sector":"Unknown","rank":12,"score":0.0147315043126461},{"ticker":"GOOGL","sector":"Communication Services","rank":13,"score":0.0146327034043121},{"ticker":"MAS","sector":"Real Estate","rank":14,"score":0.0143743668687411},{"ticker":"MS","sector":"Financials","rank":15,"score":0.0143340089612075},{"ticker":"GE","sector":"Industrials","rank":16,"score":0.014236558769316},{"ticker":"ANET","sector":"Information Technology","rank":17,"score":0.0141974861120166},{"ticker":"HPE","sector":"Industrials","rank":18,"score":0.013886041685119},{"ticker":"DAL","sector":"Financials","rank":19,"score":0.0137657839664718},{"ticker":"KLAC","sector":"Information Technology","rank":20,"score":0.0136214193419604},{"ticker":"IVZ","sector":"Real Estate","rank":21,"score":0.0133959109027849},{"ticker":"FITB","sector":"Financials","rank":22,"score":0.0132953286952096},{"ticker":"GS","sector":"Financials","rank":23,"score":0.0131523046188778},{"ticker":"GOOG","sector":"Communication Services","rank":24,"score":0.0131473417153032},{"ticker":"CDNS","sector":"Information Technology","rank":25,"score":0.0128033014331165},{"ticker":"MNST","sector":"Consumer Staples","rank":26,"score":0.0127290467859084},{"ticker":"FTNT","sector":"Information Technology","rank":27,"score":0.0124547463609951},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":28,"score":0.0122959487937539},{"ticker":"CRWD","sector":"Unknown","rank":29,"score":0.0121966726639006},{"ticker":"TXN","sector":"Information Technology","rank":30,"score":0.0120082578518087},{"ticker":"HUM","sector":"Health Care","rank":31,"score":0.011741380236627},{"ticker":"MU","sector":"Information Technology","rank":32,"score":0.0116884851948041},{"ticker":"LRCX","sector":"Information Technology","rank":33,"score":0.0116591123971344},{"ticker":"IR","sector":"Industrials","rank":34,"score":0.0115317334626796},{"ticker":"C","sector":"Financials","rank":35,"score":0.0114445988922729},{"ticker":"SWK","sector":"Industrials","rank":36,"score":0.0112048641142291},{"ticker":"CCL","sector":"Financials","rank":37,"score":0.0110498478990925},{"ticker":"STT","sector":"Financials","rank":38,"score":0.0110216141666648},{"ticker":"CARR","sector":"Industrials","rank":39,"score":0.0108599855638176},{"ticker":"DDOG","sector":"Unknown","rank":40,"score":0.0108397201350674}],"selection_stability":null,"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-17","eval_date":"2026-07-20","horizon_label":"monday_intraday","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-20T09:30:00","end_timestamp":"2026-07-20T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.00776933965405085,"benchmark_return":-0.0015336593348219685,"active_return":-0.0062356803192288816,"stock_win_rate":0.375,"average_stock_active_return":-0.0062356803192288816,"top_contributors":["MU","UAL","DDOG","GOOG","AMD"],"bottom_contributors":["HPE","PANW","SWK","DELL","MRNA"],"holdings":[{"ticker":"MU","sector":"Information Technology","rank":32,"score":0.0116884851948041,"stock_return":0.0204369813728284,"benchmark_return":-0.0015336593348219,"active_return":0.0219706407076504,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":6,"score":0.0158488101783967,"stock_return":0.0181093169705599,"benchmark_return":-0.0015336593348219,"active_return":0.0196429763053819,"beat_benchmark":true},{"ticker":"DDOG","sector":"Unknown","rank":40,"score":0.0108397201350674,"stock_return":0.0173953378852329,"benchmark_return":-0.0015336593348219,"active_return":0.0189289972200549,"beat_benchmark":true},{"ticker":"GOOG","sector":"Communication Services","rank":24,"score":0.0131473417153032,"stock_return":0.0155726763101697,"benchmark_return":-0.0015336593348219,"active_return":0.0171063356449917,"beat_benchmark":true},{"ticker":"AMD","sector":"Information Technology","rank":2,"score":0.0253518752150969,"stock_return":0.0154510317718661,"benchmark_return":-0.0015336593348219,"active_return":0.0169846911066881,"beat_benchmark":true},{"ticker":"GOOGL","sector":"Communication Services","rank":13,"score":0.0146327034043121,"stock_return":0.0153704682028685,"benchmark_return":-0.0015336593348219,"active_return":0.0169041275376905,"beat_benchmark":true},{"ticker":"IBKR","sector":"Unknown","rank":10,"score":0.0149205686028473,"stock_return":0.0127029884169389,"benchmark_return":-0.0015336593348219,"active_return":0.0142366477517609,"beat_benchmark":true},{"ticker":"LUV","sector":"Financials","rank":5,"score":0.0179985351477073,"stock_return":0.0056155705653908,"benchmark_return":-0.0015336593348219,"active_return":0.0071492299002128,"beat_benchmark":true},{"ticker":"ANET","sector":"Information Technology","rank":17,"score":0.0141974861120166,"stock_return":0.0045074106167179,"benchmark_return":-0.0015336593348219,"active_return":0.0060410699515399,"beat_benchmark":true},{"ticker":"DAL","sector":"Financials","rank":19,"score":0.0137657839664718,"stock_return":0.0043958982372718,"benchmark_return":-0.0015336593348219,"active_return":0.0059295575720937,"beat_benchmark":true},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":28,"score":0.0122959487937539,"stock_return":0.0022097213232177,"benchmark_return":-0.0015336593348219,"active_return":0.0037433806580396,"beat_benchmark":true},{"ticker":"IVZ","sector":"Real Estate","rank":21,"score":0.0133959109027849,"stock_return":0.001181294490453,"benchmark_return":-0.0015336593348219,"active_return":0.0027149538252749,"beat_benchmark":true},{"ticker":"STT","sector":"Financials","rank":38,"score":0.0110216141666648,"stock_return":0.0006027430704196,"benchmark_return":-0.0015336593348219,"active_return":0.0021364024052415,"beat_benchmark":true},{"ticker":"TXN","sector":"Information Technology","rank":30,"score":0.0120082578518087,"stock_return":0.0003168662114352,"benchmark_return":-0.0015336593348219,"active_return":0.0018505255462571,"beat_benchmark":true},{"ticker":"CDNS","sector":"Information Technology","rank":25,"score":0.0128033014331165,"stock_return":-0.0005725224007594,"benchmark_return":-0.0015336593348219,"active_return":0.0009611369340625,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":8,"score":0.0152727590619617,"stock_return":-0.0043651036734828,"benchmark_return":-0.0015336593348219,"active_return":-0.0028314443386608,"beat_benchmark":false},{"ticker":"C","sector":"Financials","rank":35,"score":0.0114445988922729,"stock_return":-0.0049474287772786,"benchmark_return":-0.0015336593348219,"active_return":-0.0034137694424566,"beat_benchmark":false},{"ticker":"HUM","sector":"Health Care","rank":31,"score":0.011741380236627,"stock_return":-0.0059375,"benchmark_return":-0.0015336593348219,"active_return":-0.004403840665178,"beat_benchmark":false},{"ticker":"COF","sector":"Consumer Discretionary","rank":9,"score":0.0149403303987906,"stock_return":-0.0062009964606181,"benchmark_return":-0.0015336593348219,"active_return":-0.0046673371257961,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":1,"score":0.0265788727462948,"stock_return":-0.0065026163648682,"benchmark_return":-0.0015336593348219,"active_return":-0.0049689570300462,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":3,"score":0.0233190221876056,"stock_return":-0.0074764209838061,"benchmark_return":-0.0015336593348219,"active_return":-0.0059427616489842,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":27,"score":0.0124547463609951,"stock_return":-0.0077965132236701,"benchmark_return":-0.0015336593348219,"active_return":-0.0062628538888481,"beat_benchmark":false},{"ticker":"GS","sector":"Financials","rank":23,"score":0.0131523046188778,"stock_return":-0.0089746125554961,"benchmark_return":-0.0015336593348219,"active_return":-0.0074409532206741,"beat_benchmark":false},{"ticker":"FITB","sector":"Financials","rank":22,"score":0.0132953286952096,"stock_return":-0.0101706631556457,"benchmark_return":-0.0015336593348219,"active_return":-0.0086370038208237,"beat_benchmark":false},{"ticker":"MAS","sector":"Real Estate","rank":14,"score":0.0143743668687411,"stock_return":-0.0134011549147317,"benchmark_return":-0.0015336593348219,"active_return":-0.0118674955799097,"beat_benchmark":false},{"ticker":"CCL","sector":"Financials","rank":37,"score":0.0110498478990925,"stock_return":-0.0136312234922953,"benchmark_return":-0.0015336593348219,"active_return":-0.0120975641574734,"beat_benchmark":false},{"ticker":"AMCR","sector":"Materials","rank":11,"score":0.0148477204148308,"stock_return":-0.0162721933303219,"benchmark_return":-0.0015336593348219,"active_return":-0.0147385339954999,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":33,"score":0.0116591123971344,"stock_return":-0.0199807835683144,"benchmark_return":-0.0015336593348219,"active_return":-0.0184471242334924,"beat_benchmark":false},{"ticker":"MS","sector":"Financials","rank":15,"score":0.0143340089612075,"stock_return":-0.0210208760060179,"benchmark_return":-0.0015336593348219,"active_return":-0.019487216671196,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":26,"score":0.0127290467859084,"stock_return":-0.0211281800881409,"benchmark_return":-0.0015336593348219,"active_return":-0.019594520753319,"beat_benchmark":false},{"ticker":"GE","sector":"Industrials","rank":16,"score":0.014236558769316,"stock_return":-0.0214688628918816,"benchmark_return":-0.0015336593348219,"active_return":-0.0199352035570596,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":29,"score":0.0121966726639006,"stock_return":-0.0229466398468229,"benchmark_return":-0.0015336593348219,"active_return":-0.021412980512001,"beat_benchmark":false},{"ticker":"IR","sector":"Industrials","rank":34,"score":0.0115317334626796,"stock_return":-0.0241366812003048,"benchmark_return":-0.0015336593348219,"active_return":-0.0226030218654829,"beat_benchmark":false},{"ticker":"KLAC","sector":"Information Technology","rank":20,"score":0.0136214193419604,"stock_return":-0.0244418187931477,"benchmark_return":-0.0015336593348219,"active_return":-0.0229081594583258,"beat_benchmark":false},{"ticker":"CARR","sector":"Industrials","rank":39,"score":0.0108599855638176,"stock_return":-0.0247489375049425,"benchmark_return":-0.0015336593348219,"active_return":-0.0232152781701205,"beat_benchmark":false},{"ticker":"HPE","sector":"Industrials","rank":18,"score":0.013886041685119,"stock_return":-0.0270623717160259,"benchmark_return":-0.0015336593348219,"active_return":-0.025528712381204,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":7,"score":0.0154360329032524,"stock_return":-0.0274060075080663,"benchmark_return":-0.0015336593348219,"active_return":-0.0258723481732443,"beat_benchmark":false},{"ticker":"SWK","sector":"Industrials","rank":36,"score":0.0112048641142291,"stock_return":-0.0296107155724093,"benchmark_return":-0.0015336593348219,"active_return":-0.0280770562375873,"beat_benchmark":false},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.023002334735179,"stock_return":-0.0369127643386766,"benchmark_return":-0.0015336593348219,"active_return":-0.0353791050038546,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":12,"score":0.0147315043126461,"stock_return":-0.0375283032396789,"benchmark_return":-0.0015336593348219,"active_return":-0.0359946439048569,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-20 09:30:00","portfolio_cumulative_return":0.0044231105136169,"spy_cumulative_return":0.0032154538862214,"active_return":0.0012076566273954,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 10:30:00","portfolio_cumulative_return":0.0036119929922102,"spy_cumulative_return":0.0034710774611692,"active_return":0.0001409155310409,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 11:30:00","portfolio_cumulative_return":0.0038378297560643,"spy_cumulative_return":0.0043186670983719,"active_return":-0.0004808373423075,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 12:30:00","portfolio_cumulative_return":-0.0005404191395978,"spy_cumulative_return":0.001116680050021,"active_return":-0.0016570991896189,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 13:30:00","portfolio_cumulative_return":0.0006661190160823,"spy_cumulative_return":0.0015875266863047,"active_return":-0.0009214076702224,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 14:30:00","portfolio_cumulative_return":-0.0053175633605233,"spy_cumulative_return":-0.0007534038869728,"active_return":-0.0045641594735505,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 15:30:00","portfolio_cumulative_return":-0.0077693396540508,"spy_cumulative_return":-0.0015336593348219,"active_return":-0.0062356803192288,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-17","monitor_date":"2026-07-20","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-20T09:30:00","end_timestamp":"2026-07-20T14:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0003376787216554433,"benchmark_cumulative_return":0.0009283085495617183,"active_return":-0.0012659872712171617,"holdings":[],"series":[{"timestamp":"2026-07-20 09:30:00","portfolio_cumulative_return":0.0044231105136169,"spy_cumulative_return":0.0032154538862214,"active_return":0.0012076566273954,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 10:30:00","portfolio_cumulative_return":0.0036119929922102,"spy_cumulative_return":0.0034710774611692,"active_return":0.0001409155310409,"portfolio_hourly_return":-0.0008075456577179,"spy_hourly_return":0.0002548042635881,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 11:30:00","portfolio_cumulative_return":0.0038378297560643,"spy_cumulative_return":0.0043186670983719,"active_return":-0.0004808373423075,"portfolio_hourly_return":0.0002250239788195,"spy_hourly_return":0.0008446577646732,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 12:30:00","portfolio_cumulative_return":-0.0005404191395978,"spy_cumulative_return":0.001116680050021,"active_return":-0.0016570991896189,"portfolio_hourly_return":-0.0043615101621804,"spy_hourly_return":-0.0031882181953282,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 13:30:00","portfolio_cumulative_return":0.0006678681744886,"spy_cumulative_return":0.0015875266863047,"active_return":-0.0009196585118161,"portfolio_hourly_return":0.0012089406487518,"spy_hourly_return":0.000470321437717,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 14:30:00","portfolio_cumulative_return":-0.0003376787216554,"spy_cumulative_return":0.0009283085495617,"active_return":-0.0012659872712171,"portfolio_hourly_return":-0.001004875771597,"spy_hourly_return":-0.0006581732691141,"holding_price_coverage":1.0}]}},{"id":"2026-07-20::ridge","decision_date":"2026-07-20","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-20T21:11:14.028849+00:00","decision_date":"2026-07-20","latest_price_date":"2026-07-20","training_mode":"rolling_daily_proxy_yfinance","training_rows":317837,"training_start":"2024-01-02","training_end":"2026-07-16","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":6156.997328235204},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","returns_1d","momentum_10","atr_14","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":25,"completed_trials":10,"optuna_timeout_seconds":600,"selection_metric":"top40_raw_excess","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 6156.997328235204}","resolved_feature_count":22,"rank_ic":0.012143525122894,"positive_ic_rate":0.5158730158730158,"top40_raw_forward_return":0.0010331515808706,"universe_raw_forward_return":0.0003607278508393,"top40_raw_excess":0.0006724237300312,"top40_target_mean":0.011350217840421,"universe_target_mean":-1.582555498627761e-05,"top40_target_excess":0.0113660433954073,"trial":1,"validation_start":"2026-01-14","validation_end":"2026-07-16"}}},"selected":[{"ticker":"MRNA","sector":"Unknown","rank":1,"score":0.0220812661498068},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0196299881162561},{"ticker":"PANW","sector":"Information Technology","rank":3,"score":0.0188847141852776},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.0180971777621986},{"ticker":"AMD","sector":"Information Technology","rank":5,"score":0.0159393370544061},{"ticker":"FTNT","sector":"Information Technology","rank":6,"score":0.0157552158924632},{"ticker":"MS","sector":"Financials","rank":7,"score":0.0157281171813885},{"ticker":"COF","sector":"Consumer Discretionary","rank":8,"score":0.0145889469898291},{"ticker":"AMAT","sector":"Information Technology","rank":9,"score":0.0140817945972767},{"ticker":"CRWD","sector":"Unknown","rank":10,"score":0.0140779297881604},{"ticker":"MNST","sector":"Consumer Staples","rank":11,"score":0.0140015883882762},{"ticker":"IP","sector":"Materials","rank":12,"score":0.0139976330410914},{"ticker":"AMCR","sector":"Materials","rank":13,"score":0.0136318755903509},{"ticker":"LUV","sector":"Financials","rank":14,"score":0.0134318168053661},{"ticker":"SWK","sector":"Industrials","rank":15,"score":0.0131736028107335},{"ticker":"HPE","sector":"Industrials","rank":16,"score":0.012803499331013},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0127762970730152},{"ticker":"CRL","sector":"Real Estate","rank":18,"score":0.0120096885378672},{"ticker":"NTAP","sector":"Financials","rank":19,"score":0.0116456960712321},{"ticker":"RF","sector":"Financials","rank":20,"score":0.011640248406923},{"ticker":"KEY","sector":"Financials","rank":21,"score":0.0116282454816813},{"ticker":"GS","sector":"Financials","rank":22,"score":0.0115308488770026},{"ticker":"IR","sector":"Industrials","rank":23,"score":0.0113636572091021},{"ticker":"BAX","sector":"Health Care","rank":24,"score":0.0111337260345416},{"ticker":"AXON","sector":"Unknown","rank":25,"score":0.0111293775429968},{"ticker":"FITB","sector":"Financials","rank":26,"score":0.0110790637316891},{"ticker":"BAC","sector":"Financials","rank":27,"score":0.0110519128844338},{"ticker":"ANET","sector":"Information Technology","rank":28,"score":0.0108307971488235},{"ticker":"DOC","sector":"Unknown","rank":29,"score":0.0107437455172879},{"ticker":"ORCL","sector":"Information Technology","rank":30,"score":0.0106004312794607},{"ticker":"SW","sector":"Unknown","rank":31,"score":0.010408400649903},{"ticker":"APH","sector":"Industrials","rank":32,"score":0.0102563592376442},{"ticker":"TROW","sector":"Financials","rank":33,"score":0.0099597971392474},{"ticker":"PNC","sector":"Financials","rank":34,"score":0.0099467331469309},{"ticker":"MAS","sector":"Real Estate","rank":35,"score":0.0099133011336681},{"ticker":"IBKR","sector":"Unknown","rank":37,"score":0.0096839910769636},{"ticker":"HONA","sector":"Unknown","rank":38,"score":0.0095319966732896},{"ticker":"CMG","sector":"Information Technology","rank":39,"score":0.0094345958294582},{"ticker":"BX","sector":"Real Estate","rank":40,"score":0.009383415239453},{"ticker":"IVZ","sector":"Real Estate","rank":41,"score":0.0093651100524462}],"selection_stability":null,"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-20","eval_date":"2026-07-21","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":0.012919722077651213,"benchmark_return":0.008408670118929207,"active_return":0.004511051958722007,"stock_win_rate":0.425,"average_stock_active_return":0.004511051958722007,"top_contributors":["AMD","AMAT","HOOD","DELL","HPE"],"bottom_contributors":["FTNT","KEY","PANW","AXON","CRWD"],"holdings":[{"ticker":"AMD","sector":"Information Technology","rank":5,"score":0.0159393370544061,"stock_return":0.0811585637751741,"benchmark_return":0.0084086701189292,"active_return":0.0727498936562449,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":9,"score":0.0140817945972767,"stock_return":0.0734829826627418,"benchmark_return":0.0084086701189292,"active_return":0.0650743125438126,"beat_benchmark":true},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0196299881162561,"stock_return":0.0715148928426625,"benchmark_return":0.0084086701189292,"active_return":0.0631062227237333,"beat_benchmark":true},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.0180971777621986,"stock_return":0.0600655577612705,"benchmark_return":0.0084086701189292,"active_return":0.0516568876423413,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":16,"score":0.012803499331013,"stock_return":0.0486983416083555,"benchmark_return":0.0084086701189292,"active_return":0.0402896714894263,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":32,"score":0.0102563592376442,"stock_return":0.0485682883806815,"benchmark_return":0.0084086701189292,"active_return":0.0401596182617522,"beat_benchmark":true},{"ticker":"ORCL","sector":"Information Technology","rank":30,"score":0.0106004312794607,"stock_return":0.0468775957337239,"benchmark_return":0.0084086701189292,"active_return":0.0384689256147947,"beat_benchmark":true},{"ticker":"ANET","sector":"Information Technology","rank":28,"score":0.0108307971488235,"stock_return":0.0308827607856252,"benchmark_return":0.0084086701189292,"active_return":0.022474090666696,"beat_benchmark":true},{"ticker":"IBKR","sector":"Unknown","rank":37,"score":0.0096839910769636,"stock_return":0.0292321149242458,"benchmark_return":0.0084086701189292,"active_return":0.0208234448053166,"beat_benchmark":true},{"ticker":"GS","sector":"Financials","rank":22,"score":0.0115308488770026,"stock_return":0.0292029000766649,"benchmark_return":0.0084086701189292,"active_return":0.0207942299577357,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":19,"score":0.0116456960712321,"stock_return":0.0285430053375461,"benchmark_return":0.0084086701189292,"active_return":0.0201343352186169,"beat_benchmark":true},{"ticker":"MS","sector":"Financials","rank":7,"score":0.0157281171813885,"stock_return":0.0258840968611193,"benchmark_return":0.0084086701189292,"active_return":0.0174754267421901,"beat_benchmark":true},{"ticker":"IVZ","sector":"Real Estate","rank":41,"score":0.0093651100524462,"stock_return":0.0146661991969072,"benchmark_return":0.0084086701189292,"active_return":0.006257529077978,"beat_benchmark":true},{"ticker":"DOC","sector":"Unknown","rank":29,"score":0.0107437455172879,"stock_return":0.0136831935980175,"benchmark_return":0.0084086701189292,"active_return":0.0052745234790883,"beat_benchmark":true},{"ticker":"BAC","sector":"Financials","rank":27,"score":0.0110519128844338,"stock_return":0.0131579279664921,"benchmark_return":0.0084086701189292,"active_return":0.0047492578475629,"beat_benchmark":true},{"ticker":"TROW","sector":"Financials","rank":33,"score":0.0099597971392474,"stock_return":0.0097004455621503,"benchmark_return":0.0084086701189292,"active_return":0.0012917754432211,"beat_benchmark":true},{"ticker":"IR","sector":"Industrials","rank":23,"score":0.0113636572091021,"stock_return":0.0092292075449365,"benchmark_return":0.0084086701189292,"active_return":0.0008205374260072,"beat_benchmark":true},{"ticker":"SWK","sector":"Industrials","rank":15,"score":0.0131736028107335,"stock_return":0.0078857421875,"benchmark_return":0.0084086701189292,"active_return":-0.0005229279314291,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":14,"score":0.0134318168053661,"stock_return":0.0068266035439752,"benchmark_return":0.0084086701189292,"active_return":-0.0015820665749539,"beat_benchmark":false},{"ticker":"BAX","sector":"Health Care","rank":24,"score":0.0111337260345416,"stock_return":0.0063434250831126,"benchmark_return":0.0084086701189292,"active_return":-0.0020652450358165,"beat_benchmark":false},{"ticker":"CMG","sector":"Information Technology","rank":39,"score":0.0094345958294582,"stock_return":0.0057349417622518,"benchmark_return":0.0084086701189292,"active_return":-0.0026737283566773,"beat_benchmark":false},{"ticker":"AMCR","sector":"Materials","rank":13,"score":0.0136318755903509,"stock_return":0.0048577165555481,"benchmark_return":0.0084086701189292,"active_return":-0.003550953563381,"beat_benchmark":false},{"ticker":"FITB","sector":"Financials","rank":26,"score":0.0110790637316891,"stock_return":0.0041811473412822,"benchmark_return":0.0084086701189292,"active_return":-0.0042275227776469,"beat_benchmark":false},{"ticker":"BX","sector":"Real Estate","rank":40,"score":0.009383415239453,"stock_return":0.0041258970448363,"benchmark_return":0.0084086701189292,"active_return":-0.0042827730740928,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":1,"score":0.0220812661498068,"stock_return":0.0033618581711114,"benchmark_return":0.0084086701189292,"active_return":-0.0050468119478177,"beat_benchmark":false},{"ticker":"IP","sector":"Materials","rank":12,"score":0.0139976330410914,"stock_return":0.0022069470635774,"benchmark_return":0.0084086701189292,"active_return":-0.0062017230553517,"beat_benchmark":false},{"ticker":"PNC","sector":"Financials","rank":34,"score":0.0099467331469309,"stock_return":0.001239296231511,"benchmark_return":0.0084086701189292,"active_return":-0.0071693738874181,"beat_benchmark":false},{"ticker":"CRL","sector":"Real Estate","rank":18,"score":0.0120096885378672,"stock_return":-0.0013655123164543,"benchmark_return":0.0084086701189292,"active_return":-0.0097741824353835,"beat_benchmark":false},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0127762970730152,"stock_return":-0.001757912708457,"benchmark_return":0.0084086701189292,"active_return":-0.0101665828273862,"beat_benchmark":false},{"ticker":"SW","sector":"Unknown","rank":31,"score":0.010408400649903,"stock_return":-0.0018543814902467,"benchmark_return":0.0084086701189292,"active_return":-0.0102630516091759,"beat_benchmark":false},{"ticker":"COF","sector":"Consumer Discretionary","rank":8,"score":0.0145889469898291,"stock_return":-0.0026599750466371,"benchmark_return":0.0084086701189292,"active_return":-0.0110686451655663,"beat_benchmark":false},{"ticker":"MAS","sector":"Real Estate","rank":35,"score":0.0099133011336681,"stock_return":-0.0086462535477571,"benchmark_return":0.0084086701189292,"active_return":-0.0170549236666863,"beat_benchmark":false},{"ticker":"RF","sector":"Financials","rank":20,"score":0.011640248406923,"stock_return":-0.0091610363812489,"benchmark_return":0.0084086701189292,"active_return":-0.0175697065001781,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":11,"score":0.0140015883882762,"stock_return":-0.0103719004234893,"benchmark_return":0.0084086701189292,"active_return":-0.0187805705424185,"beat_benchmark":false},{"ticker":"HONA","sector":"Unknown","rank":38,"score":0.0095319966732896,"stock_return":-0.0121499812270245,"benchmark_return":0.0084086701189292,"active_return":-0.0205586513459538,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":6,"score":0.0157552158924632,"stock_return":-0.0139691758379416,"benchmark_return":0.0084086701189292,"active_return":-0.0223778459568708,"beat_benchmark":false},{"ticker":"KEY","sector":"Financials","rank":21,"score":0.0116282454816813,"stock_return":-0.0152229651321615,"benchmark_return":0.0084086701189292,"active_return":-0.0236316352510908,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":3,"score":0.0188847141852776,"stock_return":-0.0187001346446106,"benchmark_return":0.0084086701189292,"active_return":-0.0271088047635398,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":25,"score":0.0111293775429968,"stock_return":-0.0314324470808003,"benchmark_return":0.0084086701189292,"active_return":-0.0398411171997296,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":10,"score":0.0140779297881604,"stock_return":-0.0372310906601438,"benchmark_return":0.0084086701189292,"active_return":-0.045639760779073,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0124962969039889,"spy_cumulative_return":0.0064412242298597,"active_return":0.0060550726741292,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.0111000308689165,"spy_cumulative_return":0.0079639571085117,"active_return":0.0031360737604047,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.0138764590343345,"spy_cumulative_return":0.0088533008817028,"active_return":0.0050231581526316,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.012477737850433,"spy_cumulative_return":0.0084490537120704,"active_return":0.0040286841383625,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.0123068792979482,"spy_cumulative_return":0.0082469712510762,"active_return":0.004059908046872,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.0108118059942262,"spy_cumulative_return":0.0083143320714076,"active_return":0.0024974739228186,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0129197220776512,"spy_cumulative_return":0.0084086701189292,"active_return":0.004511051958722,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-20","monitor_date":"2026-07-21","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":0.01287600111367354,"benchmark_cumulative_return":0.008408670118929207,"active_return":0.004467330994744334,"holdings":[],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0124528480111043,"spy_cumulative_return":0.0064412242298597,"active_return":0.0060116237812445,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.011056566291114,"spy_cumulative_return":0.0079639571085117,"active_return":0.0030926091826023,"portfolio_hourly_return":-0.001379107898934,"spy_hourly_return":0.0015129873876313,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.0138324230382375,"spy_cumulative_return":0.0088533008817028,"active_return":0.0049791221565346,"portfolio_hourly_return":0.002745500934044,"spy_hourly_return":0.0008823170381433,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.0124342426158957,"spy_cumulative_return":0.0084490537120704,"active_return":0.0039851889038252,"portfolio_hourly_return":-0.0013791040714121,"spy_hourly_return":-0.0004006996550233,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.0122632097201516,"spy_cumulative_return":0.0082469712510762,"active_return":0.0040162384690754,"portfolio_hourly_return":-0.0001689323499196,"spy_hourly_return":-0.0002003893605239,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.010768313288556,"spy_cumulative_return":0.0083143320714076,"active_return":0.0024539812171484,"portfolio_hourly_return":-0.0014767862915898,"spy_hourly_return":6.680984148932367e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0128760011136735,"spy_cumulative_return":0.0084086701189292,"active_return":0.0044673309947443,"portfolio_hourly_return":0.0020852333788146,"spy_hourly_return":9.356015730510592e-05,"holding_price_coverage":1.0}]}},{"id":"2026-07-20::xgb_ranker","decision_date":"2026-07-20","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-21T14:56:43.732048+00:00","decision_date":"2026-07-20","latest_price_date":"2026-07-20","training_mode":"rolling_daily_proxy_yfinance","training_rows":317837,"training_start":"2024-01-02","training_end":"2026-07-16","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","returns_1d","momentum_10","atr_14","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":17,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5579345297625649, \"gamma\": 0.6355835028602363, \"learning_rate\": 0.006570432809105998, \"max_depth\": 5, \"min_child_weight\": 29.267581150621286, \"n_estimators\": 400, \"n_jobs\": 4, \"reg_alpha\": 0.5492736444508451, \"reg_lambda\": 0.05676757667844529, \"subsample\": 0.6792328642721364, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.002324932138150146,"positive_ic_rate":0.5,"top40_raw_forward_return":0.0017189805053506545,"universe_raw_forward_return":0.0003611970377050431,"top40_raw_excess":0.0013577834676456112,"top40_target_mean":0.011630250108143919,"universe_target_mean":-1.582555498627761e-05,"top40_target_excess":0.011646075663130195,"trial":6,"validation_start":"2026-01-14","validation_end":"2026-07-16"}}},"selected":[{"ticker":"PANW","sector":"Information Technology","rank":1,"score":0.053385556},{"ticker":"DELL","sector":"Unknown","rank":2,"score":0.05287453},{"ticker":"AXON","sector":"Unknown","rank":3,"score":0.04841021},{"ticker":"MRNA","sector":"Unknown","rank":4,"score":0.04839592},{"ticker":"FTNT","sector":"Information Technology","rank":5,"score":0.04595518},{"ticker":"AMD","sector":"Information Technology","rank":6,"score":0.04502032},{"ticker":"AMAT","sector":"Information Technology","rank":7,"score":0.04471804},{"ticker":"CRWD","sector":"Unknown","rank":8,"score":0.043963637},{"ticker":"HPE","sector":"Industrials","rank":9,"score":0.041380156},{"ticker":"ORCL","sector":"Information Technology","rank":10,"score":0.04039736},{"ticker":"HOOD","sector":"Unknown","rank":11,"score":0.03994244},{"ticker":"NTAP","sector":"Financials","rank":12,"score":0.03908842},{"ticker":"BAX","sector":"Health Care","rank":13,"score":0.03838881},{"ticker":"DDOG","sector":"Unknown","rank":14,"score":0.038262628},{"ticker":"IBM","sector":"Industrials","rank":15,"score":0.03699179},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.032923304},{"ticker":"FSLR","sector":"Materials","rank":17,"score":0.031192997},{"ticker":"MU","sector":"Information Technology","rank":18,"score":0.028903984},{"ticker":"INTC","sector":"Information Technology","rank":19,"score":0.027549915},{"ticker":"STX","sector":"Unknown","rank":20,"score":0.027504234},{"ticker":"KLAC","sector":"Information Technology","rank":21,"score":0.027268808},{"ticker":"QCOM","sector":"Information Technology","rank":22,"score":0.02707883},{"ticker":"FCX","sector":"Materials","rank":23,"score":0.026280139},{"ticker":"HUM","sector":"Health Care","rank":24,"score":0.02410806},{"ticker":"CDW","sector":"Industrials","rank":25,"score":0.023144048},{"ticker":"CVNA","sector":"Unknown","rank":26,"score":0.022593616},{"ticker":"GNRC","sector":"Industrials","rank":27,"score":0.022496203},{"ticker":"WDAY","sector":"Unknown","rank":28,"score":0.021710407},{"ticker":"FDS","sector":"Financials","rank":29,"score":0.019684136},{"ticker":"COHR","sector":"Unknown","rank":30,"score":0.019312376},{"ticker":"GPN","sector":"Financials","rank":31,"score":0.018535748},{"ticker":"CNC","sector":"Health Care","rank":32,"score":0.017311458},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":33,"score":0.014605509},{"ticker":"UAL","sector":"Industrials","rank":34,"score":0.012988929},{"ticker":"GLW","sector":"Materials","rank":35,"score":0.010149242},{"ticker":"CHTR","sector":"Financials","rank":36,"score":0.009863104},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":37,"score":0.0074382313},{"ticker":"ZBRA","sector":"Materials","rank":38,"score":0.006097836},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":39,"score":0.005719147},{"ticker":"PODD","sector":"Consumer Discretionary","rank":40,"score":0.0019394794}],"selection_stability":null,"freeze_integrity":{"status":"frozen_before_july_21_evaluation","decision_date":"2026-07-20","latest_price_date":"2026-07-20","training_end":"2026-07-16","model":"xgb_ranker","completed_optuna_trials":17,"selected_rows":40,"selected_unique_tickers":40},"evaluations":[{"decision_date":"2026-07-20","eval_date":"2026-07-21","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":0.0213575677223205,"benchmark_return":0.008408670118929207,"active_return":0.012948897603391293,"stock_win_rate":0.55,"average_stock_active_return":0.012948897603391291,"top_contributors":["MU","COHR","STX","INTC","AMD"],"bottom_contributors":["DDOG","FDS","CRWD","BLDR","WDAY"],"holdings":[{"ticker":"MU","sector":"Information Technology","rank":18,"score":0.028903984,"stock_return":0.1205370608412859,"benchmark_return":0.0084086701189292,"active_return":0.1121283907223567,"beat_benchmark":true},{"ticker":"COHR","sector":"Unknown","rank":30,"score":0.019312376,"stock_return":0.1114226313616559,"benchmark_return":0.0084086701189292,"active_return":0.1030139612427267,"beat_benchmark":true},{"ticker":"STX","sector":"Unknown","rank":20,"score":0.027504234,"stock_return":0.1111844592758337,"benchmark_return":0.0084086701189292,"active_return":0.1027757891569045,"beat_benchmark":true},{"ticker":"INTC","sector":"Information Technology","rank":19,"score":0.027549915,"stock_return":0.0862353488266798,"benchmark_return":0.0084086701189292,"active_return":0.0778266787077506,"beat_benchmark":true},{"ticker":"AMD","sector":"Information Technology","rank":6,"score":0.04502032,"stock_return":0.0811585637751741,"benchmark_return":0.0084086701189292,"active_return":0.0727498936562449,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":7,"score":0.04471804,"stock_return":0.0734829826627418,"benchmark_return":0.0084086701189292,"active_return":0.0650743125438126,"beat_benchmark":true},{"ticker":"HOOD","sector":"Unknown","rank":11,"score":0.03994244,"stock_return":0.0715148928426625,"benchmark_return":0.0084086701189292,"active_return":0.0631062227237333,"beat_benchmark":true},{"ticker":"FCX","sector":"Materials","rank":23,"score":0.026280139,"stock_return":0.063786357230853,"benchmark_return":0.0084086701189292,"active_return":0.0553776871119238,"beat_benchmark":true},{"ticker":"GLW","sector":"Materials","rank":35,"score":0.010149242,"stock_return":0.0608751906850228,"benchmark_return":0.0084086701189292,"active_return":0.0524665205660936,"beat_benchmark":true},{"ticker":"DELL","sector":"Unknown","rank":2,"score":0.05287453,"stock_return":0.0600655577612705,"benchmark_return":0.0084086701189292,"active_return":0.0516568876423413,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":9,"score":0.041380156,"stock_return":0.0486983416083555,"benchmark_return":0.0084086701189292,"active_return":0.0402896714894263,"beat_benchmark":true},{"ticker":"KLAC","sector":"Information Technology","rank":21,"score":0.027268808,"stock_return":0.0476878304692724,"benchmark_return":0.0084086701189292,"active_return":0.0392791603503432,"beat_benchmark":true},{"ticker":"ORCL","sector":"Information Technology","rank":10,"score":0.04039736,"stock_return":0.0468775957337239,"benchmark_return":0.0084086701189292,"active_return":0.0384689256147947,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":12,"score":0.03908842,"stock_return":0.0285430053375461,"benchmark_return":0.0084086701189292,"active_return":0.0201343352186169,"beat_benchmark":true},{"ticker":"CNC","sector":"Health Care","rank":32,"score":0.017311458,"stock_return":0.0268075200063038,"benchmark_return":0.0084086701189292,"active_return":0.0183988498873746,"beat_benchmark":true},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.032923304,"stock_return":0.0257330846978527,"benchmark_return":0.0084086701189292,"active_return":0.0173244145789235,"beat_benchmark":true},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":39,"score":0.005719147,"stock_return":0.0252993583026357,"benchmark_return":0.0084086701189292,"active_return":0.0168906881837065,"beat_benchmark":true},{"ticker":"CVNA","sector":"Unknown","rank":26,"score":0.022593616,"stock_return":0.0224509269583599,"benchmark_return":0.0084086701189292,"active_return":0.0140422568394307,"beat_benchmark":true},{"ticker":"QCOM","sector":"Information Technology","rank":22,"score":0.02707883,"stock_return":0.0182009788129322,"benchmark_return":0.0084086701189292,"active_return":0.009792308694003,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":24,"score":0.02410806,"stock_return":0.0164741269650767,"benchmark_return":0.0084086701189292,"active_return":0.0080654568461475,"beat_benchmark":true},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":33,"score":0.014605509,"stock_return":0.0146187207984189,"benchmark_return":0.0084086701189292,"active_return":0.0062100506794897,"beat_benchmark":true},{"ticker":"GNRC","sector":"Industrials","rank":27,"score":0.022496203,"stock_return":0.0106448031533923,"benchmark_return":0.0084086701189292,"active_return":0.0022361330344631,"beat_benchmark":true},{"ticker":"BAX","sector":"Health Care","rank":13,"score":0.03838881,"stock_return":0.0063434250831126,"benchmark_return":0.0084086701189292,"active_return":-0.0020652450358165,"beat_benchmark":false},{"ticker":"FSLR","sector":"Materials","rank":17,"score":0.031192997,"stock_return":0.00350689800431,"benchmark_return":0.0084086701189292,"active_return":-0.0049017721146191,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":4,"score":0.04839592,"stock_return":0.0033618581711114,"benchmark_return":0.0084086701189292,"active_return":-0.0050468119478177,"beat_benchmark":false},{"ticker":"UAL","sector":"Industrials","rank":34,"score":0.012988929,"stock_return":0.0013615015884942,"benchmark_return":0.0084086701189292,"active_return":-0.0070471685304349,"beat_benchmark":false},{"ticker":"CDW","sector":"Industrials","rank":25,"score":0.023144048,"stock_return":-0.0025382804784084,"benchmark_return":0.0084086701189292,"active_return":-0.0109469505973376,"beat_benchmark":false},{"ticker":"ZBRA","sector":"Materials","rank":38,"score":0.006097836,"stock_return":-0.0087649979327508,"benchmark_return":0.0084086701189292,"active_return":-0.01717366805168,"beat_benchmark":false},{"ticker":"CHTR","sector":"Financials","rank":36,"score":0.009863104,"stock_return":-0.0099876190689964,"benchmark_return":0.0084086701189292,"active_return":-0.0183962891879256,"beat_benchmark":false},{"ticker":"IBM","sector":"Industrials","rank":15,"score":0.03699179,"stock_return":-0.011525830192745,"benchmark_return":0.0084086701189292,"active_return":-0.0199345003116742,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":5,"score":0.04595518,"stock_return":-0.0139691758379416,"benchmark_return":0.0084086701189292,"active_return":-0.0223778459568708,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":1,"score":0.053385556,"stock_return":-0.0187001346446106,"benchmark_return":0.0084086701189292,"active_return":-0.0271088047635398,"beat_benchmark":false},{"ticker":"PODD","sector":"Consumer Discretionary","rank":40,"score":0.0019394794,"stock_return":-0.0215689831849725,"benchmark_return":0.0084086701189292,"active_return":-0.0299776533039017,"beat_benchmark":false},{"ticker":"GPN","sector":"Financials","rank":31,"score":0.018535748,"stock_return":-0.0284084483338475,"benchmark_return":0.0084086701189292,"active_return":-0.0368171184527768,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":3,"score":0.04841021,"stock_return":-0.0314324470808003,"benchmark_return":0.0084086701189292,"active_return":-0.0398411171997296,"beat_benchmark":false},{"ticker":"DDOG","sector":"Unknown","rank":14,"score":0.038262628,"stock_return":-0.0318389228501283,"benchmark_return":0.0084086701189292,"active_return":-0.0402475929690575,"beat_benchmark":false},{"ticker":"FDS","sector":"Financials","rank":29,"score":0.019684136,"stock_return":-0.0347941441420213,"benchmark_return":0.0084086701189292,"active_return":-0.0432028142609505,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":8,"score":0.043963637,"stock_return":-0.0372310906601438,"benchmark_return":0.0084086701189292,"active_return":-0.045639760779073,"beat_benchmark":false},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":37,"score":0.0074382313,"stock_return":-0.0407152573414822,"benchmark_return":0.0084086701189292,"active_return":-0.0491239274604115,"beat_benchmark":false},{"ticker":"WDAY","sector":"Unknown","rank":28,"score":0.021710407,"stock_return":-0.0410949803124103,"benchmark_return":0.0084086701189292,"active_return":-0.0495036504313395,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0198701658152026,"spy_cumulative_return":0.0064412242298597,"active_return":0.0134289415853429,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.020022348627438,"spy_cumulative_return":0.0079639571085117,"active_return":0.0120583915189262,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.022142115953686,"spy_cumulative_return":0.0088533008817028,"active_return":0.0132888150719831,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.0204121601037571,"spy_cumulative_return":0.0084490537120704,"active_return":0.0119631063916866,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.0209026536581697,"spy_cumulative_return":0.0082469712510762,"active_return":0.0126556824070935,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.017169458473669,"spy_cumulative_return":0.0083143320714076,"active_return":0.0088551264022614,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0213575677223204,"spy_cumulative_return":0.0084086701189292,"active_return":0.0129488976033912,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-20","monitor_date":"2026-07-21","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":0.021313846758342823,"benchmark_cumulative_return":0.008408670118929207,"active_return":0.012905176639413617,"holdings":[],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0200779787554141,"spy_cumulative_return":0.0064412242298597,"active_return":0.0136367545255544,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.0199788840496355,"spy_cumulative_return":0.0079639571085117,"active_return":0.0120149269411238,"portfolio_hourly_return":-9.714424567774936e-05,"spy_hourly_return":0.0015129873876313,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.022098079957589,"spy_cumulative_return":0.0088533008817028,"active_return":0.0132447790758861,"portfolio_hourly_return":0.0020776860590874,"spy_hourly_return":0.0008823170381433,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.0203686648692198,"spy_cumulative_return":0.0084490537120704,"active_return":0.0119196111571493,"portfolio_hourly_return":-0.0016920245936092,"spy_hourly_return":-0.0004006996550233,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.020858984080373,"spy_cumulative_return":0.0082469712510762,"active_return":0.0126120128292968,"portfolio_hourly_return":0.0004805314275464,"spy_hourly_return":-0.0002003893605239,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.0171259657679988,"spy_cumulative_return":0.0083143320714076,"active_return":0.0088116336965912,"portfolio_hourly_return":-0.0036567423812575,"spy_hourly_return":6.680984148932367e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0213138467583428,"spy_cumulative_return":0.0084086701189292,"active_return":0.0129051766394136,"portfolio_hourly_return":0.004117367102296,"spy_hourly_return":9.356015730510592e-05,"holding_price_coverage":1.0}]}},{"id":"2026-07-21::ridge","decision_date":"2026-07-21","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-21T20:35:52.327944+00:00","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_mode":"rolling_daily_proxy_yfinance","training_rows":317066,"training_start":"2024-01-02","training_end":"2026-07-17","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":9333.237776048585},"feature_count":20,"features":["rolling_beta","macd_signal","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","momentum_5","rsi_14","residual_return","idiosyncratic_vol","sector_rel_rank"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":41,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 9333.237776048585}","resolved_feature_count":20,"rank_ic":0.011868852056436946,"positive_ic_rate":0.5476190476190476,"top40_raw_forward_return":0.001496022822657262,"universe_raw_forward_return":0.0003172200493666738,"top40_raw_excess":0.0011788027732905883,"top40_target_mean":0.011963769500497776,"universe_target_mean":-1.588892069854042e-05,"top40_target_excess":0.011979658421196318,"trial":38,"validation_start":"2026-01-15","validation_end":"2026-07-17"}}},"selected":[{"ticker":"DHR","sector":"Real Estate","rank":1,"score":0.0134731921031761},{"ticker":"DDOG","sector":"Unknown","rank":2,"score":0.0134519492399399},{"ticker":"KEY","sector":"Financials","rank":3,"score":0.0129130703191176},{"ticker":"GPC","sector":"Consumer Discretionary","rank":4,"score":0.0128385736359543},{"ticker":"WAT","sector":"Real Estate","rank":5,"score":0.0118701760504775},{"ticker":"RVTY","sector":"Unknown","rank":6,"score":0.0118301739418285},{"ticker":"CRWD","sector":"Unknown","rank":7,"score":0.0116328882753245},{"ticker":"HOOD","sector":"Unknown","rank":8,"score":0.0115354853677466},{"ticker":"CRL","sector":"Real Estate","rank":9,"score":0.0114209717349177},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.0113784833094712},{"ticker":"BAX","sector":"Health Care","rank":11,"score":0.0110840769419872},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0104503472448484},{"ticker":"IP","sector":"Materials","rank":13,"score":0.0102893807154351},{"ticker":"MRNA","sector":"Unknown","rank":14,"score":0.0102379162967469},{"ticker":"GOOGL","sector":"Communication Services","rank":15,"score":0.0100926714680347},{"ticker":"MNST","sector":"Consumer Staples","rank":16,"score":0.0099533683273556},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0098666522788723},{"ticker":"MAS","sector":"Real Estate","rank":18,"score":0.0098613710272189},{"ticker":"TROW","sector":"Financials","rank":19,"score":0.009816080310677},{"ticker":"AMD","sector":"Information Technology","rank":20,"score":0.0097664828437209},{"ticker":"DASH","sector":"Unknown","rank":21,"score":0.0097448024039231},{"ticker":"MS","sector":"Financials","rank":22,"score":0.0096739984484584},{"ticker":"HBAN","sector":"Financials","rank":23,"score":0.0095576158762071},{"ticker":"LUV","sector":"Financials","rank":24,"score":0.0092777663815521},{"ticker":"A","sector":"Real Estate","rank":25,"score":0.008873855475009},{"ticker":"COO","sector":"Health Care","rank":26,"score":0.008735017307378},{"ticker":"BEN","sector":"Financials","rank":27,"score":0.0086302213837951},{"ticker":"ZBRA","sector":"Materials","rank":28,"score":0.0084116264784308},{"ticker":"WRB","sector":"Unknown","rank":29,"score":0.0081362780775207},{"ticker":"DELL","sector":"Unknown","rank":30,"score":0.0081354554766564},{"ticker":"RF","sector":"Financials","rank":31,"score":0.0080996485390548},{"ticker":"AMAT","sector":"Information Technology","rank":32,"score":0.0080719000037341},{"ticker":"TTWO","sector":"Industrials","rank":33,"score":0.0080557184484909},{"ticker":"ISRG","sector":"Information Technology","rank":34,"score":0.0080241024313524},{"ticker":"GOOG","sector":"Communication Services","rank":35,"score":0.0079844081162908},{"ticker":"LYV","sector":"Financials","rank":36,"score":0.0079606881736452},{"ticker":"AXON","sector":"Unknown","rank":37,"score":0.0078957290703711},{"ticker":"XYL","sector":"Industrials","rank":38,"score":0.0077323665678239},{"ticker":"USB","sector":"Financials","rank":39,"score":0.0076499805899757},{"ticker":"CARR","sector":"Industrials","rank":40,"score":0.0073329065662455}],"selection_stability":{"decision_date":"2026-07-21","prior_decision_dates":{"ridge":"2026-07-20","xgb_ranker":"2026-07-20"},"same_day_model_agreement":{"overlap_count":9,"overlap_rate":0.225,"jaccard_similarity":0.1267605633802817,"replacement_rate":0.775,"shared_tickers":["AMAT","AXON","BAX","CRL","CRWD","DDOG","FTNT","GPC","PANW"],"left_only":["A","AMD","BEN","CARR","COO","DASH","DELL","DHR","GE","GOOG","GOOGL","HBAN","HOOD","IP","ISRG","KEY","LUV","LYV","MAS","MNST","MRNA","MS","RF","RVTY","TROW","TTWO","USB","WAT","WRB","XYL","ZBRA"],"right_only":["AKAM","AVGO","BLDR","COHR","DLTR","DVA","ECHO","FCX","FDS","FSLR","GEV","GLW","GNRC","GPN","HPE","HUM","MCHP","MPWR","NTAP","NXPI","PODD","PYPL","QCOM","SNDK","STX","TECH","TXN","VEEV","VLO","WDAY","WDC"]},"day_over_day":{"ridge":{"overlap_count":20,"overlap_rate":0.5,"jaccard_similarity":0.3333333333333333,"replacement_rate":0.5,"shared_tickers":["AMAT","AMD","AXON","BAX","CRL","CRWD","DELL","FTNT","GE","HOOD","IP","KEY","LUV","MAS","MNST","MRNA","MS","PANW","RF","TROW"],"left_only":["AMCR","ANET","APH","BAC","BX","CMG","COF","DOC","FITB","GS","HONA","HPE","IBKR","IR","IVZ","NTAP","ORCL","PNC","SW","SWK"],"right_only":["A","BEN","CARR","COO","DASH","DDOG","DHR","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","RVTY","TTWO","USB","WAT","WRB","XYL","ZBRA"],"rank_spearman":0.1413533834586466,"mean_absolute_rank_change":11.2,"top10_overlap_count":3,"top10_shared_tickers":["CRWD","HOOD","PANW"]},"xgb_ranker":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AKAM","AMAT","AXON","BAX","BLDR","COHR","CRWD","DDOG","FCX","FDS","FSLR","FTNT","GLW","GNRC","GPN","HPE","HUM","NTAP","PANW","PODD","QCOM","STX","TXN","WDAY"],"left_only":["AMD","CDW","CHTR","CNC","CVNA","DELL","HOOD","IBM","INTC","KLAC","MRNA","MU","ORCL","TSLA","UAL","ZBRA"],"right_only":["AVGO","CRL","DLTR","DVA","ECHO","GEV","GPC","MCHP","MPWR","NXPI","PYPL","SNDK","TECH","VEEV","VLO","WDC"],"rank_spearman":0.5617391304347825,"mean_absolute_rank_change":8.625,"top10_overlap_count":5,"top10_shared_tickers":["AMAT","AXON","CRWD","FTNT","PANW"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":6156.997328235204},"current_params":{"alpha":9333.237776048585},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":6,"persistent_consensus_tickers":["AMAT","AXON","BAX","CRWD","FTNT","PANW"]},"freeze_integrity":{"status":"frozen_before_july_22_evaluation","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_end":"2026-07-17","model":"ridge","completed_optuna_trials":41,"selected_rows":40,"selected_unique_tickers":40},"evaluations":[{"decision_date":"2026-07-21","eval_date":"2026-07-22","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.002978171910297503,"benchmark_return":-0.0012695944964934425,"active_return":-0.0017085774138040606,"stock_win_rate":0.5,"average_stock_active_return":-0.0017085774138040604,"top_contributors":["DELL","IP","CARR","MAS","AMD"],"bottom_contributors":["MRNA","ISRG","DDOG","AXON","DASH"],"holdings":[{"ticker":"DELL","sector":"Unknown","rank":30,"score":0.0081354554766564,"stock_return":0.0933316882107002,"benchmark_return":-0.0012695944964934,"active_return":0.0946012827071937,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":13,"score":0.0102893807154351,"stock_return":0.0482806366378443,"benchmark_return":-0.0012695944964934,"active_return":0.0495502311343377,"beat_benchmark":true},{"ticker":"CARR","sector":"Industrials","rank":40,"score":0.0073329065662455,"stock_return":0.0209925602823963,"benchmark_return":-0.0012695944964934,"active_return":0.0222621547788898,"beat_benchmark":true},{"ticker":"MAS","sector":"Real Estate","rank":18,"score":0.0098613710272189,"stock_return":0.0154907894576108,"benchmark_return":-0.0012695944964934,"active_return":0.0167603839541042,"beat_benchmark":true},{"ticker":"AMD","sector":"Information Technology","rank":20,"score":0.0097664828437209,"stock_return":0.0141616407552471,"benchmark_return":-0.0012695944964934,"active_return":0.0154312352517406,"beat_benchmark":true},{"ticker":"MNST","sector":"Consumer Staples","rank":16,"score":0.0099533683273556,"stock_return":0.0125979510156681,"benchmark_return":-0.0012695944964934,"active_return":0.0138675455121616,"beat_benchmark":true},{"ticker":"USB","sector":"Financials","rank":39,"score":0.0076499805899757,"stock_return":0.0118505299680968,"benchmark_return":-0.0012695944964934,"active_return":0.0131201244645903,"beat_benchmark":true},{"ticker":"GPC","sector":"Consumer Discretionary","rank":4,"score":0.0128385736359543,"stock_return":0.0104096527466299,"benchmark_return":-0.0012695944964934,"active_return":0.0116792472431234,"beat_benchmark":true},{"ticker":"MS","sector":"Financials","rank":22,"score":0.0096739984484584,"stock_return":0.009842906390429,"benchmark_return":-0.0012695944964934,"active_return":0.0111125008869225,"beat_benchmark":true},{"ticker":"WAT","sector":"Real Estate","rank":5,"score":0.0118701760504775,"stock_return":0.0090055711291661,"benchmark_return":-0.0012695944964934,"active_return":0.0102751656256595,"beat_benchmark":true},{"ticker":"HBAN","sector":"Financials","rank":23,"score":0.0095576158762071,"stock_return":0.0068794716276905,"benchmark_return":-0.0012695944964934,"active_return":0.0081490661241839,"beat_benchmark":true},{"ticker":"KEY","sector":"Financials","rank":3,"score":0.0129130703191176,"stock_return":0.0061001910672924,"benchmark_return":-0.0012695944964934,"active_return":0.0073697855637858,"beat_benchmark":true},{"ticker":"A","sector":"Real Estate","rank":25,"score":0.008873855475009,"stock_return":0.0047418702387347,"benchmark_return":-0.0012695944964934,"active_return":0.0060114647352281,"beat_benchmark":true},{"ticker":"WRB","sector":"Unknown","rank":29,"score":0.0081362780775207,"stock_return":0.0026329656647658,"benchmark_return":-0.0012695944964934,"active_return":0.0039025601612593,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0098666522788723,"stock_return":0.0013795163013305,"benchmark_return":-0.0012695944964934,"active_return":0.002649110797824,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":31,"score":0.0080996485390548,"stock_return":0.0011356212770496,"benchmark_return":-0.0012695944964934,"active_return":0.0024052157735431,"beat_benchmark":true},{"ticker":"ZBRA","sector":"Materials","rank":28,"score":0.0084116264784308,"stock_return":0.0011052155170259,"benchmark_return":-0.0012695944964934,"active_return":0.0023748100135193,"beat_benchmark":true},{"ticker":"DHR","sector":"Real Estate","rank":1,"score":0.0134731921031761,"stock_return":0.0007262437115349,"benchmark_return":-0.0012695944964934,"active_return":0.0019958382080284,"beat_benchmark":true},{"ticker":"LYV","sector":"Financials","rank":36,"score":0.0079606881736452,"stock_return":0.0005622833250689,"benchmark_return":-0.0012695944964934,"active_return":0.0018318778215623,"beat_benchmark":true},{"ticker":"RVTY","sector":"Unknown","rank":6,"score":0.0118301739418285,"stock_return":-0.0002714330456755,"benchmark_return":-0.0012695944964934,"active_return":0.0009981614508178,"beat_benchmark":true},{"ticker":"CRL","sector":"Real Estate","rank":9,"score":0.0114209717349177,"stock_return":-0.003555144945286,"benchmark_return":-0.0012695944964934,"active_return":-0.0022855504487926,"beat_benchmark":false},{"ticker":"COO","sector":"Health Care","rank":26,"score":0.008735017307378,"stock_return":-0.0070412615822875,"benchmark_return":-0.0012695944964934,"active_return":-0.0057716670857941,"beat_benchmark":false},{"ticker":"XYL","sector":"Industrials","rank":38,"score":0.0077323665678239,"stock_return":-0.0073931441347823,"benchmark_return":-0.0012695944964934,"active_return":-0.0061235496382888,"beat_benchmark":false},{"ticker":"BEN","sector":"Financials","rank":27,"score":0.0086302213837951,"stock_return":-0.0075085117548904,"benchmark_return":-0.0012695944964934,"active_return":-0.0062389172583969,"beat_benchmark":false},{"ticker":"TTWO","sector":"Industrials","rank":33,"score":0.0080557184484909,"stock_return":-0.010002905204196,"benchmark_return":-0.0012695944964934,"active_return":-0.0087333107077025,"beat_benchmark":false},{"ticker":"GOOG","sector":"Communication Services","rank":35,"score":0.0079844081162908,"stock_return":-0.0123631495684838,"benchmark_return":-0.0012695944964934,"active_return":-0.0110935550719903,"beat_benchmark":false},{"ticker":"TROW","sector":"Financials","rank":19,"score":0.009816080310677,"stock_return":-0.0131791773124213,"benchmark_return":-0.0012695944964934,"active_return":-0.0119095828159279,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":7,"score":0.0116328882753245,"stock_return":-0.0138634265294271,"benchmark_return":-0.0012695944964934,"active_return":-0.0125938320329337,"beat_benchmark":false},{"ticker":"GOOGL","sector":"Communication Services","rank":15,"score":0.0100926714680347,"stock_return":-0.0146334053336621,"benchmark_return":-0.0012695944964934,"active_return":-0.0133638108371687,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":8,"score":0.0115354853677466,"stock_return":-0.0175818233908512,"benchmark_return":-0.0012695944964934,"active_return":-0.0163122288943577,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":32,"score":0.0080719000037341,"stock_return":-0.0184394178896852,"benchmark_return":-0.0012695944964934,"active_return":-0.0171698233931918,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0104503472448484,"stock_return":-0.019797626577972,"benchmark_return":-0.0012695944964934,"active_return":-0.0185280320814785,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.0113784833094712,"stock_return":-0.0200788988447738,"benchmark_return":-0.0012695944964934,"active_return":-0.0188093043482804,"beat_benchmark":false},{"ticker":"BAX","sector":"Health Care","rank":11,"score":0.0110840769419872,"stock_return":-0.0207113508975445,"benchmark_return":-0.0012695944964934,"active_return":-0.019441756401051,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":24,"score":0.0092777663815521,"stock_return":-0.0215649880196252,"benchmark_return":-0.0012695944964934,"active_return":-0.0202953935231318,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":14,"score":0.0102379162967469,"stock_return":-0.0264833727857604,"benchmark_return":-0.0012695944964934,"active_return":-0.0252137782892669,"beat_benchmark":false},{"ticker":"ISRG","sector":"Information Technology","rank":34,"score":0.0080241024313524,"stock_return":-0.0266811301006402,"benchmark_return":-0.0012695944964934,"active_return":-0.0254115356041467,"beat_benchmark":false},{"ticker":"DDOG","sector":"Unknown","rank":2,"score":0.0134519492399399,"stock_return":-0.0357549387746987,"benchmark_return":-0.0012695944964934,"active_return":-0.0344853442782052,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":37,"score":0.0078957290703711,"stock_return":-0.0384607921937282,"benchmark_return":-0.0012695944964934,"active_return":-0.0371911976972347,"beat_benchmark":false},{"ticker":"DASH","sector":"Unknown","rank":21,"score":0.0097448024039231,"stock_return":-0.0549882828497907,"benchmark_return":-0.0012695944964934,"active_return":-0.0537186883532972,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0008173824998326,"spy_cumulative_return":-0.0013097255914034,"active_return":0.0004923430915707,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":0.0005695444134539,"spy_cumulative_return":0.0015100547968893,"active_return":-0.0009405103834353,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":0.0006287609678486,"spy_cumulative_return":0.0020980732180406,"active_return":-0.001469312250192,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":5.50449196050351e-05,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0009665850880134,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0013477039243893,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0016282953196952,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0026191625409702,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0022449319242075,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0029781719102975,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.001708577413804,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-21","monitor_date":"2026-07-22","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.002981549933656527,"benchmark_cumulative_return":-0.0012695944964934425,"active_return":-0.0017119554371630846,"holdings":[],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0008173824998326,"spy_cumulative_return":-0.0013097255914034,"active_return":0.0004923430915707,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":0.0005695444134539,"spy_cumulative_return":0.0015100547968893,"active_return":-0.0009405103834353,"portfolio_hourly_return":0.0013880614904575,"spy_hourly_return":0.002823478370171,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":0.0006287609678486,"spy_cumulative_return":0.0020980732180406,"active_return":-0.001469312250192,"portfolio_hourly_return":5.918284713479771e-05,"spy_hourly_return":0.0005871318199301,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":5.50449196050351e-05,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0009665850880134,"portfolio_hourly_return":-0.0005733555446563,"spy_hourly_return":-0.0010741894822384,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0013477039243893,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0016282953196952,"portfolio_hourly_return":-0.001402671634047,"spy_hourly_return":-0.0007402823176827,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0026191625409702,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0022449319242075,"portfolio_hourly_return":-0.0012731744788223,"spy_hourly_return":-0.0006546383261871,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0029815499336565,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.001711955437163,"portfolio_hourly_return":-0.0003633390366808,"spy_hourly_return":-0.0008956990777491,"holding_price_coverage":1.0}]}},{"id":"2026-07-21::xgb_ranker","decision_date":"2026-07-21","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-21T21:09:09.919338+00:00","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_mode":"rolling_daily_proxy_yfinance","training_rows":318340,"training_start":"2024-01-02","training_end":"2026-07-17","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","log_volume","overnight_gap","vol_10d","volume_ratio_20d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","rsi_14","momentum_5","residual_return","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":17,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5579345297625649, \"gamma\": 0.6355835028602363, \"learning_rate\": 0.006570432809105998, \"max_depth\": 5, \"min_child_weight\": 29.267581150621286, \"n_estimators\": 400, \"n_jobs\": 4, \"reg_alpha\": 0.5492736444508451, \"reg_lambda\": 0.05676757667844529, \"subsample\": 0.6792328642721364, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.0004259495219525444,"positive_ic_rate":0.5079365079365079,"top40_raw_forward_return":0.0019593844453793608,"universe_raw_forward_return":0.0003136612112101956,"top40_raw_excess":0.0016457232341691652,"top40_target_mean":0.010500731983197328,"universe_target_mean":-1.5825554986277602e-05,"top40_target_excess":0.010516557538183605,"trial":6,"validation_start":"2026-01-15","validation_end":"2026-07-17"}}},"selected":[{"ticker":"DDOG","sector":"Unknown","rank":1,"score":0.065766},{"ticker":"CRWD","sector":"Unknown","rank":2,"score":0.053765625},{"ticker":"WDC","sector":"Information Technology","rank":3,"score":0.049107242},{"ticker":"AXON","sector":"Unknown","rank":4,"score":0.042727817},{"ticker":"AMAT","sector":"Information Technology","rank":5,"score":0.04237008},{"ticker":"HUM","sector":"Health Care","rank":6,"score":0.042365175},{"ticker":"FTNT","sector":"Information Technology","rank":7,"score":0.040896505},{"ticker":"SNDK","sector":"Unknown","rank":8,"score":0.039515596},{"ticker":"GPC","sector":"Consumer Discretionary","rank":9,"score":0.038493276},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.03843456},{"ticker":"WDAY","sector":"Unknown","rank":11,"score":0.036592256},{"ticker":"STX","sector":"Unknown","rank":12,"score":0.030795867},{"ticker":"CRL","sector":"Real Estate","rank":13,"score":0.030351037},{"ticker":"AVGO","sector":"Information Technology","rank":14,"score":0.027106265},{"ticker":"NXPI","sector":"Information Technology","rank":15,"score":0.026122658},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.025155947},{"ticker":"VEEV","sector":"Unknown","rank":17,"score":0.024928022},{"ticker":"MPWR","sector":"Information Technology","rank":18,"score":0.02303007},{"ticker":"QCOM","sector":"Information Technology","rank":19,"score":0.022886835},{"ticker":"GEV","sector":"Unknown","rank":20,"score":0.022323363},{"ticker":"COHR","sector":"Unknown","rank":21,"score":0.021985825},{"ticker":"MCHP","sector":"Information Technology","rank":22,"score":0.021719217},{"ticker":"ECHO","sector":"Unknown","rank":23,"score":0.021351645},{"ticker":"GPN","sector":"Financials","rank":24,"score":0.01976743},{"ticker":"FCX","sector":"Materials","rank":25,"score":0.019217521},{"ticker":"DLTR","sector":"Consumer Staples","rank":26,"score":0.01859466},{"ticker":"GLW","sector":"Materials","rank":27,"score":0.015783807},{"ticker":"FDS","sector":"Financials","rank":28,"score":0.015638921},{"ticker":"PYPL","sector":"Real Estate","rank":29,"score":0.014282768},{"ticker":"NTAP","sector":"Financials","rank":30,"score":0.013535675},{"ticker":"HPE","sector":"Industrials","rank":31,"score":0.013128154},{"ticker":"FSLR","sector":"Materials","rank":32,"score":0.012697122},{"ticker":"PODD","sector":"Consumer Discretionary","rank":33,"score":0.011405077},{"ticker":"BAX","sector":"Health Care","rank":34,"score":0.011387175},{"ticker":"TECH","sector":"Real Estate","rank":35,"score":0.010874497},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":36,"score":0.010014543},{"ticker":"VLO","sector":"Energy","rank":37,"score":0.009281718},{"ticker":"DVA","sector":"Consumer Staples","rank":38,"score":0.005361638},{"ticker":"GNRC","sector":"Industrials","rank":39,"score":0.0039137574},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":40,"score":0.0015157494}],"selection_stability":{"decision_date":"2026-07-21","prior_decision_dates":{"ridge":"2026-07-20","xgb_ranker":"2026-07-20"},"same_day_model_agreement":{"overlap_count":9,"overlap_rate":0.225,"jaccard_similarity":0.1267605633802817,"replacement_rate":0.775,"shared_tickers":["AMAT","AXON","BAX","CRL","CRWD","DDOG","FTNT","GPC","PANW"],"left_only":["A","AMD","BEN","CARR","COO","DASH","DELL","DHR","GE","GOOG","GOOGL","HBAN","HOOD","IP","ISRG","KEY","LUV","LYV","MAS","MNST","MRNA","MS","RF","RVTY","TROW","TTWO","USB","WAT","WRB","XYL","ZBRA"],"right_only":["AKAM","AVGO","BLDR","COHR","DLTR","DVA","ECHO","FCX","FDS","FSLR","GEV","GLW","GNRC","GPN","HPE","HUM","MCHP","MPWR","NTAP","NXPI","PODD","PYPL","QCOM","SNDK","STX","TECH","TXN","VEEV","VLO","WDAY","WDC"]},"day_over_day":{"ridge":{"overlap_count":20,"overlap_rate":0.5,"jaccard_similarity":0.3333333333333333,"replacement_rate":0.5,"shared_tickers":["AMAT","AMD","AXON","BAX","CRL","CRWD","DELL","FTNT","GE","HOOD","IP","KEY","LUV","MAS","MNST","MRNA","MS","PANW","RF","TROW"],"left_only":["AMCR","ANET","APH","BAC","BX","CMG","COF","DOC","FITB","GS","HONA","HPE","IBKR","IR","IVZ","NTAP","ORCL","PNC","SW","SWK"],"right_only":["A","BEN","CARR","COO","DASH","DDOG","DHR","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","RVTY","TTWO","USB","WAT","WRB","XYL","ZBRA"],"rank_spearman":0.1413533834586466,"mean_absolute_rank_change":11.2,"top10_overlap_count":3,"top10_shared_tickers":["CRWD","HOOD","PANW"]},"xgb_ranker":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AKAM","AMAT","AXON","BAX","BLDR","COHR","CRWD","DDOG","FCX","FDS","FSLR","FTNT","GLW","GNRC","GPN","HPE","HUM","NTAP","PANW","PODD","QCOM","STX","TXN","WDAY"],"left_only":["AMD","CDW","CHTR","CNC","CVNA","DELL","HOOD","IBM","INTC","KLAC","MRNA","MU","ORCL","TSLA","UAL","ZBRA"],"right_only":["AVGO","CRL","DLTR","DVA","ECHO","GEV","GPC","MCHP","MPWR","NXPI","PYPL","SNDK","TECH","VEEV","VLO","WDC"],"rank_spearman":0.5617391304347825,"mean_absolute_rank_change":8.625,"top10_overlap_count":5,"top10_shared_tickers":["AMAT","AXON","CRWD","FTNT","PANW"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":6156.997328235204},"current_params":{"alpha":9333.237776048585},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":6,"persistent_consensus_tickers":["AMAT","AXON","BAX","CRWD","FTNT","PANW"]},"freeze_integrity":{"status":"frozen_before_july_22_evaluation","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_end":"2026-07-17","model":"xgb_ranker","completed_optuna_trials":17,"selected_rows":40,"selected_unique_tickers":40},"evaluations":[{"decision_date":"2026-07-21","eval_date":"2026-07-22","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"evaluated_holdings":39,"portfolio_return":-0.008889189160308113,"benchmark_return":-0.0012695944964934425,"active_return":-0.00761959466381467,"stock_win_rate":0.38461538461538464,"average_stock_active_return":-0.007619594663814671,"top_contributors":["FCX","HPE","AVGO","NXPI","MCHP"],"bottom_contributors":["DDOG","AXON","GLW","WDAY","GEV"],"holdings":[{"ticker":"FCX","sector":"Materials","rank":25,"score":0.019217521,"stock_return":0.0388426540462956,"benchmark_return":-0.0012695944964934,"active_return":0.040112248542789,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":31,"score":0.013128154,"stock_return":0.0306056778893228,"benchmark_return":-0.0012695944964934,"active_return":0.0318752723858163,"beat_benchmark":true},{"ticker":"AVGO","sector":"Information Technology","rank":14,"score":0.027106265,"stock_return":0.0263648187358505,"benchmark_return":-0.0012695944964934,"active_return":0.0276344132323439,"beat_benchmark":true},{"ticker":"NXPI","sector":"Information Technology","rank":15,"score":0.026122658,"stock_return":0.0217829483433418,"benchmark_return":-0.0012695944964934,"active_return":0.0230525428398352,"beat_benchmark":true},{"ticker":"MCHP","sector":"Information Technology","rank":22,"score":0.021719217,"stock_return":0.0199688291001842,"benchmark_return":-0.0012695944964934,"active_return":0.0212384235966777,"beat_benchmark":true},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":40,"score":0.0015157494,"stock_return":0.0187841300274664,"benchmark_return":-0.0012695944964934,"active_return":0.0200537245239599,"beat_benchmark":true},{"ticker":"WDC","sector":"Information Technology","rank":3,"score":0.049107242,"stock_return":0.015135191325994,"benchmark_return":-0.0012695944964934,"active_return":0.0164047858224875,"beat_benchmark":true},{"ticker":"FSLR","sector":"Materials","rank":32,"score":0.012697122,"stock_return":0.013564659682355,"benchmark_return":-0.0012695944964934,"active_return":0.0148342541788485,"beat_benchmark":true},{"ticker":"QCOM","sector":"Information Technology","rank":19,"score":0.022886835,"stock_return":0.0122766852035303,"benchmark_return":-0.0012695944964934,"active_return":0.0135462797000237,"beat_benchmark":true},{"ticker":"MPWR","sector":"Information Technology","rank":18,"score":0.02303007,"stock_return":0.0108511846360455,"benchmark_return":-0.0012695944964934,"active_return":0.0121207791325389,"beat_benchmark":true},{"ticker":"GPC","sector":"Consumer Discretionary","rank":9,"score":0.038493276,"stock_return":0.0104096527466299,"benchmark_return":-0.0012695944964934,"active_return":0.0116792472431234,"beat_benchmark":true},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.025155947,"stock_return":0.0085135979754682,"benchmark_return":-0.0012695944964934,"active_return":0.0097831924719616,"beat_benchmark":true},{"ticker":"SNDK","sector":"Unknown","rank":8,"score":0.039515596,"stock_return":0.0067635584716712,"benchmark_return":-0.0012695944964934,"active_return":0.0080331529681646,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":30,"score":0.013535675,"stock_return":0.0043436368518547,"benchmark_return":-0.0012695944964934,"active_return":0.0056132313483482,"beat_benchmark":true},{"ticker":"TECH","sector":"Real Estate","rank":35,"score":0.010874497,"stock_return":0.0022337521742923,"benchmark_return":-0.0012695944964934,"active_return":0.0035033466707857,"beat_benchmark":true},{"ticker":"CRL","sector":"Real Estate","rank":13,"score":0.030351037,"stock_return":-0.003555144945286,"benchmark_return":-0.0012695944964934,"active_return":-0.0022855504487926,"beat_benchmark":false},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":36,"score":0.010014543,"stock_return":-0.0052037587608851,"benchmark_return":-0.0012695944964934,"active_return":-0.0039341642643917,"beat_benchmark":false},{"ticker":"PYPL","sector":"Real Estate","rank":29,"score":0.014282768,"stock_return":-0.0061772142422835,"benchmark_return":-0.0012695944964934,"active_return":-0.0049076197457901,"beat_benchmark":false},{"ticker":"FDS","sector":"Financials","rank":28,"score":0.015638921,"stock_return":-0.0067624951997684,"benchmark_return":-0.0012695944964934,"active_return":-0.005492900703275,"beat_benchmark":false},{"ticker":"GNRC","sector":"Industrials","rank":39,"score":0.0039137574,"stock_return":-0.01020359418401,"benchmark_return":-0.0012695944964934,"active_return":-0.0089339996875166,"beat_benchmark":false},{"ticker":"VLO","sector":"Energy","rank":37,"score":0.009281718,"stock_return":-0.0127381810785967,"benchmark_return":-0.0012695944964934,"active_return":-0.0114685865821032,"beat_benchmark":false},{"ticker":"GPN","sector":"Financials","rank":24,"score":0.01976743,"stock_return":-0.0133633033458521,"benchmark_return":-0.0012695944964934,"active_return":-0.0120937088493586,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":2,"score":0.053765625,"stock_return":-0.0138634265294271,"benchmark_return":-0.0012695944964934,"active_return":-0.0125938320329337,"beat_benchmark":false},{"ticker":"COHR","sector":"Unknown","rank":21,"score":0.021985825,"stock_return":-0.0159195125576437,"benchmark_return":-0.0012695944964934,"active_return":-0.0146499180611503,"beat_benchmark":false},{"ticker":"HUM","sector":"Health Care","rank":6,"score":0.042365175,"stock_return":-0.0167680636115727,"benchmark_return":-0.0012695944964934,"active_return":-0.0154984691150793,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":5,"score":0.04237008,"stock_return":-0.0184394178896852,"benchmark_return":-0.0012695944964934,"active_return":-0.0171698233931918,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":7,"score":0.040896505,"stock_return":-0.019797626577972,"benchmark_return":-0.0012695944964934,"active_return":-0.0185280320814785,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.03843456,"stock_return":-0.0200788988447738,"benchmark_return":-0.0012695944964934,"active_return":-0.0188093043482804,"beat_benchmark":false},{"ticker":"BAX","sector":"Health Care","rank":34,"score":0.011387175,"stock_return":-0.0207113508975445,"benchmark_return":-0.0012695944964934,"active_return":-0.019441756401051,"beat_benchmark":false},{"ticker":"DVA","sector":"Consumer Staples","rank":38,"score":0.005361638,"stock_return":-0.0216621688136021,"benchmark_return":-0.0012695944964934,"active_return":-0.0203925743171087,"beat_benchmark":false},{"ticker":"VEEV","sector":"Unknown","rank":17,"score":0.024928022,"stock_return":-0.0251004008778238,"benchmark_return":-0.0012695944964934,"active_return":-0.0238308063813303,"beat_benchmark":false},{"ticker":"ECHO","sector":"Unknown","rank":23,"score":0.021351645,"stock_return":-0.0261714151648946,"benchmark_return":-0.0012695944964934,"active_return":-0.0249018206684011,"beat_benchmark":false},{"ticker":"DLTR","sector":"Consumer Staples","rank":26,"score":0.01859466,"stock_return":-0.0285509495696042,"benchmark_return":-0.0012695944964934,"active_return":-0.0272813550731108,"beat_benchmark":false},{"ticker":"PODD","sector":"Consumer Discretionary","rank":33,"score":0.011405077,"stock_return":-0.0289519023810309,"benchmark_return":-0.0012695944964934,"active_return":-0.0276823078845375,"beat_benchmark":false},{"ticker":"DDOG","sector":"Unknown","rank":1,"score":0.065766,"stock_return":-0.0357549387746987,"benchmark_return":-0.0012695944964934,"active_return":-0.0344853442782052,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":4,"score":0.042727817,"stock_return":-0.0384607921937282,"benchmark_return":-0.0012695944964934,"active_return":-0.0371911976972347,"beat_benchmark":false},{"ticker":"GLW","sector":"Materials","rank":27,"score":0.015783807,"stock_return":-0.0518440858265291,"benchmark_return":-0.0012695944964934,"active_return":-0.0505744913300356,"beat_benchmark":false},{"ticker":"WDAY","sector":"Unknown","rank":11,"score":0.036592256,"stock_return":-0.0623362128348716,"benchmark_return":-0.0012695944964934,"active_return":-0.0610666183383782,"beat_benchmark":false},{"ticker":"GEV","sector":"Unknown","rank":20,"score":0.022323363,"stock_return":-0.0847044993602343,"benchmark_return":-0.0012695944964934,"active_return":-0.0834349048637409,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0034596475801103,"spy_cumulative_return":-0.0013097255914034,"active_return":-0.0021499219887069,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":-0.0001627406923166,"spy_cumulative_return":0.0015100547968893,"active_return":-0.001672795489206,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":-0.0022518388436931,"spy_cumulative_return":0.0020980732180406,"active_return":-0.0043499120617338,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":-0.0034103593950469,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0044319894026654,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0062324101342817,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0065130015295876,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0072246249122959,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0068503942955332,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0088891891603081,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.0076195946638146,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-21","monitor_date":"2026-07-22","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.008255924112578496,"benchmark_cumulative_return":-0.0012695944964934425,"active_return":-0.006986329616085054,"holdings":[],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0029658487203317,"spy_cumulative_return":-0.0013097255914034,"active_return":-0.0016561231289283,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":0.0003318921608135,"spy_cumulative_return":0.0015100547968893,"active_return":-0.0011781626360758,"portfolio_hourly_return":0.003307550575788,"spy_hourly_return":0.002823478370171,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":-0.0015583704284919,"spy_cumulative_return":0.0020980732180406,"active_return":-0.0036564436465326,"portfolio_hourly_return":-0.0018896354341182,"spy_hourly_return":0.0005871318199301,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":-0.0026083156296008,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0036299456372192,"portfolio_hourly_return":-0.0010515839584527,"spy_hourly_return":-0.0010741894822384,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0056737766174714,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0059543680127773,"portfolio_hourly_return":-0.0030734775874993,"spy_hourly_return":-0.0007402823176827,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0064680872382999,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0060938566215372,"portfolio_hourly_return":-0.0007988430780054,"spy_hourly_return":-0.0006546383261871,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0082559241125784,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.006986329616085,"portfolio_hourly_return":-0.0017994760423033,"spy_hourly_return":-0.0008956990777491,"holding_price_coverage":1.0}]}},{"id":"2026-07-22::ridge","decision_date":"2026-07-22","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-22T20:39:18.726049+00:00","decision_date":"2026-07-22","latest_price_date":"2026-07-22","training_mode":"rolling_daily_proxy_yfinance","training_rows":318843,"training_start":"2024-01-02","training_end":"2026-07-20","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":9867.08983983767},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","atr_14","returns_1d","momentum_10","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":41,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 9867.08983983767}","resolved_feature_count":22,"rank_ic":0.013173293159830915,"positive_ic_rate":0.5317460317460317,"top40_raw_forward_return":0.0014611789158855326,"universe_raw_forward_return":0.00044824727339663794,"top40_raw_excess":0.0010129316424888947,"top40_target_mean":0.011147187661608418,"universe_target_mean":-1.5825554986277602e-05,"top40_target_excess":0.011163013216594695,"trial":27,"validation_start":"2026-01-16","validation_end":"2026-07-20"}}},"selected":[{"ticker":"AMD","sector":"Information Technology","rank":1,"score":0.0218135170219524},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0215795837821174},{"ticker":"LUV","sector":"Financials","rank":3,"score":0.0188846440956869},{"ticker":"AMAT","sector":"Information Technology","rank":4,"score":0.0182432232868016},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.0178989154726663},{"ticker":"APH","sector":"Industrials","rank":6,"score":0.0166742081270589},{"ticker":"IBKR","sector":"Unknown","rank":7,"score":0.0165406038153647},{"ticker":"MU","sector":"Information Technology","rank":8,"score":0.016466472020208},{"ticker":"NTRS","sector":"Financials","rank":9,"score":0.0155330822080146},{"ticker":"MRNA","sector":"Unknown","rank":10,"score":0.0150626704461762},{"ticker":"ANET","sector":"Information Technology","rank":11,"score":0.0150610230541827},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0150013740054013},{"ticker":"INTC","sector":"Information Technology","rank":13,"score":0.0145431247857578},{"ticker":"TXN","sector":"Information Technology","rank":14,"score":0.0144383561268805},{"ticker":"DASH","sector":"Unknown","rank":15,"score":0.0142239082386115},{"ticker":"DELL","sector":"Unknown","rank":16,"score":0.0137873602744183},{"ticker":"SNDK","sector":"Unknown","rank":17,"score":0.0136374109408769},{"ticker":"DDOG","sector":"Unknown","rank":18,"score":0.0134323604166837},{"ticker":"MRVL","sector":"Unknown","rank":19,"score":0.0134098391877071},{"ticker":"DAL","sector":"Financials","rank":20,"score":0.0133190684737314},{"ticker":"CNC","sector":"Health Care","rank":21,"score":0.0130337059023403},{"ticker":"UAL","sector":"Industrials","rank":22,"score":0.0129121177497263},{"ticker":"WDC","sector":"Information Technology","rank":23,"score":0.0127364314922857},{"ticker":"MS","sector":"Financials","rank":24,"score":0.0126385471125009},{"ticker":"KLAC","sector":"Information Technology","rank":25,"score":0.0124017513810926},{"ticker":"CSCO","sector":"Industrials","rank":26,"score":0.0123886422694637},{"ticker":"CVS","sector":"Health Care","rank":27,"score":0.0123547837256189},{"ticker":"STX","sector":"Unknown","rank":28,"score":0.0121564667387848},{"ticker":"FFIV","sector":"Information Technology","rank":29,"score":0.0117709386731135},{"ticker":"HPE","sector":"Industrials","rank":30,"score":0.0115594527131536},{"ticker":"GE","sector":"Industrials","rank":31,"score":0.0113498112160171},{"ticker":"IP","sector":"Materials","rank":32,"score":0.011319922281575},{"ticker":"ZBRA","sector":"Materials","rank":33,"score":0.0113095698574851},{"ticker":"DHR","sector":"Real Estate","rank":34,"score":0.0112806141042951},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.0112077692405762},{"ticker":"IVZ","sector":"Real Estate","rank":36,"score":0.0110162479259209},{"ticker":"MNST","sector":"Consumer Staples","rank":37,"score":0.0104545119359474},{"ticker":"DLTR","sector":"Consumer Staples","rank":38,"score":0.0104009009028679},{"ticker":"TROW","sector":"Financials","rank":39,"score":0.0103687294474135},{"ticker":"KEY","sector":"Financials","rank":40,"score":0.0101464472171659}],"selection_stability":{"decision_date":"2026-07-22","prior_decision_dates":{"ridge":"2026-07-21","xgb_ranker":"2026-07-21"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMAT","APH","GEV","HPE","INTC","KLAC","LUV","MRVL","MU","NTRS","SNDK","STX","TXN","WDC"],"left_only":["AMD","ANET","CNC","CSCO","CVS","DAL","DASH","DDOG","DELL","DHR","DLTR","DVA","FFIV","FTNT","GE","HOOD","IBKR","IP","IVZ","KEY","MNST","MRNA","MS","TROW","UAL","ZBRA"],"right_only":["ADSK","BAX","CAT","CIEN","COHR","CVNA","DXCM","ETN","FIX","FLEX","FSLR","GLW","GNRC","GPN","JBL","KEYS","LRCX","MCHP","PYPL","QCOM","ROP","TEL","TER","TSLA","TYL","VRT"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","DASH","DDOG","DELL","DHR","FTNT","GE","HOOD","IP","KEY","LUV","MNST","MRNA","MS","TROW","ZBRA"],"left_only":["A","AXON","BAX","BEN","CARR","COO","CRL","CRWD","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","MAS","PANW","RF","RVTY","TTWO","USB","WAT","WRB","XYL"],"right_only":["ANET","APH","CNC","CSCO","CVS","DAL","DLTR","DVA","FFIV","GEV","HPE","IBKR","INTC","IVZ","KLAC","MRVL","MU","NTRS","SNDK","STX","TXN","UAL","WDC"],"rank_spearman":-0.27450980392156865,"mean_absolute_rank_change":15.588235294117647,"top10_overlap_count":1,"top10_shared_tickers":["HOOD"]},"xgb_ranker":{"overlap_count":16,"overlap_rate":0.4,"jaccard_similarity":0.25,"replacement_rate":0.6,"shared_tickers":["AMAT","BAX","COHR","FSLR","GEV","GLW","GNRC","GPN","HPE","MCHP","PYPL","QCOM","SNDK","STX","TXN","WDC"],"left_only":["AKAM","AVGO","AXON","BLDR","CRL","CRWD","DDOG","DLTR","DVA","ECHO","FCX","FDS","FTNT","GPC","HUM","MPWR","NTAP","NXPI","PANW","PODD","TECH","VEEV","VLO","WDAY"],"right_only":["ADSK","APH","CAT","CIEN","CVNA","DXCM","ETN","FIX","FLEX","INTC","JBL","KEYS","KLAC","LRCX","LUV","MRVL","MU","NTRS","ROP","TEL","TER","TSLA","TYL","VRT"],"rank_spearman":0.6147058823529412,"mean_absolute_rank_change":9.1875,"top10_overlap_count":1,"top10_shared_tickers":["SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9333.237776048585},"current_params":{"alpha":9867.08983983767},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":1,"persistent_consensus_tickers":["AMAT"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-22","eval_date":"2026-07-23","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.007783213598698189,"benchmark_return":-0.012362679876347094,"active_return":0.004579466277648905,"stock_win_rate":0.525,"average_stock_active_return":0.0045794662776489055,"top_contributors":["DHR","GEV","MU","GE","KLAC"],"bottom_contributors":["FFIV","CNC","DLTR","DASH","LUV"],"holdings":[{"ticker":"DHR","sector":"Real Estate","rank":34,"score":0.0112806141042951,"stock_return":0.0739087056954022,"benchmark_return":-0.012362679876347,"active_return":0.0862713855717492,"beat_benchmark":true},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.0178989154726663,"stock_return":0.0483132132065888,"benchmark_return":-0.012362679876347,"active_return":0.0606758930829359,"beat_benchmark":true},{"ticker":"MU","sector":"Information Technology","rank":8,"score":0.016466472020208,"stock_return":0.032059042806289,"benchmark_return":-0.012362679876347,"active_return":0.0444217226826361,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":31,"score":0.0113498112160171,"stock_return":0.0229198020699967,"benchmark_return":-0.012362679876347,"active_return":0.0352824819463438,"beat_benchmark":true},{"ticker":"KLAC","sector":"Information Technology","rank":25,"score":0.0124017513810926,"stock_return":0.0188644231482699,"benchmark_return":-0.012362679876347,"active_return":0.031227103024617,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":4,"score":0.0182432232868016,"stock_return":0.0161395196368214,"benchmark_return":-0.012362679876347,"active_return":0.0285021995131685,"beat_benchmark":true},{"ticker":"ANET","sector":"Information Technology","rank":11,"score":0.0150610230541827,"stock_return":0.0098358853361348,"benchmark_return":-0.012362679876347,"active_return":0.0221985652124819,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.0112077692405762,"stock_return":0.0090054994889738,"benchmark_return":-0.012362679876347,"active_return":0.0213681793653209,"beat_benchmark":true},{"ticker":"SNDK","sector":"Unknown","rank":17,"score":0.0136374109408769,"stock_return":0.007734775845303,"benchmark_return":-0.012362679876347,"active_return":0.0200974557216501,"beat_benchmark":true},{"ticker":"STX","sector":"Unknown","rank":28,"score":0.0121564667387848,"stock_return":0.0057923245314823,"benchmark_return":-0.012362679876347,"active_return":0.0181550044078294,"beat_benchmark":true},{"ticker":"CSCO","sector":"Industrials","rank":26,"score":0.0123886422694637,"stock_return":0.0049015511651842,"benchmark_return":-0.012362679876347,"active_return":0.0172642310415312,"beat_benchmark":true},{"ticker":"WDC","sector":"Information Technology","rank":23,"score":0.0127364314922857,"stock_return":0.0025688338147955,"benchmark_return":-0.012362679876347,"active_return":0.0149315136911426,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":6,"score":0.0166742081270589,"stock_return":-0.0006983722569223,"benchmark_return":-0.012362679876347,"active_return":0.0116643076194247,"beat_benchmark":true},{"ticker":"NTRS","sector":"Financials","rank":9,"score":0.0155330822080146,"stock_return":-0.0037501296049027,"benchmark_return":-0.012362679876347,"active_return":0.0086125502714443,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":32,"score":0.011319922281575,"stock_return":-0.0051194458924404,"benchmark_return":-0.012362679876347,"active_return":0.0072432339839066,"beat_benchmark":true},{"ticker":"DDOG","sector":"Unknown","rank":18,"score":0.0134323604166837,"stock_return":-0.0053301767336159,"benchmark_return":-0.012362679876347,"active_return":0.0070325031427311,"beat_benchmark":true},{"ticker":"DELL","sector":"Unknown","rank":16,"score":0.0137873602744183,"stock_return":-0.0064282399646001,"benchmark_return":-0.012362679876347,"active_return":0.0059344399117469,"beat_benchmark":true},{"ticker":"MRVL","sector":"Unknown","rank":19,"score":0.0134098391877071,"stock_return":-0.0074411454729764,"benchmark_return":-0.012362679876347,"active_return":0.0049215344033706,"beat_benchmark":true},{"ticker":"TROW","sector":"Financials","rank":39,"score":0.0103687294474135,"stock_return":-0.0090509700234708,"benchmark_return":-0.012362679876347,"active_return":0.0033117098528762,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":30,"score":0.0115594527131536,"stock_return":-0.0099729800869319,"benchmark_return":-0.012362679876347,"active_return":0.0023896997894151,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":27,"score":0.0123547837256189,"stock_return":-0.0111954021463107,"benchmark_return":-0.012362679876347,"active_return":0.0011672777300363,"beat_benchmark":true},{"ticker":"MS","sector":"Financials","rank":24,"score":0.0126385471125009,"stock_return":-0.0154691298984553,"benchmark_return":-0.012362679876347,"active_return":-0.0031064500221082,"beat_benchmark":false},{"ticker":"UAL","sector":"Industrials","rank":22,"score":0.0129121177497263,"stock_return":-0.0162886203932554,"benchmark_return":-0.012362679876347,"active_return":-0.0039259405169083,"beat_benchmark":false},{"ticker":"KEY","sector":"Financials","rank":40,"score":0.0101464472171659,"stock_return":-0.0173085900179394,"benchmark_return":-0.012362679876347,"active_return":-0.0049459101415924,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":10,"score":0.0150626704461762,"stock_return":-0.0184260323824245,"benchmark_return":-0.012362679876347,"active_return":-0.0060633525060774,"beat_benchmark":false},{"ticker":"DAL","sector":"Financials","rank":20,"score":0.0133190684737314,"stock_return":-0.0184386176727733,"benchmark_return":-0.012362679876347,"active_return":-0.0060759377964262,"beat_benchmark":false},{"ticker":"IBKR","sector":"Unknown","rank":7,"score":0.0165406038153647,"stock_return":-0.0186096028210644,"benchmark_return":-0.012362679876347,"active_return":-0.0062469229447174,"beat_benchmark":false},{"ticker":"ZBRA","sector":"Materials","rank":33,"score":0.0113095698574851,"stock_return":-0.0213130584339319,"benchmark_return":-0.012362679876347,"active_return":-0.0089503785575848,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":37,"score":0.0104545119359474,"stock_return":-0.0222640043293046,"benchmark_return":-0.012362679876347,"active_return":-0.0099013244529575,"beat_benchmark":false},{"ticker":"IVZ","sector":"Real Estate","rank":36,"score":0.0110162479259209,"stock_return":-0.0226229683297579,"benchmark_return":-0.012362679876347,"active_return":-0.0102602884534108,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":1,"score":0.0218135170219524,"stock_return":-0.0226857655915463,"benchmark_return":-0.012362679876347,"active_return":-0.0103230857151992,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0150013740054013,"stock_return":-0.0228958592833614,"benchmark_return":-0.012362679876347,"active_return":-0.0105331794070143,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":13,"score":0.0145431247857578,"stock_return":-0.0232898004841267,"benchmark_return":-0.012362679876347,"active_return":-0.0109271206077796,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0215795837821174,"stock_return":-0.027756522135357,"benchmark_return":-0.012362679876347,"active_return":-0.0153938422590099,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":14,"score":0.0144383561268805,"stock_return":-0.0301505661089014,"benchmark_return":-0.012362679876347,"active_return":-0.0177878862325543,"beat_benchmark":false},{"ticker":"FFIV","sector":"Information Technology","rank":29,"score":0.0117709386731135,"stock_return":-0.0310276656356258,"benchmark_return":-0.012362679876347,"active_return":-0.0186649857592787,"beat_benchmark":false},{"ticker":"CNC","sector":"Health Care","rank":21,"score":0.0130337059023403,"stock_return":-0.0329336498565248,"benchmark_return":-0.012362679876347,"active_return":-0.0205709699801777,"beat_benchmark":false},{"ticker":"DLTR","sector":"Consumer Staples","rank":38,"score":0.0104009009028679,"stock_return":-0.0368399504198665,"benchmark_return":-0.012362679876347,"active_return":-0.0244772705435194,"beat_benchmark":false},{"ticker":"DASH","sector":"Unknown","rank":15,"score":0.0142239082386115,"stock_return":-0.0441680697318005,"benchmark_return":-0.012362679876347,"active_return":-0.0318053898554534,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":3,"score":0.0188846440956869,"stock_return":-0.06189678498498,"benchmark_return":-0.012362679876347,"active_return":-0.0495341051086329,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":-0.0032729705532136,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0069088381260918,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0121074526825085,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0032523939231808,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":-0.0035719349577761,"spy_cumulative_return":-0.0106500598379902,"active_return":0.007078124880214,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":-0.0054645835735868,"spy_cumulative_return":-0.011586643817578,"active_return":0.0061220602439911,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0088653902965797,"spy_cumulative_return":-0.0133661452125728,"active_return":0.004500754915993,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0079626190934034,"spy_cumulative_return":-0.0132858712521635,"active_return":0.00532325215876,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0077832135986981,"spy_cumulative_return":-0.012362679876347,"active_return":0.0045794662776489,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-22","monitor_date":"2026-07-23","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.007783213598698188,"benchmark_cumulative_return":-0.012362679876347094,"active_return":0.0045794662776489055,"holdings":[],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":-0.0032729705532136,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0069088381260918,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0121074526825085,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0032523939231808,"portfolio_hourly_return":-0.0088634920778644,"spy_hourly_return":-0.0052313020429286,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":-0.0035719349577761,"spy_cumulative_return":-0.0106500598379902,"active_return":0.007078124880214,"portfolio_hourly_return":0.0086401276615655,"spy_hourly_return":0.0047832568593342,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":-0.0054645835735868,"spy_cumulative_return":-0.011586643817578,"active_return":0.0061220602439911,"portfolio_hourly_return":-0.0018994332679002,"spy_hourly_return":-0.0009466660294479,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0088653902965797,"spy_cumulative_return":-0.0133661452125728,"active_return":0.004500754915993,"portfolio_hourly_return":-0.0034194928273271,"spy_hourly_return":-0.0018003615429357,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0079626190934034,"spy_cumulative_return":-0.0132858712521635,"active_return":0.00532325215876,"portfolio_hourly_return":0.0009108462103311,"spy_hourly_return":8.136144935622092e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0077832135986981,"spy_cumulative_return":-0.012362679876347,"active_return":0.0045794662776489,"portfolio_hourly_return":0.0001808454985248,"spy_hourly_return":0.0009356219282965,"holding_price_coverage":1.0}]}},{"id":"2026-07-22::xgb_ranker","decision_date":"2026-07-22","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-22T21:10:54.791004+00:00","decision_date":"2026-07-22","latest_price_date":"2026-07-22","training_mode":"rolling_daily_proxy_yfinance","training_rows":318843,"training_start":"2024-01-02","training_end":"2026-07-20","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","atr_14","returns_1d","momentum_10","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":16,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.619981887646921, \"gamma\": 0.11415438757052417, \"learning_rate\": 0.010612482352949072, \"max_depth\": 3, \"min_child_weight\": 2.704557799423687, \"n_estimators\": 500, \"n_jobs\": 4, \"reg_alpha\": 0.028331640502796008, \"reg_lambda\": 3.8592467458554904, \"subsample\": 0.90685018951683, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":0.004784371477923827,"positive_ic_rate":0.5396825396825397,"top40_raw_forward_return":0.0021917302878340333,"universe_raw_forward_return":0.00044824563021409874,"top40_raw_excess":0.0017434846576199349,"top40_target_mean":0.014517518349754671,"universe_target_mean":-1.5825554986277602e-05,"top40_target_excess":0.014533343904740948,"trial":15,"validation_start":"2026-01-16","validation_end":"2026-07-20"}}},"selected":[{"ticker":"SNDK","sector":"Unknown","rank":1,"score":0.097195074},{"ticker":"INTC","sector":"Information Technology","rank":2,"score":0.094152},{"ticker":"FLEX","sector":"Unknown","rank":3,"score":0.08651317},{"ticker":"COHR","sector":"Unknown","rank":4,"score":0.084301226},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.081142746},{"ticker":"GLW","sector":"Materials","rank":6,"score":0.079885304},{"ticker":"FIX","sector":"Unknown","rank":7,"score":0.079135545},{"ticker":"LRCX","sector":"Information Technology","rank":8,"score":0.07836986},{"ticker":"TER","sector":"Information Technology","rank":9,"score":0.07798813},{"ticker":"CIEN","sector":"Unknown","rank":10,"score":0.07629863},{"ticker":"MRVL","sector":"Unknown","rank":11,"score":0.075651936},{"ticker":"KLAC","sector":"Information Technology","rank":12,"score":0.07277301},{"ticker":"VRT","sector":"Unknown","rank":13,"score":0.066160664},{"ticker":"CVNA","sector":"Unknown","rank":14,"score":0.06579964},{"ticker":"STX","sector":"Unknown","rank":15,"score":0.06557256},{"ticker":"MU","sector":"Information Technology","rank":16,"score":0.060998596},{"ticker":"QCOM","sector":"Information Technology","rank":17,"score":0.05932534},{"ticker":"AMAT","sector":"Information Technology","rank":18,"score":0.058975145},{"ticker":"NTRS","sector":"Financials","rank":19,"score":0.05667181},{"ticker":"TEL","sector":"Industrials","rank":20,"score":0.05221787},{"ticker":"WDC","sector":"Information Technology","rank":21,"score":0.051004875},{"ticker":"TXN","sector":"Information Technology","rank":22,"score":0.049769152},{"ticker":"MCHP","sector":"Information Technology","rank":23,"score":0.04868801},{"ticker":"GNRC","sector":"Industrials","rank":24,"score":0.0463749},{"ticker":"DXCM","sector":"Consumer Discretionary","rank":25,"score":0.023673289},{"ticker":"FSLR","sector":"Materials","rank":26,"score":0.016386723},{"ticker":"ROP","sector":"Health Care","rank":27,"score":0.015350419},{"ticker":"JBL","sector":"Consumer Discretionary","rank":28,"score":0.0150282495},{"ticker":"CAT","sector":"Industrials","rank":29,"score":0.0125139635},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.009579655},{"ticker":"TYL","sector":"Industrials","rank":31,"score":0.008915397},{"ticker":"PYPL","sector":"Real Estate","rank":32,"score":0.0077795014},{"ticker":"BAX","sector":"Health Care","rank":33,"score":0.00755431},{"ticker":"ETN","sector":"Industrials","rank":34,"score":0.007437244},{"ticker":"ADSK","sector":"Consumer Discretionary","rank":35,"score":0.006742829},{"ticker":"GPN","sector":"Financials","rank":36,"score":0.0065591135},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":37,"score":0.0062473095},{"ticker":"HPE","sector":"Industrials","rank":38,"score":0.0049136407},{"ticker":"KEYS","sector":"Consumer Discretionary","rank":39,"score":0.0035805528},{"ticker":"LUV","sector":"Financials","rank":40,"score":0.003495984}],"selection_stability":{"decision_date":"2026-07-22","prior_decision_dates":{"ridge":"2026-07-21","xgb_ranker":"2026-07-21"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMAT","APH","GEV","HPE","INTC","KLAC","LUV","MRVL","MU","NTRS","SNDK","STX","TXN","WDC"],"left_only":["AMD","ANET","CNC","CSCO","CVS","DAL","DASH","DDOG","DELL","DHR","DLTR","DVA","FFIV","FTNT","GE","HOOD","IBKR","IP","IVZ","KEY","MNST","MRNA","MS","TROW","UAL","ZBRA"],"right_only":["ADSK","BAX","CAT","CIEN","COHR","CVNA","DXCM","ETN","FIX","FLEX","FSLR","GLW","GNRC","GPN","JBL","KEYS","LRCX","MCHP","PYPL","QCOM","ROP","TEL","TER","TSLA","TYL","VRT"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","DASH","DDOG","DELL","DHR","FTNT","GE","HOOD","IP","KEY","LUV","MNST","MRNA","MS","TROW","ZBRA"],"left_only":["A","AXON","BAX","BEN","CARR","COO","CRL","CRWD","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","MAS","PANW","RF","RVTY","TTWO","USB","WAT","WRB","XYL"],"right_only":["ANET","APH","CNC","CSCO","CVS","DAL","DLTR","DVA","FFIV","GEV","HPE","IBKR","INTC","IVZ","KLAC","MRVL","MU","NTRS","SNDK","STX","TXN","UAL","WDC"],"rank_spearman":-0.27450980392156865,"mean_absolute_rank_change":15.588235294117647,"top10_overlap_count":1,"top10_shared_tickers":["HOOD"]},"xgb_ranker":{"overlap_count":16,"overlap_rate":0.4,"jaccard_similarity":0.25,"replacement_rate":0.6,"shared_tickers":["AMAT","BAX","COHR","FSLR","GEV","GLW","GNRC","GPN","HPE","MCHP","PYPL","QCOM","SNDK","STX","TXN","WDC"],"left_only":["AKAM","AVGO","AXON","BLDR","CRL","CRWD","DDOG","DLTR","DVA","ECHO","FCX","FDS","FTNT","GPC","HUM","MPWR","NTAP","NXPI","PANW","PODD","TECH","VEEV","VLO","WDAY"],"right_only":["ADSK","APH","CAT","CIEN","CVNA","DXCM","ETN","FIX","FLEX","INTC","JBL","KEYS","KLAC","LRCX","LUV","MRVL","MU","NTRS","ROP","TEL","TER","TSLA","TYL","VRT"],"rank_spearman":0.6147058823529412,"mean_absolute_rank_change":9.1875,"top10_overlap_count":1,"top10_shared_tickers":["SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9333.237776048585},"current_params":{"alpha":9867.08983983767},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":1,"persistent_consensus_tickers":["AMAT"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-22","eval_date":"2026-07-23","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.002852195802958981,"benchmark_return":-0.012362679876347094,"active_return":0.009510484073388113,"stock_win_rate":0.725,"average_stock_active_return":0.009510484073388111,"top_contributors":["ROP","GEV","MU","CIEN","FIX"],"bottom_contributors":["TXN","CVNA","MCHP","LUV","TSLA"],"holdings":[{"ticker":"ROP","sector":"Health Care","rank":27,"score":0.015350419,"stock_return":0.0546464149072902,"benchmark_return":-0.012362679876347,"active_return":0.0670090947836373,"beat_benchmark":true},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.081142746,"stock_return":0.0483132132065888,"benchmark_return":-0.012362679876347,"active_return":0.0606758930829359,"beat_benchmark":true},{"ticker":"MU","sector":"Information Technology","rank":16,"score":0.060998596,"stock_return":0.032059042806289,"benchmark_return":-0.012362679876347,"active_return":0.0444217226826361,"beat_benchmark":true},{"ticker":"CIEN","sector":"Unknown","rank":10,"score":0.07629863,"stock_return":0.0257327050218227,"benchmark_return":-0.012362679876347,"active_return":0.0380953848981698,"beat_benchmark":true},{"ticker":"FIX","sector":"Unknown","rank":7,"score":0.079135545,"stock_return":0.0243151682987146,"benchmark_return":-0.012362679876347,"active_return":0.0366778481750617,"beat_benchmark":true},{"ticker":"ETN","sector":"Industrials","rank":34,"score":0.007437244,"stock_return":0.0200535833198274,"benchmark_return":-0.012362679876347,"active_return":0.0324162631961745,"beat_benchmark":true},{"ticker":"KLAC","sector":"Information Technology","rank":12,"score":0.07277301,"stock_return":0.0188644231482699,"benchmark_return":-0.012362679876347,"active_return":0.031227103024617,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":18,"score":0.058975145,"stock_return":0.0161395196368214,"benchmark_return":-0.012362679876347,"active_return":0.0285021995131685,"beat_benchmark":true},{"ticker":"GLW","sector":"Materials","rank":6,"score":0.079885304,"stock_return":0.013566119505459,"benchmark_return":-0.012362679876347,"active_return":0.0259287993818061,"beat_benchmark":true},{"ticker":"TYL","sector":"Industrials","rank":31,"score":0.008915397,"stock_return":0.013400384990315,"benchmark_return":-0.012362679876347,"active_return":0.0257630648666621,"beat_benchmark":true},{"ticker":"JBL","sector":"Consumer Discretionary","rank":28,"score":0.0150282495,"stock_return":0.0117817081885269,"benchmark_return":-0.012362679876347,"active_return":0.024144388064874,"beat_benchmark":true},{"ticker":"TER","sector":"Information Technology","rank":9,"score":0.07798813,"stock_return":0.0116115645648833,"benchmark_return":-0.012362679876347,"active_return":0.0239742444412304,"beat_benchmark":true},{"ticker":"VRT","sector":"Unknown","rank":13,"score":0.066160664,"stock_return":0.0094634283067456,"benchmark_return":-0.012362679876347,"active_return":0.0218261081830927,"beat_benchmark":true},{"ticker":"PYPL","sector":"Real Estate","rank":32,"score":0.0077795014,"stock_return":0.0090073863289243,"benchmark_return":-0.012362679876347,"active_return":0.0213700662052714,"beat_benchmark":true},{"ticker":"ADSK","sector":"Consumer Discretionary","rank":35,"score":0.006742829,"stock_return":0.0082554922642812,"benchmark_return":-0.012362679876347,"active_return":0.0206181721406283,"beat_benchmark":true},{"ticker":"SNDK","sector":"Unknown","rank":1,"score":0.097195074,"stock_return":0.007734775845303,"benchmark_return":-0.012362679876347,"active_return":0.0200974557216501,"beat_benchmark":true},{"ticker":"FLEX","sector":"Unknown","rank":3,"score":0.08651317,"stock_return":0.0074015940268208,"benchmark_return":-0.012362679876347,"active_return":0.0197642739031679,"beat_benchmark":true},{"ticker":"STX","sector":"Unknown","rank":15,"score":0.06557256,"stock_return":0.0057923245314823,"benchmark_return":-0.012362679876347,"active_return":0.0181550044078294,"beat_benchmark":true},{"ticker":"CAT","sector":"Industrials","rank":29,"score":0.0125139635,"stock_return":0.0046440553846809,"benchmark_return":-0.012362679876347,"active_return":0.017006735261028,"beat_benchmark":true},{"ticker":"COHR","sector":"Unknown","rank":4,"score":0.084301226,"stock_return":0.0034914517741329,"benchmark_return":-0.012362679876347,"active_return":0.0158541316504799,"beat_benchmark":true},{"ticker":"WDC","sector":"Information Technology","rank":21,"score":0.051004875,"stock_return":0.0025688338147955,"benchmark_return":-0.012362679876347,"active_return":0.0149315136911426,"beat_benchmark":true},{"ticker":"LRCX","sector":"Information Technology","rank":8,"score":0.07836986,"stock_return":0.0015659744640259,"benchmark_return":-0.012362679876347,"active_return":0.013928654340373,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.009579655,"stock_return":-0.0006983722569223,"benchmark_return":-0.012362679876347,"active_return":0.0116643076194247,"beat_benchmark":true},{"ticker":"BAX","sector":"Health Care","rank":33,"score":0.00755431,"stock_return":-0.0025299128682075,"benchmark_return":-0.012362679876347,"active_return":0.0098327670081395,"beat_benchmark":true},{"ticker":"NTRS","sector":"Financials","rank":19,"score":0.05667181,"stock_return":-0.0037501296049027,"benchmark_return":-0.012362679876347,"active_return":0.0086125502714443,"beat_benchmark":true},{"ticker":"TEL","sector":"Industrials","rank":20,"score":0.05221787,"stock_return":-0.0072398489968039,"benchmark_return":-0.012362679876347,"active_return":0.0051228308795431,"beat_benchmark":true},{"ticker":"KEYS","sector":"Consumer Discretionary","rank":39,"score":0.0035805528,"stock_return":-0.0073275544390716,"benchmark_return":-0.012362679876347,"active_return":0.0050351254372754,"beat_benchmark":true},{"ticker":"MRVL","sector":"Unknown","rank":11,"score":0.075651936,"stock_return":-0.0074411454729764,"benchmark_return":-0.012362679876347,"active_return":0.0049215344033706,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":38,"score":0.0049136407,"stock_return":-0.0099729800869319,"benchmark_return":-0.012362679876347,"active_return":0.0023896997894151,"beat_benchmark":true},{"ticker":"GNRC","sector":"Industrials","rank":24,"score":0.0463749,"stock_return":-0.0134008088974284,"benchmark_return":-0.012362679876347,"active_return":-0.0010381290210813,"beat_benchmark":false},{"ticker":"DXCM","sector":"Consumer Discretionary","rank":25,"score":0.023673289,"stock_return":-0.0134397183308299,"benchmark_return":-0.012362679876347,"active_return":-0.0010770384544828,"beat_benchmark":false},{"ticker":"GPN","sector":"Financials","rank":36,"score":0.0065591135,"stock_return":-0.0139293207182161,"benchmark_return":-0.012362679876347,"active_return":-0.001566640841869,"beat_benchmark":false},{"ticker":"FSLR","sector":"Materials","rank":26,"score":0.016386723,"stock_return":-0.0143158358921112,"benchmark_return":-0.012362679876347,"active_return":-0.0019531560157641,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":2,"score":0.094152,"stock_return":-0.0232898004841267,"benchmark_return":-0.012362679876347,"active_return":-0.0109271206077796,"beat_benchmark":false},{"ticker":"QCOM","sector":"Information Technology","rank":17,"score":0.05932534,"stock_return":-0.0252235256585353,"benchmark_return":-0.012362679876347,"active_return":-0.0128608457821882,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":22,"score":0.049769152,"stock_return":-0.0301505661089014,"benchmark_return":-0.012362679876347,"active_return":-0.0177878862325543,"beat_benchmark":false},{"ticker":"CVNA","sector":"Unknown","rank":14,"score":0.06579964,"stock_return":-0.0406374380408055,"benchmark_return":-0.012362679876347,"active_return":-0.0282747581644584,"beat_benchmark":false},{"ticker":"MCHP","sector":"Information Technology","rank":23,"score":0.04868801,"stock_return":-0.0434014932687326,"benchmark_return":-0.012362679876347,"active_return":-0.0310388133923855,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":40,"score":0.003495984,"stock_return":-0.06189678498498,"benchmark_return":-0.012362679876347,"active_return":-0.0495341051086329,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":37,"score":0.0062473095,"stock_return":-0.1458517603438766,"benchmark_return":-0.012362679876347,"active_return":-0.1334890804675295,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":0.0065183260343071,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0167001347136126,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0069611309138055,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0083987156918838,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":0.0045169278496689,"spy_cumulative_return":-0.0106500598379902,"active_return":0.0151669876876592,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":0.0006212883323279,"spy_cumulative_return":-0.011586643817578,"active_return":0.0122079321499059,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0032639091608069,"spy_cumulative_return":-0.0133661452125728,"active_return":0.0101022360517659,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0027143218286284,"spy_cumulative_return":-0.0132858712521635,"active_return":0.010571549423535,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0028521958029589,"spy_cumulative_return":-0.012362679876347,"active_return":0.0095104840733881,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-22","monitor_date":"2026-07-23","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0028521958029589815,"benchmark_cumulative_return":-0.012362679876347094,"active_return":0.009510484073388111,"holdings":[],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":0.0065183260343071,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0167001347136126,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0069611309138055,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0083987156918838,"portfolio_hourly_return":-0.0133921624668493,"spy_hourly_return":-0.0052313020429286,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":0.0045169278496689,"spy_cumulative_return":-0.0106500598379902,"active_return":0.0151669876876592,"portfolio_hourly_return":0.0115585191282965,"spy_hourly_return":0.0047832568593342,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":0.0006212883323279,"spy_cumulative_return":-0.011586643817578,"active_return":0.0122079321499059,"portfolio_hourly_return":-0.0038781223186356,"spy_hourly_return":-0.0009466660294479,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0032639091608069,"spy_cumulative_return":-0.0133661452125728,"active_return":0.0101022360517659,"portfolio_hourly_return":-0.0038827851640156,"spy_hourly_return":-0.0018003615429357,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0027143218286284,"spy_cumulative_return":-0.0132858712521635,"active_return":0.010571549423535,"portfolio_hourly_return":0.0005513870092892,"spy_hourly_return":8.136144935622092e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0028521958029589,"spy_cumulative_return":-0.012362679876347,"active_return":0.0095104840733881,"portfolio_hourly_return":-0.0001382492272257,"spy_hourly_return":0.0009356219282965,"holding_price_coverage":1.0}]}},{"id":"2026-07-23::ridge","decision_date":"2026-07-23","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-23T20:46:46.524325+00:00","decision_date":"2026-07-23","latest_price_date":"2026-07-23","training_mode":"rolling_daily_proxy_yfinance","training_rows":319346,"training_start":"2024-01-02","training_end":"2026-07-21","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":9449.971033269436},"feature_count":20,"features":["rolling_beta","macd_signal","momentum_63","macd_hist","macd","log_volume","overnight_gap","volume_ratio_20d","vol_10d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","momentum_5","rsi_14","residual_return","idiosyncratic_vol","sector_rel_rank"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":42,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 9449.971033269436}","resolved_feature_count":20,"rank_ic":0.011467519246466655,"positive_ic_rate":0.5476190476190476,"top40_raw_forward_return":0.0014366600732462012,"universe_raw_forward_return":0.0003828384725078158,"top40_raw_excess":0.0010538216007383854,"top40_target_mean":0.010551986490561533,"universe_target_mean":-1.5825554986277592e-05,"top40_target_excess":0.010567812045547811,"trial":31,"validation_start":"2026-01-20","validation_end":"2026-07-21"}}},"selected":[{"ticker":"LUV","sector":"Financials","rank":1,"score":0.0215084080623626},{"ticker":"GOOGL","sector":"Communication Services","rank":2,"score":0.0181733107500347},{"ticker":"HOOD","sector":"Unknown","rank":3,"score":0.017907894025374},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.0172735365422303},{"ticker":"GOOG","sector":"Communication Services","rank":5,"score":0.0161427068293197},{"ticker":"HBAN","sector":"Financials","rank":6,"score":0.0160271612607141},{"ticker":"AMD","sector":"Information Technology","rank":7,"score":0.0160061967049324},{"ticker":"INTC","sector":"Information Technology","rank":8,"score":0.0152810785530716},{"ticker":"SNDK","sector":"Unknown","rank":9,"score":0.0149287314224885},{"ticker":"DELL","sector":"Unknown","rank":10,"score":0.0148644053571201},{"ticker":"UAL","sector":"Industrials","rank":11,"score":0.0145325208877768},{"ticker":"DAL","sector":"Financials","rank":12,"score":0.0143259159912183},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.0142831604512278},{"ticker":"CNC","sector":"Health Care","rank":14,"score":0.0138396529741744},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":15,"score":0.0134772666763418},{"ticker":"IBKR","sector":"Unknown","rank":16,"score":0.0133164689414168},{"ticker":"GL","sector":"Financials","rank":17,"score":0.0132826897778193},{"ticker":"DASH","sector":"Unknown","rank":18,"score":0.013184982258623},{"ticker":"MS","sector":"Financials","rank":19,"score":0.0131579152952543},{"ticker":"DLTR","sector":"Consumer Staples","rank":20,"score":0.0126909686350734},{"ticker":"MCHP","sector":"Information Technology","rank":21,"score":0.012225416688769},{"ticker":"MRVL","sector":"Unknown","rank":22,"score":0.0122036510666668},{"ticker":"MNST","sector":"Consumer Staples","rank":23,"score":0.0121365838672672},{"ticker":"HPE","sector":"Industrials","rank":24,"score":0.0118994305783187},{"ticker":"FTNT","sector":"Information Technology","rank":25,"score":0.0117660115954412},{"ticker":"PANW","sector":"Information Technology","rank":26,"score":0.0113751574839413},{"ticker":"AXP","sector":"Financials","rank":27,"score":0.0113461685141755},{"ticker":"GE","sector":"Industrials","rank":28,"score":0.011047041876105},{"ticker":"IFF","sector":"Materials","rank":29,"score":0.0109333563269778},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.0106209832996638},{"ticker":"NTRS","sector":"Financials","rank":31,"score":0.0105312243136216},{"ticker":"GS","sector":"Financials","rank":32,"score":0.010238175308564},{"ticker":"MRNA","sector":"Unknown","rank":33,"score":0.0102218218833072},{"ticker":"LRCX","sector":"Information Technology","rank":34,"score":0.0101085102315425},{"ticker":"DOV","sector":"Industrials","rank":35,"score":0.0099058652073685},{"ticker":"AMCR","sector":"Materials","rank":36,"score":0.0097979720679555},{"ticker":"IP","sector":"Materials","rank":37,"score":0.0096859035812883},{"ticker":"CRWD","sector":"Unknown","rank":38,"score":0.0096841427139751},{"ticker":"HUM","sector":"Health Care","rank":39,"score":0.0096642384200808},{"ticker":"FLEX","sector":"Unknown","rank":40,"score":0.0096597334261186}],"selection_stability":{"decision_date":"2026-07-23","prior_decision_dates":{"ridge":"2026-07-22","xgb_ranker":"2026-07-22"},"same_day_model_agreement":{"overlap_count":18,"overlap_rate":0.45,"jaccard_similarity":0.2903225806451613,"replacement_rate":0.55,"shared_tickers":["AMD","CNC","CRWD","DLTR","FLEX","FTNT","HBAN","HOOD","HPE","INTC","LUV","MCHP","MRVL","PANW","SNDK","TSLA","TXN","UAL"],"left_only":["AMAT","AMCR","APH","AXP","DAL","DASH","DELL","DOV","GE","GL","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MNST","MRNA","MS","NTRS"],"right_only":["AKAM","CCL","COHR","COIN","CRL","CVNA","FCX","FSLR","GIS","GLW","GNRC","JBL","META","NCLH","NEM","NTAP","NXPI","ON","PYPL","QCOM","STX","TER"]},"day_over_day":{"ridge":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AMAT","AMD","APH","CNC","DAL","DASH","DELL","DLTR","FTNT","GE","HOOD","HPE","IBKR","INTC","IP","LUV","MNST","MRNA","MRVL","MS","NTRS","SNDK","TXN","UAL"],"left_only":["ANET","CSCO","CVS","DDOG","DHR","DVA","FFIV","GEV","IVZ","KEY","KLAC","MU","STX","TROW","WDC","ZBRA"],"right_only":["AMCR","AXP","CRWD","DOV","FLEX","GL","GOOG","GOOGL","GS","HBAN","HUM","IFF","LRCX","MCHP","PANW","TSLA"],"rank_spearman":0.3834782608695652,"mean_absolute_rank_change":9.208333333333334,"top10_overlap_count":3,"top10_shared_tickers":["AMD","HOOD","LUV"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["COHR","CVNA","FLEX","FSLR","GLW","GNRC","HPE","INTC","JBL","LUV","MCHP","MRVL","PYPL","QCOM","SNDK","STX","TER","TSLA","TXN"],"left_only":["ADSK","AMAT","APH","BAX","CAT","CIEN","DXCM","ETN","FIX","GEV","GPN","KEYS","KLAC","LRCX","MU","NTRS","ROP","TEL","TYL","VRT","WDC"],"right_only":["AKAM","AMD","CCL","CNC","COIN","CRL","CRWD","DLTR","FCX","FTNT","GIS","HBAN","HOOD","META","NCLH","NEM","NTAP","NXPI","ON","PANW","UAL"],"rank_spearman":0.524561403508772,"mean_absolute_rank_change":9.894736842105264,"top10_overlap_count":2,"top10_shared_tickers":["INTC","SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":9867.08983983767},"current_params":{"alpha":9449.971033269436},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":6,"persistent_consensus_tickers":["HPE","INTC","LUV","MRVL","SNDK","TXN"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-23","eval_date":"2026-07-24","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.009699476859269232,"benchmark_return":0.000921174622081411,"active_return":-0.010620651481350643,"stock_win_rate":0.4,"average_stock_active_return":-0.010620651481350643,"top_contributors":["IP","AMCR","DAL","IFF","UAL"],"bottom_contributors":["HOOD","MRVL","FLEX","INTC","SNDK"],"holdings":[{"ticker":"IP","sector":"Materials","rank":37,"score":0.0096859035812883,"stock_return":0.1121076237696192,"benchmark_return":0.0009211746220814,"active_return":0.1111864491475378,"beat_benchmark":true},{"ticker":"AMCR","sector":"Materials","rank":36,"score":0.0097979720679555,"stock_return":0.04485101339135,"benchmark_return":0.0009211746220814,"active_return":0.0439298387692685,"beat_benchmark":true},{"ticker":"DAL","sector":"Financials","rank":12,"score":0.0143259159912183,"stock_return":0.0375747442379783,"benchmark_return":0.0009211746220814,"active_return":0.0366535696158969,"beat_benchmark":true},{"ticker":"IFF","sector":"Materials","rank":29,"score":0.0109333563269778,"stock_return":0.0295513136014311,"benchmark_return":0.0009211746220814,"active_return":0.0286301389793497,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":11,"score":0.0145325208877768,"stock_return":0.0256610240453252,"benchmark_return":0.0009211746220814,"active_return":0.0247398494232438,"beat_benchmark":true},{"ticker":"DLTR","sector":"Consumer Staples","rank":20,"score":0.0126909686350734,"stock_return":0.023374415336451,"benchmark_return":0.0009211746220814,"active_return":0.0224532407143696,"beat_benchmark":true},{"ticker":"DOV","sector":"Industrials","rank":35,"score":0.0099058652073685,"stock_return":0.0222446604074775,"benchmark_return":0.0009211746220814,"active_return":0.0213234857853961,"beat_benchmark":true},{"ticker":"DASH","sector":"Unknown","rank":18,"score":0.013184982258623,"stock_return":0.0189078834558222,"benchmark_return":0.0009211746220814,"active_return":0.0179867088337408,"beat_benchmark":true},{"ticker":"NTRS","sector":"Financials","rank":31,"score":0.0105312243136216,"stock_return":0.0146108802928042,"benchmark_return":0.0009211746220814,"active_return":0.0136897056707228,"beat_benchmark":true},{"ticker":"GL","sector":"Financials","rank":17,"score":0.0132826897778193,"stock_return":0.0143791876826575,"benchmark_return":0.0009211746220814,"active_return":0.0134580130605761,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":28,"score":0.011047041876105,"stock_return":0.0136389964631089,"benchmark_return":0.0009211746220814,"active_return":0.0127178218410275,"beat_benchmark":true},{"ticker":"LUV","sector":"Financials","rank":1,"score":0.0215084080623626,"stock_return":0.0080519037737263,"benchmark_return":0.0009211746220814,"active_return":0.0071307291516449,"beat_benchmark":true},{"ticker":"GOOGL","sector":"Communication Services","rank":2,"score":0.0181733107500347,"stock_return":0.0065472207380816,"benchmark_return":0.0009211746220814,"active_return":0.0056260461160002,"beat_benchmark":true},{"ticker":"FTNT","sector":"Information Technology","rank":25,"score":0.0117660115954412,"stock_return":0.0053452082174332,"benchmark_return":0.0009211746220814,"active_return":0.0044240335953518,"beat_benchmark":true},{"ticker":"GOOG","sector":"Communication Services","rank":5,"score":0.0161427068293197,"stock_return":0.0023559716297913,"benchmark_return":0.0009211746220814,"active_return":0.0014347970077099,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":24,"score":0.0118994305783187,"stock_return":0.0017841957506641,"benchmark_return":0.0009211746220814,"active_return":0.0008630211285827,"beat_benchmark":true},{"ticker":"IBKR","sector":"Unknown","rank":16,"score":0.0133164689414168,"stock_return":-0.0002180064515608,"benchmark_return":0.0009211746220814,"active_return":-0.0011391810736423,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":23,"score":0.0121365838672672,"stock_return":-0.0006412736229088,"benchmark_return":0.0009211746220814,"active_return":-0.0015624482449902,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":38,"score":0.0096841427139751,"stock_return":-0.000872334880093,"benchmark_return":0.0009211746220814,"active_return":-0.0017935095021744,"beat_benchmark":false},{"ticker":"HBAN","sector":"Financials","rank":6,"score":0.0160271612607141,"stock_return":-0.0025862113379601,"benchmark_return":0.0009211746220814,"active_return":-0.0035073859600415,"beat_benchmark":false},{"ticker":"MS","sector":"Financials","rank":19,"score":0.0131579152952543,"stock_return":-0.0034389360515034,"benchmark_return":0.0009211746220814,"active_return":-0.0043601106735848,"beat_benchmark":false},{"ticker":"DELL","sector":"Unknown","rank":10,"score":0.0148644053571201,"stock_return":-0.0046205644744796,"benchmark_return":0.0009211746220814,"active_return":-0.005541739096561,"beat_benchmark":false},{"ticker":"CNC","sector":"Health Care","rank":14,"score":0.0138396529741744,"stock_return":-0.0051773113016119,"benchmark_return":0.0009211746220814,"active_return":-0.0060984859236933,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":26,"score":0.0113751574839413,"stock_return":-0.0057426990423087,"benchmark_return":0.0009211746220814,"active_return":-0.0066638736643901,"beat_benchmark":false},{"ticker":"GS","sector":"Financials","rank":32,"score":0.010238175308564,"stock_return":-0.0123567344600349,"benchmark_return":0.0009211746220814,"active_return":-0.0132779090821163,"beat_benchmark":false},{"ticker":"HUM","sector":"Health Care","rank":39,"score":0.0096642384200808,"stock_return":-0.0131812730216255,"benchmark_return":0.0009211746220814,"active_return":-0.0141024476437069,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.0172735365422303,"stock_return":-0.0187725034887635,"benchmark_return":0.0009211746220814,"active_return":-0.0196936781108449,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":15,"score":0.0134772666763418,"stock_return":-0.0209265300457195,"benchmark_return":0.0009211746220814,"active_return":-0.0218477046678009,"beat_benchmark":false},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.0106209832996638,"stock_return":-0.0302356268073955,"benchmark_return":0.0009211746220814,"active_return":-0.0311568014294769,"beat_benchmark":false},{"ticker":"MCHP","sector":"Information Technology","rank":21,"score":0.012225416688769,"stock_return":-0.0304855042907959,"benchmark_return":0.0009211746220814,"active_return":-0.0314066789128774,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":7,"score":0.0160061967049324,"stock_return":-0.0327224389272405,"benchmark_return":0.0009211746220814,"active_return":-0.0336436135493219,"beat_benchmark":false},{"ticker":"AXP","sector":"Financials","rank":27,"score":0.0113461685141755,"stock_return":-0.0432167912938409,"benchmark_return":0.0009211746220814,"active_return":-0.0441379659159223,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":34,"score":0.0101085102315425,"stock_return":-0.0449684312267983,"benchmark_return":0.0009211746220814,"active_return":-0.0458896058488798,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.0142831604512278,"stock_return":-0.0471037852534157,"benchmark_return":0.0009211746220814,"active_return":-0.0480249598754971,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":33,"score":0.0102218218833072,"stock_return":-0.052087008012269,"benchmark_return":0.0009211746220814,"active_return":-0.0530081826343504,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":3,"score":0.017907894025374,"stock_return":-0.0657609783890906,"benchmark_return":0.0009211746220814,"active_return":-0.066682153011172,"beat_benchmark":false},{"ticker":"MRVL","sector":"Unknown","rank":22,"score":0.0122036510666668,"stock_return":-0.0721383793959409,"benchmark_return":0.0009211746220814,"active_return":-0.0730595540180223,"beat_benchmark":false},{"ticker":"FLEX","sector":"Unknown","rank":40,"score":0.0096597334261186,"stock_return":-0.0737846041993751,"benchmark_return":0.0009211746220814,"active_return":-0.0747057788214565,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":8,"score":0.0152810785530716,"stock_return":-0.0789683792321235,"benchmark_return":0.0009211746220814,"active_return":-0.0798895538542049,"beat_benchmark":false},{"ticker":"SNDK","sector":"Unknown","rank":9,"score":0.0149287314224885,"stock_return":-0.1089590119576346,"benchmark_return":0.0009211746220814,"active_return":-0.1098801865797161,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0092120379810866,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0105667211341414,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0039454483933831,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0099466848394202,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0015608250640213,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0083478008901536,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0033400924890085,"spy_cumulative_return":0.0047820712182664,"active_return":-0.008122163707275,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.008895965229129,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0100541928663357,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0115184200700112,"spy_cumulative_return":-0.000717939075804,"active_return":-0.0108004809942071,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0096994768592692,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0106206514813506,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-23","monitor_date":"2026-07-24","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.009699476859269232,"benchmark_cumulative_return":0.000921174622081411,"active_return":-0.010620651481350643,"holdings":[],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0092120379810866,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0105667211341414,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0039454483933831,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0099466848394202,"portfolio_hourly_return":0.005315556697895,"spy_hourly_return":0.0046402672011791,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0015608250640213,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0083478008901536,"portfolio_hourly_return":0.0023940690050714,"spy_hourly_return":0.0007810521017559,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0033400924890085,"spy_cumulative_return":0.0047820712182664,"active_return":-0.008122163707275,"portfolio_hourly_return":-0.0017820488915625,"spy_hourly_return":-0.0019913890981959,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.008895965229129,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0100541928663357,"portfolio_hourly_return":-0.0055744920591773,"spy_hourly_return":-0.0036065965793617,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0115184200700112,"spy_cumulative_return":-0.000717939075804,"active_return":-0.0108004809942071,"portfolio_hourly_return":-0.002645993507118,"spy_hourly_return":-0.0018739961988212,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0096994768592692,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0106206514813506,"portfolio_hourly_return":0.0018401387012905,"spy_hourly_return":0.0016402913271249,"holding_price_coverage":1.0}]}},{"id":"2026-07-23::xgb_ranker","decision_date":"2026-07-23","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-23T21:19:53.510158+00:00","decision_date":"2026-07-23","latest_price_date":"2026-07-23","training_mode":"rolling_daily_proxy_yfinance","training_rows":319346,"training_start":"2024-01-02","training_end":"2026-07-21","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"feature_count":22,"features":["rolling_beta","macd_signal","momentum_63","macd_hist","macd","log_volume","overnight_gap","volume_ratio_20d","vol_10d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","momentum_5","rsi_14","residual_return","idiosyncratic_vol","sector_rel_rank","momentum_21","cs_return_rank"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":17,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5579345297625649, \"gamma\": 0.6355835028602363, \"learning_rate\": 0.006570432809105998, \"max_depth\": 5, \"min_child_weight\": 29.267581150621286, \"n_estimators\": 400, \"n_jobs\": 4, \"reg_alpha\": 0.5492736444508451, \"reg_lambda\": 0.05676757667844529, \"subsample\": 0.6792328642721364, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.0019908912415134857,"positive_ic_rate":0.5079365079365079,"top40_raw_forward_return":0.0018672624105657068,"universe_raw_forward_return":0.00038274780759085916,"top40_raw_excess":0.0014845146029748475,"top40_target_mean":0.009882667205271997,"universe_target_mean":-1.5825554986277592e-05,"top40_target_excess":0.009898492760258273,"trial":6,"validation_start":"2026-01-20","validation_end":"2026-07-21"}}},"selected":[{"ticker":"MCHP","sector":"Information Technology","rank":1,"score":0.073413484},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0685092},{"ticker":"NXPI","sector":"Information Technology","rank":3,"score":0.061248843},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.061053384},{"ticker":"QCOM","sector":"Information Technology","rank":5,"score":0.05700358},{"ticker":"ON","sector":"Information Technology","rank":6,"score":0.048043374},{"ticker":"SNDK","sector":"Unknown","rank":7,"score":0.04747031},{"ticker":"FCX","sector":"Materials","rank":8,"score":0.039865106},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.035088602},{"ticker":"INTC","sector":"Information Technology","rank":10,"score":0.031412948},{"ticker":"TER","sector":"Information Technology","rank":11,"score":0.031344187},{"ticker":"PANW","sector":"Information Technology","rank":12,"score":0.030832764},{"ticker":"META","sector":"Unknown","rank":13,"score":0.029521372},{"ticker":"STX","sector":"Unknown","rank":14,"score":0.029470626},{"ticker":"COHR","sector":"Unknown","rank":15,"score":0.028759833},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":16,"score":0.028274205},{"ticker":"FTNT","sector":"Information Technology","rank":17,"score":0.028213747},{"ticker":"FLEX","sector":"Unknown","rank":18,"score":0.024655815},{"ticker":"CRWD","sector":"Unknown","rank":19,"score":0.023684733},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":20,"score":0.023459783},{"ticker":"COIN","sector":"Unknown","rank":21,"score":0.022743186},{"ticker":"CVNA","sector":"Unknown","rank":22,"score":0.02063498},{"ticker":"MRVL","sector":"Unknown","rank":23,"score":0.020632183},{"ticker":"NEM","sector":"Real Estate","rank":24,"score":0.017365528},{"ticker":"GLW","sector":"Materials","rank":25,"score":0.016954346},{"ticker":"HPE","sector":"Industrials","rank":26,"score":0.01625236},{"ticker":"FSLR","sector":"Materials","rank":27,"score":0.013308607},{"ticker":"UAL","sector":"Industrials","rank":28,"score":0.011780526},{"ticker":"CNC","sector":"Health Care","rank":29,"score":0.010358094},{"ticker":"PYPL","sector":"Real Estate","rank":30,"score":0.008743926},{"ticker":"DLTR","sector":"Consumer Staples","rank":31,"score":0.008361933},{"ticker":"GNRC","sector":"Industrials","rank":32,"score":0.0073249955},{"ticker":"CCL","sector":"Financials","rank":33,"score":0.0063807396},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":34,"score":0.0029336647},{"ticker":"JBL","sector":"Consumer Discretionary","rank":35,"score":-0.00027054522},{"ticker":"NTAP","sector":"Financials","rank":36,"score":-0.0028828322},{"ticker":"LUV","sector":"Financials","rank":37,"score":-0.00340139},{"ticker":"GIS","sector":"Consumer Staples","rank":38,"score":-0.0036239002},{"ticker":"HBAN","sector":"Financials","rank":39,"score":-0.007499377},{"ticker":"CRL","sector":"Real Estate","rank":40,"score":-0.008669021}],"selection_stability":{"decision_date":"2026-07-23","prior_decision_dates":{"ridge":"2026-07-22","xgb_ranker":"2026-07-22"},"same_day_model_agreement":{"overlap_count":18,"overlap_rate":0.45,"jaccard_similarity":0.2903225806451613,"replacement_rate":0.55,"shared_tickers":["AMD","CNC","CRWD","DLTR","FLEX","FTNT","HBAN","HOOD","HPE","INTC","LUV","MCHP","MRVL","PANW","SNDK","TSLA","TXN","UAL"],"left_only":["AMAT","AMCR","APH","AXP","DAL","DASH","DELL","DOV","GE","GL","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MNST","MRNA","MS","NTRS"],"right_only":["AKAM","CCL","COHR","COIN","CRL","CVNA","FCX","FSLR","GIS","GLW","GNRC","JBL","META","NCLH","NEM","NTAP","NXPI","ON","PYPL","QCOM","STX","TER"]},"day_over_day":{"ridge":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AMAT","AMD","APH","CNC","DAL","DASH","DELL","DLTR","FTNT","GE","HOOD","HPE","IBKR","INTC","IP","LUV","MNST","MRNA","MRVL","MS","NTRS","SNDK","TXN","UAL"],"left_only":["ANET","CSCO","CVS","DDOG","DHR","DVA","FFIV","GEV","IVZ","KEY","KLAC","MU","STX","TROW","WDC","ZBRA"],"right_only":["AMCR","AXP","CRWD","DOV","FLEX","GL","GOOG","GOOGL","GS","HBAN","HUM","IFF","LRCX","MCHP","PANW","TSLA"],"rank_spearman":0.3834782608695652,"mean_absolute_rank_change":9.208333333333334,"top10_overlap_count":3,"top10_shared_tickers":["AMD","HOOD","LUV"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["COHR","CVNA","FLEX","FSLR","GLW","GNRC","HPE","INTC","JBL","LUV","MCHP","MRVL","PYPL","QCOM","SNDK","STX","TER","TSLA","TXN"],"left_only":["ADSK","AMAT","APH","BAX","CAT","CIEN","DXCM","ETN","FIX","GEV","GPN","KEYS","KLAC","LRCX","MU","NTRS","ROP","TEL","TYL","VRT","WDC"],"right_only":["AKAM","AMD","CCL","CNC","COIN","CRL","CRWD","DLTR","FCX","FTNT","GIS","HBAN","HOOD","META","NCLH","NEM","NTAP","NXPI","ON","PANW","UAL"],"rank_spearman":0.524561403508772,"mean_absolute_rank_change":9.894736842105264,"top10_overlap_count":2,"top10_shared_tickers":["INTC","SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":9867.08983983767},"current_params":{"alpha":9449.971033269436},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":6,"persistent_consensus_tickers":["HPE","INTC","LUV","MRVL","SNDK","TXN"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-23","eval_date":"2026-07-24","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"evaluated_holdings":39,"portfolio_return":-0.02115510567712041,"benchmark_return":0.000921174622081411,"active_return":-0.02207628029920182,"stock_win_rate":0.28205128205128205,"average_stock_active_return":-0.022076280299201823,"top_contributors":["CCL","NCLH","UAL","DLTR","NTAP"],"bottom_contributors":["MRVL","FLEX","INTC","COHR","SNDK"],"holdings":[{"ticker":"CCL","sector":"Financials","rank":33,"score":0.0063807396,"stock_return":0.0423426860087563,"benchmark_return":0.0009211746220814,"active_return":0.0414215113866749,"beat_benchmark":true},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":34,"score":0.0029336647,"stock_return":0.0360770271212551,"benchmark_return":0.0009211746220814,"active_return":0.0351558524991737,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":28,"score":0.011780526,"stock_return":0.0256610240453252,"benchmark_return":0.0009211746220814,"active_return":0.0247398494232438,"beat_benchmark":true},{"ticker":"DLTR","sector":"Consumer Staples","rank":31,"score":0.008361933,"stock_return":0.023374415336451,"benchmark_return":0.0009211746220814,"active_return":0.0224532407143696,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":36,"score":-0.0028828322,"stock_return":0.0190719108435921,"benchmark_return":0.0009211746220814,"active_return":0.0181507362215107,"beat_benchmark":true},{"ticker":"GIS","sector":"Consumer Staples","rank":38,"score":-0.0036239002,"stock_return":0.0137834511668841,"benchmark_return":0.0009211746220814,"active_return":0.0128622765448027,"beat_benchmark":true},{"ticker":"LUV","sector":"Financials","rank":37,"score":-0.00340139,"stock_return":0.0080519037737263,"benchmark_return":0.0009211746220814,"active_return":0.0071307291516449,"beat_benchmark":true},{"ticker":"FTNT","sector":"Information Technology","rank":17,"score":0.028213747,"stock_return":0.0053452082174332,"benchmark_return":0.0009211746220814,"active_return":0.0044240335953518,"beat_benchmark":true},{"ticker":"CVNA","sector":"Unknown","rank":22,"score":0.02063498,"stock_return":0.0045688907152903,"benchmark_return":0.0009211746220814,"active_return":0.0036477160932089,"beat_benchmark":true},{"ticker":"PYPL","sector":"Real Estate","rank":30,"score":0.008743926,"stock_return":0.002678598676409,"benchmark_return":0.0009211746220814,"active_return":0.0017574240543276,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":26,"score":0.01625236,"stock_return":0.0017841957506641,"benchmark_return":0.0009211746220814,"active_return":0.0008630211285827,"beat_benchmark":true},{"ticker":"CRWD","sector":"Unknown","rank":19,"score":0.023684733,"stock_return":-0.000872334880093,"benchmark_return":0.0009211746220814,"active_return":-0.0017935095021744,"beat_benchmark":false},{"ticker":"HBAN","sector":"Financials","rank":39,"score":-0.007499377,"stock_return":-0.0025862113379601,"benchmark_return":0.0009211746220814,"active_return":-0.0035073859600415,"beat_benchmark":false},{"ticker":"CNC","sector":"Health Care","rank":29,"score":0.010358094,"stock_return":-0.0051773113016119,"benchmark_return":0.0009211746220814,"active_return":-0.0060984859236933,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":12,"score":0.030832764,"stock_return":-0.0057426990423087,"benchmark_return":0.0009211746220814,"active_return":-0.0066638736643901,"beat_benchmark":false},{"ticker":"CRL","sector":"Real Estate","rank":40,"score":-0.008669021,"stock_return":-0.0113393123156578,"benchmark_return":0.0009211746220814,"active_return":-0.0122604869377392,"beat_benchmark":false},{"ticker":"FCX","sector":"Materials","rank":8,"score":0.039865106,"stock_return":-0.0138582845372478,"benchmark_return":0.0009211746220814,"active_return":-0.0147794591593292,"beat_benchmark":false},{"ticker":"FSLR","sector":"Materials","rank":27,"score":0.013308607,"stock_return":-0.0149572739823342,"benchmark_return":0.0009211746220814,"active_return":-0.0158784486044156,"beat_benchmark":false},{"ticker":"NEM","sector":"Real Estate","rank":24,"score":0.017365528,"stock_return":-0.0162584554020333,"benchmark_return":0.0009211746220814,"active_return":-0.0171796300241147,"beat_benchmark":false},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":20,"score":0.023459783,"stock_return":-0.0174661583350564,"benchmark_return":0.0009211746220814,"active_return":-0.0183873329571379,"beat_benchmark":false},{"ticker":"COIN","sector":"Unknown","rank":21,"score":0.022743186,"stock_return":-0.0176222156450492,"benchmark_return":0.0009211746220814,"active_return":-0.0185433902671307,"beat_benchmark":false},{"ticker":"META","sector":"Unknown","rank":13,"score":0.029521372,"stock_return":-0.0179837713545011,"benchmark_return":0.0009211746220814,"active_return":-0.0189049459765825,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.061053384,"stock_return":-0.0187725034887635,"benchmark_return":0.0009211746220814,"active_return":-0.0196936781108449,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":16,"score":0.028274205,"stock_return":-0.0209265300457195,"benchmark_return":0.0009211746220814,"active_return":-0.0218477046678009,"beat_benchmark":false},{"ticker":"QCOM","sector":"Information Technology","rank":5,"score":0.05700358,"stock_return":-0.0241949586516334,"benchmark_return":0.0009211746220814,"active_return":-0.0251161332737148,"beat_benchmark":false},{"ticker":"NXPI","sector":"Information Technology","rank":3,"score":0.061248843,"stock_return":-0.0288867594171802,"benchmark_return":0.0009211746220814,"active_return":-0.0298079340392616,"beat_benchmark":false},{"ticker":"JBL","sector":"Consumer Discretionary","rank":35,"score":-0.00027054522,"stock_return":-0.0293442179738144,"benchmark_return":0.0009211746220814,"active_return":-0.0302653925958958,"beat_benchmark":false},{"ticker":"MCHP","sector":"Information Technology","rank":1,"score":0.073413484,"stock_return":-0.0304855042907959,"benchmark_return":0.0009211746220814,"active_return":-0.0314066789128774,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.035088602,"stock_return":-0.0327224389272405,"benchmark_return":0.0009211746220814,"active_return":-0.0336436135493219,"beat_benchmark":false},{"ticker":"ON","sector":"Information Technology","rank":6,"score":0.048043374,"stock_return":-0.0367247049757146,"benchmark_return":0.0009211746220814,"active_return":-0.037645879597796,"beat_benchmark":false},{"ticker":"GNRC","sector":"Industrials","rank":32,"score":0.0073249955,"stock_return":-0.0398099994432897,"benchmark_return":0.0009211746220814,"active_return":-0.0407311740653711,"beat_benchmark":false},{"ticker":"GLW","sector":"Materials","rank":25,"score":0.016954346,"stock_return":-0.0606176573309653,"benchmark_return":0.0009211746220814,"active_return":-0.0615388319530467,"beat_benchmark":false},{"ticker":"TER","sector":"Information Technology","rank":11,"score":0.031344187,"stock_return":-0.0639732539454431,"benchmark_return":0.0009211746220814,"active_return":-0.0648944285675245,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0685092,"stock_return":-0.0657609783890906,"benchmark_return":0.0009211746220814,"active_return":-0.066682153011172,"beat_benchmark":false},{"ticker":"MRVL","sector":"Unknown","rank":23,"score":0.020632183,"stock_return":-0.0721383793959409,"benchmark_return":0.0009211746220814,"active_return":-0.0730595540180223,"beat_benchmark":false},{"ticker":"FLEX","sector":"Unknown","rank":18,"score":0.024655815,"stock_return":-0.0737846041993751,"benchmark_return":0.0009211746220814,"active_return":-0.0747057788214565,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":10,"score":0.031412948,"stock_return":-0.0789683792321235,"benchmark_return":0.0009211746220814,"active_return":-0.0798895538542049,"beat_benchmark":false},{"ticker":"COHR","sector":"Unknown","rank":15,"score":0.028759833,"stock_return":-0.0978545232649034,"benchmark_return":0.0009211746220814,"active_return":-0.0987756978869848,"beat_benchmark":false},{"ticker":"SNDK","sector":"Unknown","rank":7,"score":0.04747031,"stock_return":-0.1089590119576346,"benchmark_return":0.0009211746220814,"active_return":-0.1098801865797161,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0172019284460857,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0185566115991406,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0102202935993932,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0162215300454303,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0073607335445092,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0141477093706415,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0101445748990122,"spy_cumulative_return":0.0047820712182664,"active_return":-0.0149266461172787,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.0178115671674084,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0189697948046151,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0229986605296185,"spy_cumulative_return":-0.000717939075804,"active_return":-0.0222807214538144,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0211551056771204,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0220762802992018,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-23","monitor_date":"2026-07-24","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.021155105677120412,"benchmark_cumulative_return":0.000921174622081411,"active_return":-0.022076280299201823,"holdings":[],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0175481378955689,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0189028210486237,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0110150292011992,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0170162656472364,"portfolio_hourly_return":0.0066498003071373,"spy_hourly_return":0.0046402672011791,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0078696238850429,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0146565997111752,"portfolio_hourly_return":0.0031804379328592,"spy_hourly_return":0.0007810521017559,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0109603638272842,"spy_cumulative_return":0.0047820712182664,"active_return":-0.0157424350455506,"portfolio_hourly_return":-0.0031152558339602,"spy_hourly_return":-0.0019913890981959,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.0188190187765829,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0199772464137895,"portfolio_hourly_return":-0.0079457431854896,"spy_hourly_return":-0.0036065965793617,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0242878270406241,"spy_cumulative_return":-0.000717939075804,"active_return":-0.02356988796482,"portfolio_hourly_return":-0.0055736998257164,"spy_hourly_return":-0.0018739961988212,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0211551056771204,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0220762802992018,"portfolio_hourly_return":0.0032107023467813,"spy_hourly_return":0.0016402913271249,"holding_price_coverage":0.975}]}},{"id":"2026-07-24::ridge","decision_date":"2026-07-24","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-24T23:28:26.910797+00:00","decision_date":"2026-07-24","latest_price_date":"2026-07-24","training_mode":"rolling_daily_proxy_yfinance","training_rows":313380,"training_start":"2024-01-02","training_end":"2026-07-22","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":7796.946624769939},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","bb_pct","momentum_5","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":60,"completed_trials":60,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 7796.946624769939}","resolved_feature_count":22,"rank_ic":0.006543944770086371,"positive_ic_rate":0.5142857142857143,"top40_raw_forward_return":0.0012524561551999092,"universe_raw_forward_return":0.0004692333700033792,"top40_raw_excess":0.0007832227851965297,"top40_target_mean":0.007830381598270843,"universe_target_mean":1.1254151559121403e-05,"top40_target_excess":0.007819127446711722,"trial":31,"validation_start":"2025-09-19","validation_end":"2026-07-22"}}},"selected":[{"ticker":"MU","sector":"Information Technology","rank":1,"score":0.0150608023789038},{"ticker":"AXP","sector":"Financials","rank":2,"score":0.0148244614237342},{"ticker":"SNDK","sector":"Information Technology","rank":3,"score":0.0146743506332011},{"ticker":"HBAN","sector":"Financials","rank":4,"score":0.0142402677364187},{"ticker":"STX","sector":"Information Technology","rank":5,"score":0.0141698967152044},{"ticker":"HOOD","sector":"Information Technology","rank":6,"score":0.0137250540979695},{"ticker":"MNST","sector":"Consumer Staples","rank":7,"score":0.0134513635824284},{"ticker":"DELL","sector":"Information Technology","rank":8,"score":0.0128457747876789},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.0128019797377268},{"ticker":"HPE","sector":"Information Technology","rank":10,"score":0.0122414401619835},{"ticker":"AMAT","sector":"Information Technology","rank":11,"score":0.0121100324615002},{"ticker":"CARR","sector":"Industrials","rank":12,"score":0.0119095202553492},{"ticker":"WST","sector":"Health Care","rank":13,"score":0.0117845179357087},{"ticker":"MRVL","sector":"Information Technology","rank":14,"score":0.0115946807075857},{"ticker":"INTC","sector":"Information Technology","rank":15,"score":0.0115600943752789},{"ticker":"LUV","sector":"Consumer Discretionary","rank":16,"score":0.0115202743771025},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0109163451756507},{"ticker":"JPM","sector":"Financials","rank":18,"score":0.0101905058413745},{"ticker":"USB","sector":"Financials","rank":19,"score":0.0098455833786375},{"ticker":"GL","sector":"Financials","rank":20,"score":0.0097232355105449},{"ticker":"BAC","sector":"Financials","rank":21,"score":0.0096795742510775},{"ticker":"KVUE","sector":"Consumer Staples","rank":22,"score":0.0095972114206657},{"ticker":"DAL","sector":"Consumer Discretionary","rank":23,"score":0.0094468662743356},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0091658070429481},{"ticker":"DOC","sector":"Real Estate","rank":25,"score":0.0090331692294019},{"ticker":"UAL","sector":"Industrials","rank":26,"score":0.0088736431398893},{"ticker":"FITB","sector":"Financials","rank":27,"score":0.0087816254235724},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0086012460276016},{"ticker":"EBAY","sector":"Communication Services","rank":29,"score":0.0085045183482509},{"ticker":"MET","sector":"Financials","rank":30,"score":0.008435208219633},{"ticker":"HRL","sector":"Consumer Staples","rank":31,"score":0.0083167719745262},{"ticker":"D","sector":"Utilities","rank":32,"score":0.0081465207708447},{"ticker":"KIM","sector":"Real Estate","rank":33,"score":0.008135988787509},{"ticker":"TXN","sector":"Industrials","rank":34,"score":0.0077787586031049},{"ticker":"KMI","sector":"Energy","rank":35,"score":0.0075828954489601},{"ticker":"AES","sector":"Utilities","rank":36,"score":0.007462539010211},{"ticker":"FRT","sector":"Real Estate","rank":37,"score":0.0070997326702947},{"ticker":"PPL","sector":"Utilities","rank":38,"score":0.0068305428183636},{"ticker":"OKE","sector":"Energy","rank":39,"score":0.006784836609448},{"ticker":"ADI","sector":"Industrials","rank":40,"score":0.00662553861758}],"selection_stability":{"decision_date":"2026-07-24","prior_decision_dates":{"ridge":"2026-07-23","xgb_ranker":"2026-07-23"},"same_day_model_agreement":{"overlap_count":6,"overlap_rate":0.15,"jaccard_similarity":0.08108108108108109,"replacement_rate":0.85,"shared_tickers":["HOOD","HPE","INTC","MRVL","MU","WST"],"left_only":["ADI","AES","AMAT","AMD","AXP","BAC","CARR","D","DAL","DELL","DOC","EBAY","FITB","FRT","GE","GL","HBAN","HRL","JPM","KEY","KIM","KMI","KVUE","LUV","MET","MNST","OKE","PPL","RF","SNDK","STX","TXN","UAL","USB"],"right_only":["ALLE","AXON","CHRW","COHR","CRL","DASH","DG","DGX","DLR","DLTR","DVA","EXPE","FIX","FLEX","HONA","IBM","IP","KLAC","LMT","LRCX","META","MRNA","NOW","PKG","RTX","TECH","TMO","TSLA","VEEV","WAB","WDAY","WDC","WELL","XYZ"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","AXP","DAL","DELL","GE","GL","HBAN","HOOD","HPE","INTC","LUV","MNST","MRVL","SNDK","TXN","UAL"],"left_only":["AMCR","APH","CNC","CRWD","DASH","DLTR","DOV","FLEX","FTNT","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MCHP","MRNA","MS","NTRS","PANW","TSLA"],"right_only":["ADI","AES","BAC","CARR","D","DOC","EBAY","FITB","FRT","HRL","JPM","KEY","KIM","KMI","KVUE","MET","MU","OKE","PPL","RF","STX","USB","WST"],"rank_spearman":-0.03186274509803922,"mean_absolute_rank_change":10.117647058823529,"top10_overlap_count":5,"top10_shared_tickers":["AMD","DELL","HBAN","HOOD","SNDK"]},"xgb_ranker":{"overlap_count":10,"overlap_rate":0.25,"jaccard_similarity":0.14285714285714285,"replacement_rate":0.75,"shared_tickers":["COHR","CRL","DLTR","FLEX","HOOD","HPE","INTC","META","MRVL","TSLA"],"left_only":["AKAM","AMD","CCL","CNC","COIN","CRWD","CVNA","FCX","FSLR","FTNT","GIS","GLW","GNRC","HBAN","JBL","LUV","MCHP","NCLH","NEM","NTAP","NXPI","ON","PANW","PYPL","QCOM","SNDK","STX","TER","TXN","UAL"],"right_only":["ALLE","AXON","CHRW","DASH","DG","DGX","DLR","DVA","EXPE","FIX","HONA","IBM","IP","KLAC","LMT","LRCX","MRNA","MU","NOW","PKG","RTX","TECH","TMO","VEEV","WAB","WDAY","WDC","WELL","WST","XYZ"],"rank_spearman":0.49090909090909085,"mean_absolute_rank_change":9.9,"top10_overlap_count":2,"top10_shared_tickers":["HOOD","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9449.971033269436},"current_params":{"alpha":7796.946624769939},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":4,"persistent_consensus_tickers":["HOOD","HPE","INTC","MRVL"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-24","eval_date":"2026-07-27","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.0042986538196220034,"benchmark_return":0.00012183407949484248,"active_return":-0.004420487899116846,"stock_win_rate":0.525,"average_stock_active_return":-0.004420487899116846,"top_contributors":["EBAY","HRL","AXP","GE","UAL"],"bottom_contributors":["AMAT","OKE","STX","AMD","SNDK"],"holdings":[{"ticker":"EBAY","sector":"Communication Services","rank":29,"score":0.0085045183482509,"stock_return":0.0348294869718619,"benchmark_return":0.0001218340794948,"active_return":0.0347076528923671,"beat_benchmark":true},{"ticker":"HRL","sector":"Consumer Staples","rank":31,"score":0.0083167719745262,"stock_return":0.0290399299036174,"benchmark_return":0.0001218340794948,"active_return":0.0289180958241226,"beat_benchmark":true},{"ticker":"AXP","sector":"Financials","rank":2,"score":0.0148244614237342,"stock_return":0.0279301743769309,"benchmark_return":0.0001218340794948,"active_return":0.027808340297436,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0109163451756507,"stock_return":0.022389909434239,"benchmark_return":0.0001218340794948,"active_return":0.0222680753547441,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":26,"score":0.0088736431398893,"stock_return":0.019447054342101,"benchmark_return":0.0001218340794948,"active_return":0.0193252202626061,"beat_benchmark":true},{"ticker":"MNST","sector":"Consumer Staples","rank":7,"score":0.0134513635824284,"stock_return":0.0191464430038352,"benchmark_return":0.0001218340794948,"active_return":0.0190246089243404,"beat_benchmark":true},{"ticker":"DAL","sector":"Consumer Discretionary","rank":23,"score":0.0094468662743356,"stock_return":0.0189278233783454,"benchmark_return":0.0001218340794948,"active_return":0.0188059892988505,"beat_benchmark":true},{"ticker":"KIM","sector":"Real Estate","rank":33,"score":0.008135988787509,"stock_return":0.0111110729478993,"benchmark_return":0.0001218340794948,"active_return":0.0109892388684045,"beat_benchmark":true},{"ticker":"HPE","sector":"Information Technology","rank":10,"score":0.0122414401619835,"stock_return":0.0109037633201449,"benchmark_return":0.0001218340794948,"active_return":0.0107819292406501,"beat_benchmark":true},{"ticker":"DOC","sector":"Real Estate","rank":25,"score":0.0090331692294019,"stock_return":0.0107768193167907,"benchmark_return":0.0001218340794948,"active_return":0.0106549852372959,"beat_benchmark":true},{"ticker":"KVUE","sector":"Consumer Staples","rank":22,"score":0.0095972114206657,"stock_return":0.0095954076428288,"benchmark_return":0.0001218340794948,"active_return":0.009473573563334,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":13,"score":0.0117845179357087,"stock_return":0.0094453853462443,"benchmark_return":0.0001218340794948,"active_return":0.0093235512667495,"beat_benchmark":true},{"ticker":"JPM","sector":"Financials","rank":18,"score":0.0101905058413745,"stock_return":0.0084085991125788,"benchmark_return":0.0001218340794948,"active_return":0.008286765033084,"beat_benchmark":true},{"ticker":"FRT","sector":"Real Estate","rank":37,"score":0.0070997326702947,"stock_return":0.0079314719660297,"benchmark_return":0.0001218340794948,"active_return":0.0078096378865348,"beat_benchmark":true},{"ticker":"HOOD","sector":"Information Technology","rank":6,"score":0.0137250540979695,"stock_return":0.007902222853874,"benchmark_return":0.0001218340794948,"active_return":0.0077803887743792,"beat_benchmark":true},{"ticker":"LUV","sector":"Consumer Discretionary","rank":16,"score":0.0115202743771025,"stock_return":0.0068766092724557,"benchmark_return":0.0001218340794948,"active_return":0.0067547751929608,"beat_benchmark":true},{"ticker":"CARR","sector":"Industrials","rank":12,"score":0.0119095202553492,"stock_return":0.0068234790860099,"benchmark_return":0.0001218340794948,"active_return":0.0067016450065151,"beat_benchmark":true},{"ticker":"GL","sector":"Financials","rank":20,"score":0.0097232355105449,"stock_return":0.0052455826868855,"benchmark_return":0.0001218340794948,"active_return":0.0051237486073907,"beat_benchmark":true},{"ticker":"MET","sector":"Financials","rank":30,"score":0.008435208219633,"stock_return":0.0038489703334583,"benchmark_return":0.0001218340794948,"active_return":0.0037271362539634,"beat_benchmark":true},{"ticker":"BAC","sector":"Financials","rank":21,"score":0.0096795742510775,"stock_return":0.0018533711503756,"benchmark_return":0.0001218340794948,"active_return":0.0017315370708808,"beat_benchmark":true},{"ticker":"ADI","sector":"Industrials","rank":40,"score":0.00662553861758,"stock_return":0.0006454600156191,"benchmark_return":0.0001218340794948,"active_return":0.0005236259361243,"beat_benchmark":true},{"ticker":"AES","sector":"Utilities","rank":36,"score":0.007462539010211,"stock_return":-0.0003369349319074,"benchmark_return":0.0001218340794948,"active_return":-0.0004587690114022,"beat_benchmark":false},{"ticker":"TXN","sector":"Industrials","rank":34,"score":0.0077787586031049,"stock_return":-0.0004648915211274,"benchmark_return":0.0001218340794948,"active_return":-0.0005867256006223,"beat_benchmark":false},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0086012460276016,"stock_return":-0.0035645044775101,"benchmark_return":0.0001218340794948,"active_return":-0.0036863385570049,"beat_benchmark":false},{"ticker":"PPL","sector":"Utilities","rank":38,"score":0.0068305428183636,"stock_return":-0.0057979815596992,"benchmark_return":0.0001218340794948,"active_return":-0.005919815639194,"beat_benchmark":false},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0091658070429481,"stock_return":-0.0066224998258965,"benchmark_return":0.0001218340794948,"active_return":-0.0067443339053914,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":15,"score":0.0115600943752789,"stock_return":-0.0069313280939645,"benchmark_return":0.0001218340794948,"active_return":-0.0070531621734594,"beat_benchmark":false},{"ticker":"FITB","sector":"Financials","rank":27,"score":0.0087816254235724,"stock_return":-0.0071416103205336,"benchmark_return":0.0001218340794948,"active_return":-0.0072634444000284,"beat_benchmark":false},{"ticker":"USB","sector":"Financials","rank":19,"score":0.0098455833786375,"stock_return":-0.007425391273318,"benchmark_return":0.0001218340794948,"active_return":-0.0075472253528129,"beat_benchmark":false},{"ticker":"D","sector":"Utilities","rank":32,"score":0.0081465207708447,"stock_return":-0.0116737250192318,"benchmark_return":0.0001218340794948,"active_return":-0.0117955590987266,"beat_benchmark":false},{"ticker":"HBAN","sector":"Financials","rank":4,"score":0.0142402677364187,"stock_return":-0.012384800980922,"benchmark_return":0.0001218340794948,"active_return":-0.0125066350604169,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":1,"score":0.0150608023789038,"stock_return":-0.0217058363314091,"benchmark_return":0.0001218340794948,"active_return":-0.0218276704109039,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":8,"score":0.0128457747876789,"stock_return":-0.0250285993303571,"benchmark_return":0.0001218340794948,"active_return":-0.025150433409852,"beat_benchmark":false},{"ticker":"MRVL","sector":"Information Technology","rank":14,"score":0.0115946807075857,"stock_return":-0.0254852342950463,"benchmark_return":0.0001218340794948,"active_return":-0.0256070683745411,"beat_benchmark":false},{"ticker":"KMI","sector":"Energy","rank":35,"score":0.0075828954489601,"stock_return":-0.0334753609567251,"benchmark_return":0.0001218340794948,"active_return":-0.0335971950362199,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":11,"score":0.0121100324615002,"stock_return":-0.0361025367861305,"benchmark_return":0.0001218340794948,"active_return":-0.0362243708656253,"beat_benchmark":false},{"ticker":"OKE","sector":"Energy","rank":39,"score":0.006784836609448,"stock_return":-0.0395019338827327,"benchmark_return":0.0001218340794948,"active_return":-0.0396237679622275,"beat_benchmark":false},{"ticker":"STX","sector":"Information Technology","rank":5,"score":0.0141698967152044,"stock_return":-0.0403433000893143,"benchmark_return":0.0001218340794948,"active_return":-0.0404651341688091,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.0128019797377268,"stock_return":-0.051499193896274,"benchmark_return":0.0001218340794948,"active_return":-0.0516210279757688,"beat_benchmark":false},{"ticker":"SNDK","sector":"Information Technology","rank":3,"score":0.0146743506332011,"stock_return":-0.1095395256749063,"benchmark_return":0.0001218340794948,"active_return":-0.1096613597544011,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.0083746683283683,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0075423970165109,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0113832794235214,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0105171423675334,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":-0.0080103746632077,"spy_cumulative_return":-0.0002842244525705,"active_return":-0.0077261502106371,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0124174545398855,"spy_cumulative_return":-0.0036945048865377,"active_return":-0.0087229496533477,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":-0.009803960864125,"spy_cumulative_return":-0.0017728304055572,"active_return":-0.0080311304585678,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":-0.0040474633585027,"spy_cumulative_return":0.0009744248378305,"active_return":-0.0050218881963332,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":-0.004298653819622,"spy_cumulative_return":0.0001218340794948,"active_return":-0.0044204878991168,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-24","monitor_date":"2026-07-27","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0042986538196220034,"benchmark_cumulative_return":0.00012183407949484248,"active_return":-0.004420487899116846,"holdings":[],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.0083746683283683,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0075423970165109,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0113832794235214,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0105171423675334,"portfolio_hourly_return":-0.0030340200064085,"spy_hourly_return":-3.3893953095498475e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":-0.0080103746632077,"spy_cumulative_return":-0.0002842244525705,"active_return":-0.0077261502106371,"portfolio_hourly_return":0.003411741567902,"spy_hourly_return":0.0005824170564119,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0124174545398855,"spy_cumulative_return":-0.0036945048865377,"active_return":-0.0087229496533477,"portfolio_hourly_return":-0.0044426673063052,"spy_hourly_return":-0.0034112499946294,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":-0.009803960864125,"spy_cumulative_return":-0.0017728304055572,"active_return":-0.0080311304585678,"portfolio_hourly_return":0.0026463546645032,"spy_hourly_return":0.0019288004436448,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":-0.0040474633585027,"spy_cumulative_return":0.0009744248378305,"active_return":-0.0050218881963332,"portfolio_hourly_return":0.0058134927611364,"spy_hourly_return":0.0027521343107739,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":-0.004298653819622,"spy_cumulative_return":0.0001218340794948,"active_return":-0.0044204878991168,"portfolio_hourly_return":-0.0002522112770216,"spy_hourly_return":-0.0008517607814743,"holding_price_coverage":1.0}]}},{"id":"2026-07-24::xgb_ranker","decision_date":"2026-07-24","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-25T01:40:04.388133+00:00","decision_date":"2026-07-24","latest_price_date":"2026-07-24","training_mode":"rolling_daily_proxy_yfinance","training_rows":313380,"training_start":"2024-01-02","training_end":"2026-07-22","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","bb_pct","momentum_5","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":50,"completed_trials":44,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.7038653571137086, \"gamma\": 0.11106697760113554, \"learning_rate\": 0.00596964336683878, \"max_depth\": 6, \"min_child_weight\": 14.74533138533289, \"n_estimators\": 700, \"n_jobs\": 4, \"reg_alpha\": 0.39435775871353285, \"reg_lambda\": 3.51549552284454, \"subsample\": 0.602208846849441, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.0031043507064486796,"positive_ic_rate":0.4904761904761905,"top40_raw_forward_return":0.0022462465823534896,"universe_raw_forward_return":0.00046923337441704646,"top40_raw_excess":0.0017770132079364433,"top40_target_mean":0.005066887325469999,"universe_target_mean":1.1254151559121403e-05,"top40_target_excess":0.005055633173910877,"trial":5,"validation_start":"2025-09-19","validation_end":"2026-07-22"}}},"selected":[{"ticker":"MRNA","sector":"Consumer Discretionary","rank":1,"score":0.12710531},{"ticker":"HOOD","sector":"Information Technology","rank":2,"score":0.1260915},{"ticker":"FIX","sector":"Industrials","rank":3,"score":0.12586752},{"ticker":"LRCX","sector":"Information Technology","rank":4,"score":0.1237704},{"ticker":"INTC","sector":"Information Technology","rank":5,"score":0.1215232},{"ticker":"HPE","sector":"Information Technology","rank":6,"score":0.11859228},{"ticker":"KLAC","sector":"Information Technology","rank":7,"score":0.11824747},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.11796887},{"ticker":"COHR","sector":"Information Technology","rank":9,"score":0.11733258},{"ticker":"WDC","sector":"Information Technology","rank":10,"score":0.115691215},{"ticker":"DLTR","sector":"Consumer Discretionary","rank":11,"score":0.11466257},{"ticker":"MRVL","sector":"Information Technology","rank":12,"score":0.11424847},{"ticker":"MU","sector":"Information Technology","rank":13,"score":0.1107031},{"ticker":"DGX","sector":"Health Care","rank":14,"score":0.10742886},{"ticker":"TECH","sector":"Health Care","rank":15,"score":0.103584595},{"ticker":"TMO","sector":"Health Care","rank":16,"score":0.10116346},{"ticker":"AXON","sector":"Consumer Discretionary","rank":17,"score":0.089963354},{"ticker":"DASH","sector":"Financials","rank":18,"score":0.08674945},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":19,"score":0.083068356},{"ticker":"IBM","sector":"Financials","rank":20,"score":0.08168518},{"ticker":"ALLE","sector":"Industrials","rank":21,"score":0.07804608},{"ticker":"PKG","sector":"Materials","rank":22,"score":0.07771434},{"ticker":"NOW","sector":"Financials","rank":23,"score":0.07561918},{"ticker":"LMT","sector":"Health Care","rank":24,"score":0.073568076},{"ticker":"EXPE","sector":"Financials","rank":25,"score":0.06921935},{"ticker":"META","sector":"Communication Services","rank":26,"score":0.06799253},{"ticker":"DG","sector":"Consumer Staples","rank":27,"score":0.06776255},{"ticker":"XYZ","sector":"Consumer Discretionary","rank":28,"score":0.06698133},{"ticker":"CRL","sector":"Consumer Discretionary","rank":29,"score":0.06490298},{"ticker":"WST","sector":"Health Care","rank":30,"score":0.062971376},{"ticker":"WDAY","sector":"Financials","rank":31,"score":0.061465133},{"ticker":"VEEV","sector":"Financials","rank":32,"score":0.05968233},{"ticker":"HONA","sector":"Financials","rank":33,"score":0.055087507},{"ticker":"WAB","sector":"Industrials","rank":34,"score":0.050787617},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.045969013},{"ticker":"RTX","sector":"Industrials","rank":36,"score":0.045696057},{"ticker":"DLR","sector":"Real Estate","rank":37,"score":0.044208933},{"ticker":"IP","sector":"Materials","rank":38,"score":0.04330048},{"ticker":"CHRW","sector":"Financials","rank":39,"score":0.0381448},{"ticker":"WELL","sector":"Real Estate","rank":40,"score":0.036295813}],"selection_stability":{"decision_date":"2026-07-24","prior_decision_dates":{"ridge":"2026-07-23","xgb_ranker":"2026-07-23"},"same_day_model_agreement":{"overlap_count":6,"overlap_rate":0.15,"jaccard_similarity":0.08108108108108109,"replacement_rate":0.85,"shared_tickers":["HOOD","HPE","INTC","MRVL","MU","WST"],"left_only":["ADI","AES","AMAT","AMD","AXP","BAC","CARR","D","DAL","DELL","DOC","EBAY","FITB","FRT","GE","GL","HBAN","HRL","JPM","KEY","KIM","KMI","KVUE","LUV","MET","MNST","OKE","PPL","RF","SNDK","STX","TXN","UAL","USB"],"right_only":["ALLE","AXON","CHRW","COHR","CRL","DASH","DG","DGX","DLR","DLTR","DVA","EXPE","FIX","FLEX","HONA","IBM","IP","KLAC","LMT","LRCX","META","MRNA","NOW","PKG","RTX","TECH","TMO","TSLA","VEEV","WAB","WDAY","WDC","WELL","XYZ"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","AXP","DAL","DELL","GE","GL","HBAN","HOOD","HPE","INTC","LUV","MNST","MRVL","SNDK","TXN","UAL"],"left_only":["AMCR","APH","CNC","CRWD","DASH","DLTR","DOV","FLEX","FTNT","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MCHP","MRNA","MS","NTRS","PANW","TSLA"],"right_only":["ADI","AES","BAC","CARR","D","DOC","EBAY","FITB","FRT","HRL","JPM","KEY","KIM","KMI","KVUE","MET","MU","OKE","PPL","RF","STX","USB","WST"],"rank_spearman":-0.03186274509803922,"mean_absolute_rank_change":10.117647058823529,"top10_overlap_count":5,"top10_shared_tickers":["AMD","DELL","HBAN","HOOD","SNDK"]},"xgb_ranker":{"overlap_count":10,"overlap_rate":0.25,"jaccard_similarity":0.14285714285714285,"replacement_rate":0.75,"shared_tickers":["COHR","CRL","DLTR","FLEX","HOOD","HPE","INTC","META","MRVL","TSLA"],"left_only":["AKAM","AMD","CCL","CNC","COIN","CRWD","CVNA","FCX","FSLR","FTNT","GIS","GLW","GNRC","HBAN","JBL","LUV","MCHP","NCLH","NEM","NTAP","NXPI","ON","PANW","PYPL","QCOM","SNDK","STX","TER","TXN","UAL"],"right_only":["ALLE","AXON","CHRW","DASH","DG","DGX","DLR","DVA","EXPE","FIX","HONA","IBM","IP","KLAC","LMT","LRCX","MRNA","MU","NOW","PKG","RTX","TECH","TMO","VEEV","WAB","WDAY","WDC","WELL","WST","XYZ"],"rank_spearman":0.49090909090909085,"mean_absolute_rank_change":9.9,"top10_overlap_count":2,"top10_shared_tickers":["HOOD","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9449.971033269436},"current_params":{"alpha":7796.946624769939},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":4,"persistent_consensus_tickers":["HOOD","HPE","INTC","MRVL"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-24","eval_date":"2026-07-27","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":0.008163550621125932,"benchmark_return":0.00012183407949484248,"active_return":0.00804171654163109,"stock_win_rate":0.525,"average_stock_active_return":0.008041716541631088,"top_contributors":["WDAY","EXPE","NOW","DASH","XYZ"],"bottom_contributors":["KLAC","COHR","WDC","LRCX","CHRW"],"holdings":[{"ticker":"WDAY","sector":"Financials","rank":31,"score":0.061465133,"stock_return":0.0899956277829476,"benchmark_return":0.0001218340794948,"active_return":0.0898737937034528,"beat_benchmark":true},{"ticker":"EXPE","sector":"Financials","rank":25,"score":0.06921935,"stock_return":0.0711317614092232,"benchmark_return":0.0001218340794948,"active_return":0.0710099273297284,"beat_benchmark":true},{"ticker":"NOW","sector":"Financials","rank":23,"score":0.07561918,"stock_return":0.0685361850184578,"benchmark_return":0.0001218340794948,"active_return":0.0684143509389629,"beat_benchmark":true},{"ticker":"DASH","sector":"Financials","rank":18,"score":0.08674945,"stock_return":0.0665663886592016,"benchmark_return":0.0001218340794948,"active_return":0.0664445545797067,"beat_benchmark":true},{"ticker":"XYZ","sector":"Consumer Discretionary","rank":28,"score":0.06698133,"stock_return":0.0531432066497861,"benchmark_return":0.0001218340794948,"active_return":0.0530213725702912,"beat_benchmark":true},{"ticker":"DG","sector":"Consumer Staples","rank":27,"score":0.06776255,"stock_return":0.0513520128864719,"benchmark_return":0.0001218340794948,"active_return":0.0512301788069771,"beat_benchmark":true},{"ticker":"AXON","sector":"Consumer Discretionary","rank":17,"score":0.089963354,"stock_return":0.0457260050725738,"benchmark_return":0.0001218340794948,"active_return":0.045604170993079,"beat_benchmark":true},{"ticker":"VEEV","sector":"Financials","rank":32,"score":0.05968233,"stock_return":0.0440291919371917,"benchmark_return":0.0001218340794948,"active_return":0.0439073578576969,"beat_benchmark":true},{"ticker":"DLTR","sector":"Consumer Discretionary","rank":11,"score":0.11466257,"stock_return":0.0423412721687914,"benchmark_return":0.0001218340794948,"active_return":0.0422194380892966,"beat_benchmark":true},{"ticker":"HONA","sector":"Financials","rank":33,"score":0.055087507,"stock_return":0.0330768841953137,"benchmark_return":0.0001218340794948,"active_return":0.0329550501158188,"beat_benchmark":true},{"ticker":"ALLE","sector":"Industrials","rank":21,"score":0.07804608,"stock_return":0.0314292647773004,"benchmark_return":0.0001218340794948,"active_return":0.0313074306978056,"beat_benchmark":true},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":1,"score":0.12710531,"stock_return":0.0284816150216247,"benchmark_return":0.0001218340794948,"active_return":0.0283597809421298,"beat_benchmark":true},{"ticker":"RTX","sector":"Industrials","rank":36,"score":0.045696057,"stock_return":0.0265050029023896,"benchmark_return":0.0001218340794948,"active_return":0.0263831688228948,"beat_benchmark":true},{"ticker":"DGX","sector":"Health Care","rank":14,"score":0.10742886,"stock_return":0.0177301556890685,"benchmark_return":0.0001218340794948,"active_return":0.0176083216095737,"beat_benchmark":true},{"ticker":"HPE","sector":"Information Technology","rank":6,"score":0.11859228,"stock_return":0.0109037633201449,"benchmark_return":0.0001218340794948,"active_return":0.0107819292406501,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":30,"score":0.062971376,"stock_return":0.0094453853462443,"benchmark_return":0.0001218340794948,"active_return":0.0093235512667495,"beat_benchmark":true},{"ticker":"IBM","sector":"Financials","rank":20,"score":0.08168518,"stock_return":0.0083570347155792,"benchmark_return":0.0001218340794948,"active_return":0.0082352006360844,"beat_benchmark":true},{"ticker":"HOOD","sector":"Information Technology","rank":2,"score":0.1260915,"stock_return":0.007902222853874,"benchmark_return":0.0001218340794948,"active_return":0.0077803887743792,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":38,"score":0.04330048,"stock_return":0.0056926394529275,"benchmark_return":0.0001218340794948,"active_return":0.0055708053734326,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.045969013,"stock_return":0.003652737858621,"benchmark_return":0.0001218340794948,"active_return":0.0035309037791262,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":15,"score":0.103584595,"stock_return":0.0002094886867052,"benchmark_return":0.0001218340794948,"active_return":8.765460721038565e-05,"beat_benchmark":true},{"ticker":"FIX","sector":"Industrials","rank":3,"score":0.12586752,"stock_return":-0.0019439289136171,"benchmark_return":0.0001218340794948,"active_return":-0.002065762993112,"beat_benchmark":false},{"ticker":"META","sector":"Communication Services","rank":26,"score":0.06799253,"stock_return":-0.0021169874501529,"benchmark_return":0.0001218340794948,"active_return":-0.0022388215296478,"beat_benchmark":false},{"ticker":"LMT","sector":"Health Care","rank":24,"score":0.073568076,"stock_return":-0.0044455302589185,"benchmark_return":0.0001218340794948,"active_return":-0.0045673643384134,"beat_benchmark":false},{"ticker":"WAB","sector":"Industrials","rank":34,"score":0.050787617,"stock_return":-0.0052561862409606,"benchmark_return":0.0001218340794948,"active_return":-0.0053780203204555,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":5,"score":0.1215232,"stock_return":-0.0069313280939645,"benchmark_return":0.0001218340794948,"active_return":-0.0070531621734594,"beat_benchmark":false},{"ticker":"PKG","sector":"Materials","rank":22,"score":0.07771434,"stock_return":-0.0080977930089085,"benchmark_return":0.0001218340794948,"active_return":-0.0082196270884034,"beat_benchmark":false},{"ticker":"CRL","sector":"Consumer Discretionary","rank":29,"score":0.06490298,"stock_return":-0.0100626655524388,"benchmark_return":0.0001218340794948,"active_return":-0.0101844996319336,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":19,"score":0.083068356,"stock_return":-0.0121074930827764,"benchmark_return":0.0001218340794948,"active_return":-0.0122293271622713,"beat_benchmark":false},{"ticker":"WELL","sector":"Real Estate","rank":40,"score":0.036295813,"stock_return":-0.0146388000721564,"benchmark_return":0.0001218340794948,"active_return":-0.0147606341516512,"beat_benchmark":false},{"ticker":"TMO","sector":"Health Care","rank":16,"score":0.10116346,"stock_return":-0.0153275293403958,"benchmark_return":0.0001218340794948,"active_return":-0.0154493634198906,"beat_benchmark":false},{"ticker":"DLR","sector":"Real Estate","rank":37,"score":0.044208933,"stock_return":-0.0165260624606276,"benchmark_return":0.0001218340794948,"active_return":-0.0166478965401224,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.11796887,"stock_return":-0.0208421329523207,"benchmark_return":0.0001218340794948,"active_return":-0.0209639670318155,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":13,"score":0.1107031,"stock_return":-0.0217058363314091,"benchmark_return":0.0001218340794948,"active_return":-0.0218276704109039,"beat_benchmark":false},{"ticker":"MRVL","sector":"Information Technology","rank":12,"score":0.11424847,"stock_return":-0.0254852342950463,"benchmark_return":0.0001218340794948,"active_return":-0.0256070683745411,"beat_benchmark":false},{"ticker":"KLAC","sector":"Information Technology","rank":7,"score":0.11824747,"stock_return":-0.0336310169455038,"benchmark_return":0.0001218340794948,"active_return":-0.0337528510249987,"beat_benchmark":false},{"ticker":"COHR","sector":"Information Technology","rank":9,"score":0.11733258,"stock_return":-0.0392542986566171,"benchmark_return":0.0001218340794948,"active_return":-0.0393761327361119,"beat_benchmark":false},{"ticker":"WDC","sector":"Information Technology","rank":10,"score":0.115691215,"stock_return":-0.0420930644075908,"benchmark_return":0.0001218340794948,"active_return":-0.0422148984870857,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":4,"score":0.1237704,"stock_return":-0.0445922012142439,"benchmark_return":0.0001218340794948,"active_return":-0.0447140352937387,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":39,"score":0.0381448,"stock_return":-0.0646077322817523,"benchmark_return":0.0001218340794948,"active_return":-0.0647295663612471,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.001062122650701,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0002298513388436,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0019354305064278,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0010692934504398,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":0.0023046057208197,"spy_cumulative_return":-0.0002842244525705,"active_return":0.0025888301733903,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0006415306343361,"spy_cumulative_return":-0.0036945048865377,"active_return":0.0030529742522015,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":0.0031093968605934,"spy_cumulative_return":-0.0017728304055572,"active_return":0.0048822272661506,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":0.0074974775060626,"spy_cumulative_return":0.0009744248378305,"active_return":0.0065230526682321,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":0.0081635506211259,"spy_cumulative_return":0.0001218340794948,"active_return":0.008041716541631,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-24","monitor_date":"2026-07-27","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":0.00816355062112593,"benchmark_cumulative_return":0.00012183407949484248,"active_return":0.008041716541631088,"holdings":[],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.001062122650701,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0002298513388436,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0019354305064278,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0010692934504398,"portfolio_hourly_return":-0.0008742364020114,"spy_hourly_return":-3.3893953095498475e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":0.0023046057208197,"spy_cumulative_return":-0.0002842244525705,"active_return":0.0025888301733903,"portfolio_hourly_return":0.0042482584362242,"spy_hourly_return":0.0005824170564119,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0006415306343361,"spy_cumulative_return":-0.0036945048865377,"active_return":0.0030529742522015,"portfolio_hourly_return":-0.0029393622840205,"spy_hourly_return":-0.0034112499946294,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":0.0031093968605934,"spy_cumulative_return":-0.0017728304055572,"active_return":0.0048822272661506,"portfolio_hourly_return":0.0037533353745531,"spy_hourly_return":0.0019288004436448,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":0.0074974775060626,"spy_cumulative_return":0.0009744248378305,"active_return":0.0065230526682321,"portfolio_hourly_return":0.0043744786552717,"spy_hourly_return":0.0027521343107739,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":0.0081635506211259,"spy_cumulative_return":0.0001218340794948,"active_return":0.008041716541631,"portfolio_hourly_return":0.000661116409653,"spy_hourly_return":-0.0008517607814743,"holding_price_coverage":1.0}]}},{"id":"2026-07-27::ridge","decision_date":"2026-07-27","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-27T20:48:34.852219+00:00","decision_date":"2026-07-27","latest_price_date":"2026-07-27","training_mode":"rolling_daily_proxy_yfinance","training_rows":313883,"training_start":"2024-01-02","training_end":"2026-07-23","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":19849.427319676586},"feature_count":20,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","returns_1d","sector_changed_21d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","momentum_5","bb_pct","sector_rel_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":25,"completed_trials":25,"optuna_timeout_seconds":3600,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 19849.427319676586}","resolved_feature_count":20,"rank_ic":0.008545067795059817,"positive_ic_rate":0.5238095238095238,"top40_raw_forward_return":0.0013249312364277473,"universe_raw_forward_return":0.0005017817614829547,"top40_raw_excess":0.0008231494749447925,"top40_target_mean":0.009402112768231,"universe_target_mean":1.1254151559121416e-05,"top40_target_excess":0.009390858616671879,"trial":23,"validation_start":"2025-09-22","validation_end":"2026-07-23"}}},"selected":[{"ticker":"HBAN","sector":"Financials","rank":1,"score":0.015014939689744},{"ticker":"TECH","sector":"Health Care","rank":2,"score":0.0133705894214597},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.0131820731758299},{"ticker":"CVS","sector":"Health Care","rank":4,"score":0.0130860606619253},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":5,"score":0.0121092862836602},{"ticker":"CHRW","sector":"Financials","rank":6,"score":0.011685035247921},{"ticker":"UDR","sector":"Real Estate","rank":7,"score":0.0115057670059909},{"ticker":"CNC","sector":"Health Care","rank":8,"score":0.0114938608306343},{"ticker":"TRGP","sector":"Energy","rank":9,"score":0.0111555065217424},{"ticker":"BAC","sector":"Financials","rank":10,"score":0.0105607155193224},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.010529021927789},{"ticker":"DOC","sector":"Real Estate","rank":12,"score":0.0104367184952468},{"ticker":"HUM","sector":"Health Care","rank":13,"score":0.010316831796096},{"ticker":"CARR","sector":"Industrials","rank":14,"score":0.0099591215449628},{"ticker":"DAL","sector":"Consumer Discretionary","rank":15,"score":0.0099243613545839},{"ticker":"MET","sector":"Financials","rank":16,"score":0.0097810136697502},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.0097426827301419},{"ticker":"DELL","sector":"Information Technology","rank":18,"score":0.0096669691694052},{"ticker":"FITB","sector":"Financials","rank":19,"score":0.0095578912750071},{"ticker":"OKE","sector":"Energy","rank":20,"score":0.0094800056688667},{"ticker":"INCY","sector":"Health Care","rank":21,"score":0.0094190779304958},{"ticker":"EQR","sector":"Real Estate","rank":22,"score":0.0093556685394186},{"ticker":"WST","sector":"Health Care","rank":23,"score":0.0093284817132701},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0092293212352959},{"ticker":"AMAT","sector":"Information Technology","rank":25,"score":0.0092057757034529},{"ticker":"FLEX","sector":"Information Technology","rank":26,"score":0.009044844535243},{"ticker":"KMI","sector":"Energy","rank":27,"score":0.0090237120138551},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0089237897628404},{"ticker":"USB","sector":"Financials","rank":29,"score":0.0088064636380779},{"ticker":"WELL","sector":"Real Estate","rank":30,"score":0.0085764516556027},{"ticker":"LNT","sector":"Utilities","rank":31,"score":0.0085245224639716},{"ticker":"UPS","sector":"Industrials","rank":32,"score":0.0084977196784812},{"ticker":"CNP","sector":"Utilities","rank":33,"score":0.0083249365902116},{"ticker":"MNST","sector":"Consumer Staples","rank":34,"score":0.0082852914873667},{"ticker":"ABBV","sector":"Health Care","rank":35,"score":0.0081984596564366},{"ticker":"PNC","sector":"Financials","rank":36,"score":0.0080928925840496},{"ticker":"MO","sector":"Consumer Staples","rank":37,"score":0.0080740132148344},{"ticker":"WAT","sector":"Health Care","rank":38,"score":0.0080394350535345},{"ticker":"COO","sector":"Health Care","rank":39,"score":0.007938366522305},{"ticker":"STX","sector":"Information Technology","rank":40,"score":0.0079239605997638}],"selection_stability":{"decision_date":"2026-07-27","prior_decision_dates":{"ridge":"2026-07-24","xgb_ranker":"2026-07-24"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMD","CHRW","CRL","CVS","DELL","FITB","FLEX","HUM","PNC","RF","RVTY","TECH","UPS","WST"],"left_only":["ABBV","AMAT","BAC","CARR","CNC","CNP","COO","DAL","DOC","EQR","HBAN","INCY","KEY","KMI","LNT","MET","MNST","MO","MU","OKE","STX","TRGP","UDR","USB","WAT","WELL"],"right_only":["AXON","BBY","CFG","COHR","CRWD","DASH","DVA","FIX","FTNT","GDDY","GPC","HSIC","IBM","INTC","ISRG","META","MPC","MRNA","MRVL","NOW","PANW","SNDK","TSLA","VEEV","VLO","WDAY"]},"day_over_day":{"ridge":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AMAT","AMD","BAC","CARR","DAL","DELL","DOC","FITB","HBAN","KEY","KMI","MET","MNST","MU","OKE","RF","STX","USB","WST"],"left_only":["ADI","AES","AXP","D","EBAY","FRT","GE","GL","HOOD","HPE","HRL","INTC","JPM","KIM","KVUE","LUV","MRVL","PPL","SNDK","TXN","UAL"],"right_only":["ABBV","CHRW","CNC","CNP","COO","CRL","CVS","EQR","FLEX","HUM","INCY","LNT","MO","PNC","RVTY","TECH","TRGP","UDR","UPS","WAT","WELL"],"rank_spearman":0.16315789473684209,"mean_absolute_rank_change":10.947368421052632,"top10_overlap_count":2,"top10_shared_tickers":["AMD","HBAN"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AXON","CHRW","COHR","CRL","DASH","DVA","FIX","FLEX","IBM","INTC","META","MRNA","MRVL","NOW","TECH","TSLA","VEEV","WDAY","WST"],"left_only":["ALLE","DG","DGX","DLR","DLTR","EXPE","HONA","HOOD","HPE","IP","KLAC","LMT","LRCX","MU","PKG","RTX","TMO","WAB","WDC","WELL","XYZ"],"right_only":["AMD","BBY","CFG","CRWD","CVS","DELL","FITB","FTNT","GDDY","GPC","HSIC","HUM","ISRG","MPC","PANW","PNC","RF","RVTY","SNDK","UPS","VLO"],"rank_spearman":0.26491228070175443,"mean_absolute_rank_change":9.473684210526315,"top10_overlap_count":3,"top10_shared_tickers":["COHR","FLEX","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":7796.946624769939},"current_params":{"alpha":19849.427319676586},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":1,"persistent_consensus_tickers":["WST"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-27","eval_date":"2026-07-28","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.00306213151721422,"benchmark_return":0.002259512169662692,"active_return":-0.005321643686876912,"stock_win_rate":0.6,"average_stock_active_return":-0.005321643686876912,"top_contributors":["INCY","CRL","WAT","RVTY","DAL"],"bottom_contributors":["AMD","DELL","STX","MU","CARR"],"holdings":[{"ticker":"INCY","sector":"Health Care","rank":21,"score":0.0094190779304958,"stock_return":0.0933793069542119,"benchmark_return":0.0022595121696626,"active_return":0.0911197947845492,"beat_benchmark":true},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.0097426827301419,"stock_return":0.0716228364816349,"benchmark_return":0.0022595121696626,"active_return":0.0693633243119722,"beat_benchmark":true},{"ticker":"WAT","sector":"Health Care","rank":38,"score":0.0080394350535345,"stock_return":0.0343345762340092,"benchmark_return":0.0022595121696626,"active_return":0.0320750640643465,"beat_benchmark":true},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":5,"score":0.0121092862836602,"stock_return":0.0315073451365981,"benchmark_return":0.0022595121696626,"active_return":0.0292478329669354,"beat_benchmark":true},{"ticker":"DAL","sector":"Consumer Discretionary","rank":15,"score":0.0099243613545839,"stock_return":0.031268018249984,"benchmark_return":0.0022595121696626,"active_return":0.0290085060803213,"beat_benchmark":true},{"ticker":"MO","sector":"Consumer Staples","rank":37,"score":0.0080740132148344,"stock_return":0.0264782593131682,"benchmark_return":0.0022595121696626,"active_return":0.0242187471435055,"beat_benchmark":true},{"ticker":"ABBV","sector":"Health Care","rank":35,"score":0.0081984596564366,"stock_return":0.0259818134670526,"benchmark_return":0.0022595121696626,"active_return":0.0237223012973899,"beat_benchmark":true},{"ticker":"COO","sector":"Health Care","rank":39,"score":0.007938366522305,"stock_return":0.0256081291637264,"benchmark_return":0.0022595121696626,"active_return":0.0233486169940637,"beat_benchmark":true},{"ticker":"MNST","sector":"Consumer Staples","rank":34,"score":0.0082852914873667,"stock_return":0.0253854832944833,"benchmark_return":0.0022595121696626,"active_return":0.0231259711248206,"beat_benchmark":true},{"ticker":"MET","sector":"Financials","rank":16,"score":0.0097810136697502,"stock_return":0.0241621532027906,"benchmark_return":0.0022595121696626,"active_return":0.021902641033128,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":4,"score":0.0130860606619253,"stock_return":0.0211077065720746,"benchmark_return":0.0022595121696626,"active_return":0.0188481944024119,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":13,"score":0.010316831796096,"stock_return":0.0202544965087938,"benchmark_return":0.0022595121696626,"active_return":0.0179949843391311,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":23,"score":0.0093284817132701,"stock_return":0.0173282724056604,"benchmark_return":0.0022595121696626,"active_return":0.0150687602359977,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0089237897628404,"stock_return":0.0169160852841723,"benchmark_return":0.0022595121696626,"active_return":0.0146565731145096,"beat_benchmark":true},{"ticker":"USB","sector":"Financials","rank":29,"score":0.0088064636380779,"stock_return":0.0148841684539986,"benchmark_return":0.0022595121696626,"active_return":0.0126246562843359,"beat_benchmark":true},{"ticker":"FITB","sector":"Financials","rank":19,"score":0.0095578912750071,"stock_return":0.0139473362972861,"benchmark_return":0.0022595121696626,"active_return":0.0116878241276234,"beat_benchmark":true},{"ticker":"DOC","sector":"Real Estate","rank":12,"score":0.0104367184952468,"stock_return":0.0137655177460491,"benchmark_return":0.0022595121696626,"active_return":0.0115060055763864,"beat_benchmark":true},{"ticker":"EQR","sector":"Real Estate","rank":22,"score":0.0093556685394186,"stock_return":0.0124926233487845,"benchmark_return":0.0022595121696626,"active_return":0.0102331111791218,"beat_benchmark":true},{"ticker":"PNC","sector":"Financials","rank":36,"score":0.0080928925840496,"stock_return":0.0079715009534908,"benchmark_return":0.0022595121696626,"active_return":0.0057119887838281,"beat_benchmark":true},{"ticker":"BAC","sector":"Financials","rank":10,"score":0.0105607155193224,"stock_return":0.0078866546812437,"benchmark_return":0.0022595121696626,"active_return":0.005627142511581,"beat_benchmark":true},{"ticker":"HBAN","sector":"Financials","rank":1,"score":0.015014939689744,"stock_return":0.0078671462751904,"benchmark_return":0.0022595121696626,"active_return":0.0056076341055277,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":2,"score":0.0133705894214597,"stock_return":0.0065623230003439,"benchmark_return":0.0022595121696626,"active_return":0.0043028108306812,"beat_benchmark":true},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0092293212352959,"stock_return":0.0062194308407339,"benchmark_return":0.0022595121696626,"active_return":0.0039599186710712,"beat_benchmark":true},{"ticker":"CNP","sector":"Utilities","rank":33,"score":0.0083249365902116,"stock_return":0.00238589777183,"benchmark_return":0.0022595121696626,"active_return":0.0001263856021673,"beat_benchmark":true},{"ticker":"CNC","sector":"Health Care","rank":8,"score":0.0114938608306343,"stock_return":0.0020286711876305,"benchmark_return":0.0022595121696626,"active_return":-0.0002308409820321,"beat_benchmark":false},{"ticker":"LNT","sector":"Utilities","rank":31,"score":0.0085245224639716,"stock_return":-0.0016231941848595,"benchmark_return":0.0022595121696626,"active_return":-0.0038827063545222,"beat_benchmark":false},{"ticker":"KMI","sector":"Energy","rank":27,"score":0.0090237120138551,"stock_return":-0.0040944617564283,"benchmark_return":0.0022595121696626,"active_return":-0.006353973926091,"beat_benchmark":false},{"ticker":"UDR","sector":"Real Estate","rank":7,"score":0.0115057670059909,"stock_return":-0.0070028398949136,"benchmark_return":0.0022595121696626,"active_return":-0.0092623520645763,"beat_benchmark":false},{"ticker":"OKE","sector":"Energy","rank":20,"score":0.0094800056688667,"stock_return":-0.0077129717020756,"benchmark_return":0.0022595121696626,"active_return":-0.0099724838717383,"beat_benchmark":false},{"ticker":"WELL","sector":"Real Estate","rank":30,"score":0.0085764516556027,"stock_return":-0.0181203191848216,"benchmark_return":0.0022595121696626,"active_return":-0.0203798313544842,"beat_benchmark":false},{"ticker":"TRGP","sector":"Energy","rank":9,"score":0.0111555065217424,"stock_return":-0.0223808863552088,"benchmark_return":0.0022595121696626,"active_return":-0.0246403985248715,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":26,"score":0.009044844535243,"stock_return":-0.0236925993558232,"benchmark_return":0.0022595121696626,"active_return":-0.0259521115254859,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":6,"score":0.011685035247921,"stock_return":-0.0298063281377709,"benchmark_return":0.0022595121696626,"active_return":-0.0320658403074336,"beat_benchmark":false},{"ticker":"UPS","sector":"Industrials","rank":32,"score":0.0084977196784812,"stock_return":-0.0648959220868241,"benchmark_return":0.0022595121696626,"active_return":-0.0671554342564868,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":25,"score":0.0092057757034529,"stock_return":-0.0782371516093447,"benchmark_return":0.0022595121696626,"active_return":-0.0804966637790074,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.0131820731758299,"stock_return":-0.0810182950086326,"benchmark_return":0.0022595121696626,"active_return":-0.0832778071782953,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":18,"score":0.0096669691694052,"stock_return":-0.0815628751388503,"benchmark_return":0.0022595121696626,"active_return":-0.0838223873085129,"beat_benchmark":false},{"ticker":"STX","sector":"Information Technology","rank":40,"score":0.0079239605997638,"stock_return":-0.085631356288013,"benchmark_return":0.0022595121696626,"active_return":-0.0878908684576756,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.010529021927789,"stock_return":-0.0883359458486229,"benchmark_return":0.0022595121696626,"active_return":-0.0905954580182856,"beat_benchmark":false},{"ticker":"CARR","sector":"Industrials","rank":14,"score":0.0099591215449628,"stock_return":-0.0897158669613221,"benchmark_return":0.0022595121696626,"active_return":-0.0919753791309848,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0109184945449967,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0090377836736142,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0069884398820932,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0098432820189025,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0071300092293241,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0099983947306239,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0056963759829867,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0087000299662099,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0054010229635166,"spy_cumulative_return":0.0020295227177964,"active_return":-0.007430545681313,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0009812099006058,"spy_cumulative_return":0.003531349709408,"active_return":-0.0045125596100138,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0030621315172142,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0053216436868769,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-27","monitor_date":"2026-07-28","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0029868777883348798,"benchmark_cumulative_return":0.002259512169662692,"active_return":-0.005246389957997572,"holdings":[],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0109184945449967,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0090377836736142,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0069884398820932,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0098432820189025,"portfolio_hourly_return":0.00397343863092,"spy_hourly_return":0.0047444759957762,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0071300092293241,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0099983947306239,"portfolio_hourly_return":-0.0001425656587663,"spy_hourly_return":1.350481038886464e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0056963759829867,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0087000299662099,"portfolio_hourly_return":0.0014439284696525,"spy_hourly_return":0.0001348815895274,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0054010229635166,"spy_cumulative_return":0.0020295227177964,"active_return":-0.007430545681313,"portfolio_hourly_return":0.0002970451000439,"spy_hourly_return":-0.0009712140744035,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0009812099006058,"spy_cumulative_return":0.003531349709408,"active_return":-0.0045125596100138,"portfolio_hourly_return":0.0044438142054803,"spy_hourly_return":0.0014987851730539,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0029868777883348,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0052463899579975,"portfolio_hourly_return":-0.002007637801817,"spy_hourly_return":-0.0012673620411695,"holding_price_coverage":1.0}]}},{"id":"2026-07-27::ridge_xgb_ensemble","decision_date":"2026-07-27","model_id":"ridge_xgb_ensemble","manifest":{"status":"live_forward_shadow_snapshot","created_utc":"2026-07-27T23:01:44.949500+00:00","decision_date":"2026-07-27","latest_price_date":"2026-07-27","holdings":40,"model":"ridge_xgb_ensemble","model_params":{"ridge_weight":0.25,"xgb_weight":0.75,"normalization":"cross_sectional_percentile_rank"},"feature_count":null,"features":[],"model_selection":{"enabled":true,"selection_metric":"expanding_prior_oos_fold_top40_excess","best_validation":{}}},"selected":[{"ticker":"CVS","sector":"Health Care","rank":1,"score":0.9970178926441352},{"ticker":"DELL","sector":"Information Technology","rank":2,"score":0.9885685884691848},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.9811133200795228},{"ticker":"HUM","sector":"Health Care","rank":4,"score":0.977634194831014},{"ticker":"FLEX","sector":"Information Technology","rank":5,"score":0.9771371769383698},{"ticker":"SNDK","sector":"Information Technology","rank":6,"score":0.9751491053677932},{"ticker":"INTC","sector":"Information Technology","rank":7,"score":0.9716699801192844},{"ticker":"UPS","sector":"Industrials","rank":8,"score":0.9711729622266402},{"ticker":"FTNT","sector":"Information Technology","rank":9,"score":0.9652087475149104},{"ticker":"TECH","sector":"Health Care","rank":10,"score":0.963717693836978},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.956262425447316},{"ticker":"CHRW","sector":"Financials","rank":12,"score":0.9542743538767396},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.9507952286282306},{"ticker":"STX","sector":"Information Technology","rank":14,"score":0.9507952286282306},{"ticker":"LRCX","sector":"Information Technology","rank":15,"score":0.948807157057654},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":16,"score":0.9383697813121272},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.9309145129224652},{"ticker":"RF","sector":"Financials","rank":18,"score":0.9165009940357852},{"ticker":"PNC","sector":"Financials","rank":19,"score":0.915506958250497},{"ticker":"FITB","sector":"Financials","rank":20,"score":0.9135188866799204},{"ticker":"WST","sector":"Health Care","rank":21,"score":0.904075546719682},{"ticker":"USB","sector":"Financials","rank":22,"score":0.9025844930417496},{"ticker":"CFG","sector":"Financials","rank":23,"score":0.8991053677932406},{"ticker":"DVA","sector":"Consumer Staples","rank":24,"score":0.8926441351888669},{"ticker":"HSIC","sector":"Health Care","rank":25,"score":0.885685884691849},{"ticker":"GL","sector":"Financials","rank":26,"score":0.8777335984095427},{"ticker":"CNC","sector":"Health Care","rank":27,"score":0.8667992047713718},{"ticker":"MTB","sector":"Financials","rank":28,"score":0.8658051689860835},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":29,"score":0.8533797216699801},{"ticker":"MPC","sector":"Energy","rank":30,"score":0.838469184890656},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":31,"score":0.8349900596421471},{"ticker":"DOC","sector":"Real Estate","rank":32,"score":0.8305168986083499},{"ticker":"EXPD","sector":"Financials","rank":33,"score":0.8275347912524851},{"ticker":"WDAY","sector":"Financials","rank":34,"score":0.8190854870775347},{"ticker":"VLO","sector":"Energy","rank":35,"score":0.8185884691848906},{"ticker":"IQV","sector":"Health Care","rank":36,"score":0.8175944333996025},{"ticker":"BBY","sector":"Consumer Discretionary","rank":37,"score":0.8170974155069582},{"ticker":"GEV","sector":"Industrials","rank":38,"score":0.8106361829025845},{"ticker":"IP","sector":"Materials","rank":39,"score":0.797713717693837},{"ticker":"FIX","sector":"Industrials","rank":40,"score":0.7972166998011927}],"selection_stability":{"decision_date":"2026-07-27","prior_decision_dates":{"ridge":"2026-07-24","xgb_ranker":"2026-07-24"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMD","CHRW","CRL","CVS","DELL","FITB","FLEX","HUM","PNC","RF","RVTY","TECH","UPS","WST"],"left_only":["ABBV","AMAT","BAC","CARR","CNC","CNP","COO","DAL","DOC","EQR","HBAN","INCY","KEY","KMI","LNT","MET","MNST","MO","MU","OKE","STX","TRGP","UDR","USB","WAT","WELL"],"right_only":["AXON","BBY","CFG","COHR","CRWD","DASH","DVA","FIX","FTNT","GDDY","GPC","HSIC","IBM","INTC","ISRG","META","MPC","MRNA","MRVL","NOW","PANW","SNDK","TSLA","VEEV","VLO","WDAY"]},"day_over_day":{"ridge":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AMAT","AMD","BAC","CARR","DAL","DELL","DOC","FITB","HBAN","KEY","KMI","MET","MNST","MU","OKE","RF","STX","USB","WST"],"left_only":["ADI","AES","AXP","D","EBAY","FRT","GE","GL","HOOD","HPE","HRL","INTC","JPM","KIM","KVUE","LUV","MRVL","PPL","SNDK","TXN","UAL"],"right_only":["ABBV","CHRW","CNC","CNP","COO","CRL","CVS","EQR","FLEX","HUM","INCY","LNT","MO","PNC","RVTY","TECH","TRGP","UDR","UPS","WAT","WELL"],"rank_spearman":0.16315789473684209,"mean_absolute_rank_change":10.947368421052632,"top10_overlap_count":2,"top10_shared_tickers":["AMD","HBAN"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AXON","CHRW","COHR","CRL","DASH","DVA","FIX","FLEX","IBM","INTC","META","MRNA","MRVL","NOW","TECH","TSLA","VEEV","WDAY","WST"],"left_only":["ALLE","DG","DGX","DLR","DLTR","EXPE","HONA","HOOD","HPE","IP","KLAC","LMT","LRCX","MU","PKG","RTX","TMO","WAB","WDC","WELL","XYZ"],"right_only":["AMD","BBY","CFG","CRWD","CVS","DELL","FITB","FTNT","GDDY","GPC","HSIC","HUM","ISRG","MPC","PANW","PNC","RF","RVTY","SNDK","UPS","VLO"],"rank_spearman":0.26491228070175443,"mean_absolute_rank_change":9.473684210526315,"top10_overlap_count":3,"top10_shared_tickers":["COHR","FLEX","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":7796.946624769939},"current_params":{"alpha":19849.427319676586},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":1,"persistent_consensus_tickers":["WST"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-27","eval_date":"2026-07-28","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.009051347211820838,"benchmark_return":0.002259512169662692,"active_return":-0.01131085938148353,"stock_win_rate":0.525,"average_stock_active_return":-0.011310859381483528,"top_contributors":["IQV","WDAY","CRL","IP","RVTY"],"bottom_contributors":["AMD","DELL","STX","MU","SNDK"],"holdings":[{"ticker":"IQV","sector":"Health Care","rank":36,"score":0.8175944333996025,"stock_return":0.1505487567758197,"benchmark_return":0.0022595121696626,"active_return":0.148289244606157,"beat_benchmark":true},{"ticker":"WDAY","sector":"Financials","rank":34,"score":0.8190854870775347,"stock_return":0.0820794439570424,"benchmark_return":0.0022595121696626,"active_return":0.0798199317873797,"beat_benchmark":true},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.9309145129224652,"stock_return":0.0716228364816349,"benchmark_return":0.0022595121696626,"active_return":0.0693633243119722,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":39,"score":0.797713717693837,"stock_return":0.0398490599573089,"benchmark_return":0.0022595121696626,"active_return":0.0375895477876462,"beat_benchmark":true},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":16,"score":0.9383697813121272,"stock_return":0.0315073451365981,"benchmark_return":0.0022595121696626,"active_return":0.0292478329669354,"beat_benchmark":true},{"ticker":"GL","sector":"Financials","rank":26,"score":0.8777335984095427,"stock_return":0.0273556483686037,"benchmark_return":0.0022595121696626,"active_return":0.025096136198941,"beat_benchmark":true},{"ticker":"CFG","sector":"Financials","rank":23,"score":0.8991053677932406,"stock_return":0.0257384229300761,"benchmark_return":0.0022595121696626,"active_return":0.0234789107604134,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":1,"score":0.9970178926441352,"stock_return":0.0211077065720746,"benchmark_return":0.0022595121696626,"active_return":0.0188481944024119,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":4,"score":0.977634194831014,"stock_return":0.0202544965087938,"benchmark_return":0.0022595121696626,"active_return":0.0179949843391311,"beat_benchmark":true},{"ticker":"MTB","sector":"Financials","rank":28,"score":0.8658051689860835,"stock_return":0.0174802495538457,"benchmark_return":0.0022595121696626,"active_return":0.015220737384183,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":21,"score":0.904075546719682,"stock_return":0.0173282724056604,"benchmark_return":0.0022595121696626,"active_return":0.0150687602359977,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":18,"score":0.9165009940357852,"stock_return":0.0169160852841723,"benchmark_return":0.0022595121696626,"active_return":0.0146565731145096,"beat_benchmark":true},{"ticker":"USB","sector":"Financials","rank":22,"score":0.9025844930417496,"stock_return":0.0148841684539986,"benchmark_return":0.0022595121696626,"active_return":0.0126246562843359,"beat_benchmark":true},{"ticker":"FITB","sector":"Financials","rank":20,"score":0.9135188866799204,"stock_return":0.0139473362972861,"benchmark_return":0.0022595121696626,"active_return":0.0116878241276234,"beat_benchmark":true},{"ticker":"DOC","sector":"Real Estate","rank":32,"score":0.8305168986083499,"stock_return":0.0137655177460491,"benchmark_return":0.0022595121696626,"active_return":0.0115060055763864,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":24,"score":0.8926441351888669,"stock_return":0.0132453341591542,"benchmark_return":0.0022595121696626,"active_return":0.0109858219894916,"beat_benchmark":true},{"ticker":"HSIC","sector":"Health Care","rank":25,"score":0.885685884691849,"stock_return":0.0131190237837648,"benchmark_return":0.0022595121696626,"active_return":0.0108595116141021,"beat_benchmark":true},{"ticker":"BBY","sector":"Consumer Discretionary","rank":37,"score":0.8170974155069582,"stock_return":0.0115319876501274,"benchmark_return":0.0022595121696626,"active_return":0.0092724754804647,"beat_benchmark":true},{"ticker":"PNC","sector":"Financials","rank":19,"score":0.915506958250497,"stock_return":0.0079715009534908,"benchmark_return":0.0022595121696626,"active_return":0.0057119887838281,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":10,"score":0.963717693836978,"stock_return":0.0065623230003439,"benchmark_return":0.0022595121696626,"active_return":0.0043028108306812,"beat_benchmark":true},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":31,"score":0.8349900596421471,"stock_return":0.0032356696336457,"benchmark_return":0.0022595121696626,"active_return":0.000976157463983,"beat_benchmark":true},{"ticker":"CNC","sector":"Health Care","rank":27,"score":0.8667992047713718,"stock_return":0.0020286711876305,"benchmark_return":0.0022595121696626,"active_return":-0.0002308409820321,"beat_benchmark":false},{"ticker":"EXPD","sector":"Financials","rank":33,"score":0.8275347912524851,"stock_return":0.0002335038273433,"benchmark_return":0.0022595121696626,"active_return":-0.0020260083423193,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":29,"score":0.8533797216699801,"stock_return":-0.0056031465417145,"benchmark_return":0.0022595121696626,"active_return":-0.0078626587113772,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":9,"score":0.9652087475149104,"stock_return":-0.01575015801528,"benchmark_return":0.0022595121696626,"active_return":-0.0180096701849427,"beat_benchmark":false},{"ticker":"VLO","sector":"Energy","rank":35,"score":0.8185884691848906,"stock_return":-0.0196438211335409,"benchmark_return":0.0022595121696626,"active_return":-0.0219033333032035,"beat_benchmark":false},{"ticker":"MPC","sector":"Energy","rank":30,"score":0.838469184890656,"stock_return":-0.0202497585511014,"benchmark_return":0.0022595121696626,"active_return":-0.0225092707207641,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":5,"score":0.9771371769383698,"stock_return":-0.0236925993558232,"benchmark_return":0.0022595121696626,"active_return":-0.0259521115254859,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":12,"score":0.9542743538767396,"stock_return":-0.0298063281377709,"benchmark_return":0.0022595121696626,"active_return":-0.0320658403074336,"beat_benchmark":false},{"ticker":"GEV","sector":"Industrials","rank":38,"score":0.8106361829025845,"stock_return":-0.0534733913680854,"benchmark_return":0.0022595121696626,"active_return":-0.0557329035377481,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":7,"score":0.9716699801192844,"stock_return":-0.0585796359163305,"benchmark_return":0.0022595121696626,"active_return":-0.0608391480859932,"beat_benchmark":false},{"ticker":"FIX","sector":"Industrials","rank":40,"score":0.7972166998011927,"stock_return":-0.0599334730146537,"benchmark_return":0.0022595121696626,"active_return":-0.0621929851843164,"beat_benchmark":false},{"ticker":"UPS","sector":"Industrials","rank":8,"score":0.9711729622266402,"stock_return":-0.0648959220868241,"benchmark_return":0.0022595121696626,"active_return":-0.0671554342564868,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":15,"score":0.948807157057654,"stock_return":-0.0752717080760811,"benchmark_return":0.0022595121696626,"active_return":-0.0775312202457438,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.9507952286282306,"stock_return":-0.0782371516093447,"benchmark_return":0.0022595121696626,"active_return":-0.0804966637790074,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.9811133200795228,"stock_return":-0.0810182950086326,"benchmark_return":0.0022595121696626,"active_return":-0.0832778071782953,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":2,"score":0.9885685884691848,"stock_return":-0.0815628751388503,"benchmark_return":0.0022595121696626,"active_return":-0.0838223873085129,"beat_benchmark":false},{"ticker":"STX","sector":"Information Technology","rank":14,"score":0.9507952286282306,"stock_return":-0.085631356288013,"benchmark_return":0.0022595121696626,"active_return":-0.0878908684576756,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.956262425447316,"stock_return":-0.0883359458486229,"benchmark_return":0.0022595121696626,"active_return":-0.0905954580182856,"beat_benchmark":false},{"ticker":"SNDK","sector":"Information Technology","rank":6,"score":0.9751491053677932,"stock_return":-0.1426816830066295,"benchmark_return":0.0022595121696626,"active_return":-0.1449411951762922,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.023916407709351,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0220356968379685,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0161955957767814,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0190504379135907,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.01384118274109,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0167095682423899,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0130088896835375,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0160125436667607,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0135372056363696,"spy_cumulative_return":0.0020295227177964,"active_return":-0.015566728354166,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0070683077630951,"spy_cumulative_return":0.003531349709408,"active_return":-0.0105996574725031,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0090513472118208,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0113108593814835,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-27","monitor_date":"2026-07-28","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.008976093482941497,"benchmark_cumulative_return":0.002259512169662692,"active_return":-0.011235605652604189,"holdings":[],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.023916407709351,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0220356968379685,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0161955957767814,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0190504379135907,"portfolio_hourly_return":0.007909990490108,"spy_hourly_return":0.0047444759957762,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.01384118274109,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0167095682423899,"portfolio_hourly_return":0.0023931718800855,"spy_hourly_return":1.350481038886464e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0130088896835375,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0160125436667607,"portfolio_hourly_return":0.0008439746651212,"spy_hourly_return":0.0001348815895274,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0135372056363696,"spy_cumulative_return":0.0020295227177964,"active_return":-0.015566728354166,"portfolio_hourly_return":-0.0005352793427518,"spy_hourly_return":-0.0009712140744035,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0070683077630951,"spy_cumulative_return":0.003531349709408,"active_return":-0.0105996574725031,"portfolio_hourly_return":0.0065576704060568,"spy_hourly_return":0.0014987851730539,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0089760934829414,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0112356056526041,"portfolio_hourly_return":-0.0019213665298047,"spy_hourly_return":-0.0012673620411695,"holding_price_coverage":1.0}]}},{"id":"2026-07-27::xgb_ranker","decision_date":"2026-07-27","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-27T21:49:58.230729+00:00","decision_date":"2026-07-27","latest_price_date":"2026-07-27","training_mode":"rolling_daily_proxy_yfinance","training_rows":313853,"training_start":"2024-01-02","training_end":"2026-07-23","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","returns_1d","sector_changed_21d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","momentum_5","bb_pct","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":20,"completed_trials":20,"optuna_timeout_seconds":3600,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.7038653571137086, \"gamma\": 0.11106697760113554, \"learning_rate\": 0.00596964336683878, \"max_depth\": 6, \"min_child_weight\": 14.74533138533289, \"n_estimators\": 700, \"n_jobs\": 4, \"reg_alpha\": 0.39435775871353285, \"reg_lambda\": 3.51549552284454, \"subsample\": 0.602208846849441, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.004986110864886309,"positive_ic_rate":0.48571428571428565,"top40_raw_forward_return":0.0018106772329960657,"universe_raw_forward_return":0.0005007403254532044,"top40_raw_excess":0.0013099369075428614,"top40_target_mean":0.0035045795593181203,"universe_target_mean":1.1254151559121421e-05,"top40_target_excess":0.0034933254077589987,"trial":5,"validation_start":"2025-09-22","validation_end":"2026-07-23"}}},"selected":[{"ticker":"SNDK","sector":"Information Technology","rank":1,"score":0.14174484},{"ticker":"CVS","sector":"Health Care","rank":2,"score":0.12228223},{"ticker":"DELL","sector":"Information Technology","rank":3,"score":0.120228246},{"ticker":"INTC","sector":"Information Technology","rank":4,"score":0.11304673},{"ticker":"CRWD","sector":"Information Technology","rank":5,"score":0.110416174},{"ticker":"COHR","sector":"Information Technology","rank":6,"score":0.10809777},{"ticker":"WDAY","sector":"Financials","rank":7,"score":0.107617155},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.10695364},{"ticker":"DVA","sector":"Consumer Staples","rank":9,"score":0.10580818},{"ticker":"UPS","sector":"Industrials","rank":10,"score":0.10576142},{"ticker":"FTNT","sector":"Information Technology","rank":11,"score":0.10448882},{"ticker":"HUM","sector":"Health Care","rank":12,"score":0.1044844},{"ticker":"AMD","sector":"Information Technology","rank":13,"score":0.10350124},{"ticker":"PANW","sector":"Information Technology","rank":14,"score":0.10325361},{"ticker":"MRVL","sector":"Information Technology","rank":15,"score":0.10221374},{"ticker":"AXON","sector":"Consumer Discretionary","rank":16,"score":0.09691482},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":17,"score":0.09171147},{"ticker":"BBY","sector":"Consumer Discretionary","rank":18,"score":0.09043547},{"ticker":"TECH","sector":"Health Care","rank":19,"score":0.08874281},{"ticker":"CHRW","sector":"Financials","rank":20,"score":0.082439765},{"ticker":"IBM","sector":"Financials","rank":21,"score":0.08132811},{"ticker":"NOW","sector":"Financials","rank":22,"score":0.07995876},{"ticker":"VEEV","sector":"Financials","rank":23,"score":0.07957301},{"ticker":"ISRG","sector":"Health Care","rank":24,"score":0.079445},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":25,"score":0.06861501},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":26,"score":0.06853326},{"ticker":"CRL","sector":"Consumer Discretionary","rank":27,"score":0.06845954},{"ticker":"PNC","sector":"Financials","rank":28,"score":0.06063996},{"ticker":"DASH","sector":"Financials","rank":29,"score":0.060338564},{"ticker":"RF","sector":"Financials","rank":30,"score":0.05660928},{"ticker":"GDDY","sector":"Communication Services","rank":31,"score":0.056314304},{"ticker":"MPC","sector":"Energy","rank":32,"score":0.048004977},{"ticker":"HSIC","sector":"Health Care","rank":33,"score":0.045895472},{"ticker":"FITB","sector":"Financials","rank":34,"score":0.0449903},{"ticker":"CFG","sector":"Financials","rank":35,"score":0.041434724},{"ticker":"FIX","sector":"Industrials","rank":36,"score":0.0391608},{"ticker":"WST","sector":"Health Care","rank":37,"score":0.028316693},{"ticker":"VLO","sector":"Energy","rank":38,"score":0.027634487},{"ticker":"META","sector":"Communication Services","rank":39,"score":0.020477055},{"ticker":"GPC","sector":"Materials","rank":40,"score":0.008113883}],"selection_stability":{"decision_date":"2026-07-27","prior_decision_dates":{"ridge":"2026-07-24","xgb_ranker":"2026-07-24"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMD","CHRW","CRL","CVS","DELL","FITB","FLEX","HUM","PNC","RF","RVTY","TECH","UPS","WST"],"left_only":["ABBV","AMAT","BAC","CARR","CNC","CNP","COO","DAL","DOC","EQR","HBAN","INCY","KEY","KMI","LNT","MET","MNST","MO","MU","OKE","STX","TRGP","UDR","USB","WAT","WELL"],"right_only":["AXON","BBY","CFG","COHR","CRWD","DASH","DVA","FIX","FTNT","GDDY","GPC","HSIC","IBM","INTC","ISRG","META","MPC","MRNA","MRVL","NOW","PANW","SNDK","TSLA","VEEV","VLO","WDAY"]},"day_over_day":{"ridge":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AMAT","AMD","BAC","CARR","DAL","DELL","DOC","FITB","HBAN","KEY","KMI","MET","MNST","MU","OKE","RF","STX","USB","WST"],"left_only":["ADI","AES","AXP","D","EBAY","FRT","GE","GL","HOOD","HPE","HRL","INTC","JPM","KIM","KVUE","LUV","MRVL","PPL","SNDK","TXN","UAL"],"right_only":["ABBV","CHRW","CNC","CNP","COO","CRL","CVS","EQR","FLEX","HUM","INCY","LNT","MO","PNC","RVTY","TECH","TRGP","UDR","UPS","WAT","WELL"],"rank_spearman":0.16315789473684209,"mean_absolute_rank_change":10.947368421052632,"top10_overlap_count":2,"top10_shared_tickers":["AMD","HBAN"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AXON","CHRW","COHR","CRL","DASH","DVA","FIX","FLEX","IBM","INTC","META","MRNA","MRVL","NOW","TECH","TSLA","VEEV","WDAY","WST"],"left_only":["ALLE","DG","DGX","DLR","DLTR","EXPE","HONA","HOOD","HPE","IP","KLAC","LMT","LRCX","MU","PKG","RTX","TMO","WAB","WDC","WELL","XYZ"],"right_only":["AMD","BBY","CFG","CRWD","CVS","DELL","FITB","FTNT","GDDY","GPC","HSIC","HUM","ISRG","MPC","PANW","PNC","RF","RVTY","SNDK","UPS","VLO"],"rank_spearman":0.26491228070175443,"mean_absolute_rank_change":9.473684210526315,"top10_overlap_count":3,"top10_shared_tickers":["COHR","FLEX","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":7796.946624769939},"current_params":{"alpha":19849.427319676586},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":1,"persistent_consensus_tickers":["WST"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-27","eval_date":"2026-07-28","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.001961307982561619,"benchmark_return":0.002259512169662692,"active_return":-0.004220820152224311,"stock_win_rate":0.625,"average_stock_active_return":-0.004220820152224311,"top_contributors":["WDAY","CRL","GDDY","DASH","IBM"],"bottom_contributors":["MRVL","AMD","DELL","COHR","SNDK"],"holdings":[{"ticker":"WDAY","sector":"Financials","rank":7,"score":0.107617155,"stock_return":0.0820794439570424,"benchmark_return":0.0022595121696626,"active_return":0.0798199317873797,"beat_benchmark":true},{"ticker":"CRL","sector":"Consumer Discretionary","rank":27,"score":0.06845954,"stock_return":0.0716228364816349,"benchmark_return":0.0022595121696626,"active_return":0.0693633243119722,"beat_benchmark":true},{"ticker":"GDDY","sector":"Communication Services","rank":31,"score":0.056314304,"stock_return":0.0673684770301501,"benchmark_return":0.0022595121696626,"active_return":0.0651089648604874,"beat_benchmark":true},{"ticker":"DASH","sector":"Financials","rank":29,"score":0.060338564,"stock_return":0.0604762675628773,"benchmark_return":0.0022595121696626,"active_return":0.0582167553932146,"beat_benchmark":true},{"ticker":"IBM","sector":"Financials","rank":21,"score":0.08132811,"stock_return":0.0518309912018561,"benchmark_return":0.0022595121696626,"active_return":0.0495714790321935,"beat_benchmark":true},{"ticker":"NOW","sector":"Financials","rank":22,"score":0.07995876,"stock_return":0.0479632782980001,"benchmark_return":0.0022595121696626,"active_return":0.0457037661283374,"beat_benchmark":true},{"ticker":"AXON","sector":"Consumer Discretionary","rank":16,"score":0.09691482,"stock_return":0.0422661619817448,"benchmark_return":0.0022595121696626,"active_return":0.0400066498120821,"beat_benchmark":true},{"ticker":"VEEV","sector":"Financials","rank":23,"score":0.07957301,"stock_return":0.0344028949482706,"benchmark_return":0.0022595121696626,"active_return":0.0321433827786079,"beat_benchmark":true},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":26,"score":0.06853326,"stock_return":0.0315073451365981,"benchmark_return":0.0022595121696626,"active_return":0.0292478329669354,"beat_benchmark":true},{"ticker":"CFG","sector":"Financials","rank":35,"score":0.041434724,"stock_return":0.0257384229300761,"benchmark_return":0.0022595121696626,"active_return":0.0234789107604134,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":2,"score":0.12228223,"stock_return":0.0211077065720746,"benchmark_return":0.0022595121696626,"active_return":0.0188481944024119,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":12,"score":0.1044844,"stock_return":0.0202544965087938,"benchmark_return":0.0022595121696626,"active_return":0.0179949843391311,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":37,"score":0.028316693,"stock_return":0.0173282724056604,"benchmark_return":0.0022595121696626,"active_return":0.0150687602359977,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":30,"score":0.05660928,"stock_return":0.0169160852841723,"benchmark_return":0.0022595121696626,"active_return":0.0146565731145096,"beat_benchmark":true},{"ticker":"GPC","sector":"Materials","rank":40,"score":0.008113883,"stock_return":0.0162099246177565,"benchmark_return":0.0022595121696626,"active_return":0.0139504124480938,"beat_benchmark":true},{"ticker":"ISRG","sector":"Health Care","rank":24,"score":0.079445,"stock_return":0.0143486417269718,"benchmark_return":0.0022595121696626,"active_return":0.0120891295573091,"beat_benchmark":true},{"ticker":"FITB","sector":"Financials","rank":34,"score":0.0449903,"stock_return":0.0139473362972861,"benchmark_return":0.0022595121696626,"active_return":0.0116878241276234,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":9,"score":0.10580818,"stock_return":0.0132453341591542,"benchmark_return":0.0022595121696626,"active_return":0.0109858219894916,"beat_benchmark":true},{"ticker":"HSIC","sector":"Health Care","rank":33,"score":0.045895472,"stock_return":0.0131190237837648,"benchmark_return":0.0022595121696626,"active_return":0.0108595116141021,"beat_benchmark":true},{"ticker":"BBY","sector":"Consumer Discretionary","rank":18,"score":0.09043547,"stock_return":0.0115319876501274,"benchmark_return":0.0022595121696626,"active_return":0.0092724754804647,"beat_benchmark":true},{"ticker":"CRWD","sector":"Information Technology","rank":5,"score":0.110416174,"stock_return":0.0097440723827948,"benchmark_return":0.0022595121696626,"active_return":0.0074845602131321,"beat_benchmark":true},{"ticker":"PNC","sector":"Financials","rank":28,"score":0.06063996,"stock_return":0.0079715009534908,"benchmark_return":0.0022595121696626,"active_return":0.0057119887838281,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":19,"score":0.08874281,"stock_return":0.0065623230003439,"benchmark_return":0.0022595121696626,"active_return":0.0043028108306812,"beat_benchmark":true},{"ticker":"PANW","sector":"Information Technology","rank":14,"score":0.10325361,"stock_return":0.0054833927713773,"benchmark_return":0.0022595121696626,"active_return":0.0032238806017146,"beat_benchmark":true},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":17,"score":0.09171147,"stock_return":0.0032356696336457,"benchmark_return":0.0022595121696626,"active_return":0.000976157463983,"beat_benchmark":true},{"ticker":"META","sector":"Communication Services","rank":39,"score":0.020477055,"stock_return":-0.0003536497455386,"benchmark_return":0.0022595121696626,"active_return":-0.0026131619152013,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":25,"score":0.06861501,"stock_return":-0.0056031465417145,"benchmark_return":0.0022595121696626,"active_return":-0.0078626587113772,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":11,"score":0.10448882,"stock_return":-0.01575015801528,"benchmark_return":0.0022595121696626,"active_return":-0.0180096701849427,"beat_benchmark":false},{"ticker":"VLO","sector":"Energy","rank":38,"score":0.027634487,"stock_return":-0.0196438211335409,"benchmark_return":0.0022595121696626,"active_return":-0.0219033333032035,"beat_benchmark":false},{"ticker":"MPC","sector":"Energy","rank":32,"score":0.048004977,"stock_return":-0.0202497585511014,"benchmark_return":0.0022595121696626,"active_return":-0.0225092707207641,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.10695364,"stock_return":-0.0236925993558232,"benchmark_return":0.0022595121696626,"active_return":-0.0259521115254859,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":20,"score":0.082439765,"stock_return":-0.0298063281377709,"benchmark_return":0.0022595121696626,"active_return":-0.0320658403074336,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":4,"score":0.11304673,"stock_return":-0.0585796359163305,"benchmark_return":0.0022595121696626,"active_return":-0.0608391480859932,"beat_benchmark":false},{"ticker":"FIX","sector":"Industrials","rank":36,"score":0.0391608,"stock_return":-0.0599334730146537,"benchmark_return":0.0022595121696626,"active_return":-0.0621929851843164,"beat_benchmark":false},{"ticker":"UPS","sector":"Industrials","rank":10,"score":0.10576142,"stock_return":-0.0648959220868241,"benchmark_return":0.0022595121696626,"active_return":-0.0671554342564868,"beat_benchmark":false},{"ticker":"MRVL","sector":"Information Technology","rank":15,"score":0.10221374,"stock_return":-0.0778136140148232,"benchmark_return":0.0022595121696626,"active_return":-0.0800731261844859,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":13,"score":0.10350124,"stock_return":-0.0810182950086326,"benchmark_return":0.0022595121696626,"active_return":-0.0832778071782953,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":3,"score":0.120228246,"stock_return":-0.0815628751388503,"benchmark_return":0.0022595121696626,"active_return":-0.0838223873085129,"beat_benchmark":false},{"ticker":"COHR","sector":"Information Technology","rank":6,"score":0.10809777,"stock_return":-0.1031292469106168,"benchmark_return":0.0022595121696626,"active_return":-0.1053887590802795,"beat_benchmark":false},{"ticker":"SNDK","sector":"Information Technology","rank":1,"score":0.14174484,"stock_return":-0.1426816830066295,"benchmark_return":0.0022595121696626,"active_return":-0.1449411951762922,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0159587721407808,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0140780612693983,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0060037803782011,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0088586225150104,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0056387593078079,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0085071448091078,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0040984711087344,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0071021250919576,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0048968775546918,"spy_cumulative_return":0.0020295227177964,"active_return":-0.0069264002724883,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0010950221483026,"spy_cumulative_return":0.003531349709408,"active_return":-0.0046263718577106,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0019613079825616,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0042208201522243,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-27","monitor_date":"2026-07-28","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.001961307982561619,"benchmark_cumulative_return":0.002259512169662692,"active_return":-0.004220820152224311,"holdings":[],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0159587721407808,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0140780612693983,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0060037803782011,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0088586225150104,"portfolio_hourly_return":0.0101164376864948,"spy_hourly_return":0.0047444759957762,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0056387593078079,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0085071448091078,"portfolio_hourly_return":0.0003672258135267,"spy_hourly_return":1.350481038886464e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0040984711087344,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0071021250919576,"portfolio_hourly_return":0.0015490227656111,"spy_hourly_return":0.0001348815895274,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0048968775546918,"spy_cumulative_return":0.0020295227177964,"active_return":-0.0069264002724883,"portfolio_hourly_return":-0.0008016921581055,"spy_hourly_return":-0.0009712140744035,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0010950221483026,"spy_cumulative_return":0.003531349709408,"active_return":-0.0046263718577106,"portfolio_hourly_return":0.0038205642416704,"spy_hourly_return":0.0014987851730539,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0019613079825616,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0042208201522243,"portfolio_hourly_return":-0.0008672354763133,"spy_hourly_return":-0.0012673620411695,"holding_price_coverage":1.0}]}},{"id":"2026-07-28::ridge","decision_date":"2026-07-28","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-28T20:15:02.069819+00:00","decision_date":"2026-07-28","latest_price_date":"2026-07-28","training_mode":"rolling_daily_proxy_yfinance","training_rows":314312,"training_start":"2024-01-02","training_end":"2026-07-24","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":3348.7629464245515},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","idiosyncratic_vol","macd","overnight_gap","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","atr_14","sector_confidence","momentum_5","vol_63d","bb_pct","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":60,"completed_trials":60,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 3348.7629464245515}","resolved_feature_count":22,"rank_ic":0.00539408374374403,"positive_ic_rate":0.5333333333333334,"top40_raw_forward_return":0.0010793873179971178,"universe_raw_forward_return":0.0005203516419471923,"top40_raw_excess":0.0005590356760499254,"top40_target_mean":0.008404369942188591,"universe_target_mean":5.781527309502408e-06,"top40_target_excess":0.008398588414879088,"trial":43,"validation_start":"2025-09-23","validation_end":"2026-07-24"}}},"selected":[{"ticker":"TECH","sector":"Health Care","rank":1,"score":0.0203072478648207},{"ticker":"DELL","sector":"Information Technology","rank":2,"score":0.0171958127113821},{"ticker":"CNC","sector":"Health Care","rank":3,"score":0.0147553427063397},{"ticker":"AMD","sector":"Information Technology","rank":4,"score":0.0136190339249246},{"ticker":"SWK","sector":"Industrials","rank":5,"score":0.0133679392842948},{"ticker":"FTNT","sector":"Information Technology","rank":6,"score":0.0128054828579679},{"ticker":"HRL","sector":"Consumer Staples","rank":7,"score":0.0126490589429147},{"ticker":"HUM","sector":"Health Care","rank":8,"score":0.0124008654645618},{"ticker":"UDR","sector":"Real Estate","rank":9,"score":0.012179491216972},{"ticker":"MU","sector":"Information Technology","rank":10,"score":0.0117425865838529},{"ticker":"UPS","sector":"Industrials","rank":11,"score":0.0110197784909534},{"ticker":"STX","sector":"Information Technology","rank":12,"score":0.0101483337945323},{"ticker":"FLEX","sector":"Information Technology","rank":13,"score":0.0101058287240284},{"ticker":"AIZ","sector":"Financials","rank":14,"score":0.0101002973539798},{"ticker":"EA","sector":"Information Technology","rank":15,"score":0.0100089098035091},{"ticker":"BAC","sector":"Financials","rank":16,"score":0.0099349326196388},{"ticker":"DAL","sector":"Consumer Discretionary","rank":17,"score":0.009920523457442},{"ticker":"LII","sector":"Industrials","rank":18,"score":0.009826049051256},{"ticker":"TRGP","sector":"Energy","rank":19,"score":0.0097402239171428},{"ticker":"DOC","sector":"Real Estate","rank":20,"score":0.0097344551778696},{"ticker":"HPE","sector":"Information Technology","rank":21,"score":0.0096900268315459},{"ticker":"KIM","sector":"Real Estate","rank":22,"score":0.0093075269182738},{"ticker":"CARR","sector":"Industrials","rank":23,"score":0.0092980169424228},{"ticker":"HBAN","sector":"Financials","rank":24,"score":0.0092718181111897},{"ticker":"AMAT","sector":"Information Technology","rank":25,"score":0.0092509361950539},{"ticker":"WDC","sector":"Information Technology","rank":26,"score":0.0091336904340144},{"ticker":"V","sector":"Financials","rank":27,"score":0.009125514767991},{"ticker":"BXP","sector":"Financials","rank":28,"score":0.0087451161934679},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":29,"score":0.0087309726937936},{"ticker":"FITB","sector":"Financials","rank":30,"score":0.0085613066208192},{"ticker":"MNST","sector":"Consumer Staples","rank":31,"score":0.0085578340195066},{"ticker":"MAS","sector":"Materials","rank":32,"score":0.0084749389975381},{"ticker":"UNH","sector":"Health Care","rank":33,"score":0.0083062802626127},{"ticker":"PRU","sector":"Financials","rank":34,"score":0.0083061490810972},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":35,"score":0.0082939781335956},{"ticker":"CNP","sector":"Utilities","rank":36,"score":0.0082541233828499},{"ticker":"CINF","sector":"Financials","rank":37,"score":0.0081280427563126},{"ticker":"CVS","sector":"Health Care","rank":38,"score":0.0081140182053722},{"ticker":"ETR","sector":"Utilities","rank":39,"score":0.0079514895014676},{"ticker":"WELL","sector":"Real Estate","rank":40,"score":0.0078118060959214}],"selection_stability":{"decision_date":"2026-07-28","prior_decision_dates":{"ridge":"2026-07-27","xgb_ranker":"2026-07-27"},"same_day_model_agreement":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["CINF"],"left_only":["AIZ","AMAT","AMD","BAC","BXP","CARR","CNC","CNP","CVS","DAL","DELL","DOC","EA","ETR","FITB","FLEX","FTNT","HBAN","HPE","HRL","HUM","KIM","LII","MAS","MNST","MU","NCLH","PRU","RVTY","STX","SWK","TECH","TRGP","UDR","UNH","UPS","V","WDC","WELL"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MPC","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"]},"day_over_day":{"ridge":{"overlap_count":23,"overlap_rate":0.575,"jaccard_similarity":0.40350877192982454,"replacement_rate":0.42500000000000004,"shared_tickers":["AMAT","AMD","BAC","CARR","CNC","CNP","CVS","DAL","DELL","DOC","FITB","FLEX","HBAN","HUM","MNST","MU","RVTY","STX","TECH","TRGP","UDR","UPS","WELL"],"left_only":["ABBV","CHRW","COO","CRL","EQR","INCY","KEY","KMI","LNT","MET","MO","OKE","PNC","RF","USB","WAT","WST"],"right_only":["AIZ","BXP","CINF","EA","ETR","FTNT","HPE","HRL","KIM","LII","MAS","NCLH","PRU","SWK","UNH","V","WDC"],"rank_spearman":0.2875494071146245,"mean_absolute_rank_change":10.26086956521739,"top10_overlap_count":4,"top10_shared_tickers":["AMD","CNC","TECH","UDR"]},"xgb_ranker":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["MPC"],"left_only":["AMD","AXON","BBY","CFG","CHRW","COHR","CRL","CRWD","CVS","DASH","DELL","DVA","FITB","FIX","FLEX","FTNT","GDDY","GPC","HSIC","HUM","IBM","INTC","ISRG","META","MRNA","MRVL","NOW","PANW","PNC","RF","RVTY","SNDK","TECH","TSLA","UPS","VEEV","VLO","WDAY","WST"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","CINF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"],"rank_spearman":null,"mean_absolute_rank_change":4.0,"top10_overlap_count":0,"top10_shared_tickers":[]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":19849.427319676586},"current_params":{"alpha":3348.7629464245515},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":25,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":0,"persistent_consensus_tickers":[]},"freeze_integrity":null,"evaluations":[],"intraday":null},{"id":"2026-07-28::ridge_xgb_ensemble","decision_date":"2026-07-28","model_id":"ridge_xgb_ensemble","manifest":{"status":"live_forward_shadow_snapshot","created_utc":"2026-07-28T20:51:42.909314+00:00","decision_date":"2026-07-28","latest_price_date":"2026-07-28","holdings":40,"model":"ridge_xgb_ensemble","model_params":{"ridge_weight":0.25,"xgb_weight":0.75,"normalization":"cross_sectional_percentile_rank"},"feature_count":null,"features":[],"model_selection":{"enabled":true,"selection_metric":"expanding_prior_oos_fold_top40_excess","best_validation":{}}},"selected":[{"ticker":"CINF","sector":"Financials","rank":1,"score":0.9696819085487078},{"ticker":"BRO","sector":"Health Care","rank":2,"score":0.9607355864811132},{"ticker":"ABBV","sector":"Health Care","rank":3,"score":0.9493041749502984},{"ticker":"INCY","sector":"Health Care","rank":4,"score":0.9463220675944336},{"ticker":"AWK","sector":"Utilities","rank":5,"score":0.9423459244532804},{"ticker":"JNJ","sector":"Health Care","rank":6,"score":0.9403578528827038},{"ticker":"PPL","sector":"Utilities","rank":7,"score":0.9319085487077534},{"ticker":"KMI","sector":"Energy","rank":8,"score":0.9309145129224652},{"ticker":"PAYX","sector":"Financials","rank":9,"score":0.926938369781312},{"ticker":"EXC","sector":"Utilities","rank":10,"score":0.9169980119284292},{"ticker":"MRK","sector":"Health Care","rank":11,"score":0.9145129224652088},{"ticker":"PNW","sector":"Utilities","rank":12,"score":0.911530815109344},{"ticker":"ADP","sector":"Financials","rank":13,"score":0.9100397614314116},{"ticker":"KO","sector":"Consumer Staples","rank":14,"score":0.9100397614314116},{"ticker":"CNP","sector":"Utilities","rank":15,"score":0.9013419483101393},{"ticker":"OKE","sector":"Energy","rank":16,"score":0.8916500994035785},{"ticker":"ED","sector":"Utilities","rank":17,"score":0.8911530815109344},{"ticker":"VICI","sector":"Real Estate","rank":18,"score":0.8911530815109344},{"ticker":"AEP","sector":"Utilities","rank":19,"score":0.8891650099403579},{"ticker":"CAH","sector":"Health Care","rank":20,"score":0.885685884691849},{"ticker":"SO","sector":"Utilities","rank":21,"score":0.8839463220675944},{"ticker":"EA","sector":"Information Technology","rank":22,"score":0.8707753479125249},{"ticker":"MO","sector":"Consumer Staples","rank":23,"score":0.8667992047713717},{"ticker":"FE","sector":"Utilities","rank":24,"score":0.8648111332007953},{"ticker":"WM","sector":"Consumer Staples","rank":25,"score":0.8638170974155069},{"ticker":"MKC","sector":"Consumer Staples","rank":26,"score":0.8635685884691848},{"ticker":"CMS","sector":"Utilities","rank":27,"score":0.8625745526838966},{"ticker":"MPC","sector":"Energy","rank":28,"score":0.8620775347912525},{"ticker":"TECH","sector":"Health Care","rank":29,"score":0.8583499005964215},{"ticker":"L","sector":"Real Estate","rank":30,"score":0.848906560636183},{"ticker":"WELL","sector":"Real Estate","rank":31,"score":0.8484095427435387},{"ticker":"RSG","sector":"Consumer Staples","rank":32,"score":0.8479125248508946},{"ticker":"REG","sector":"Real Estate","rank":33,"score":0.8416998011928429},{"ticker":"PSX","sector":"Energy","rank":34,"score":0.8377236580516898},{"ticker":"AFL","sector":"Real Estate","rank":35,"score":0.8305168986083499},{"ticker":"AIZ","sector":"Financials","rank":36,"score":0.8272862823061631},{"ticker":"PM","sector":"Consumer Staples","rank":37,"score":0.8260437375745526},{"ticker":"VTR","sector":"Real Estate","rank":38,"score":0.8260437375745526},{"ticker":"KIM","sector":"Real Estate","rank":39,"score":0.82331013916501},{"ticker":"CL","sector":"Consumer Staples","rank":40,"score":0.8190854870775348}],"selection_stability":{"decision_date":"2026-07-28","prior_decision_dates":{"ridge":"2026-07-27","xgb_ranker":"2026-07-27"},"same_day_model_agreement":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["CINF"],"left_only":["AIZ","AMAT","AMD","BAC","BXP","CARR","CNC","CNP","CVS","DAL","DELL","DOC","EA","ETR","FITB","FLEX","FTNT","HBAN","HPE","HRL","HUM","KIM","LII","MAS","MNST","MU","NCLH","PRU","RVTY","STX","SWK","TECH","TRGP","UDR","UNH","UPS","V","WDC","WELL"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MPC","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"]},"day_over_day":{"ridge":{"overlap_count":23,"overlap_rate":0.575,"jaccard_similarity":0.40350877192982454,"replacement_rate":0.42500000000000004,"shared_tickers":["AMAT","AMD","BAC","CARR","CNC","CNP","CVS","DAL","DELL","DOC","FITB","FLEX","HBAN","HUM","MNST","MU","RVTY","STX","TECH","TRGP","UDR","UPS","WELL"],"left_only":["ABBV","CHRW","COO","CRL","EQR","INCY","KEY","KMI","LNT","MET","MO","OKE","PNC","RF","USB","WAT","WST"],"right_only":["AIZ","BXP","CINF","EA","ETR","FTNT","HPE","HRL","KIM","LII","MAS","NCLH","PRU","SWK","UNH","V","WDC"],"rank_spearman":0.2875494071146245,"mean_absolute_rank_change":10.26086956521739,"top10_overlap_count":4,"top10_shared_tickers":["AMD","CNC","TECH","UDR"]},"xgb_ranker":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["MPC"],"left_only":["AMD","AXON","BBY","CFG","CHRW","COHR","CRL","CRWD","CVS","DASH","DELL","DVA","FITB","FIX","FLEX","FTNT","GDDY","GPC","HSIC","HUM","IBM","INTC","ISRG","META","MRNA","MRVL","NOW","PANW","PNC","RF","RVTY","SNDK","TECH","TSLA","UPS","VEEV","VLO","WDAY","WST"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","CINF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"],"rank_spearman":null,"mean_absolute_rank_change":4.0,"top10_overlap_count":0,"top10_shared_tickers":[]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":19849.427319676586},"current_params":{"alpha":3348.7629464245515},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":25,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":0,"persistent_consensus_tickers":[]},"freeze_integrity":null,"evaluations":[],"intraday":null},{"id":"2026-07-28::xgb_ranker","decision_date":"2026-07-28","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-28T20:51:42.815448+00:00","decision_date":"2026-07-28","latest_price_date":"2026-07-28","training_mode":"rolling_daily_proxy_yfinance","training_rows":314378,"training_start":"2024-01-02","training_end":"2026-07-24","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"feature_count":25,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","idiosyncratic_vol","macd","overnight_gap","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","atr_14","sector_confidence","momentum_5","vol_63d","bb_pct","sector_rel_rank","momentum_21","cs_return_rank","rsi_14","residual_return","vol_10d","rolling_beta"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":50,"completed_trials":50,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5040782214714933, \"gamma\": 0.5813913060959415, \"learning_rate\": 0.01176966323367485, \"max_depth\": 5, \"min_child_weight\": 0.5422686283432623, \"n_estimators\": 550, \"n_jobs\": 4, \"reg_alpha\": 0.20099450473187563, \"reg_lambda\": 0.07609314606938371, \"subsample\": 0.6083212083083457, \"tree_method\": \"hist\"}","resolved_feature_count":25,"rank_ic":-0.0008979504000812,"positive_ic_rate":0.4809523809523809,"top40_raw_forward_return":0.0015059957273127,"universe_raw_forward_return":0.0005219572388112,"top40_raw_excess":0.0009840384885014,"top40_target_mean":0.0028053844908845,"universe_target_mean":1.6789035612227812e-05,"top40_target_excess":0.0027885954552723,"trial":11,"validation_start":"2025-09-23","validation_end":"2026-07-24"}}},"selected":[{"ticker":"CBOE","sector":"Consumer Staples","rank":1,"score":0.00449678},{"ticker":"KO","sector":"Consumer Staples","rank":2,"score":0.0044693192},{"ticker":"BRO","sector":"Financials","rank":3,"score":0.0044564744},{"ticker":"AWK","sector":"Utilities","rank":4,"score":0.0034808693},{"ticker":"VICI","sector":"Real Estate","rank":5,"score":0.0030591497},{"ticker":"ADP","sector":"Financials","rank":6,"score":0.002940905},{"ticker":"AFL","sector":"Real Estate","rank":7,"score":0.002776946},{"ticker":"ED","sector":"Utilities","rank":8,"score":0.0024310143},{"ticker":"CINF","sector":"Financials","rank":9,"score":0.0024199025},{"ticker":"WM","sector":"Consumer Staples","rank":10,"score":0.0024117427},{"ticker":"KMI","sector":"Energy","rank":11,"score":0.0024117427},{"ticker":"RSG","sector":"Consumer Staples","rank":12,"score":0.0024117427},{"ticker":"PAYX","sector":"Financials","rank":13,"score":0.0023097496},{"ticker":"L","sector":"Real Estate","rank":14,"score":0.0023017577},{"ticker":"CB","sector":"Consumer Staples","rank":15,"score":0.0020811085},{"ticker":"PPL","sector":"Utilities","rank":16,"score":0.0020022728},{"ticker":"INCY","sector":"Health Care","rank":17,"score":0.0018917539},{"ticker":"ABBV","sector":"Health Care","rank":18,"score":0.0017733596},{"ticker":"SBAC","sector":"Real Estate","rank":19,"score":0.0017733596},{"ticker":"CAH","sector":"Health Care","rank":20,"score":0.0017733596},{"ticker":"ATO","sector":"Utilities","rank":21,"score":0.0017535947},{"ticker":"JNJ","sector":"Health Care","rank":22,"score":0.0017247387},{"ticker":"EXC","sector":"Utilities","rank":23,"score":0.0016266314},{"ticker":"CF","sector":"Energy","rank":24,"score":0.0016159066},{"ticker":"VLTO","sector":"Health Care","rank":25,"score":0.0015745732},{"ticker":"PGR","sector":"Consumer Staples","rank":26,"score":0.0015236458},{"ticker":"PODD","sector":"Health Care","rank":27,"score":0.0015236458},{"ticker":"KR","sector":"Consumer Staples","rank":28,"score":0.0015236458},{"ticker":"VRSK","sector":"Financials","rank":29,"score":0.0014484825},{"ticker":"MRK","sector":"Health Care","rank":30,"score":0.0014169897},{"ticker":"TSN","sector":"Consumer Staples","rank":31,"score":0.0013528382},{"ticker":"HIG","sector":"Financials","rank":32,"score":0.0013166995},{"ticker":"PNW","sector":"Utilities","rank":33,"score":0.001285688},{"ticker":"SO","sector":"Utilities","rank":34,"score":0.0012610868},{"ticker":"DUK","sector":"Utilities","rank":35,"score":0.0012610868},{"ticker":"MPC","sector":"Energy","rank":36,"score":0.0012595367},{"ticker":"PSX","sector":"Energy","rank":37,"score":0.0012595367},{"ticker":"JKHY","sector":"Financials","rank":38,"score":0.0012224609},{"ticker":"COST","sector":"Consumer Staples","rank":39,"score":0.00120611},{"ticker":"PM","sector":"Consumer Staples","rank":40,"score":0.0011953854}],"selection_stability":{"decision_date":"2026-07-28","prior_decision_dates":{"ridge":"2026-07-27","xgb_ranker":"2026-07-27"},"same_day_model_agreement":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["CINF"],"left_only":["AIZ","AMAT","AMD","BAC","BXP","CARR","CNC","CNP","CVS","DAL","DELL","DOC","EA","ETR","FITB","FLEX","FTNT","HBAN","HPE","HRL","HUM","KIM","LII","MAS","MNST","MU","NCLH","PRU","RVTY","STX","SWK","TECH","TRGP","UDR","UNH","UPS","V","WDC","WELL"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MPC","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"]},"day_over_day":{"ridge":{"overlap_count":23,"overlap_rate":0.575,"jaccard_similarity":0.40350877192982454,"replacement_rate":0.42500000000000004,"shared_tickers":["AMAT","AMD","BAC","CARR","CNC","CNP","CVS","DAL","DELL","DOC","FITB","FLEX","HBAN","HUM","MNST","MU","RVTY","STX","TECH","TRGP","UDR","UPS","WELL"],"left_only":["ABBV","CHRW","COO","CRL","EQR","INCY","KEY","KMI","LNT","MET","MO","OKE","PNC","RF","USB","WAT","WST"],"right_only":["AIZ","BXP","CINF","EA","ETR","FTNT","HPE","HRL","KIM","LII","MAS","NCLH","PRU","SWK","UNH","V","WDC"],"rank_spearman":0.2875494071146245,"mean_absolute_rank_change":10.26086956521739,"top10_overlap_count":4,"top10_shared_tickers":["AMD","CNC","TECH","UDR"]},"xgb_ranker":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["MPC"],"left_only":["AMD","AXON","BBY","CFG","CHRW","COHR","CRL","CRWD","CVS","DASH","DELL","DVA","FITB","FIX","FLEX","FTNT","GDDY","GPC","HSIC","HUM","IBM","INTC","ISRG","META","MRNA","MRVL","NOW","PANW","PNC","RF","RVTY","SNDK","TECH","TSLA","UPS","VEEV","VLO","WDAY","WST"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","CINF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"],"rank_spearman":null,"mean_absolute_rank_change":4.0,"top10_overlap_count":0,"top10_shared_tickers":[]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":19849.427319676586},"current_params":{"alpha":3348.7629464245515},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":25,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":0,"persistent_consensus_tickers":[]},"freeze_integrity":null,"evaluations":[],"intraday":null}],"cohort_monitor":{"schema_version":1,"mode":"frozen_cohort_monitor","selection_start":"2026-07-20","selection_freeze_end":"2026-07-27","latest_price_date":"2026-07-28","assumptions":{"starting_capital":1000000.0,"one_way_cost_bps":8.0,"fixed_fee_per_trade":10.0,"minimum_trade_weight":0.0025},"cohorts":[{"id":"2026-07-20::ridge","model":"ridge","decision_date":"2026-07-20","holdings":40,"series":[{"date":"2026-07-21","holding_sessions":1,"gross_cumulative_return":0.012958519899024523,"net_cumulative_return":0.011742969675145654,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.003401660376547877,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-22","holding_sessions":2,"gross_cumulative_return":0.01486836400494207,"net_cumulative_return":0.013650521968136209,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006481652832938112,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":3,"gross_cumulative_return":0.003075306964217983,"net_cumulative_return":0.001871616595860992,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007140565157608747,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":4,"gross_cumulative_return":0.009537784330815535,"net_cumulative_return":0.008326338989618653,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012584628503463535,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":5,"gross_cumulative_return":0.016502787816517372,"net_cumulative_return":0.015282984471137517,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019325620662749232,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":6,"gross_cumulative_return":0.01856316769344879,"net_cumulative_return":0.01734089189221666,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.018998428659175226,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-21::ridge","model":"ridge","decision_date":"2026-07-21","holdings":40,"series":[{"date":"2026-07-22","holding_sessions":1,"gross_cumulative_return":-0.0029814978713158524,"net_cumulative_return":-0.0041779200738703,"spy_cumulative_return":-0.0011627413779321527,"active_cumulative_return":-0.0030151786959381477,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":2,"gross_cumulative_return":-0.011209983502021181,"net_cumulative_return":-0.012396531521818743,"spy_cumulative_return":-0.013497669623208197,"active_cumulative_return":0.001101138101389454,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":3,"gross_cumulative_return":-0.007890041010411353,"net_cumulative_return":-0.009080572961198796,"spy_cumulative_return":-0.012495371057650084,"active_cumulative_return":0.003414798096451288,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":4,"gross_cumulative_return":0.0010006282111127973,"net_cumulative_return":-0.00020057254274052916,"spy_cumulative_return":-0.0122815016859954,"active_cumulative_return":0.01208092914325487,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":5,"gross_cumulative_return":0.010188540972233096,"net_cumulative_return":0.00897631472306637,"spy_cumulative_return":-0.009916132537019284,"active_cumulative_return":0.018892447260085654,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-22::ridge","model":"ridge","decision_date":"2026-07-22","holdings":40,"series":[{"date":"2026-07-23","holding_sessions":1,"gross_cumulative_return":-0.007683527244774169,"net_cumulative_return":-0.008874307012080473,"spy_cumulative_return":-0.012349287272575782,"active_cumulative_return":0.0034749802604953084,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":2,"gross_cumulative_return":-0.019443128195634207,"net_cumulative_return":-0.020619796441799454,"spy_cumulative_return":-0.011345821936350031,"active_cumulative_return":-0.009273974505449423,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":3,"gross_cumulative_return":-0.020117997886493377,"net_cumulative_return":-0.021293856289029578,"spy_cumulative_return":-0.011131703600446352,"active_cumulative_return":-0.010162152688583226,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":4,"gross_cumulative_return":-0.03582173900861074,"net_cumulative_return":-0.03697875292180042,"spy_cumulative_return":-0.008763580937261817,"active_cumulative_return":-0.0282151719845386,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-23::ridge","model":"ridge","decision_date":"2026-07-23","holdings":40,"series":[{"date":"2026-07-24","holding_sessions":1,"gross_cumulative_return":-0.009694987356546059,"net_cumulative_return":-0.010883353371718196,"spy_cumulative_return":0.0010160123647910968,"active_cumulative_return":-0.011899365736509293,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":2,"gross_cumulative_return":-0.010422151577732075,"net_cumulative_return":-0.01160964499583883,"spy_cumulative_return":0.0012328079719265972,"active_cumulative_return":-0.012842452967765428,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":3,"gross_cumulative_return":-0.019726373299268296,"net_cumulative_return":-0.02090270165130914,"spy_cumulative_return":0.0036305409281911505,"active_cumulative_return":-0.024533242579500292,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-24::ridge","model":"ridge","decision_date":"2026-07-24","holdings":40,"series":[{"date":"2026-07-27","holding_sessions":1,"gross_cumulative_return":-0.0043541302745054855,"net_cumulative_return":-0.0055489053181760895,"spy_cumulative_return":0.0002165755636849287,"active_cumulative_return":-0.005765480881861018,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":2,"gross_cumulative_return":-0.018612347671879137,"net_cumulative_return":-0.019790012854672856,"spy_cumulative_return":0.0026118748662407043,"active_cumulative_return":-0.02240188772091356,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-27::ridge","model":"ridge","decision_date":"2026-07-27","holdings":40,"series":[{"date":"2026-07-28","holding_sessions":1,"gross_cumulative_return":-0.003304527517400957,"net_cumulative_return":-0.0045005620843801,"spy_cumulative_return":0.002394780651586048,"active_cumulative_return":-0.006895342735966148,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-20::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-20","holdings":40,"series":[{"date":"2026-07-21","holding_sessions":1,"gross_cumulative_return":0.021398380617710266,"net_cumulative_return":0.020172702560969036,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.01183139326237126,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-22","holding_sessions":2,"gross_cumulative_return":0.013424194805503387,"net_cumulative_return":0.01220808577173682,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.005039216636538724,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":3,"gross_cumulative_return":-0.0032893082435319076,"net_cumulative_return":-0.0044853610736396154,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007835874881081395,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":4,"gross_cumulative_return":-0.01608785109917288,"net_cumulative_return":-0.017268545677853853,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013010256164008971,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":5,"gross_cumulative_return":-0.010378492866085387,"net_cumulative_return":-0.011566038674646117,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007523402483034403,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":6,"gross_cumulative_return":-0.01779883800142712,"net_cumulative_return":-0.018977479395825392,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017319942628866825,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-21::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-21","holdings":40,"series":[{"date":"2026-07-22","holding_sessions":1,"gross_cumulative_return":-0.008253267481127424,"net_cumulative_return":-0.009443363560150075,"spy_cumulative_return":-0.0011627413779321527,"active_cumulative_return":-0.008280622182217923,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":2,"gross_cumulative_return":-0.016672309269197605,"net_cumulative_return":-0.017852302498074568,"spy_cumulative_return":-0.013497669623208197,"active_cumulative_return":-0.004354632874866371,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":3,"gross_cumulative_return":-0.02722961503848431,"net_cumulative_return":-0.02839693950043809,"spy_cumulative_return":-0.012495371057650084,"active_cumulative_return":-0.015901568442788006,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":4,"gross_cumulative_return":-0.025877537675221385,"net_cumulative_return":-0.027046484630011136,"spy_cumulative_return":-0.0122815016859954,"active_cumulative_return":-0.014764982944015737,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":5,"gross_cumulative_return":-0.03341469123872831,"net_cumulative_return":-0.034574593609241866,"spy_cumulative_return":-0.009916132537019284,"active_cumulative_return":-0.02465846107222258,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-22::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-22","holdings":40,"series":[{"date":"2026-07-23","holding_sessions":1,"gross_cumulative_return":-0.002982298902717284,"net_cumulative_return":-0.004178720144033976,"spy_cumulative_return":-0.012349287272575782,"active_cumulative_return":0.008170567128541806,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":2,"gross_cumulative_return":-0.030086665783344513,"net_cumulative_return":-0.03125056178440444,"spy_cumulative_return":-0.011345821936350031,"active_cumulative_return":-0.01990473984805441,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":3,"gross_cumulative_return":-0.035560586536955596,"net_cumulative_return":-0.03671791383311118,"spy_cumulative_return":-0.011131703600446352,"active_cumulative_return":-0.02558621023266483,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":4,"gross_cumulative_return":-0.0625343250681134,"net_cumulative_return":-0.06365928387803166,"spy_cumulative_return":-0.008763580937261817,"active_cumulative_return":-0.05489570294076984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-23::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-23","holdings":40,"series":[{"date":"2026-07-24","holding_sessions":1,"gross_cumulative_return":-0.022365782810587098,"net_cumulative_return":-0.023538943871214357,"spy_cumulative_return":0.0010160123647910968,"active_cumulative_return":-0.024554956236005454,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":2,"gross_cumulative_return":-0.024841052652114448,"net_cumulative_return":-0.026011243388931904,"spy_cumulative_return":0.0012328079719265972,"active_cumulative_return":-0.0272440513608585,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":3,"gross_cumulative_return":-0.04033458578422322,"net_cumulative_return":-0.041486184281282146,"spy_cumulative_return":0.0036305409281911505,"active_cumulative_return":-0.045116725209473296,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-24::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-24","holdings":40,"series":[{"date":"2026-07-27","holding_sessions":1,"gross_cumulative_return":0.008132472698281434,"net_cumulative_return":0.006922713731043473,"spy_cumulative_return":0.0002165755636849287,"active_cumulative_return":0.006706138167358544,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":2,"gross_cumulative_return":0.007585782745690661,"net_cumulative_return":0.00637667980639578,"spy_cumulative_return":0.0026118748662407043,"active_cumulative_return":0.0037648049401550754,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-27::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-27","holdings":40,"series":[{"date":"2026-07-28","holding_sessions":1,"gross_cumulative_return":-0.0020106665929345846,"net_cumulative_return":-0.0032082537930230304,"spy_cumulative_return":0.002394780651586048,"active_cumulative_return":-0.0056030344446090785,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]}],"policies":[{"id":"ridge::1","model":"ridge","holding_period_sessions":1,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.0076837284182253995,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0005148592830273024,"turnover":2.002224957589678,"replacement_turnover":1.002224957589678,"trades":80,"rebalance_events":1,"active_selection_date":"2026-07-21"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.001387444293114104,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.003881504268633651,"turnover":3.1513373763192085,"replacement_turnover":2.1513373763192085,"trades":127,"rebalance_events":2,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.012126750115420748,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.007868460601575866,"turnover":3.9560721962377356,"replacement_turnover":2.9560721962377356,"trades":159,"rebalance_events":3,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.01759437284677967,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.013551736655167956,"turnover":5.108090159572647,"replacement_turnover":4.108090159572647,"trades":205,"rebalance_events":4,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.02189665819613873,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.020239121429180162,"turnover":6.155660268674136,"replacement_turnover":5.155660268674136,"trades":247,"rebalance_events":5,"active_selection_date":"2026-07-27"}]},{"id":"ridge::2","model":"ridge","holding_period_sessions":2,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.004543613816718306,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.009812562378466061,"turnover":2.0966872051385037,"replacement_turnover":1.096687205138504,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.007453017701433473,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.0031947281875885913,"turnover":2.0966872051385037,"replacement_turnover":1.096687205138504,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.012853604573352384,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.00881096838174067,"turnover":3.256901419261994,"replacement_turnover":2.256901419261994,"trades":131,"rebalance_events":2,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.02660341223083207,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.0249458754638735,"turnover":3.256901419261994,"replacement_turnover":2.256901419261994,"trades":131,"rebalance_events":2,"active_selection_date":"2026-07-24"}]},{"id":"ridge::3","model":"ridge","holding_period_sessions":3,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.009225622345255924,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.004967332831411042,"turnover":2.1009630974079174,"replacement_turnover":1.1009630974079174,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.010081404284716378,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.006038768093104663,"turnover":2.1009630974079174,"replacement_turnover":1.1009630974079174,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01983690538367,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.018179368616711433,"turnover":2.1009630974079174,"replacement_turnover":1.1009630974079174,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-23"}]},{"id":"ridge::4","model":"ridge","holding_period_sessions":4,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.0022604252909865785,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.006303061482598293,"turnover":2.3531568211965768,"replacement_turnover":1.3531568211965768,"trades":95,"rebalance_events":1,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01230567635633062,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.010648139589372052,"turnover":2.3531568211965768,"replacement_turnover":1.3531568211965768,"trades":95,"rebalance_events":1,"active_selection_date":"2026-07-24"}]},{"id":"ridge::5","model":"ridge","holding_period_sessions":5,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.010274999857242673,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01193253662420124,"turnover":2.455717463274789,"replacement_turnover":1.455717463274789,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-27"}]},{"id":"ridge::6","model":"ridge","holding_period_sessions":6,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::7","model":"ridge","holding_period_sessions":7,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::8","model":"ridge","holding_period_sessions":8,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::9","model":"ridge","holding_period_sessions":9,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::10","model":"ridge","holding_period_sessions":10,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::11","model":"ridge","holding_period_sessions":11,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::12","model":"ridge","holding_period_sessions":12,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::13","model":"ridge","holding_period_sessions":13,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::14","model":"ridge","holding_period_sessions":14,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::15","model":"ridge","holding_period_sessions":15,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::16","model":"ridge","holding_period_sessions":16,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::17","model":"ridge","holding_period_sessions":17,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::18","model":"ridge","holding_period_sessions":18,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::19","model":"ridge","holding_period_sessions":19,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::20","model":"ridge","holding_period_sessions":20,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::21","model":"ridge","holding_period_sessions":21,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::22","model":"ridge","holding_period_sessions":22,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::23","model":"ridge","holding_period_sessions":23,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::24","model":"ridge","holding_period_sessions":24,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::25","model":"ridge","holding_period_sessions":25,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::26","model":"ridge","holding_period_sessions":26,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::27","model":"ridge","holding_period_sessions":27,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::28","model":"ridge","holding_period_sessions":28,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::29","model":"ridge","holding_period_sessions":29,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::30","model":"ridge","holding_period_sessions":30,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::31","model":"ridge","holding_period_sessions":31,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::32","model":"ridge","holding_period_sessions":32,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::33","model":"ridge","holding_period_sessions":33,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::34","model":"ridge","holding_period_sessions":34,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::35","model":"ridge","holding_period_sessions":35,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::36","model":"ridge","holding_period_sessions":36,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::37","model":"ridge","holding_period_sessions":37,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::38","model":"ridge","holding_period_sessions":38,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::39","model":"ridge","holding_period_sessions":39,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::40","model":"ridge","holding_period_sessions":40,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::41","model":"ridge","holding_period_sessions":41,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::42","model":"ridge","holding_period_sessions":42,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::43","model":"ridge","holding_period_sessions":43,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::44","model":"ridge","holding_period_sessions":44,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::45","model":"ridge","holding_period_sessions":45,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::46","model":"ridge","holding_period_sessions":46,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::47","model":"ridge","holding_period_sessions":47,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::48","model":"ridge","holding_period_sessions":48,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::49","model":"ridge","holding_period_sessions":49,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::50","model":"ridge","holding_period_sessions":50,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::51","model":"ridge","holding_period_sessions":51,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::52","model":"ridge","holding_period_sessions":52,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::53","model":"ridge","holding_period_sessions":53,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::54","model":"ridge","holding_period_sessions":54,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::55","model":"ridge","holding_period_sessions":55,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::56","model":"ridge","holding_period_sessions":56,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::57","model":"ridge","holding_period_sessions":57,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::58","model":"ridge","holding_period_sessions":58,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::59","model":"ridge","holding_period_sessions":59,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::60","model":"ridge","holding_period_sessions":60,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::1","model":"xgb_ranker","holding_period_sessions":1,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01107684357690486,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.003907974441706763,"turnover":1.8058257168447742,"replacement_turnover":0.8058257168447743,"trades":72,"rebalance_events":1,"active_selection_date":"2026-07-21"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0064816456102099185,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.011750594171957673,"turnover":2.998532175862898,"replacement_turnover":1.998532175862898,"trades":121,"rebalance_events":2,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.017644489770073934,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013386200256229053,"turnover":4.057912975096886,"replacement_turnover":3.057912975096886,"trades":164,"rebalance_events":3,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011317631199915357,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007274995008303642,"turnover":5.563038773305717,"replacement_turnover":4.563038773305717,"trades":224,"rebalance_events":4,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01366818401314851,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.012010647246189943,"turnover":6.615649227950916,"replacement_turnover":5.615649227950916,"trades":266,"rebalance_events":5,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::2","model":"xgb_ranker","holding_period_sessions":2,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.007841509214419728,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.013110457776167483,"turnover":2.194525715463659,"replacement_turnover":1.194525715463659,"trades":89,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.02020699401729531,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.015948704503450428,"turnover":2.194525715463659,"replacement_turnover":1.194525715463659,"trades":89,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.013934047327714638,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.009891411136102923,"turnover":3.6581382352020464,"replacement_turnover":2.6581382352020464,"trades":148,"rebalance_events":2,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.014617902355318568,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.012960365588360001,"turnover":3.6581382352020464,"replacement_turnover":2.6581382352020464,"trades":148,"rebalance_events":2,"active_selection_date":"2026-07-24"}]},{"id":"xgb_ranker::3","model":"xgb_ranker","holding_period_sessions":3,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.02815370444851406,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.02389541493466918,"turnover":1.9567347468282867,"replacement_turnover":0.9567347468282867,"trades":81,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.030699096914641344,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.02665646072302963,"turnover":1.9567347468282867,"replacement_turnover":0.9567347468282867,"trades":81,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.046581764885694765,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.0449242281187362,"turnover":1.9567347468282867,"replacement_turnover":0.9567347468282867,"trades":81,"rebalance_events":1,"active_selection_date":"2026-07-23"}]},{"id":"xgb_ranker::4","model":"xgb_ranker","holding_period_sessions":4,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011313601618674007,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.0072709654270622925,"turnover":2.4580230833784764,"replacement_turnover":1.4580230833784766,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.012295138320138066,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.010637601553179499,"turnover":2.4580230833784764,"replacement_turnover":1.4580230833784766,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-24"}]},{"id":"xgb_ranker::5","model":"xgb_ranker","holding_period_sessions":5,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.014996080262711264,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.013338543495752697,"turnover":2.3670035208737215,"replacement_turnover":1.3670035208737215,"trades":96,"rebalance_events":1,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::6","model":"xgb_ranker","holding_period_sessions":6,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::7","model":"xgb_ranker","holding_period_sessions":7,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::8","model":"xgb_ranker","holding_period_sessions":8,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::9","model":"xgb_ranker","holding_period_sessions":9,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::10","model":"xgb_ranker","holding_period_sessions":10,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::11","model":"xgb_ranker","holding_period_sessions":11,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::12","model":"xgb_ranker","holding_period_sessions":12,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::13","model":"xgb_ranker","holding_period_sessions":13,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::14","model":"xgb_ranker","holding_period_sessions":14,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::15","model":"xgb_ranker","holding_period_sessions":15,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::16","model":"xgb_ranker","holding_period_sessions":16,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::17","model":"xgb_ranker","holding_period_sessions":17,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::18","model":"xgb_ranker","holding_period_sessions":18,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::19","model":"xgb_ranker","holding_period_sessions":19,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::20","model":"xgb_ranker","holding_period_sessions":20,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::21","model":"xgb_ranker","holding_period_sessions":21,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::22","model":"xgb_ranker","holding_period_sessions":22,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::23","model":"xgb_ranker","holding_period_sessions":23,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::24","model":"xgb_ranker","holding_period_sessions":24,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::25","model":"xgb_ranker","holding_period_sessions":25,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::26","model":"xgb_ranker","holding_period_sessions":26,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::27","model":"xgb_ranker","holding_period_sessions":27,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::28","model":"xgb_ranker","holding_period_sessions":28,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::29","model":"xgb_ranker","holding_period_sessions":29,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::30","model":"xgb_ranker","holding_period_sessions":30,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::31","model":"xgb_ranker","holding_period_sessions":31,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::32","model":"xgb_ranker","holding_period_sessions":32,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::33","model":"xgb_ranker","holding_period_sessions":33,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::34","model":"xgb_ranker","holding_period_sessions":34,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::35","model":"xgb_ranker","holding_period_sessions":35,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::36","model":"xgb_ranker","holding_period_sessions":36,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::37","model":"xgb_ranker","holding_period_sessions":37,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::38","model":"xgb_ranker","holding_period_sessions":38,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::39","model":"xgb_ranker","holding_period_sessions":39,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::40","model":"xgb_ranker","holding_period_sessions":40,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::41","model":"xgb_ranker","holding_period_sessions":41,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::42","model":"xgb_ranker","holding_period_sessions":42,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::43","model":"xgb_ranker","holding_period_sessions":43,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::44","model":"xgb_ranker","holding_period_sessions":44,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::45","model":"xgb_ranker","holding_period_sessions":45,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::46","model":"xgb_ranker","holding_period_sessions":46,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::47","model":"xgb_ranker","holding_period_sessions":47,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::48","model":"xgb_ranker","holding_period_sessions":48,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::49","model":"xgb_ranker","holding_period_sessions":49,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::50","model":"xgb_ranker","holding_period_sessions":50,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::51","model":"xgb_ranker","holding_period_sessions":51,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::52","model":"xgb_ranker","holding_period_sessions":52,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::53","model":"xgb_ranker","holding_period_sessions":53,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::54","model":"xgb_ranker","holding_period_sessions":54,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::55","model":"xgb_ranker","holding_period_sessions":55,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::56","model":"xgb_ranker","holding_period_sessions":56,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::57","model":"xgb_ranker","holding_period_sessions":57,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::58","model":"xgb_ranker","holding_period_sessions":58,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::59","model":"xgb_ranker","holding_period_sessions":59,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::60","model":"xgb_ranker","holding_period_sessions":60,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]}]}} \ No newline at end of file +{"snapshots":[{"id":"2026-07-17::ridge","decision_date":"2026-07-17","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-18T00:46:51.499626+00:00","decision_date":"2026-07-17","latest_price_date":"2026-07-17","training_mode":"rolling_daily_proxy_yfinance","training_rows":317334,"training_start":"2024-01-02","training_end":"2026-07-15","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":100.0},"feature_count":22,"features":["macd_signal","momentum_63","rolling_beta","macd_hist","macd","log_volume","overnight_gap","vol_10d","volume_ratio_20d","vol_63d","atr_14","momentum_10","returns_1d","residual_return","rsi_14","vol_21d","bb_pct","momentum_5","idiosyncratic_vol","cs_return_rank","momentum_21","sector_rel_rank"],"model_selection":{"enabled":true,"validation_days":42,"selection_metric":"top40_raw_excess","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 100.0}","resolved_feature_count":22,"rank_ic":-0.004123724615354705,"positive_ic_rate":0.47619047619047616,"top40_raw_forward_return":-0.00012737066301005153,"universe_raw_forward_return":0.0010780478179830495,"top40_raw_excess":-0.001205418480993101,"top40_target_mean":-0.007681500137649198,"universe_target_mean":-4.7476664958832176e-05,"top40_target_excess":-0.007634023472690366}}},"selected":[{"ticker":"HOOD","sector":"Unknown","rank":1,"score":0.0265788727462948},{"ticker":"AMD","sector":"Information Technology","rank":2,"score":0.0253518752150969},{"ticker":"AMAT","sector":"Information Technology","rank":3,"score":0.0233190221876056},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.023002334735179},{"ticker":"LUV","sector":"Financials","rank":5,"score":0.0179985351477073},{"ticker":"UAL","sector":"Industrials","rank":6,"score":0.0158488101783967},{"ticker":"PANW","sector":"Information Technology","rank":7,"score":0.0154360329032524},{"ticker":"APH","sector":"Industrials","rank":8,"score":0.0152727590619617},{"ticker":"COF","sector":"Consumer Discretionary","rank":9,"score":0.0149403303987906},{"ticker":"IBKR","sector":"Unknown","rank":10,"score":0.0149205686028473},{"ticker":"AMCR","sector":"Materials","rank":11,"score":0.0148477204148308},{"ticker":"MRNA","sector":"Unknown","rank":12,"score":0.0147315043126461},{"ticker":"GOOGL","sector":"Communication Services","rank":13,"score":0.0146327034043121},{"ticker":"MAS","sector":"Real Estate","rank":14,"score":0.0143743668687411},{"ticker":"MS","sector":"Financials","rank":15,"score":0.0143340089612075},{"ticker":"GE","sector":"Industrials","rank":16,"score":0.014236558769316},{"ticker":"ANET","sector":"Information Technology","rank":17,"score":0.0141974861120166},{"ticker":"HPE","sector":"Industrials","rank":18,"score":0.013886041685119},{"ticker":"DAL","sector":"Financials","rank":19,"score":0.0137657839664718},{"ticker":"KLAC","sector":"Information Technology","rank":20,"score":0.0136214193419604},{"ticker":"IVZ","sector":"Real Estate","rank":21,"score":0.0133959109027849},{"ticker":"FITB","sector":"Financials","rank":22,"score":0.0132953286952096},{"ticker":"GS","sector":"Financials","rank":23,"score":0.0131523046188778},{"ticker":"GOOG","sector":"Communication Services","rank":24,"score":0.0131473417153032},{"ticker":"CDNS","sector":"Information Technology","rank":25,"score":0.0128033014331165},{"ticker":"MNST","sector":"Consumer Staples","rank":26,"score":0.0127290467859084},{"ticker":"FTNT","sector":"Information Technology","rank":27,"score":0.0124547463609951},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":28,"score":0.0122959487937539},{"ticker":"CRWD","sector":"Unknown","rank":29,"score":0.0121966726639006},{"ticker":"TXN","sector":"Information Technology","rank":30,"score":0.0120082578518087},{"ticker":"HUM","sector":"Health Care","rank":31,"score":0.011741380236627},{"ticker":"MU","sector":"Information Technology","rank":32,"score":0.0116884851948041},{"ticker":"LRCX","sector":"Information Technology","rank":33,"score":0.0116591123971344},{"ticker":"IR","sector":"Industrials","rank":34,"score":0.0115317334626796},{"ticker":"C","sector":"Financials","rank":35,"score":0.0114445988922729},{"ticker":"SWK","sector":"Industrials","rank":36,"score":0.0112048641142291},{"ticker":"CCL","sector":"Financials","rank":37,"score":0.0110498478990925},{"ticker":"STT","sector":"Financials","rank":38,"score":0.0110216141666648},{"ticker":"CARR","sector":"Industrials","rank":39,"score":0.0108599855638176},{"ticker":"DDOG","sector":"Unknown","rank":40,"score":0.0108397201350674}],"selection_stability":null,"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-17","eval_date":"2026-07-20","horizon_label":"monday_intraday","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-20T09:30:00","end_timestamp":"2026-07-20T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.00776933965405085,"benchmark_return":-0.0015336593348219685,"active_return":-0.0062356803192288816,"stock_win_rate":0.375,"average_stock_active_return":-0.0062356803192288816,"top_contributors":["MU","UAL","DDOG","GOOG","AMD"],"bottom_contributors":["HPE","PANW","SWK","DELL","MRNA"],"holdings":[{"ticker":"MU","sector":"Information Technology","rank":32,"score":0.0116884851948041,"stock_return":0.0204369813728284,"benchmark_return":-0.0015336593348219,"active_return":0.0219706407076504,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":6,"score":0.0158488101783967,"stock_return":0.0181093169705599,"benchmark_return":-0.0015336593348219,"active_return":0.0196429763053819,"beat_benchmark":true},{"ticker":"DDOG","sector":"Unknown","rank":40,"score":0.0108397201350674,"stock_return":0.0173953378852329,"benchmark_return":-0.0015336593348219,"active_return":0.0189289972200549,"beat_benchmark":true},{"ticker":"GOOG","sector":"Communication Services","rank":24,"score":0.0131473417153032,"stock_return":0.0155726763101697,"benchmark_return":-0.0015336593348219,"active_return":0.0171063356449917,"beat_benchmark":true},{"ticker":"AMD","sector":"Information Technology","rank":2,"score":0.0253518752150969,"stock_return":0.0154510317718661,"benchmark_return":-0.0015336593348219,"active_return":0.0169846911066881,"beat_benchmark":true},{"ticker":"GOOGL","sector":"Communication Services","rank":13,"score":0.0146327034043121,"stock_return":0.0153704682028685,"benchmark_return":-0.0015336593348219,"active_return":0.0169041275376905,"beat_benchmark":true},{"ticker":"IBKR","sector":"Unknown","rank":10,"score":0.0149205686028473,"stock_return":0.0127029884169389,"benchmark_return":-0.0015336593348219,"active_return":0.0142366477517609,"beat_benchmark":true},{"ticker":"LUV","sector":"Financials","rank":5,"score":0.0179985351477073,"stock_return":0.0056155705653908,"benchmark_return":-0.0015336593348219,"active_return":0.0071492299002128,"beat_benchmark":true},{"ticker":"ANET","sector":"Information Technology","rank":17,"score":0.0141974861120166,"stock_return":0.0045074106167179,"benchmark_return":-0.0015336593348219,"active_return":0.0060410699515399,"beat_benchmark":true},{"ticker":"DAL","sector":"Financials","rank":19,"score":0.0137657839664718,"stock_return":0.0043958982372718,"benchmark_return":-0.0015336593348219,"active_return":0.0059295575720937,"beat_benchmark":true},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":28,"score":0.0122959487937539,"stock_return":0.0022097213232177,"benchmark_return":-0.0015336593348219,"active_return":0.0037433806580396,"beat_benchmark":true},{"ticker":"IVZ","sector":"Real Estate","rank":21,"score":0.0133959109027849,"stock_return":0.001181294490453,"benchmark_return":-0.0015336593348219,"active_return":0.0027149538252749,"beat_benchmark":true},{"ticker":"STT","sector":"Financials","rank":38,"score":0.0110216141666648,"stock_return":0.0006027430704196,"benchmark_return":-0.0015336593348219,"active_return":0.0021364024052415,"beat_benchmark":true},{"ticker":"TXN","sector":"Information Technology","rank":30,"score":0.0120082578518087,"stock_return":0.0003168662114352,"benchmark_return":-0.0015336593348219,"active_return":0.0018505255462571,"beat_benchmark":true},{"ticker":"CDNS","sector":"Information Technology","rank":25,"score":0.0128033014331165,"stock_return":-0.0005725224007594,"benchmark_return":-0.0015336593348219,"active_return":0.0009611369340625,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":8,"score":0.0152727590619617,"stock_return":-0.0043651036734828,"benchmark_return":-0.0015336593348219,"active_return":-0.0028314443386608,"beat_benchmark":false},{"ticker":"C","sector":"Financials","rank":35,"score":0.0114445988922729,"stock_return":-0.0049474287772786,"benchmark_return":-0.0015336593348219,"active_return":-0.0034137694424566,"beat_benchmark":false},{"ticker":"HUM","sector":"Health Care","rank":31,"score":0.011741380236627,"stock_return":-0.0059375,"benchmark_return":-0.0015336593348219,"active_return":-0.004403840665178,"beat_benchmark":false},{"ticker":"COF","sector":"Consumer Discretionary","rank":9,"score":0.0149403303987906,"stock_return":-0.0062009964606181,"benchmark_return":-0.0015336593348219,"active_return":-0.0046673371257961,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":1,"score":0.0265788727462948,"stock_return":-0.0065026163648682,"benchmark_return":-0.0015336593348219,"active_return":-0.0049689570300462,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":3,"score":0.0233190221876056,"stock_return":-0.0074764209838061,"benchmark_return":-0.0015336593348219,"active_return":-0.0059427616489842,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":27,"score":0.0124547463609951,"stock_return":-0.0077965132236701,"benchmark_return":-0.0015336593348219,"active_return":-0.0062628538888481,"beat_benchmark":false},{"ticker":"GS","sector":"Financials","rank":23,"score":0.0131523046188778,"stock_return":-0.0089746125554961,"benchmark_return":-0.0015336593348219,"active_return":-0.0074409532206741,"beat_benchmark":false},{"ticker":"FITB","sector":"Financials","rank":22,"score":0.0132953286952096,"stock_return":-0.0101706631556457,"benchmark_return":-0.0015336593348219,"active_return":-0.0086370038208237,"beat_benchmark":false},{"ticker":"MAS","sector":"Real Estate","rank":14,"score":0.0143743668687411,"stock_return":-0.0134011549147317,"benchmark_return":-0.0015336593348219,"active_return":-0.0118674955799097,"beat_benchmark":false},{"ticker":"CCL","sector":"Financials","rank":37,"score":0.0110498478990925,"stock_return":-0.0136312234922953,"benchmark_return":-0.0015336593348219,"active_return":-0.0120975641574734,"beat_benchmark":false},{"ticker":"AMCR","sector":"Materials","rank":11,"score":0.0148477204148308,"stock_return":-0.0162721933303219,"benchmark_return":-0.0015336593348219,"active_return":-0.0147385339954999,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":33,"score":0.0116591123971344,"stock_return":-0.0199807835683144,"benchmark_return":-0.0015336593348219,"active_return":-0.0184471242334924,"beat_benchmark":false},{"ticker":"MS","sector":"Financials","rank":15,"score":0.0143340089612075,"stock_return":-0.0210208760060179,"benchmark_return":-0.0015336593348219,"active_return":-0.019487216671196,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":26,"score":0.0127290467859084,"stock_return":-0.0211281800881409,"benchmark_return":-0.0015336593348219,"active_return":-0.019594520753319,"beat_benchmark":false},{"ticker":"GE","sector":"Industrials","rank":16,"score":0.014236558769316,"stock_return":-0.0214688628918816,"benchmark_return":-0.0015336593348219,"active_return":-0.0199352035570596,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":29,"score":0.0121966726639006,"stock_return":-0.0229466398468229,"benchmark_return":-0.0015336593348219,"active_return":-0.021412980512001,"beat_benchmark":false},{"ticker":"IR","sector":"Industrials","rank":34,"score":0.0115317334626796,"stock_return":-0.0241366812003048,"benchmark_return":-0.0015336593348219,"active_return":-0.0226030218654829,"beat_benchmark":false},{"ticker":"KLAC","sector":"Information Technology","rank":20,"score":0.0136214193419604,"stock_return":-0.0244418187931477,"benchmark_return":-0.0015336593348219,"active_return":-0.0229081594583258,"beat_benchmark":false},{"ticker":"CARR","sector":"Industrials","rank":39,"score":0.0108599855638176,"stock_return":-0.0247489375049425,"benchmark_return":-0.0015336593348219,"active_return":-0.0232152781701205,"beat_benchmark":false},{"ticker":"HPE","sector":"Industrials","rank":18,"score":0.013886041685119,"stock_return":-0.0270623717160259,"benchmark_return":-0.0015336593348219,"active_return":-0.025528712381204,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":7,"score":0.0154360329032524,"stock_return":-0.0274060075080663,"benchmark_return":-0.0015336593348219,"active_return":-0.0258723481732443,"beat_benchmark":false},{"ticker":"SWK","sector":"Industrials","rank":36,"score":0.0112048641142291,"stock_return":-0.0296107155724093,"benchmark_return":-0.0015336593348219,"active_return":-0.0280770562375873,"beat_benchmark":false},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.023002334735179,"stock_return":-0.0369127643386766,"benchmark_return":-0.0015336593348219,"active_return":-0.0353791050038546,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":12,"score":0.0147315043126461,"stock_return":-0.0375283032396789,"benchmark_return":-0.0015336593348219,"active_return":-0.0359946439048569,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-20 09:30:00","portfolio_cumulative_return":0.0044231105136169,"spy_cumulative_return":0.0032154538862214,"active_return":0.0012076566273954,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 10:30:00","portfolio_cumulative_return":0.0036119929922102,"spy_cumulative_return":0.0034710774611692,"active_return":0.0001409155310409,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 11:30:00","portfolio_cumulative_return":0.0038378297560643,"spy_cumulative_return":0.0043186670983719,"active_return":-0.0004808373423075,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 12:30:00","portfolio_cumulative_return":-0.0005404191395978,"spy_cumulative_return":0.001116680050021,"active_return":-0.0016570991896189,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 13:30:00","portfolio_cumulative_return":0.0006661190160823,"spy_cumulative_return":0.0015875266863047,"active_return":-0.0009214076702224,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 14:30:00","portfolio_cumulative_return":-0.0053175633605233,"spy_cumulative_return":-0.0007534038869728,"active_return":-0.0045641594735505,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 15:30:00","portfolio_cumulative_return":-0.0077693396540508,"spy_cumulative_return":-0.0015336593348219,"active_return":-0.0062356803192288,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-17","monitor_date":"2026-07-20","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-20T09:30:00","end_timestamp":"2026-07-20T14:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0003376787216554433,"benchmark_cumulative_return":0.0009283085495617183,"active_return":-0.0012659872712171617,"holdings":[],"series":[{"timestamp":"2026-07-20 09:30:00","portfolio_cumulative_return":0.0044231105136169,"spy_cumulative_return":0.0032154538862214,"active_return":0.0012076566273954,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 10:30:00","portfolio_cumulative_return":0.0036119929922102,"spy_cumulative_return":0.0034710774611692,"active_return":0.0001409155310409,"portfolio_hourly_return":-0.0008075456577179,"spy_hourly_return":0.0002548042635881,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 11:30:00","portfolio_cumulative_return":0.0038378297560643,"spy_cumulative_return":0.0043186670983719,"active_return":-0.0004808373423075,"portfolio_hourly_return":0.0002250239788195,"spy_hourly_return":0.0008446577646732,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 12:30:00","portfolio_cumulative_return":-0.0005404191395978,"spy_cumulative_return":0.001116680050021,"active_return":-0.0016570991896189,"portfolio_hourly_return":-0.0043615101621804,"spy_hourly_return":-0.0031882181953282,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 13:30:00","portfolio_cumulative_return":0.0006678681744886,"spy_cumulative_return":0.0015875266863047,"active_return":-0.0009196585118161,"portfolio_hourly_return":0.0012089406487518,"spy_hourly_return":0.000470321437717,"holding_price_coverage":1.0},{"timestamp":"2026-07-20 14:30:00","portfolio_cumulative_return":-0.0003376787216554,"spy_cumulative_return":0.0009283085495617,"active_return":-0.0012659872712171,"portfolio_hourly_return":-0.001004875771597,"spy_hourly_return":-0.0006581732691141,"holding_price_coverage":1.0}]}},{"id":"2026-07-20::ridge","decision_date":"2026-07-20","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-20T21:11:14.028849+00:00","decision_date":"2026-07-20","latest_price_date":"2026-07-20","training_mode":"rolling_daily_proxy_yfinance","training_rows":317837,"training_start":"2024-01-02","training_end":"2026-07-16","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":6156.997328235204},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","returns_1d","momentum_10","atr_14","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":25,"completed_trials":10,"optuna_timeout_seconds":600,"selection_metric":"top40_raw_excess","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 6156.997328235204}","resolved_feature_count":22,"rank_ic":0.012143525122894,"positive_ic_rate":0.5158730158730158,"top40_raw_forward_return":0.0010331515808706,"universe_raw_forward_return":0.0003607278508393,"top40_raw_excess":0.0006724237300312,"top40_target_mean":0.011350217840421,"universe_target_mean":-1.582555498627761e-05,"top40_target_excess":0.0113660433954073,"trial":1,"validation_start":"2026-01-14","validation_end":"2026-07-16"}}},"selected":[{"ticker":"MRNA","sector":"Unknown","rank":1,"score":0.0220812661498068},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0196299881162561},{"ticker":"PANW","sector":"Information Technology","rank":3,"score":0.0188847141852776},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.0180971777621986},{"ticker":"AMD","sector":"Information Technology","rank":5,"score":0.0159393370544061},{"ticker":"FTNT","sector":"Information Technology","rank":6,"score":0.0157552158924632},{"ticker":"MS","sector":"Financials","rank":7,"score":0.0157281171813885},{"ticker":"COF","sector":"Consumer Discretionary","rank":8,"score":0.0145889469898291},{"ticker":"AMAT","sector":"Information Technology","rank":9,"score":0.0140817945972767},{"ticker":"CRWD","sector":"Unknown","rank":10,"score":0.0140779297881604},{"ticker":"MNST","sector":"Consumer Staples","rank":11,"score":0.0140015883882762},{"ticker":"IP","sector":"Materials","rank":12,"score":0.0139976330410914},{"ticker":"AMCR","sector":"Materials","rank":13,"score":0.0136318755903509},{"ticker":"LUV","sector":"Financials","rank":14,"score":0.0134318168053661},{"ticker":"SWK","sector":"Industrials","rank":15,"score":0.0131736028107335},{"ticker":"HPE","sector":"Industrials","rank":16,"score":0.012803499331013},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0127762970730152},{"ticker":"CRL","sector":"Real Estate","rank":18,"score":0.0120096885378672},{"ticker":"NTAP","sector":"Financials","rank":19,"score":0.0116456960712321},{"ticker":"RF","sector":"Financials","rank":20,"score":0.011640248406923},{"ticker":"KEY","sector":"Financials","rank":21,"score":0.0116282454816813},{"ticker":"GS","sector":"Financials","rank":22,"score":0.0115308488770026},{"ticker":"IR","sector":"Industrials","rank":23,"score":0.0113636572091021},{"ticker":"BAX","sector":"Health Care","rank":24,"score":0.0111337260345416},{"ticker":"AXON","sector":"Unknown","rank":25,"score":0.0111293775429968},{"ticker":"FITB","sector":"Financials","rank":26,"score":0.0110790637316891},{"ticker":"BAC","sector":"Financials","rank":27,"score":0.0110519128844338},{"ticker":"ANET","sector":"Information Technology","rank":28,"score":0.0108307971488235},{"ticker":"DOC","sector":"Unknown","rank":29,"score":0.0107437455172879},{"ticker":"ORCL","sector":"Information Technology","rank":30,"score":0.0106004312794607},{"ticker":"SW","sector":"Unknown","rank":31,"score":0.010408400649903},{"ticker":"APH","sector":"Industrials","rank":32,"score":0.0102563592376442},{"ticker":"TROW","sector":"Financials","rank":33,"score":0.0099597971392474},{"ticker":"PNC","sector":"Financials","rank":34,"score":0.0099467331469309},{"ticker":"MAS","sector":"Real Estate","rank":35,"score":0.0099133011336681},{"ticker":"IBKR","sector":"Unknown","rank":37,"score":0.0096839910769636},{"ticker":"HONA","sector":"Unknown","rank":38,"score":0.0095319966732896},{"ticker":"CMG","sector":"Information Technology","rank":39,"score":0.0094345958294582},{"ticker":"BX","sector":"Real Estate","rank":40,"score":0.009383415239453},{"ticker":"IVZ","sector":"Real Estate","rank":41,"score":0.0093651100524462}],"selection_stability":null,"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-20","eval_date":"2026-07-21","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":0.012919722077651213,"benchmark_return":0.008408670118929207,"active_return":0.004511051958722007,"stock_win_rate":0.425,"average_stock_active_return":0.004511051958722007,"top_contributors":["AMD","AMAT","HOOD","DELL","HPE"],"bottom_contributors":["FTNT","KEY","PANW","AXON","CRWD"],"holdings":[{"ticker":"AMD","sector":"Information Technology","rank":5,"score":0.0159393370544061,"stock_return":0.0811585637751741,"benchmark_return":0.0084086701189292,"active_return":0.0727498936562449,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":9,"score":0.0140817945972767,"stock_return":0.0734829826627418,"benchmark_return":0.0084086701189292,"active_return":0.0650743125438126,"beat_benchmark":true},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0196299881162561,"stock_return":0.0715148928426625,"benchmark_return":0.0084086701189292,"active_return":0.0631062227237333,"beat_benchmark":true},{"ticker":"DELL","sector":"Unknown","rank":4,"score":0.0180971777621986,"stock_return":0.0600655577612705,"benchmark_return":0.0084086701189292,"active_return":0.0516568876423413,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":16,"score":0.012803499331013,"stock_return":0.0486983416083555,"benchmark_return":0.0084086701189292,"active_return":0.0402896714894263,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":32,"score":0.0102563592376442,"stock_return":0.0485682883806815,"benchmark_return":0.0084086701189292,"active_return":0.0401596182617522,"beat_benchmark":true},{"ticker":"ORCL","sector":"Information Technology","rank":30,"score":0.0106004312794607,"stock_return":0.0468775957337239,"benchmark_return":0.0084086701189292,"active_return":0.0384689256147947,"beat_benchmark":true},{"ticker":"ANET","sector":"Information Technology","rank":28,"score":0.0108307971488235,"stock_return":0.0308827607856252,"benchmark_return":0.0084086701189292,"active_return":0.022474090666696,"beat_benchmark":true},{"ticker":"IBKR","sector":"Unknown","rank":37,"score":0.0096839910769636,"stock_return":0.0292321149242458,"benchmark_return":0.0084086701189292,"active_return":0.0208234448053166,"beat_benchmark":true},{"ticker":"GS","sector":"Financials","rank":22,"score":0.0115308488770026,"stock_return":0.0292029000766649,"benchmark_return":0.0084086701189292,"active_return":0.0207942299577357,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":19,"score":0.0116456960712321,"stock_return":0.0285430053375461,"benchmark_return":0.0084086701189292,"active_return":0.0201343352186169,"beat_benchmark":true},{"ticker":"MS","sector":"Financials","rank":7,"score":0.0157281171813885,"stock_return":0.0258840968611193,"benchmark_return":0.0084086701189292,"active_return":0.0174754267421901,"beat_benchmark":true},{"ticker":"IVZ","sector":"Real Estate","rank":41,"score":0.0093651100524462,"stock_return":0.0146661991969072,"benchmark_return":0.0084086701189292,"active_return":0.006257529077978,"beat_benchmark":true},{"ticker":"DOC","sector":"Unknown","rank":29,"score":0.0107437455172879,"stock_return":0.0136831935980175,"benchmark_return":0.0084086701189292,"active_return":0.0052745234790883,"beat_benchmark":true},{"ticker":"BAC","sector":"Financials","rank":27,"score":0.0110519128844338,"stock_return":0.0131579279664921,"benchmark_return":0.0084086701189292,"active_return":0.0047492578475629,"beat_benchmark":true},{"ticker":"TROW","sector":"Financials","rank":33,"score":0.0099597971392474,"stock_return":0.0097004455621503,"benchmark_return":0.0084086701189292,"active_return":0.0012917754432211,"beat_benchmark":true},{"ticker":"IR","sector":"Industrials","rank":23,"score":0.0113636572091021,"stock_return":0.0092292075449365,"benchmark_return":0.0084086701189292,"active_return":0.0008205374260072,"beat_benchmark":true},{"ticker":"SWK","sector":"Industrials","rank":15,"score":0.0131736028107335,"stock_return":0.0078857421875,"benchmark_return":0.0084086701189292,"active_return":-0.0005229279314291,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":14,"score":0.0134318168053661,"stock_return":0.0068266035439752,"benchmark_return":0.0084086701189292,"active_return":-0.0015820665749539,"beat_benchmark":false},{"ticker":"BAX","sector":"Health Care","rank":24,"score":0.0111337260345416,"stock_return":0.0063434250831126,"benchmark_return":0.0084086701189292,"active_return":-0.0020652450358165,"beat_benchmark":false},{"ticker":"CMG","sector":"Information Technology","rank":39,"score":0.0094345958294582,"stock_return":0.0057349417622518,"benchmark_return":0.0084086701189292,"active_return":-0.0026737283566773,"beat_benchmark":false},{"ticker":"AMCR","sector":"Materials","rank":13,"score":0.0136318755903509,"stock_return":0.0048577165555481,"benchmark_return":0.0084086701189292,"active_return":-0.003550953563381,"beat_benchmark":false},{"ticker":"FITB","sector":"Financials","rank":26,"score":0.0110790637316891,"stock_return":0.0041811473412822,"benchmark_return":0.0084086701189292,"active_return":-0.0042275227776469,"beat_benchmark":false},{"ticker":"BX","sector":"Real Estate","rank":40,"score":0.009383415239453,"stock_return":0.0041258970448363,"benchmark_return":0.0084086701189292,"active_return":-0.0042827730740928,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":1,"score":0.0220812661498068,"stock_return":0.0033618581711114,"benchmark_return":0.0084086701189292,"active_return":-0.0050468119478177,"beat_benchmark":false},{"ticker":"IP","sector":"Materials","rank":12,"score":0.0139976330410914,"stock_return":0.0022069470635774,"benchmark_return":0.0084086701189292,"active_return":-0.0062017230553517,"beat_benchmark":false},{"ticker":"PNC","sector":"Financials","rank":34,"score":0.0099467331469309,"stock_return":0.001239296231511,"benchmark_return":0.0084086701189292,"active_return":-0.0071693738874181,"beat_benchmark":false},{"ticker":"CRL","sector":"Real Estate","rank":18,"score":0.0120096885378672,"stock_return":-0.0013655123164543,"benchmark_return":0.0084086701189292,"active_return":-0.0097741824353835,"beat_benchmark":false},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0127762970730152,"stock_return":-0.001757912708457,"benchmark_return":0.0084086701189292,"active_return":-0.0101665828273862,"beat_benchmark":false},{"ticker":"SW","sector":"Unknown","rank":31,"score":0.010408400649903,"stock_return":-0.0018543814902467,"benchmark_return":0.0084086701189292,"active_return":-0.0102630516091759,"beat_benchmark":false},{"ticker":"COF","sector":"Consumer Discretionary","rank":8,"score":0.0145889469898291,"stock_return":-0.0026599750466371,"benchmark_return":0.0084086701189292,"active_return":-0.0110686451655663,"beat_benchmark":false},{"ticker":"MAS","sector":"Real Estate","rank":35,"score":0.0099133011336681,"stock_return":-0.0086462535477571,"benchmark_return":0.0084086701189292,"active_return":-0.0170549236666863,"beat_benchmark":false},{"ticker":"RF","sector":"Financials","rank":20,"score":0.011640248406923,"stock_return":-0.0091610363812489,"benchmark_return":0.0084086701189292,"active_return":-0.0175697065001781,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":11,"score":0.0140015883882762,"stock_return":-0.0103719004234893,"benchmark_return":0.0084086701189292,"active_return":-0.0187805705424185,"beat_benchmark":false},{"ticker":"HONA","sector":"Unknown","rank":38,"score":0.0095319966732896,"stock_return":-0.0121499812270245,"benchmark_return":0.0084086701189292,"active_return":-0.0205586513459538,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":6,"score":0.0157552158924632,"stock_return":-0.0139691758379416,"benchmark_return":0.0084086701189292,"active_return":-0.0223778459568708,"beat_benchmark":false},{"ticker":"KEY","sector":"Financials","rank":21,"score":0.0116282454816813,"stock_return":-0.0152229651321615,"benchmark_return":0.0084086701189292,"active_return":-0.0236316352510908,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":3,"score":0.0188847141852776,"stock_return":-0.0187001346446106,"benchmark_return":0.0084086701189292,"active_return":-0.0271088047635398,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":25,"score":0.0111293775429968,"stock_return":-0.0314324470808003,"benchmark_return":0.0084086701189292,"active_return":-0.0398411171997296,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":10,"score":0.0140779297881604,"stock_return":-0.0372310906601438,"benchmark_return":0.0084086701189292,"active_return":-0.045639760779073,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0124962969039889,"spy_cumulative_return":0.0064412242298597,"active_return":0.0060550726741292,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.0111000308689165,"spy_cumulative_return":0.0079639571085117,"active_return":0.0031360737604047,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.0138764590343345,"spy_cumulative_return":0.0088533008817028,"active_return":0.0050231581526316,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.012477737850433,"spy_cumulative_return":0.0084490537120704,"active_return":0.0040286841383625,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.0123068792979482,"spy_cumulative_return":0.0082469712510762,"active_return":0.004059908046872,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.0108118059942262,"spy_cumulative_return":0.0083143320714076,"active_return":0.0024974739228186,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0129197220776512,"spy_cumulative_return":0.0084086701189292,"active_return":0.004511051958722,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-20","monitor_date":"2026-07-21","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":0.01287600111367354,"benchmark_cumulative_return":0.008408670118929207,"active_return":0.004467330994744334,"holdings":[],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0124528480111043,"spy_cumulative_return":0.0064412242298597,"active_return":0.0060116237812445,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.011056566291114,"spy_cumulative_return":0.0079639571085117,"active_return":0.0030926091826023,"portfolio_hourly_return":-0.001379107898934,"spy_hourly_return":0.0015129873876313,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.0138324230382375,"spy_cumulative_return":0.0088533008817028,"active_return":0.0049791221565346,"portfolio_hourly_return":0.002745500934044,"spy_hourly_return":0.0008823170381433,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.0124342426158957,"spy_cumulative_return":0.0084490537120704,"active_return":0.0039851889038252,"portfolio_hourly_return":-0.0013791040714121,"spy_hourly_return":-0.0004006996550233,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.0122632097201516,"spy_cumulative_return":0.0082469712510762,"active_return":0.0040162384690754,"portfolio_hourly_return":-0.0001689323499196,"spy_hourly_return":-0.0002003893605239,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.010768313288556,"spy_cumulative_return":0.0083143320714076,"active_return":0.0024539812171484,"portfolio_hourly_return":-0.0014767862915898,"spy_hourly_return":6.680984148932367e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0128760011136735,"spy_cumulative_return":0.0084086701189292,"active_return":0.0044673309947443,"portfolio_hourly_return":0.0020852333788146,"spy_hourly_return":9.356015730510592e-05,"holding_price_coverage":1.0}]}},{"id":"2026-07-20::xgb_ranker","decision_date":"2026-07-20","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-21T14:56:43.732048+00:00","decision_date":"2026-07-20","latest_price_date":"2026-07-20","training_mode":"rolling_daily_proxy_yfinance","training_rows":317837,"training_start":"2024-01-02","training_end":"2026-07-16","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","returns_1d","momentum_10","atr_14","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":17,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5579345297625649, \"gamma\": 0.6355835028602363, \"learning_rate\": 0.006570432809105998, \"max_depth\": 5, \"min_child_weight\": 29.267581150621286, \"n_estimators\": 400, \"n_jobs\": 4, \"reg_alpha\": 0.5492736444508451, \"reg_lambda\": 0.05676757667844529, \"subsample\": 0.6792328642721364, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.002324932138150146,"positive_ic_rate":0.5,"top40_raw_forward_return":0.0017189805053506545,"universe_raw_forward_return":0.0003611970377050431,"top40_raw_excess":0.0013577834676456112,"top40_target_mean":0.011630250108143919,"universe_target_mean":-1.582555498627761e-05,"top40_target_excess":0.011646075663130195,"trial":6,"validation_start":"2026-01-14","validation_end":"2026-07-16"}}},"selected":[{"ticker":"PANW","sector":"Information Technology","rank":1,"score":0.053385556},{"ticker":"DELL","sector":"Unknown","rank":2,"score":0.05287453},{"ticker":"AXON","sector":"Unknown","rank":3,"score":0.04841021},{"ticker":"MRNA","sector":"Unknown","rank":4,"score":0.04839592},{"ticker":"FTNT","sector":"Information Technology","rank":5,"score":0.04595518},{"ticker":"AMD","sector":"Information Technology","rank":6,"score":0.04502032},{"ticker":"AMAT","sector":"Information Technology","rank":7,"score":0.04471804},{"ticker":"CRWD","sector":"Unknown","rank":8,"score":0.043963637},{"ticker":"HPE","sector":"Industrials","rank":9,"score":0.041380156},{"ticker":"ORCL","sector":"Information Technology","rank":10,"score":0.04039736},{"ticker":"HOOD","sector":"Unknown","rank":11,"score":0.03994244},{"ticker":"NTAP","sector":"Financials","rank":12,"score":0.03908842},{"ticker":"BAX","sector":"Health Care","rank":13,"score":0.03838881},{"ticker":"DDOG","sector":"Unknown","rank":14,"score":0.038262628},{"ticker":"IBM","sector":"Industrials","rank":15,"score":0.03699179},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.032923304},{"ticker":"FSLR","sector":"Materials","rank":17,"score":0.031192997},{"ticker":"MU","sector":"Information Technology","rank":18,"score":0.028903984},{"ticker":"INTC","sector":"Information Technology","rank":19,"score":0.027549915},{"ticker":"STX","sector":"Unknown","rank":20,"score":0.027504234},{"ticker":"KLAC","sector":"Information Technology","rank":21,"score":0.027268808},{"ticker":"QCOM","sector":"Information Technology","rank":22,"score":0.02707883},{"ticker":"FCX","sector":"Materials","rank":23,"score":0.026280139},{"ticker":"HUM","sector":"Health Care","rank":24,"score":0.02410806},{"ticker":"CDW","sector":"Industrials","rank":25,"score":0.023144048},{"ticker":"CVNA","sector":"Unknown","rank":26,"score":0.022593616},{"ticker":"GNRC","sector":"Industrials","rank":27,"score":0.022496203},{"ticker":"WDAY","sector":"Unknown","rank":28,"score":0.021710407},{"ticker":"FDS","sector":"Financials","rank":29,"score":0.019684136},{"ticker":"COHR","sector":"Unknown","rank":30,"score":0.019312376},{"ticker":"GPN","sector":"Financials","rank":31,"score":0.018535748},{"ticker":"CNC","sector":"Health Care","rank":32,"score":0.017311458},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":33,"score":0.014605509},{"ticker":"UAL","sector":"Industrials","rank":34,"score":0.012988929},{"ticker":"GLW","sector":"Materials","rank":35,"score":0.010149242},{"ticker":"CHTR","sector":"Financials","rank":36,"score":0.009863104},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":37,"score":0.0074382313},{"ticker":"ZBRA","sector":"Materials","rank":38,"score":0.006097836},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":39,"score":0.005719147},{"ticker":"PODD","sector":"Consumer Discretionary","rank":40,"score":0.0019394794}],"selection_stability":null,"freeze_integrity":{"status":"frozen_before_july_21_evaluation","decision_date":"2026-07-20","latest_price_date":"2026-07-20","training_end":"2026-07-16","model":"xgb_ranker","completed_optuna_trials":17,"selected_rows":40,"selected_unique_tickers":40},"evaluations":[{"decision_date":"2026-07-20","eval_date":"2026-07-21","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":0.0213575677223205,"benchmark_return":0.008408670118929207,"active_return":0.012948897603391293,"stock_win_rate":0.55,"average_stock_active_return":0.012948897603391291,"top_contributors":["MU","COHR","STX","INTC","AMD"],"bottom_contributors":["DDOG","FDS","CRWD","BLDR","WDAY"],"holdings":[{"ticker":"MU","sector":"Information Technology","rank":18,"score":0.028903984,"stock_return":0.1205370608412859,"benchmark_return":0.0084086701189292,"active_return":0.1121283907223567,"beat_benchmark":true},{"ticker":"COHR","sector":"Unknown","rank":30,"score":0.019312376,"stock_return":0.1114226313616559,"benchmark_return":0.0084086701189292,"active_return":0.1030139612427267,"beat_benchmark":true},{"ticker":"STX","sector":"Unknown","rank":20,"score":0.027504234,"stock_return":0.1111844592758337,"benchmark_return":0.0084086701189292,"active_return":0.1027757891569045,"beat_benchmark":true},{"ticker":"INTC","sector":"Information Technology","rank":19,"score":0.027549915,"stock_return":0.0862353488266798,"benchmark_return":0.0084086701189292,"active_return":0.0778266787077506,"beat_benchmark":true},{"ticker":"AMD","sector":"Information Technology","rank":6,"score":0.04502032,"stock_return":0.0811585637751741,"benchmark_return":0.0084086701189292,"active_return":0.0727498936562449,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":7,"score":0.04471804,"stock_return":0.0734829826627418,"benchmark_return":0.0084086701189292,"active_return":0.0650743125438126,"beat_benchmark":true},{"ticker":"HOOD","sector":"Unknown","rank":11,"score":0.03994244,"stock_return":0.0715148928426625,"benchmark_return":0.0084086701189292,"active_return":0.0631062227237333,"beat_benchmark":true},{"ticker":"FCX","sector":"Materials","rank":23,"score":0.026280139,"stock_return":0.063786357230853,"benchmark_return":0.0084086701189292,"active_return":0.0553776871119238,"beat_benchmark":true},{"ticker":"GLW","sector":"Materials","rank":35,"score":0.010149242,"stock_return":0.0608751906850228,"benchmark_return":0.0084086701189292,"active_return":0.0524665205660936,"beat_benchmark":true},{"ticker":"DELL","sector":"Unknown","rank":2,"score":0.05287453,"stock_return":0.0600655577612705,"benchmark_return":0.0084086701189292,"active_return":0.0516568876423413,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":9,"score":0.041380156,"stock_return":0.0486983416083555,"benchmark_return":0.0084086701189292,"active_return":0.0402896714894263,"beat_benchmark":true},{"ticker":"KLAC","sector":"Information Technology","rank":21,"score":0.027268808,"stock_return":0.0476878304692724,"benchmark_return":0.0084086701189292,"active_return":0.0392791603503432,"beat_benchmark":true},{"ticker":"ORCL","sector":"Information Technology","rank":10,"score":0.04039736,"stock_return":0.0468775957337239,"benchmark_return":0.0084086701189292,"active_return":0.0384689256147947,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":12,"score":0.03908842,"stock_return":0.0285430053375461,"benchmark_return":0.0084086701189292,"active_return":0.0201343352186169,"beat_benchmark":true},{"ticker":"CNC","sector":"Health Care","rank":32,"score":0.017311458,"stock_return":0.0268075200063038,"benchmark_return":0.0084086701189292,"active_return":0.0183988498873746,"beat_benchmark":true},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.032923304,"stock_return":0.0257330846978527,"benchmark_return":0.0084086701189292,"active_return":0.0173244145789235,"beat_benchmark":true},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":39,"score":0.005719147,"stock_return":0.0252993583026357,"benchmark_return":0.0084086701189292,"active_return":0.0168906881837065,"beat_benchmark":true},{"ticker":"CVNA","sector":"Unknown","rank":26,"score":0.022593616,"stock_return":0.0224509269583599,"benchmark_return":0.0084086701189292,"active_return":0.0140422568394307,"beat_benchmark":true},{"ticker":"QCOM","sector":"Information Technology","rank":22,"score":0.02707883,"stock_return":0.0182009788129322,"benchmark_return":0.0084086701189292,"active_return":0.009792308694003,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":24,"score":0.02410806,"stock_return":0.0164741269650767,"benchmark_return":0.0084086701189292,"active_return":0.0080654568461475,"beat_benchmark":true},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":33,"score":0.014605509,"stock_return":0.0146187207984189,"benchmark_return":0.0084086701189292,"active_return":0.0062100506794897,"beat_benchmark":true},{"ticker":"GNRC","sector":"Industrials","rank":27,"score":0.022496203,"stock_return":0.0106448031533923,"benchmark_return":0.0084086701189292,"active_return":0.0022361330344631,"beat_benchmark":true},{"ticker":"BAX","sector":"Health Care","rank":13,"score":0.03838881,"stock_return":0.0063434250831126,"benchmark_return":0.0084086701189292,"active_return":-0.0020652450358165,"beat_benchmark":false},{"ticker":"FSLR","sector":"Materials","rank":17,"score":0.031192997,"stock_return":0.00350689800431,"benchmark_return":0.0084086701189292,"active_return":-0.0049017721146191,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":4,"score":0.04839592,"stock_return":0.0033618581711114,"benchmark_return":0.0084086701189292,"active_return":-0.0050468119478177,"beat_benchmark":false},{"ticker":"UAL","sector":"Industrials","rank":34,"score":0.012988929,"stock_return":0.0013615015884942,"benchmark_return":0.0084086701189292,"active_return":-0.0070471685304349,"beat_benchmark":false},{"ticker":"CDW","sector":"Industrials","rank":25,"score":0.023144048,"stock_return":-0.0025382804784084,"benchmark_return":0.0084086701189292,"active_return":-0.0109469505973376,"beat_benchmark":false},{"ticker":"ZBRA","sector":"Materials","rank":38,"score":0.006097836,"stock_return":-0.0087649979327508,"benchmark_return":0.0084086701189292,"active_return":-0.01717366805168,"beat_benchmark":false},{"ticker":"CHTR","sector":"Financials","rank":36,"score":0.009863104,"stock_return":-0.0099876190689964,"benchmark_return":0.0084086701189292,"active_return":-0.0183962891879256,"beat_benchmark":false},{"ticker":"IBM","sector":"Industrials","rank":15,"score":0.03699179,"stock_return":-0.011525830192745,"benchmark_return":0.0084086701189292,"active_return":-0.0199345003116742,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":5,"score":0.04595518,"stock_return":-0.0139691758379416,"benchmark_return":0.0084086701189292,"active_return":-0.0223778459568708,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":1,"score":0.053385556,"stock_return":-0.0187001346446106,"benchmark_return":0.0084086701189292,"active_return":-0.0271088047635398,"beat_benchmark":false},{"ticker":"PODD","sector":"Consumer Discretionary","rank":40,"score":0.0019394794,"stock_return":-0.0215689831849725,"benchmark_return":0.0084086701189292,"active_return":-0.0299776533039017,"beat_benchmark":false},{"ticker":"GPN","sector":"Financials","rank":31,"score":0.018535748,"stock_return":-0.0284084483338475,"benchmark_return":0.0084086701189292,"active_return":-0.0368171184527768,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":3,"score":0.04841021,"stock_return":-0.0314324470808003,"benchmark_return":0.0084086701189292,"active_return":-0.0398411171997296,"beat_benchmark":false},{"ticker":"DDOG","sector":"Unknown","rank":14,"score":0.038262628,"stock_return":-0.0318389228501283,"benchmark_return":0.0084086701189292,"active_return":-0.0402475929690575,"beat_benchmark":false},{"ticker":"FDS","sector":"Financials","rank":29,"score":0.019684136,"stock_return":-0.0347941441420213,"benchmark_return":0.0084086701189292,"active_return":-0.0432028142609505,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":8,"score":0.043963637,"stock_return":-0.0372310906601438,"benchmark_return":0.0084086701189292,"active_return":-0.045639760779073,"beat_benchmark":false},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":37,"score":0.0074382313,"stock_return":-0.0407152573414822,"benchmark_return":0.0084086701189292,"active_return":-0.0491239274604115,"beat_benchmark":false},{"ticker":"WDAY","sector":"Unknown","rank":28,"score":0.021710407,"stock_return":-0.0410949803124103,"benchmark_return":0.0084086701189292,"active_return":-0.0495036504313395,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0198701658152026,"spy_cumulative_return":0.0064412242298597,"active_return":0.0134289415853429,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.020022348627438,"spy_cumulative_return":0.0079639571085117,"active_return":0.0120583915189262,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.022142115953686,"spy_cumulative_return":0.0088533008817028,"active_return":0.0132888150719831,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.0204121601037571,"spy_cumulative_return":0.0084490537120704,"active_return":0.0119631063916866,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.0209026536581697,"spy_cumulative_return":0.0082469712510762,"active_return":0.0126556824070935,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.017169458473669,"spy_cumulative_return":0.0083143320714076,"active_return":0.0088551264022614,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0213575677223204,"spy_cumulative_return":0.0084086701189292,"active_return":0.0129488976033912,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-20","monitor_date":"2026-07-21","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-21T09:30:00","end_timestamp":"2026-07-21T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":0.021313846758342823,"benchmark_cumulative_return":0.008408670118929207,"active_return":0.012905176639413617,"holdings":[],"series":[{"timestamp":"2026-07-21 09:30:00","portfolio_cumulative_return":0.0200779787554141,"spy_cumulative_return":0.0064412242298597,"active_return":0.0136367545255544,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 10:30:00","portfolio_cumulative_return":0.0199788840496355,"spy_cumulative_return":0.0079639571085117,"active_return":0.0120149269411238,"portfolio_hourly_return":-9.714424567774936e-05,"spy_hourly_return":0.0015129873876313,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 11:30:00","portfolio_cumulative_return":0.022098079957589,"spy_cumulative_return":0.0088533008817028,"active_return":0.0132447790758861,"portfolio_hourly_return":0.0020776860590874,"spy_hourly_return":0.0008823170381433,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 12:30:00","portfolio_cumulative_return":0.0203686648692198,"spy_cumulative_return":0.0084490537120704,"active_return":0.0119196111571493,"portfolio_hourly_return":-0.0016920245936092,"spy_hourly_return":-0.0004006996550233,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 13:30:00","portfolio_cumulative_return":0.020858984080373,"spy_cumulative_return":0.0082469712510762,"active_return":0.0126120128292968,"portfolio_hourly_return":0.0004805314275464,"spy_hourly_return":-0.0002003893605239,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 14:30:00","portfolio_cumulative_return":0.0171259657679988,"spy_cumulative_return":0.0083143320714076,"active_return":0.0088116336965912,"portfolio_hourly_return":-0.0036567423812575,"spy_hourly_return":6.680984148932367e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-21 15:30:00","portfolio_cumulative_return":0.0213138467583428,"spy_cumulative_return":0.0084086701189292,"active_return":0.0129051766394136,"portfolio_hourly_return":0.004117367102296,"spy_hourly_return":9.356015730510592e-05,"holding_price_coverage":1.0}]}},{"id":"2026-07-21::ridge","decision_date":"2026-07-21","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-21T20:35:52.327944+00:00","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_mode":"rolling_daily_proxy_yfinance","training_rows":317066,"training_start":"2024-01-02","training_end":"2026-07-17","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":9333.237776048585},"feature_count":20,"features":["rolling_beta","macd_signal","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","momentum_5","rsi_14","residual_return","idiosyncratic_vol","sector_rel_rank"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":41,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 9333.237776048585}","resolved_feature_count":20,"rank_ic":0.011868852056436946,"positive_ic_rate":0.5476190476190476,"top40_raw_forward_return":0.001496022822657262,"universe_raw_forward_return":0.0003172200493666738,"top40_raw_excess":0.0011788027732905883,"top40_target_mean":0.011963769500497776,"universe_target_mean":-1.588892069854042e-05,"top40_target_excess":0.011979658421196318,"trial":38,"validation_start":"2026-01-15","validation_end":"2026-07-17"}}},"selected":[{"ticker":"DHR","sector":"Real Estate","rank":1,"score":0.0134731921031761},{"ticker":"DDOG","sector":"Unknown","rank":2,"score":0.0134519492399399},{"ticker":"KEY","sector":"Financials","rank":3,"score":0.0129130703191176},{"ticker":"GPC","sector":"Consumer Discretionary","rank":4,"score":0.0128385736359543},{"ticker":"WAT","sector":"Real Estate","rank":5,"score":0.0118701760504775},{"ticker":"RVTY","sector":"Unknown","rank":6,"score":0.0118301739418285},{"ticker":"CRWD","sector":"Unknown","rank":7,"score":0.0116328882753245},{"ticker":"HOOD","sector":"Unknown","rank":8,"score":0.0115354853677466},{"ticker":"CRL","sector":"Real Estate","rank":9,"score":0.0114209717349177},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.0113784833094712},{"ticker":"BAX","sector":"Health Care","rank":11,"score":0.0110840769419872},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0104503472448484},{"ticker":"IP","sector":"Materials","rank":13,"score":0.0102893807154351},{"ticker":"MRNA","sector":"Unknown","rank":14,"score":0.0102379162967469},{"ticker":"GOOGL","sector":"Communication Services","rank":15,"score":0.0100926714680347},{"ticker":"MNST","sector":"Consumer Staples","rank":16,"score":0.0099533683273556},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0098666522788723},{"ticker":"MAS","sector":"Real Estate","rank":18,"score":0.0098613710272189},{"ticker":"TROW","sector":"Financials","rank":19,"score":0.009816080310677},{"ticker":"AMD","sector":"Information Technology","rank":20,"score":0.0097664828437209},{"ticker":"DASH","sector":"Unknown","rank":21,"score":0.0097448024039231},{"ticker":"MS","sector":"Financials","rank":22,"score":0.0096739984484584},{"ticker":"HBAN","sector":"Financials","rank":23,"score":0.0095576158762071},{"ticker":"LUV","sector":"Financials","rank":24,"score":0.0092777663815521},{"ticker":"A","sector":"Real Estate","rank":25,"score":0.008873855475009},{"ticker":"COO","sector":"Health Care","rank":26,"score":0.008735017307378},{"ticker":"BEN","sector":"Financials","rank":27,"score":0.0086302213837951},{"ticker":"ZBRA","sector":"Materials","rank":28,"score":0.0084116264784308},{"ticker":"WRB","sector":"Unknown","rank":29,"score":0.0081362780775207},{"ticker":"DELL","sector":"Unknown","rank":30,"score":0.0081354554766564},{"ticker":"RF","sector":"Financials","rank":31,"score":0.0080996485390548},{"ticker":"AMAT","sector":"Information Technology","rank":32,"score":0.0080719000037341},{"ticker":"TTWO","sector":"Industrials","rank":33,"score":0.0080557184484909},{"ticker":"ISRG","sector":"Information Technology","rank":34,"score":0.0080241024313524},{"ticker":"GOOG","sector":"Communication Services","rank":35,"score":0.0079844081162908},{"ticker":"LYV","sector":"Financials","rank":36,"score":0.0079606881736452},{"ticker":"AXON","sector":"Unknown","rank":37,"score":0.0078957290703711},{"ticker":"XYL","sector":"Industrials","rank":38,"score":0.0077323665678239},{"ticker":"USB","sector":"Financials","rank":39,"score":0.0076499805899757},{"ticker":"CARR","sector":"Industrials","rank":40,"score":0.0073329065662455}],"selection_stability":{"decision_date":"2026-07-21","prior_decision_dates":{"ridge":"2026-07-20","xgb_ranker":"2026-07-20"},"same_day_model_agreement":{"overlap_count":9,"overlap_rate":0.225,"jaccard_similarity":0.1267605633802817,"replacement_rate":0.775,"shared_tickers":["AMAT","AXON","BAX","CRL","CRWD","DDOG","FTNT","GPC","PANW"],"left_only":["A","AMD","BEN","CARR","COO","DASH","DELL","DHR","GE","GOOG","GOOGL","HBAN","HOOD","IP","ISRG","KEY","LUV","LYV","MAS","MNST","MRNA","MS","RF","RVTY","TROW","TTWO","USB","WAT","WRB","XYL","ZBRA"],"right_only":["AKAM","AVGO","BLDR","COHR","DLTR","DVA","ECHO","FCX","FDS","FSLR","GEV","GLW","GNRC","GPN","HPE","HUM","MCHP","MPWR","NTAP","NXPI","PODD","PYPL","QCOM","SNDK","STX","TECH","TXN","VEEV","VLO","WDAY","WDC"]},"day_over_day":{"ridge":{"overlap_count":20,"overlap_rate":0.5,"jaccard_similarity":0.3333333333333333,"replacement_rate":0.5,"shared_tickers":["AMAT","AMD","AXON","BAX","CRL","CRWD","DELL","FTNT","GE","HOOD","IP","KEY","LUV","MAS","MNST","MRNA","MS","PANW","RF","TROW"],"left_only":["AMCR","ANET","APH","BAC","BX","CMG","COF","DOC","FITB","GS","HONA","HPE","IBKR","IR","IVZ","NTAP","ORCL","PNC","SW","SWK"],"right_only":["A","BEN","CARR","COO","DASH","DDOG","DHR","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","RVTY","TTWO","USB","WAT","WRB","XYL","ZBRA"],"rank_spearman":0.1413533834586466,"mean_absolute_rank_change":11.2,"top10_overlap_count":3,"top10_shared_tickers":["CRWD","HOOD","PANW"]},"xgb_ranker":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AKAM","AMAT","AXON","BAX","BLDR","COHR","CRWD","DDOG","FCX","FDS","FSLR","FTNT","GLW","GNRC","GPN","HPE","HUM","NTAP","PANW","PODD","QCOM","STX","TXN","WDAY"],"left_only":["AMD","CDW","CHTR","CNC","CVNA","DELL","HOOD","IBM","INTC","KLAC","MRNA","MU","ORCL","TSLA","UAL","ZBRA"],"right_only":["AVGO","CRL","DLTR","DVA","ECHO","GEV","GPC","MCHP","MPWR","NXPI","PYPL","SNDK","TECH","VEEV","VLO","WDC"],"rank_spearman":0.5617391304347825,"mean_absolute_rank_change":8.625,"top10_overlap_count":5,"top10_shared_tickers":["AMAT","AXON","CRWD","FTNT","PANW"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":6156.997328235204},"current_params":{"alpha":9333.237776048585},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":6,"persistent_consensus_tickers":["AMAT","AXON","BAX","CRWD","FTNT","PANW"]},"freeze_integrity":{"status":"frozen_before_july_22_evaluation","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_end":"2026-07-17","model":"ridge","completed_optuna_trials":41,"selected_rows":40,"selected_unique_tickers":40},"evaluations":[{"decision_date":"2026-07-21","eval_date":"2026-07-22","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.002978171910297503,"benchmark_return":-0.0012695944964934425,"active_return":-0.0017085774138040606,"stock_win_rate":0.5,"average_stock_active_return":-0.0017085774138040604,"top_contributors":["DELL","IP","CARR","MAS","AMD"],"bottom_contributors":["MRNA","ISRG","DDOG","AXON","DASH"],"holdings":[{"ticker":"DELL","sector":"Unknown","rank":30,"score":0.0081354554766564,"stock_return":0.0933316882107002,"benchmark_return":-0.0012695944964934,"active_return":0.0946012827071937,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":13,"score":0.0102893807154351,"stock_return":0.0482806366378443,"benchmark_return":-0.0012695944964934,"active_return":0.0495502311343377,"beat_benchmark":true},{"ticker":"CARR","sector":"Industrials","rank":40,"score":0.0073329065662455,"stock_return":0.0209925602823963,"benchmark_return":-0.0012695944964934,"active_return":0.0222621547788898,"beat_benchmark":true},{"ticker":"MAS","sector":"Real Estate","rank":18,"score":0.0098613710272189,"stock_return":0.0154907894576108,"benchmark_return":-0.0012695944964934,"active_return":0.0167603839541042,"beat_benchmark":true},{"ticker":"AMD","sector":"Information Technology","rank":20,"score":0.0097664828437209,"stock_return":0.0141616407552471,"benchmark_return":-0.0012695944964934,"active_return":0.0154312352517406,"beat_benchmark":true},{"ticker":"MNST","sector":"Consumer Staples","rank":16,"score":0.0099533683273556,"stock_return":0.0125979510156681,"benchmark_return":-0.0012695944964934,"active_return":0.0138675455121616,"beat_benchmark":true},{"ticker":"USB","sector":"Financials","rank":39,"score":0.0076499805899757,"stock_return":0.0118505299680968,"benchmark_return":-0.0012695944964934,"active_return":0.0131201244645903,"beat_benchmark":true},{"ticker":"GPC","sector":"Consumer Discretionary","rank":4,"score":0.0128385736359543,"stock_return":0.0104096527466299,"benchmark_return":-0.0012695944964934,"active_return":0.0116792472431234,"beat_benchmark":true},{"ticker":"MS","sector":"Financials","rank":22,"score":0.0096739984484584,"stock_return":0.009842906390429,"benchmark_return":-0.0012695944964934,"active_return":0.0111125008869225,"beat_benchmark":true},{"ticker":"WAT","sector":"Real Estate","rank":5,"score":0.0118701760504775,"stock_return":0.0090055711291661,"benchmark_return":-0.0012695944964934,"active_return":0.0102751656256595,"beat_benchmark":true},{"ticker":"HBAN","sector":"Financials","rank":23,"score":0.0095576158762071,"stock_return":0.0068794716276905,"benchmark_return":-0.0012695944964934,"active_return":0.0081490661241839,"beat_benchmark":true},{"ticker":"KEY","sector":"Financials","rank":3,"score":0.0129130703191176,"stock_return":0.0061001910672924,"benchmark_return":-0.0012695944964934,"active_return":0.0073697855637858,"beat_benchmark":true},{"ticker":"A","sector":"Real Estate","rank":25,"score":0.008873855475009,"stock_return":0.0047418702387347,"benchmark_return":-0.0012695944964934,"active_return":0.0060114647352281,"beat_benchmark":true},{"ticker":"WRB","sector":"Unknown","rank":29,"score":0.0081362780775207,"stock_return":0.0026329656647658,"benchmark_return":-0.0012695944964934,"active_return":0.0039025601612593,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0098666522788723,"stock_return":0.0013795163013305,"benchmark_return":-0.0012695944964934,"active_return":0.002649110797824,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":31,"score":0.0080996485390548,"stock_return":0.0011356212770496,"benchmark_return":-0.0012695944964934,"active_return":0.0024052157735431,"beat_benchmark":true},{"ticker":"ZBRA","sector":"Materials","rank":28,"score":0.0084116264784308,"stock_return":0.0011052155170259,"benchmark_return":-0.0012695944964934,"active_return":0.0023748100135193,"beat_benchmark":true},{"ticker":"DHR","sector":"Real Estate","rank":1,"score":0.0134731921031761,"stock_return":0.0007262437115349,"benchmark_return":-0.0012695944964934,"active_return":0.0019958382080284,"beat_benchmark":true},{"ticker":"LYV","sector":"Financials","rank":36,"score":0.0079606881736452,"stock_return":0.0005622833250689,"benchmark_return":-0.0012695944964934,"active_return":0.0018318778215623,"beat_benchmark":true},{"ticker":"RVTY","sector":"Unknown","rank":6,"score":0.0118301739418285,"stock_return":-0.0002714330456755,"benchmark_return":-0.0012695944964934,"active_return":0.0009981614508178,"beat_benchmark":true},{"ticker":"CRL","sector":"Real Estate","rank":9,"score":0.0114209717349177,"stock_return":-0.003555144945286,"benchmark_return":-0.0012695944964934,"active_return":-0.0022855504487926,"beat_benchmark":false},{"ticker":"COO","sector":"Health Care","rank":26,"score":0.008735017307378,"stock_return":-0.0070412615822875,"benchmark_return":-0.0012695944964934,"active_return":-0.0057716670857941,"beat_benchmark":false},{"ticker":"XYL","sector":"Industrials","rank":38,"score":0.0077323665678239,"stock_return":-0.0073931441347823,"benchmark_return":-0.0012695944964934,"active_return":-0.0061235496382888,"beat_benchmark":false},{"ticker":"BEN","sector":"Financials","rank":27,"score":0.0086302213837951,"stock_return":-0.0075085117548904,"benchmark_return":-0.0012695944964934,"active_return":-0.0062389172583969,"beat_benchmark":false},{"ticker":"TTWO","sector":"Industrials","rank":33,"score":0.0080557184484909,"stock_return":-0.010002905204196,"benchmark_return":-0.0012695944964934,"active_return":-0.0087333107077025,"beat_benchmark":false},{"ticker":"GOOG","sector":"Communication Services","rank":35,"score":0.0079844081162908,"stock_return":-0.0123631495684838,"benchmark_return":-0.0012695944964934,"active_return":-0.0110935550719903,"beat_benchmark":false},{"ticker":"TROW","sector":"Financials","rank":19,"score":0.009816080310677,"stock_return":-0.0131791773124213,"benchmark_return":-0.0012695944964934,"active_return":-0.0119095828159279,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":7,"score":0.0116328882753245,"stock_return":-0.0138634265294271,"benchmark_return":-0.0012695944964934,"active_return":-0.0125938320329337,"beat_benchmark":false},{"ticker":"GOOGL","sector":"Communication Services","rank":15,"score":0.0100926714680347,"stock_return":-0.0146334053336621,"benchmark_return":-0.0012695944964934,"active_return":-0.0133638108371687,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":8,"score":0.0115354853677466,"stock_return":-0.0175818233908512,"benchmark_return":-0.0012695944964934,"active_return":-0.0163122288943577,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":32,"score":0.0080719000037341,"stock_return":-0.0184394178896852,"benchmark_return":-0.0012695944964934,"active_return":-0.0171698233931918,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0104503472448484,"stock_return":-0.019797626577972,"benchmark_return":-0.0012695944964934,"active_return":-0.0185280320814785,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.0113784833094712,"stock_return":-0.0200788988447738,"benchmark_return":-0.0012695944964934,"active_return":-0.0188093043482804,"beat_benchmark":false},{"ticker":"BAX","sector":"Health Care","rank":11,"score":0.0110840769419872,"stock_return":-0.0207113508975445,"benchmark_return":-0.0012695944964934,"active_return":-0.019441756401051,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":24,"score":0.0092777663815521,"stock_return":-0.0215649880196252,"benchmark_return":-0.0012695944964934,"active_return":-0.0202953935231318,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":14,"score":0.0102379162967469,"stock_return":-0.0264833727857604,"benchmark_return":-0.0012695944964934,"active_return":-0.0252137782892669,"beat_benchmark":false},{"ticker":"ISRG","sector":"Information Technology","rank":34,"score":0.0080241024313524,"stock_return":-0.0266811301006402,"benchmark_return":-0.0012695944964934,"active_return":-0.0254115356041467,"beat_benchmark":false},{"ticker":"DDOG","sector":"Unknown","rank":2,"score":0.0134519492399399,"stock_return":-0.0357549387746987,"benchmark_return":-0.0012695944964934,"active_return":-0.0344853442782052,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":37,"score":0.0078957290703711,"stock_return":-0.0384607921937282,"benchmark_return":-0.0012695944964934,"active_return":-0.0371911976972347,"beat_benchmark":false},{"ticker":"DASH","sector":"Unknown","rank":21,"score":0.0097448024039231,"stock_return":-0.0549882828497907,"benchmark_return":-0.0012695944964934,"active_return":-0.0537186883532972,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0008173824998326,"spy_cumulative_return":-0.0013097255914034,"active_return":0.0004923430915707,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":0.0005695444134539,"spy_cumulative_return":0.0015100547968893,"active_return":-0.0009405103834353,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":0.0006287609678486,"spy_cumulative_return":0.0020980732180406,"active_return":-0.001469312250192,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":5.50449196050351e-05,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0009665850880134,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0013477039243893,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0016282953196952,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0026191625409702,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0022449319242075,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0029781719102975,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.001708577413804,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-21","monitor_date":"2026-07-22","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.002981549933656527,"benchmark_cumulative_return":-0.0012695944964934425,"active_return":-0.0017119554371630846,"holdings":[],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0008173824998326,"spy_cumulative_return":-0.0013097255914034,"active_return":0.0004923430915707,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":0.0005695444134539,"spy_cumulative_return":0.0015100547968893,"active_return":-0.0009405103834353,"portfolio_hourly_return":0.0013880614904575,"spy_hourly_return":0.002823478370171,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":0.0006287609678486,"spy_cumulative_return":0.0020980732180406,"active_return":-0.001469312250192,"portfolio_hourly_return":5.918284713479771e-05,"spy_hourly_return":0.0005871318199301,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":5.50449196050351e-05,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0009665850880134,"portfolio_hourly_return":-0.0005733555446563,"spy_hourly_return":-0.0010741894822384,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0013477039243893,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0016282953196952,"portfolio_hourly_return":-0.001402671634047,"spy_hourly_return":-0.0007402823176827,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0026191625409702,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0022449319242075,"portfolio_hourly_return":-0.0012731744788223,"spy_hourly_return":-0.0006546383261871,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0029815499336565,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.001711955437163,"portfolio_hourly_return":-0.0003633390366808,"spy_hourly_return":-0.0008956990777491,"holding_price_coverage":1.0}]}},{"id":"2026-07-21::xgb_ranker","decision_date":"2026-07-21","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-21T21:09:09.919338+00:00","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_mode":"rolling_daily_proxy_yfinance","training_rows":318340,"training_start":"2024-01-02","training_end":"2026-07-17","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","log_volume","overnight_gap","vol_10d","volume_ratio_20d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","rsi_14","momentum_5","residual_return","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":17,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5579345297625649, \"gamma\": 0.6355835028602363, \"learning_rate\": 0.006570432809105998, \"max_depth\": 5, \"min_child_weight\": 29.267581150621286, \"n_estimators\": 400, \"n_jobs\": 4, \"reg_alpha\": 0.5492736444508451, \"reg_lambda\": 0.05676757667844529, \"subsample\": 0.6792328642721364, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.0004259495219525444,"positive_ic_rate":0.5079365079365079,"top40_raw_forward_return":0.0019593844453793608,"universe_raw_forward_return":0.0003136612112101956,"top40_raw_excess":0.0016457232341691652,"top40_target_mean":0.010500731983197328,"universe_target_mean":-1.5825554986277602e-05,"top40_target_excess":0.010516557538183605,"trial":6,"validation_start":"2026-01-15","validation_end":"2026-07-17"}}},"selected":[{"ticker":"DDOG","sector":"Unknown","rank":1,"score":0.065766},{"ticker":"CRWD","sector":"Unknown","rank":2,"score":0.053765625},{"ticker":"WDC","sector":"Information Technology","rank":3,"score":0.049107242},{"ticker":"AXON","sector":"Unknown","rank":4,"score":0.042727817},{"ticker":"AMAT","sector":"Information Technology","rank":5,"score":0.04237008},{"ticker":"HUM","sector":"Health Care","rank":6,"score":0.042365175},{"ticker":"FTNT","sector":"Information Technology","rank":7,"score":0.040896505},{"ticker":"SNDK","sector":"Unknown","rank":8,"score":0.039515596},{"ticker":"GPC","sector":"Consumer Discretionary","rank":9,"score":0.038493276},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.03843456},{"ticker":"WDAY","sector":"Unknown","rank":11,"score":0.036592256},{"ticker":"STX","sector":"Unknown","rank":12,"score":0.030795867},{"ticker":"CRL","sector":"Real Estate","rank":13,"score":0.030351037},{"ticker":"AVGO","sector":"Information Technology","rank":14,"score":0.027106265},{"ticker":"NXPI","sector":"Information Technology","rank":15,"score":0.026122658},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.025155947},{"ticker":"VEEV","sector":"Unknown","rank":17,"score":0.024928022},{"ticker":"MPWR","sector":"Information Technology","rank":18,"score":0.02303007},{"ticker":"QCOM","sector":"Information Technology","rank":19,"score":0.022886835},{"ticker":"GEV","sector":"Unknown","rank":20,"score":0.022323363},{"ticker":"COHR","sector":"Unknown","rank":21,"score":0.021985825},{"ticker":"MCHP","sector":"Information Technology","rank":22,"score":0.021719217},{"ticker":"ECHO","sector":"Unknown","rank":23,"score":0.021351645},{"ticker":"GPN","sector":"Financials","rank":24,"score":0.01976743},{"ticker":"FCX","sector":"Materials","rank":25,"score":0.019217521},{"ticker":"DLTR","sector":"Consumer Staples","rank":26,"score":0.01859466},{"ticker":"GLW","sector":"Materials","rank":27,"score":0.015783807},{"ticker":"FDS","sector":"Financials","rank":28,"score":0.015638921},{"ticker":"PYPL","sector":"Real Estate","rank":29,"score":0.014282768},{"ticker":"NTAP","sector":"Financials","rank":30,"score":0.013535675},{"ticker":"HPE","sector":"Industrials","rank":31,"score":0.013128154},{"ticker":"FSLR","sector":"Materials","rank":32,"score":0.012697122},{"ticker":"PODD","sector":"Consumer Discretionary","rank":33,"score":0.011405077},{"ticker":"BAX","sector":"Health Care","rank":34,"score":0.011387175},{"ticker":"TECH","sector":"Real Estate","rank":35,"score":0.010874497},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":36,"score":0.010014543},{"ticker":"VLO","sector":"Energy","rank":37,"score":0.009281718},{"ticker":"DVA","sector":"Consumer Staples","rank":38,"score":0.005361638},{"ticker":"GNRC","sector":"Industrials","rank":39,"score":0.0039137574},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":40,"score":0.0015157494}],"selection_stability":{"decision_date":"2026-07-21","prior_decision_dates":{"ridge":"2026-07-20","xgb_ranker":"2026-07-20"},"same_day_model_agreement":{"overlap_count":9,"overlap_rate":0.225,"jaccard_similarity":0.1267605633802817,"replacement_rate":0.775,"shared_tickers":["AMAT","AXON","BAX","CRL","CRWD","DDOG","FTNT","GPC","PANW"],"left_only":["A","AMD","BEN","CARR","COO","DASH","DELL","DHR","GE","GOOG","GOOGL","HBAN","HOOD","IP","ISRG","KEY","LUV","LYV","MAS","MNST","MRNA","MS","RF","RVTY","TROW","TTWO","USB","WAT","WRB","XYL","ZBRA"],"right_only":["AKAM","AVGO","BLDR","COHR","DLTR","DVA","ECHO","FCX","FDS","FSLR","GEV","GLW","GNRC","GPN","HPE","HUM","MCHP","MPWR","NTAP","NXPI","PODD","PYPL","QCOM","SNDK","STX","TECH","TXN","VEEV","VLO","WDAY","WDC"]},"day_over_day":{"ridge":{"overlap_count":20,"overlap_rate":0.5,"jaccard_similarity":0.3333333333333333,"replacement_rate":0.5,"shared_tickers":["AMAT","AMD","AXON","BAX","CRL","CRWD","DELL","FTNT","GE","HOOD","IP","KEY","LUV","MAS","MNST","MRNA","MS","PANW","RF","TROW"],"left_only":["AMCR","ANET","APH","BAC","BX","CMG","COF","DOC","FITB","GS","HONA","HPE","IBKR","IR","IVZ","NTAP","ORCL","PNC","SW","SWK"],"right_only":["A","BEN","CARR","COO","DASH","DDOG","DHR","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","RVTY","TTWO","USB","WAT","WRB","XYL","ZBRA"],"rank_spearman":0.1413533834586466,"mean_absolute_rank_change":11.2,"top10_overlap_count":3,"top10_shared_tickers":["CRWD","HOOD","PANW"]},"xgb_ranker":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AKAM","AMAT","AXON","BAX","BLDR","COHR","CRWD","DDOG","FCX","FDS","FSLR","FTNT","GLW","GNRC","GPN","HPE","HUM","NTAP","PANW","PODD","QCOM","STX","TXN","WDAY"],"left_only":["AMD","CDW","CHTR","CNC","CVNA","DELL","HOOD","IBM","INTC","KLAC","MRNA","MU","ORCL","TSLA","UAL","ZBRA"],"right_only":["AVGO","CRL","DLTR","DVA","ECHO","GEV","GPC","MCHP","MPWR","NXPI","PYPL","SNDK","TECH","VEEV","VLO","WDC"],"rank_spearman":0.5617391304347825,"mean_absolute_rank_change":8.625,"top10_overlap_count":5,"top10_shared_tickers":["AMAT","AXON","CRWD","FTNT","PANW"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":6156.997328235204},"current_params":{"alpha":9333.237776048585},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":6,"persistent_consensus_tickers":["AMAT","AXON","BAX","CRWD","FTNT","PANW"]},"freeze_integrity":{"status":"frozen_before_july_22_evaluation","decision_date":"2026-07-21","latest_price_date":"2026-07-21","training_end":"2026-07-17","model":"xgb_ranker","completed_optuna_trials":17,"selected_rows":40,"selected_unique_tickers":40},"evaluations":[{"decision_date":"2026-07-21","eval_date":"2026-07-22","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"evaluated_holdings":39,"portfolio_return":-0.008889189160308113,"benchmark_return":-0.0012695944964934425,"active_return":-0.00761959466381467,"stock_win_rate":0.38461538461538464,"average_stock_active_return":-0.007619594663814671,"top_contributors":["FCX","HPE","AVGO","NXPI","MCHP"],"bottom_contributors":["DDOG","AXON","GLW","WDAY","GEV"],"holdings":[{"ticker":"FCX","sector":"Materials","rank":25,"score":0.019217521,"stock_return":0.0388426540462956,"benchmark_return":-0.0012695944964934,"active_return":0.040112248542789,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":31,"score":0.013128154,"stock_return":0.0306056778893228,"benchmark_return":-0.0012695944964934,"active_return":0.0318752723858163,"beat_benchmark":true},{"ticker":"AVGO","sector":"Information Technology","rank":14,"score":0.027106265,"stock_return":0.0263648187358505,"benchmark_return":-0.0012695944964934,"active_return":0.0276344132323439,"beat_benchmark":true},{"ticker":"NXPI","sector":"Information Technology","rank":15,"score":0.026122658,"stock_return":0.0217829483433418,"benchmark_return":-0.0012695944964934,"active_return":0.0230525428398352,"beat_benchmark":true},{"ticker":"MCHP","sector":"Information Technology","rank":22,"score":0.021719217,"stock_return":0.0199688291001842,"benchmark_return":-0.0012695944964934,"active_return":0.0212384235966777,"beat_benchmark":true},{"ticker":"BLDR","sector":"Consumer Discretionary","rank":40,"score":0.0015157494,"stock_return":0.0187841300274664,"benchmark_return":-0.0012695944964934,"active_return":0.0200537245239599,"beat_benchmark":true},{"ticker":"WDC","sector":"Information Technology","rank":3,"score":0.049107242,"stock_return":0.015135191325994,"benchmark_return":-0.0012695944964934,"active_return":0.0164047858224875,"beat_benchmark":true},{"ticker":"FSLR","sector":"Materials","rank":32,"score":0.012697122,"stock_return":0.013564659682355,"benchmark_return":-0.0012695944964934,"active_return":0.0148342541788485,"beat_benchmark":true},{"ticker":"QCOM","sector":"Information Technology","rank":19,"score":0.022886835,"stock_return":0.0122766852035303,"benchmark_return":-0.0012695944964934,"active_return":0.0135462797000237,"beat_benchmark":true},{"ticker":"MPWR","sector":"Information Technology","rank":18,"score":0.02303007,"stock_return":0.0108511846360455,"benchmark_return":-0.0012695944964934,"active_return":0.0121207791325389,"beat_benchmark":true},{"ticker":"GPC","sector":"Consumer Discretionary","rank":9,"score":0.038493276,"stock_return":0.0104096527466299,"benchmark_return":-0.0012695944964934,"active_return":0.0116792472431234,"beat_benchmark":true},{"ticker":"TXN","sector":"Information Technology","rank":16,"score":0.025155947,"stock_return":0.0085135979754682,"benchmark_return":-0.0012695944964934,"active_return":0.0097831924719616,"beat_benchmark":true},{"ticker":"SNDK","sector":"Unknown","rank":8,"score":0.039515596,"stock_return":0.0067635584716712,"benchmark_return":-0.0012695944964934,"active_return":0.0080331529681646,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":30,"score":0.013535675,"stock_return":0.0043436368518547,"benchmark_return":-0.0012695944964934,"active_return":0.0056132313483482,"beat_benchmark":true},{"ticker":"TECH","sector":"Real Estate","rank":35,"score":0.010874497,"stock_return":0.0022337521742923,"benchmark_return":-0.0012695944964934,"active_return":0.0035033466707857,"beat_benchmark":true},{"ticker":"CRL","sector":"Real Estate","rank":13,"score":0.030351037,"stock_return":-0.003555144945286,"benchmark_return":-0.0012695944964934,"active_return":-0.0022855504487926,"beat_benchmark":false},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":36,"score":0.010014543,"stock_return":-0.0052037587608851,"benchmark_return":-0.0012695944964934,"active_return":-0.0039341642643917,"beat_benchmark":false},{"ticker":"PYPL","sector":"Real Estate","rank":29,"score":0.014282768,"stock_return":-0.0061772142422835,"benchmark_return":-0.0012695944964934,"active_return":-0.0049076197457901,"beat_benchmark":false},{"ticker":"FDS","sector":"Financials","rank":28,"score":0.015638921,"stock_return":-0.0067624951997684,"benchmark_return":-0.0012695944964934,"active_return":-0.005492900703275,"beat_benchmark":false},{"ticker":"GNRC","sector":"Industrials","rank":39,"score":0.0039137574,"stock_return":-0.01020359418401,"benchmark_return":-0.0012695944964934,"active_return":-0.0089339996875166,"beat_benchmark":false},{"ticker":"VLO","sector":"Energy","rank":37,"score":0.009281718,"stock_return":-0.0127381810785967,"benchmark_return":-0.0012695944964934,"active_return":-0.0114685865821032,"beat_benchmark":false},{"ticker":"GPN","sector":"Financials","rank":24,"score":0.01976743,"stock_return":-0.0133633033458521,"benchmark_return":-0.0012695944964934,"active_return":-0.0120937088493586,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":2,"score":0.053765625,"stock_return":-0.0138634265294271,"benchmark_return":-0.0012695944964934,"active_return":-0.0125938320329337,"beat_benchmark":false},{"ticker":"COHR","sector":"Unknown","rank":21,"score":0.021985825,"stock_return":-0.0159195125576437,"benchmark_return":-0.0012695944964934,"active_return":-0.0146499180611503,"beat_benchmark":false},{"ticker":"HUM","sector":"Health Care","rank":6,"score":0.042365175,"stock_return":-0.0167680636115727,"benchmark_return":-0.0012695944964934,"active_return":-0.0154984691150793,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":5,"score":0.04237008,"stock_return":-0.0184394178896852,"benchmark_return":-0.0012695944964934,"active_return":-0.0171698233931918,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":7,"score":0.040896505,"stock_return":-0.019797626577972,"benchmark_return":-0.0012695944964934,"active_return":-0.0185280320814785,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":10,"score":0.03843456,"stock_return":-0.0200788988447738,"benchmark_return":-0.0012695944964934,"active_return":-0.0188093043482804,"beat_benchmark":false},{"ticker":"BAX","sector":"Health Care","rank":34,"score":0.011387175,"stock_return":-0.0207113508975445,"benchmark_return":-0.0012695944964934,"active_return":-0.019441756401051,"beat_benchmark":false},{"ticker":"DVA","sector":"Consumer Staples","rank":38,"score":0.005361638,"stock_return":-0.0216621688136021,"benchmark_return":-0.0012695944964934,"active_return":-0.0203925743171087,"beat_benchmark":false},{"ticker":"VEEV","sector":"Unknown","rank":17,"score":0.024928022,"stock_return":-0.0251004008778238,"benchmark_return":-0.0012695944964934,"active_return":-0.0238308063813303,"beat_benchmark":false},{"ticker":"ECHO","sector":"Unknown","rank":23,"score":0.021351645,"stock_return":-0.0261714151648946,"benchmark_return":-0.0012695944964934,"active_return":-0.0249018206684011,"beat_benchmark":false},{"ticker":"DLTR","sector":"Consumer Staples","rank":26,"score":0.01859466,"stock_return":-0.0285509495696042,"benchmark_return":-0.0012695944964934,"active_return":-0.0272813550731108,"beat_benchmark":false},{"ticker":"PODD","sector":"Consumer Discretionary","rank":33,"score":0.011405077,"stock_return":-0.0289519023810309,"benchmark_return":-0.0012695944964934,"active_return":-0.0276823078845375,"beat_benchmark":false},{"ticker":"DDOG","sector":"Unknown","rank":1,"score":0.065766,"stock_return":-0.0357549387746987,"benchmark_return":-0.0012695944964934,"active_return":-0.0344853442782052,"beat_benchmark":false},{"ticker":"AXON","sector":"Unknown","rank":4,"score":0.042727817,"stock_return":-0.0384607921937282,"benchmark_return":-0.0012695944964934,"active_return":-0.0371911976972347,"beat_benchmark":false},{"ticker":"GLW","sector":"Materials","rank":27,"score":0.015783807,"stock_return":-0.0518440858265291,"benchmark_return":-0.0012695944964934,"active_return":-0.0505744913300356,"beat_benchmark":false},{"ticker":"WDAY","sector":"Unknown","rank":11,"score":0.036592256,"stock_return":-0.0623362128348716,"benchmark_return":-0.0012695944964934,"active_return":-0.0610666183383782,"beat_benchmark":false},{"ticker":"GEV","sector":"Unknown","rank":20,"score":0.022323363,"stock_return":-0.0847044993602343,"benchmark_return":-0.0012695944964934,"active_return":-0.0834349048637409,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0034596475801103,"spy_cumulative_return":-0.0013097255914034,"active_return":-0.0021499219887069,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":-0.0001627406923166,"spy_cumulative_return":0.0015100547968893,"active_return":-0.001672795489206,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":-0.0022518388436931,"spy_cumulative_return":0.0020980732180406,"active_return":-0.0043499120617338,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":-0.0034103593950469,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0044319894026654,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0062324101342817,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0065130015295876,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0072246249122959,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0068503942955332,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0088891891603081,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.0076195946638146,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-21","monitor_date":"2026-07-22","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-22T09:30:00","end_timestamp":"2026-07-22T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.008255924112578496,"benchmark_cumulative_return":-0.0012695944964934425,"active_return":-0.006986329616085054,"holdings":[],"series":[{"timestamp":"2026-07-22 09:30:00","portfolio_cumulative_return":-0.0029658487203317,"spy_cumulative_return":-0.0013097255914034,"active_return":-0.0016561231289283,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 10:30:00","portfolio_cumulative_return":0.0003318921608135,"spy_cumulative_return":0.0015100547968893,"active_return":-0.0011781626360758,"portfolio_hourly_return":0.003307550575788,"spy_hourly_return":0.002823478370171,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 11:30:00","portfolio_cumulative_return":-0.0015583704284919,"spy_cumulative_return":0.0020980732180406,"active_return":-0.0036564436465326,"portfolio_hourly_return":-0.0018896354341182,"spy_hourly_return":0.0005871318199301,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 12:30:00","portfolio_cumulative_return":-0.0026083156296008,"spy_cumulative_return":0.0010216300076184,"active_return":-0.0036299456372192,"portfolio_hourly_return":-0.0010515839584527,"spy_hourly_return":-0.0010741894822384,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 13:30:00","portfolio_cumulative_return":-0.0056737766174714,"spy_cumulative_return":0.0002805913953058,"active_return":-0.0059543680127773,"portfolio_hourly_return":-0.0030734775874993,"spy_hourly_return":-0.0007402823176827,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 14:30:00","portfolio_cumulative_return":-0.0064680872382999,"spy_cumulative_return":-0.0003742306167626,"active_return":-0.0060938566215372,"portfolio_hourly_return":-0.0007988430780054,"spy_hourly_return":-0.0006546383261871,"holding_price_coverage":1.0},{"timestamp":"2026-07-22 15:30:00","portfolio_cumulative_return":-0.0082559241125784,"spy_cumulative_return":-0.0012695944964934,"active_return":-0.006986329616085,"portfolio_hourly_return":-0.0017994760423033,"spy_hourly_return":-0.0008956990777491,"holding_price_coverage":1.0}]}},{"id":"2026-07-22::ridge","decision_date":"2026-07-22","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-22T20:39:18.726049+00:00","decision_date":"2026-07-22","latest_price_date":"2026-07-22","training_mode":"rolling_daily_proxy_yfinance","training_rows":318843,"training_start":"2024-01-02","training_end":"2026-07-20","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":9867.08983983767},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","atr_14","returns_1d","momentum_10","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":41,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 9867.08983983767}","resolved_feature_count":22,"rank_ic":0.013173293159830915,"positive_ic_rate":0.5317460317460317,"top40_raw_forward_return":0.0014611789158855326,"universe_raw_forward_return":0.00044824727339663794,"top40_raw_excess":0.0010129316424888947,"top40_target_mean":0.011147187661608418,"universe_target_mean":-1.5825554986277602e-05,"top40_target_excess":0.011163013216594695,"trial":27,"validation_start":"2026-01-16","validation_end":"2026-07-20"}}},"selected":[{"ticker":"AMD","sector":"Information Technology","rank":1,"score":0.0218135170219524},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0215795837821174},{"ticker":"LUV","sector":"Financials","rank":3,"score":0.0188846440956869},{"ticker":"AMAT","sector":"Information Technology","rank":4,"score":0.0182432232868016},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.0178989154726663},{"ticker":"APH","sector":"Industrials","rank":6,"score":0.0166742081270589},{"ticker":"IBKR","sector":"Unknown","rank":7,"score":0.0165406038153647},{"ticker":"MU","sector":"Information Technology","rank":8,"score":0.016466472020208},{"ticker":"NTRS","sector":"Financials","rank":9,"score":0.0155330822080146},{"ticker":"MRNA","sector":"Unknown","rank":10,"score":0.0150626704461762},{"ticker":"ANET","sector":"Information Technology","rank":11,"score":0.0150610230541827},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0150013740054013},{"ticker":"INTC","sector":"Information Technology","rank":13,"score":0.0145431247857578},{"ticker":"TXN","sector":"Information Technology","rank":14,"score":0.0144383561268805},{"ticker":"DASH","sector":"Unknown","rank":15,"score":0.0142239082386115},{"ticker":"DELL","sector":"Unknown","rank":16,"score":0.0137873602744183},{"ticker":"SNDK","sector":"Unknown","rank":17,"score":0.0136374109408769},{"ticker":"DDOG","sector":"Unknown","rank":18,"score":0.0134323604166837},{"ticker":"MRVL","sector":"Unknown","rank":19,"score":0.0134098391877071},{"ticker":"DAL","sector":"Financials","rank":20,"score":0.0133190684737314},{"ticker":"CNC","sector":"Health Care","rank":21,"score":0.0130337059023403},{"ticker":"UAL","sector":"Industrials","rank":22,"score":0.0129121177497263},{"ticker":"WDC","sector":"Information Technology","rank":23,"score":0.0127364314922857},{"ticker":"MS","sector":"Financials","rank":24,"score":0.0126385471125009},{"ticker":"KLAC","sector":"Information Technology","rank":25,"score":0.0124017513810926},{"ticker":"CSCO","sector":"Industrials","rank":26,"score":0.0123886422694637},{"ticker":"CVS","sector":"Health Care","rank":27,"score":0.0123547837256189},{"ticker":"STX","sector":"Unknown","rank":28,"score":0.0121564667387848},{"ticker":"FFIV","sector":"Information Technology","rank":29,"score":0.0117709386731135},{"ticker":"HPE","sector":"Industrials","rank":30,"score":0.0115594527131536},{"ticker":"GE","sector":"Industrials","rank":31,"score":0.0113498112160171},{"ticker":"IP","sector":"Materials","rank":32,"score":0.011319922281575},{"ticker":"ZBRA","sector":"Materials","rank":33,"score":0.0113095698574851},{"ticker":"DHR","sector":"Real Estate","rank":34,"score":0.0112806141042951},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.0112077692405762},{"ticker":"IVZ","sector":"Real Estate","rank":36,"score":0.0110162479259209},{"ticker":"MNST","sector":"Consumer Staples","rank":37,"score":0.0104545119359474},{"ticker":"DLTR","sector":"Consumer Staples","rank":38,"score":0.0104009009028679},{"ticker":"TROW","sector":"Financials","rank":39,"score":0.0103687294474135},{"ticker":"KEY","sector":"Financials","rank":40,"score":0.0101464472171659}],"selection_stability":{"decision_date":"2026-07-22","prior_decision_dates":{"ridge":"2026-07-21","xgb_ranker":"2026-07-21"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMAT","APH","GEV","HPE","INTC","KLAC","LUV","MRVL","MU","NTRS","SNDK","STX","TXN","WDC"],"left_only":["AMD","ANET","CNC","CSCO","CVS","DAL","DASH","DDOG","DELL","DHR","DLTR","DVA","FFIV","FTNT","GE","HOOD","IBKR","IP","IVZ","KEY","MNST","MRNA","MS","TROW","UAL","ZBRA"],"right_only":["ADSK","BAX","CAT","CIEN","COHR","CVNA","DXCM","ETN","FIX","FLEX","FSLR","GLW","GNRC","GPN","JBL","KEYS","LRCX","MCHP","PYPL","QCOM","ROP","TEL","TER","TSLA","TYL","VRT"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","DASH","DDOG","DELL","DHR","FTNT","GE","HOOD","IP","KEY","LUV","MNST","MRNA","MS","TROW","ZBRA"],"left_only":["A","AXON","BAX","BEN","CARR","COO","CRL","CRWD","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","MAS","PANW","RF","RVTY","TTWO","USB","WAT","WRB","XYL"],"right_only":["ANET","APH","CNC","CSCO","CVS","DAL","DLTR","DVA","FFIV","GEV","HPE","IBKR","INTC","IVZ","KLAC","MRVL","MU","NTRS","SNDK","STX","TXN","UAL","WDC"],"rank_spearman":-0.27450980392156865,"mean_absolute_rank_change":15.588235294117647,"top10_overlap_count":1,"top10_shared_tickers":["HOOD"]},"xgb_ranker":{"overlap_count":16,"overlap_rate":0.4,"jaccard_similarity":0.25,"replacement_rate":0.6,"shared_tickers":["AMAT","BAX","COHR","FSLR","GEV","GLW","GNRC","GPN","HPE","MCHP","PYPL","QCOM","SNDK","STX","TXN","WDC"],"left_only":["AKAM","AVGO","AXON","BLDR","CRL","CRWD","DDOG","DLTR","DVA","ECHO","FCX","FDS","FTNT","GPC","HUM","MPWR","NTAP","NXPI","PANW","PODD","TECH","VEEV","VLO","WDAY"],"right_only":["ADSK","APH","CAT","CIEN","CVNA","DXCM","ETN","FIX","FLEX","INTC","JBL","KEYS","KLAC","LRCX","LUV","MRVL","MU","NTRS","ROP","TEL","TER","TSLA","TYL","VRT"],"rank_spearman":0.6147058823529412,"mean_absolute_rank_change":9.1875,"top10_overlap_count":1,"top10_shared_tickers":["SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9333.237776048585},"current_params":{"alpha":9867.08983983767},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":1,"persistent_consensus_tickers":["AMAT"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-22","eval_date":"2026-07-23","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.007783213598698189,"benchmark_return":-0.012362679876347094,"active_return":0.004579466277648905,"stock_win_rate":0.525,"average_stock_active_return":0.0045794662776489055,"top_contributors":["DHR","GEV","MU","GE","KLAC"],"bottom_contributors":["FFIV","CNC","DLTR","DASH","LUV"],"holdings":[{"ticker":"DHR","sector":"Real Estate","rank":34,"score":0.0112806141042951,"stock_return":0.0739087056954022,"benchmark_return":-0.012362679876347,"active_return":0.0862713855717492,"beat_benchmark":true},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.0178989154726663,"stock_return":0.0483132132065888,"benchmark_return":-0.012362679876347,"active_return":0.0606758930829359,"beat_benchmark":true},{"ticker":"MU","sector":"Information Technology","rank":8,"score":0.016466472020208,"stock_return":0.032059042806289,"benchmark_return":-0.012362679876347,"active_return":0.0444217226826361,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":31,"score":0.0113498112160171,"stock_return":0.0229198020699967,"benchmark_return":-0.012362679876347,"active_return":0.0352824819463438,"beat_benchmark":true},{"ticker":"KLAC","sector":"Information Technology","rank":25,"score":0.0124017513810926,"stock_return":0.0188644231482699,"benchmark_return":-0.012362679876347,"active_return":0.031227103024617,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":4,"score":0.0182432232868016,"stock_return":0.0161395196368214,"benchmark_return":-0.012362679876347,"active_return":0.0285021995131685,"beat_benchmark":true},{"ticker":"ANET","sector":"Information Technology","rank":11,"score":0.0150610230541827,"stock_return":0.0098358853361348,"benchmark_return":-0.012362679876347,"active_return":0.0221985652124819,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.0112077692405762,"stock_return":0.0090054994889738,"benchmark_return":-0.012362679876347,"active_return":0.0213681793653209,"beat_benchmark":true},{"ticker":"SNDK","sector":"Unknown","rank":17,"score":0.0136374109408769,"stock_return":0.007734775845303,"benchmark_return":-0.012362679876347,"active_return":0.0200974557216501,"beat_benchmark":true},{"ticker":"STX","sector":"Unknown","rank":28,"score":0.0121564667387848,"stock_return":0.0057923245314823,"benchmark_return":-0.012362679876347,"active_return":0.0181550044078294,"beat_benchmark":true},{"ticker":"CSCO","sector":"Industrials","rank":26,"score":0.0123886422694637,"stock_return":0.0049015511651842,"benchmark_return":-0.012362679876347,"active_return":0.0172642310415312,"beat_benchmark":true},{"ticker":"WDC","sector":"Information Technology","rank":23,"score":0.0127364314922857,"stock_return":0.0025688338147955,"benchmark_return":-0.012362679876347,"active_return":0.0149315136911426,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":6,"score":0.0166742081270589,"stock_return":-0.0006983722569223,"benchmark_return":-0.012362679876347,"active_return":0.0116643076194247,"beat_benchmark":true},{"ticker":"NTRS","sector":"Financials","rank":9,"score":0.0155330822080146,"stock_return":-0.0037501296049027,"benchmark_return":-0.012362679876347,"active_return":0.0086125502714443,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":32,"score":0.011319922281575,"stock_return":-0.0051194458924404,"benchmark_return":-0.012362679876347,"active_return":0.0072432339839066,"beat_benchmark":true},{"ticker":"DDOG","sector":"Unknown","rank":18,"score":0.0134323604166837,"stock_return":-0.0053301767336159,"benchmark_return":-0.012362679876347,"active_return":0.0070325031427311,"beat_benchmark":true},{"ticker":"DELL","sector":"Unknown","rank":16,"score":0.0137873602744183,"stock_return":-0.0064282399646001,"benchmark_return":-0.012362679876347,"active_return":0.0059344399117469,"beat_benchmark":true},{"ticker":"MRVL","sector":"Unknown","rank":19,"score":0.0134098391877071,"stock_return":-0.0074411454729764,"benchmark_return":-0.012362679876347,"active_return":0.0049215344033706,"beat_benchmark":true},{"ticker":"TROW","sector":"Financials","rank":39,"score":0.0103687294474135,"stock_return":-0.0090509700234708,"benchmark_return":-0.012362679876347,"active_return":0.0033117098528762,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":30,"score":0.0115594527131536,"stock_return":-0.0099729800869319,"benchmark_return":-0.012362679876347,"active_return":0.0023896997894151,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":27,"score":0.0123547837256189,"stock_return":-0.0111954021463107,"benchmark_return":-0.012362679876347,"active_return":0.0011672777300363,"beat_benchmark":true},{"ticker":"MS","sector":"Financials","rank":24,"score":0.0126385471125009,"stock_return":-0.0154691298984553,"benchmark_return":-0.012362679876347,"active_return":-0.0031064500221082,"beat_benchmark":false},{"ticker":"UAL","sector":"Industrials","rank":22,"score":0.0129121177497263,"stock_return":-0.0162886203932554,"benchmark_return":-0.012362679876347,"active_return":-0.0039259405169083,"beat_benchmark":false},{"ticker":"KEY","sector":"Financials","rank":40,"score":0.0101464472171659,"stock_return":-0.0173085900179394,"benchmark_return":-0.012362679876347,"active_return":-0.0049459101415924,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":10,"score":0.0150626704461762,"stock_return":-0.0184260323824245,"benchmark_return":-0.012362679876347,"active_return":-0.0060633525060774,"beat_benchmark":false},{"ticker":"DAL","sector":"Financials","rank":20,"score":0.0133190684737314,"stock_return":-0.0184386176727733,"benchmark_return":-0.012362679876347,"active_return":-0.0060759377964262,"beat_benchmark":false},{"ticker":"IBKR","sector":"Unknown","rank":7,"score":0.0165406038153647,"stock_return":-0.0186096028210644,"benchmark_return":-0.012362679876347,"active_return":-0.0062469229447174,"beat_benchmark":false},{"ticker":"ZBRA","sector":"Materials","rank":33,"score":0.0113095698574851,"stock_return":-0.0213130584339319,"benchmark_return":-0.012362679876347,"active_return":-0.0089503785575848,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":37,"score":0.0104545119359474,"stock_return":-0.0222640043293046,"benchmark_return":-0.012362679876347,"active_return":-0.0099013244529575,"beat_benchmark":false},{"ticker":"IVZ","sector":"Real Estate","rank":36,"score":0.0110162479259209,"stock_return":-0.0226229683297579,"benchmark_return":-0.012362679876347,"active_return":-0.0102602884534108,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":1,"score":0.0218135170219524,"stock_return":-0.0226857655915463,"benchmark_return":-0.012362679876347,"active_return":-0.0103230857151992,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":12,"score":0.0150013740054013,"stock_return":-0.0228958592833614,"benchmark_return":-0.012362679876347,"active_return":-0.0105331794070143,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":13,"score":0.0145431247857578,"stock_return":-0.0232898004841267,"benchmark_return":-0.012362679876347,"active_return":-0.0109271206077796,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0215795837821174,"stock_return":-0.027756522135357,"benchmark_return":-0.012362679876347,"active_return":-0.0153938422590099,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":14,"score":0.0144383561268805,"stock_return":-0.0301505661089014,"benchmark_return":-0.012362679876347,"active_return":-0.0177878862325543,"beat_benchmark":false},{"ticker":"FFIV","sector":"Information Technology","rank":29,"score":0.0117709386731135,"stock_return":-0.0310276656356258,"benchmark_return":-0.012362679876347,"active_return":-0.0186649857592787,"beat_benchmark":false},{"ticker":"CNC","sector":"Health Care","rank":21,"score":0.0130337059023403,"stock_return":-0.0329336498565248,"benchmark_return":-0.012362679876347,"active_return":-0.0205709699801777,"beat_benchmark":false},{"ticker":"DLTR","sector":"Consumer Staples","rank":38,"score":0.0104009009028679,"stock_return":-0.0368399504198665,"benchmark_return":-0.012362679876347,"active_return":-0.0244772705435194,"beat_benchmark":false},{"ticker":"DASH","sector":"Unknown","rank":15,"score":0.0142239082386115,"stock_return":-0.0441680697318005,"benchmark_return":-0.012362679876347,"active_return":-0.0318053898554534,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":3,"score":0.0188846440956869,"stock_return":-0.06189678498498,"benchmark_return":-0.012362679876347,"active_return":-0.0495341051086329,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":-0.0032729705532136,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0069088381260918,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0121074526825085,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0032523939231808,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":-0.0035719349577761,"spy_cumulative_return":-0.0106500598379902,"active_return":0.007078124880214,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":-0.0054645835735868,"spy_cumulative_return":-0.011586643817578,"active_return":0.0061220602439911,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0088653902965797,"spy_cumulative_return":-0.0133661452125728,"active_return":0.004500754915993,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0079626190934034,"spy_cumulative_return":-0.0132858712521635,"active_return":0.00532325215876,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0077832135986981,"spy_cumulative_return":-0.012362679876347,"active_return":0.0045794662776489,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-22","monitor_date":"2026-07-23","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.007783213598698188,"benchmark_cumulative_return":-0.012362679876347094,"active_return":0.0045794662776489055,"holdings":[],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":-0.0032729705532136,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0069088381260918,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0121074526825085,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0032523939231808,"portfolio_hourly_return":-0.0088634920778644,"spy_hourly_return":-0.0052313020429286,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":-0.0035719349577761,"spy_cumulative_return":-0.0106500598379902,"active_return":0.007078124880214,"portfolio_hourly_return":0.0086401276615655,"spy_hourly_return":0.0047832568593342,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":-0.0054645835735868,"spy_cumulative_return":-0.011586643817578,"active_return":0.0061220602439911,"portfolio_hourly_return":-0.0018994332679002,"spy_hourly_return":-0.0009466660294479,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0088653902965797,"spy_cumulative_return":-0.0133661452125728,"active_return":0.004500754915993,"portfolio_hourly_return":-0.0034194928273271,"spy_hourly_return":-0.0018003615429357,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0079626190934034,"spy_cumulative_return":-0.0132858712521635,"active_return":0.00532325215876,"portfolio_hourly_return":0.0009108462103311,"spy_hourly_return":8.136144935622092e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0077832135986981,"spy_cumulative_return":-0.012362679876347,"active_return":0.0045794662776489,"portfolio_hourly_return":0.0001808454985248,"spy_hourly_return":0.0009356219282965,"holding_price_coverage":1.0}]}},{"id":"2026-07-22::xgb_ranker","decision_date":"2026-07-22","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-22T21:10:54.791004+00:00","decision_date":"2026-07-22","latest_price_date":"2026-07-22","training_mode":"rolling_daily_proxy_yfinance","training_rows":318843,"training_start":"2024-01-02","training_end":"2026-07-20","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"feature_count":22,"features":["macd_signal","rolling_beta","momentum_63","macd_hist","macd","overnight_gap","log_volume","vol_10d","volume_ratio_20d","vol_63d","atr_14","returns_1d","momentum_10","vol_21d","bb_pct","rsi_14","residual_return","momentum_5","idiosyncratic_vol","sector_rel_rank","cs_return_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":16,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.619981887646921, \"gamma\": 0.11415438757052417, \"learning_rate\": 0.010612482352949072, \"max_depth\": 3, \"min_child_weight\": 2.704557799423687, \"n_estimators\": 500, \"n_jobs\": 4, \"reg_alpha\": 0.028331640502796008, \"reg_lambda\": 3.8592467458554904, \"subsample\": 0.90685018951683, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":0.004784371477923827,"positive_ic_rate":0.5396825396825397,"top40_raw_forward_return":0.0021917302878340333,"universe_raw_forward_return":0.00044824563021409874,"top40_raw_excess":0.0017434846576199349,"top40_target_mean":0.014517518349754671,"universe_target_mean":-1.5825554986277602e-05,"top40_target_excess":0.014533343904740948,"trial":15,"validation_start":"2026-01-16","validation_end":"2026-07-20"}}},"selected":[{"ticker":"SNDK","sector":"Unknown","rank":1,"score":0.097195074},{"ticker":"INTC","sector":"Information Technology","rank":2,"score":0.094152},{"ticker":"FLEX","sector":"Unknown","rank":3,"score":0.08651317},{"ticker":"COHR","sector":"Unknown","rank":4,"score":0.084301226},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.081142746},{"ticker":"GLW","sector":"Materials","rank":6,"score":0.079885304},{"ticker":"FIX","sector":"Unknown","rank":7,"score":0.079135545},{"ticker":"LRCX","sector":"Information Technology","rank":8,"score":0.07836986},{"ticker":"TER","sector":"Information Technology","rank":9,"score":0.07798813},{"ticker":"CIEN","sector":"Unknown","rank":10,"score":0.07629863},{"ticker":"MRVL","sector":"Unknown","rank":11,"score":0.075651936},{"ticker":"KLAC","sector":"Information Technology","rank":12,"score":0.07277301},{"ticker":"VRT","sector":"Unknown","rank":13,"score":0.066160664},{"ticker":"CVNA","sector":"Unknown","rank":14,"score":0.06579964},{"ticker":"STX","sector":"Unknown","rank":15,"score":0.06557256},{"ticker":"MU","sector":"Information Technology","rank":16,"score":0.060998596},{"ticker":"QCOM","sector":"Information Technology","rank":17,"score":0.05932534},{"ticker":"AMAT","sector":"Information Technology","rank":18,"score":0.058975145},{"ticker":"NTRS","sector":"Financials","rank":19,"score":0.05667181},{"ticker":"TEL","sector":"Industrials","rank":20,"score":0.05221787},{"ticker":"WDC","sector":"Information Technology","rank":21,"score":0.051004875},{"ticker":"TXN","sector":"Information Technology","rank":22,"score":0.049769152},{"ticker":"MCHP","sector":"Information Technology","rank":23,"score":0.04868801},{"ticker":"GNRC","sector":"Industrials","rank":24,"score":0.0463749},{"ticker":"DXCM","sector":"Consumer Discretionary","rank":25,"score":0.023673289},{"ticker":"FSLR","sector":"Materials","rank":26,"score":0.016386723},{"ticker":"ROP","sector":"Health Care","rank":27,"score":0.015350419},{"ticker":"JBL","sector":"Consumer Discretionary","rank":28,"score":0.0150282495},{"ticker":"CAT","sector":"Industrials","rank":29,"score":0.0125139635},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.009579655},{"ticker":"TYL","sector":"Industrials","rank":31,"score":0.008915397},{"ticker":"PYPL","sector":"Real Estate","rank":32,"score":0.0077795014},{"ticker":"BAX","sector":"Health Care","rank":33,"score":0.00755431},{"ticker":"ETN","sector":"Industrials","rank":34,"score":0.007437244},{"ticker":"ADSK","sector":"Consumer Discretionary","rank":35,"score":0.006742829},{"ticker":"GPN","sector":"Financials","rank":36,"score":0.0065591135},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":37,"score":0.0062473095},{"ticker":"HPE","sector":"Industrials","rank":38,"score":0.0049136407},{"ticker":"KEYS","sector":"Consumer Discretionary","rank":39,"score":0.0035805528},{"ticker":"LUV","sector":"Financials","rank":40,"score":0.003495984}],"selection_stability":{"decision_date":"2026-07-22","prior_decision_dates":{"ridge":"2026-07-21","xgb_ranker":"2026-07-21"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMAT","APH","GEV","HPE","INTC","KLAC","LUV","MRVL","MU","NTRS","SNDK","STX","TXN","WDC"],"left_only":["AMD","ANET","CNC","CSCO","CVS","DAL","DASH","DDOG","DELL","DHR","DLTR","DVA","FFIV","FTNT","GE","HOOD","IBKR","IP","IVZ","KEY","MNST","MRNA","MS","TROW","UAL","ZBRA"],"right_only":["ADSK","BAX","CAT","CIEN","COHR","CVNA","DXCM","ETN","FIX","FLEX","FSLR","GLW","GNRC","GPN","JBL","KEYS","LRCX","MCHP","PYPL","QCOM","ROP","TEL","TER","TSLA","TYL","VRT"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","DASH","DDOG","DELL","DHR","FTNT","GE","HOOD","IP","KEY","LUV","MNST","MRNA","MS","TROW","ZBRA"],"left_only":["A","AXON","BAX","BEN","CARR","COO","CRL","CRWD","GOOG","GOOGL","GPC","HBAN","ISRG","LYV","MAS","PANW","RF","RVTY","TTWO","USB","WAT","WRB","XYL"],"right_only":["ANET","APH","CNC","CSCO","CVS","DAL","DLTR","DVA","FFIV","GEV","HPE","IBKR","INTC","IVZ","KLAC","MRVL","MU","NTRS","SNDK","STX","TXN","UAL","WDC"],"rank_spearman":-0.27450980392156865,"mean_absolute_rank_change":15.588235294117647,"top10_overlap_count":1,"top10_shared_tickers":["HOOD"]},"xgb_ranker":{"overlap_count":16,"overlap_rate":0.4,"jaccard_similarity":0.25,"replacement_rate":0.6,"shared_tickers":["AMAT","BAX","COHR","FSLR","GEV","GLW","GNRC","GPN","HPE","MCHP","PYPL","QCOM","SNDK","STX","TXN","WDC"],"left_only":["AKAM","AVGO","AXON","BLDR","CRL","CRWD","DDOG","DLTR","DVA","ECHO","FCX","FDS","FTNT","GPC","HUM","MPWR","NTAP","NXPI","PANW","PODD","TECH","VEEV","VLO","WDAY"],"right_only":["ADSK","APH","CAT","CIEN","CVNA","DXCM","ETN","FIX","FLEX","INTC","JBL","KEYS","KLAC","LRCX","LUV","MRVL","MU","NTRS","ROP","TEL","TER","TSLA","TYL","VRT"],"rank_spearman":0.6147058823529412,"mean_absolute_rank_change":9.1875,"top10_overlap_count":1,"top10_shared_tickers":["SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9333.237776048585},"current_params":{"alpha":9867.08983983767},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":1,"persistent_consensus_tickers":["AMAT"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-22","eval_date":"2026-07-23","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.002852195802958981,"benchmark_return":-0.012362679876347094,"active_return":0.009510484073388113,"stock_win_rate":0.725,"average_stock_active_return":0.009510484073388111,"top_contributors":["ROP","GEV","MU","CIEN","FIX"],"bottom_contributors":["TXN","CVNA","MCHP","LUV","TSLA"],"holdings":[{"ticker":"ROP","sector":"Health Care","rank":27,"score":0.015350419,"stock_return":0.0546464149072902,"benchmark_return":-0.012362679876347,"active_return":0.0670090947836373,"beat_benchmark":true},{"ticker":"GEV","sector":"Unknown","rank":5,"score":0.081142746,"stock_return":0.0483132132065888,"benchmark_return":-0.012362679876347,"active_return":0.0606758930829359,"beat_benchmark":true},{"ticker":"MU","sector":"Information Technology","rank":16,"score":0.060998596,"stock_return":0.032059042806289,"benchmark_return":-0.012362679876347,"active_return":0.0444217226826361,"beat_benchmark":true},{"ticker":"CIEN","sector":"Unknown","rank":10,"score":0.07629863,"stock_return":0.0257327050218227,"benchmark_return":-0.012362679876347,"active_return":0.0380953848981698,"beat_benchmark":true},{"ticker":"FIX","sector":"Unknown","rank":7,"score":0.079135545,"stock_return":0.0243151682987146,"benchmark_return":-0.012362679876347,"active_return":0.0366778481750617,"beat_benchmark":true},{"ticker":"ETN","sector":"Industrials","rank":34,"score":0.007437244,"stock_return":0.0200535833198274,"benchmark_return":-0.012362679876347,"active_return":0.0324162631961745,"beat_benchmark":true},{"ticker":"KLAC","sector":"Information Technology","rank":12,"score":0.07277301,"stock_return":0.0188644231482699,"benchmark_return":-0.012362679876347,"active_return":0.031227103024617,"beat_benchmark":true},{"ticker":"AMAT","sector":"Information Technology","rank":18,"score":0.058975145,"stock_return":0.0161395196368214,"benchmark_return":-0.012362679876347,"active_return":0.0285021995131685,"beat_benchmark":true},{"ticker":"GLW","sector":"Materials","rank":6,"score":0.079885304,"stock_return":0.013566119505459,"benchmark_return":-0.012362679876347,"active_return":0.0259287993818061,"beat_benchmark":true},{"ticker":"TYL","sector":"Industrials","rank":31,"score":0.008915397,"stock_return":0.013400384990315,"benchmark_return":-0.012362679876347,"active_return":0.0257630648666621,"beat_benchmark":true},{"ticker":"JBL","sector":"Consumer Discretionary","rank":28,"score":0.0150282495,"stock_return":0.0117817081885269,"benchmark_return":-0.012362679876347,"active_return":0.024144388064874,"beat_benchmark":true},{"ticker":"TER","sector":"Information Technology","rank":9,"score":0.07798813,"stock_return":0.0116115645648833,"benchmark_return":-0.012362679876347,"active_return":0.0239742444412304,"beat_benchmark":true},{"ticker":"VRT","sector":"Unknown","rank":13,"score":0.066160664,"stock_return":0.0094634283067456,"benchmark_return":-0.012362679876347,"active_return":0.0218261081830927,"beat_benchmark":true},{"ticker":"PYPL","sector":"Real Estate","rank":32,"score":0.0077795014,"stock_return":0.0090073863289243,"benchmark_return":-0.012362679876347,"active_return":0.0213700662052714,"beat_benchmark":true},{"ticker":"ADSK","sector":"Consumer Discretionary","rank":35,"score":0.006742829,"stock_return":0.0082554922642812,"benchmark_return":-0.012362679876347,"active_return":0.0206181721406283,"beat_benchmark":true},{"ticker":"SNDK","sector":"Unknown","rank":1,"score":0.097195074,"stock_return":0.007734775845303,"benchmark_return":-0.012362679876347,"active_return":0.0200974557216501,"beat_benchmark":true},{"ticker":"FLEX","sector":"Unknown","rank":3,"score":0.08651317,"stock_return":0.0074015940268208,"benchmark_return":-0.012362679876347,"active_return":0.0197642739031679,"beat_benchmark":true},{"ticker":"STX","sector":"Unknown","rank":15,"score":0.06557256,"stock_return":0.0057923245314823,"benchmark_return":-0.012362679876347,"active_return":0.0181550044078294,"beat_benchmark":true},{"ticker":"CAT","sector":"Industrials","rank":29,"score":0.0125139635,"stock_return":0.0046440553846809,"benchmark_return":-0.012362679876347,"active_return":0.017006735261028,"beat_benchmark":true},{"ticker":"COHR","sector":"Unknown","rank":4,"score":0.084301226,"stock_return":0.0034914517741329,"benchmark_return":-0.012362679876347,"active_return":0.0158541316504799,"beat_benchmark":true},{"ticker":"WDC","sector":"Information Technology","rank":21,"score":0.051004875,"stock_return":0.0025688338147955,"benchmark_return":-0.012362679876347,"active_return":0.0149315136911426,"beat_benchmark":true},{"ticker":"LRCX","sector":"Information Technology","rank":8,"score":0.07836986,"stock_return":0.0015659744640259,"benchmark_return":-0.012362679876347,"active_return":0.013928654340373,"beat_benchmark":true},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.009579655,"stock_return":-0.0006983722569223,"benchmark_return":-0.012362679876347,"active_return":0.0116643076194247,"beat_benchmark":true},{"ticker":"BAX","sector":"Health Care","rank":33,"score":0.00755431,"stock_return":-0.0025299128682075,"benchmark_return":-0.012362679876347,"active_return":0.0098327670081395,"beat_benchmark":true},{"ticker":"NTRS","sector":"Financials","rank":19,"score":0.05667181,"stock_return":-0.0037501296049027,"benchmark_return":-0.012362679876347,"active_return":0.0086125502714443,"beat_benchmark":true},{"ticker":"TEL","sector":"Industrials","rank":20,"score":0.05221787,"stock_return":-0.0072398489968039,"benchmark_return":-0.012362679876347,"active_return":0.0051228308795431,"beat_benchmark":true},{"ticker":"KEYS","sector":"Consumer Discretionary","rank":39,"score":0.0035805528,"stock_return":-0.0073275544390716,"benchmark_return":-0.012362679876347,"active_return":0.0050351254372754,"beat_benchmark":true},{"ticker":"MRVL","sector":"Unknown","rank":11,"score":0.075651936,"stock_return":-0.0074411454729764,"benchmark_return":-0.012362679876347,"active_return":0.0049215344033706,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":38,"score":0.0049136407,"stock_return":-0.0099729800869319,"benchmark_return":-0.012362679876347,"active_return":0.0023896997894151,"beat_benchmark":true},{"ticker":"GNRC","sector":"Industrials","rank":24,"score":0.0463749,"stock_return":-0.0134008088974284,"benchmark_return":-0.012362679876347,"active_return":-0.0010381290210813,"beat_benchmark":false},{"ticker":"DXCM","sector":"Consumer Discretionary","rank":25,"score":0.023673289,"stock_return":-0.0134397183308299,"benchmark_return":-0.012362679876347,"active_return":-0.0010770384544828,"beat_benchmark":false},{"ticker":"GPN","sector":"Financials","rank":36,"score":0.0065591135,"stock_return":-0.0139293207182161,"benchmark_return":-0.012362679876347,"active_return":-0.001566640841869,"beat_benchmark":false},{"ticker":"FSLR","sector":"Materials","rank":26,"score":0.016386723,"stock_return":-0.0143158358921112,"benchmark_return":-0.012362679876347,"active_return":-0.0019531560157641,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":2,"score":0.094152,"stock_return":-0.0232898004841267,"benchmark_return":-0.012362679876347,"active_return":-0.0109271206077796,"beat_benchmark":false},{"ticker":"QCOM","sector":"Information Technology","rank":17,"score":0.05932534,"stock_return":-0.0252235256585353,"benchmark_return":-0.012362679876347,"active_return":-0.0128608457821882,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":22,"score":0.049769152,"stock_return":-0.0301505661089014,"benchmark_return":-0.012362679876347,"active_return":-0.0177878862325543,"beat_benchmark":false},{"ticker":"CVNA","sector":"Unknown","rank":14,"score":0.06579964,"stock_return":-0.0406374380408055,"benchmark_return":-0.012362679876347,"active_return":-0.0282747581644584,"beat_benchmark":false},{"ticker":"MCHP","sector":"Information Technology","rank":23,"score":0.04868801,"stock_return":-0.0434014932687326,"benchmark_return":-0.012362679876347,"active_return":-0.0310388133923855,"beat_benchmark":false},{"ticker":"LUV","sector":"Financials","rank":40,"score":0.003495984,"stock_return":-0.06189678498498,"benchmark_return":-0.012362679876347,"active_return":-0.0495341051086329,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":37,"score":0.0062473095,"stock_return":-0.1458517603438766,"benchmark_return":-0.012362679876347,"active_return":-0.1334890804675295,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":0.0065183260343071,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0167001347136126,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0069611309138055,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0083987156918838,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":0.0045169278496689,"spy_cumulative_return":-0.0106500598379902,"active_return":0.0151669876876592,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":0.0006212883323279,"spy_cumulative_return":-0.011586643817578,"active_return":0.0122079321499059,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0032639091608069,"spy_cumulative_return":-0.0133661452125728,"active_return":0.0101022360517659,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0027143218286284,"spy_cumulative_return":-0.0132858712521635,"active_return":0.010571549423535,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0028521958029589,"spy_cumulative_return":-0.012362679876347,"active_return":0.0095104840733881,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-22","monitor_date":"2026-07-23","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-23T09:30:00","end_timestamp":"2026-07-23T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0028521958029589815,"benchmark_cumulative_return":-0.012362679876347094,"active_return":0.009510484073388111,"holdings":[],"series":[{"timestamp":"2026-07-23 09:30:00","portfolio_cumulative_return":0.0065183260343071,"spy_cumulative_return":-0.0101818086793055,"active_return":0.0167001347136126,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 10:30:00","portfolio_cumulative_return":-0.0069611309138055,"spy_cumulative_return":-0.0153598466056894,"active_return":0.0083987156918838,"portfolio_hourly_return":-0.0133921624668493,"spy_hourly_return":-0.0052313020429286,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 11:30:00","portfolio_cumulative_return":0.0045169278496689,"spy_cumulative_return":-0.0106500598379902,"active_return":0.0151669876876592,"portfolio_hourly_return":0.0115585191282965,"spy_hourly_return":0.0047832568593342,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 12:30:00","portfolio_cumulative_return":0.0006212883323279,"spy_cumulative_return":-0.011586643817578,"active_return":0.0122079321499059,"portfolio_hourly_return":-0.0038781223186356,"spy_hourly_return":-0.0009466660294479,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 13:30:00","portfolio_cumulative_return":-0.0032639091608069,"spy_cumulative_return":-0.0133661452125728,"active_return":0.0101022360517659,"portfolio_hourly_return":-0.0038827851640156,"spy_hourly_return":-0.0018003615429357,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 14:30:00","portfolio_cumulative_return":-0.0027143218286284,"spy_cumulative_return":-0.0132858712521635,"active_return":0.010571549423535,"portfolio_hourly_return":0.0005513870092892,"spy_hourly_return":8.136144935622092e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-23 15:30:00","portfolio_cumulative_return":-0.0028521958029589,"spy_cumulative_return":-0.012362679876347,"active_return":0.0095104840733881,"portfolio_hourly_return":-0.0001382492272257,"spy_hourly_return":0.0009356219282965,"holding_price_coverage":1.0}]}},{"id":"2026-07-23::ridge","decision_date":"2026-07-23","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-23T20:46:46.524325+00:00","decision_date":"2026-07-23","latest_price_date":"2026-07-23","training_mode":"rolling_daily_proxy_yfinance","training_rows":319346,"training_start":"2024-01-02","training_end":"2026-07-21","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":9449.971033269436},"feature_count":20,"features":["rolling_beta","macd_signal","momentum_63","macd_hist","macd","log_volume","overnight_gap","volume_ratio_20d","vol_10d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","momentum_5","rsi_14","residual_return","idiosyncratic_vol","sector_rel_rank"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":42,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 9449.971033269436}","resolved_feature_count":20,"rank_ic":0.011467519246466655,"positive_ic_rate":0.5476190476190476,"top40_raw_forward_return":0.0014366600732462012,"universe_raw_forward_return":0.0003828384725078158,"top40_raw_excess":0.0010538216007383854,"top40_target_mean":0.010551986490561533,"universe_target_mean":-1.5825554986277592e-05,"top40_target_excess":0.010567812045547811,"trial":31,"validation_start":"2026-01-20","validation_end":"2026-07-21"}}},"selected":[{"ticker":"LUV","sector":"Financials","rank":1,"score":0.0215084080623626},{"ticker":"GOOGL","sector":"Communication Services","rank":2,"score":0.0181733107500347},{"ticker":"HOOD","sector":"Unknown","rank":3,"score":0.017907894025374},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.0172735365422303},{"ticker":"GOOG","sector":"Communication Services","rank":5,"score":0.0161427068293197},{"ticker":"HBAN","sector":"Financials","rank":6,"score":0.0160271612607141},{"ticker":"AMD","sector":"Information Technology","rank":7,"score":0.0160061967049324},{"ticker":"INTC","sector":"Information Technology","rank":8,"score":0.0152810785530716},{"ticker":"SNDK","sector":"Unknown","rank":9,"score":0.0149287314224885},{"ticker":"DELL","sector":"Unknown","rank":10,"score":0.0148644053571201},{"ticker":"UAL","sector":"Industrials","rank":11,"score":0.0145325208877768},{"ticker":"DAL","sector":"Financials","rank":12,"score":0.0143259159912183},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.0142831604512278},{"ticker":"CNC","sector":"Health Care","rank":14,"score":0.0138396529741744},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":15,"score":0.0134772666763418},{"ticker":"IBKR","sector":"Unknown","rank":16,"score":0.0133164689414168},{"ticker":"GL","sector":"Financials","rank":17,"score":0.0132826897778193},{"ticker":"DASH","sector":"Unknown","rank":18,"score":0.013184982258623},{"ticker":"MS","sector":"Financials","rank":19,"score":0.0131579152952543},{"ticker":"DLTR","sector":"Consumer Staples","rank":20,"score":0.0126909686350734},{"ticker":"MCHP","sector":"Information Technology","rank":21,"score":0.012225416688769},{"ticker":"MRVL","sector":"Unknown","rank":22,"score":0.0122036510666668},{"ticker":"MNST","sector":"Consumer Staples","rank":23,"score":0.0121365838672672},{"ticker":"HPE","sector":"Industrials","rank":24,"score":0.0118994305783187},{"ticker":"FTNT","sector":"Information Technology","rank":25,"score":0.0117660115954412},{"ticker":"PANW","sector":"Information Technology","rank":26,"score":0.0113751574839413},{"ticker":"AXP","sector":"Financials","rank":27,"score":0.0113461685141755},{"ticker":"GE","sector":"Industrials","rank":28,"score":0.011047041876105},{"ticker":"IFF","sector":"Materials","rank":29,"score":0.0109333563269778},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.0106209832996638},{"ticker":"NTRS","sector":"Financials","rank":31,"score":0.0105312243136216},{"ticker":"GS","sector":"Financials","rank":32,"score":0.010238175308564},{"ticker":"MRNA","sector":"Unknown","rank":33,"score":0.0102218218833072},{"ticker":"LRCX","sector":"Information Technology","rank":34,"score":0.0101085102315425},{"ticker":"DOV","sector":"Industrials","rank":35,"score":0.0099058652073685},{"ticker":"AMCR","sector":"Materials","rank":36,"score":0.0097979720679555},{"ticker":"IP","sector":"Materials","rank":37,"score":0.0096859035812883},{"ticker":"CRWD","sector":"Unknown","rank":38,"score":0.0096841427139751},{"ticker":"HUM","sector":"Health Care","rank":39,"score":0.0096642384200808},{"ticker":"FLEX","sector":"Unknown","rank":40,"score":0.0096597334261186}],"selection_stability":{"decision_date":"2026-07-23","prior_decision_dates":{"ridge":"2026-07-22","xgb_ranker":"2026-07-22"},"same_day_model_agreement":{"overlap_count":18,"overlap_rate":0.45,"jaccard_similarity":0.2903225806451613,"replacement_rate":0.55,"shared_tickers":["AMD","CNC","CRWD","DLTR","FLEX","FTNT","HBAN","HOOD","HPE","INTC","LUV","MCHP","MRVL","PANW","SNDK","TSLA","TXN","UAL"],"left_only":["AMAT","AMCR","APH","AXP","DAL","DASH","DELL","DOV","GE","GL","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MNST","MRNA","MS","NTRS"],"right_only":["AKAM","CCL","COHR","COIN","CRL","CVNA","FCX","FSLR","GIS","GLW","GNRC","JBL","META","NCLH","NEM","NTAP","NXPI","ON","PYPL","QCOM","STX","TER"]},"day_over_day":{"ridge":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AMAT","AMD","APH","CNC","DAL","DASH","DELL","DLTR","FTNT","GE","HOOD","HPE","IBKR","INTC","IP","LUV","MNST","MRNA","MRVL","MS","NTRS","SNDK","TXN","UAL"],"left_only":["ANET","CSCO","CVS","DDOG","DHR","DVA","FFIV","GEV","IVZ","KEY","KLAC","MU","STX","TROW","WDC","ZBRA"],"right_only":["AMCR","AXP","CRWD","DOV","FLEX","GL","GOOG","GOOGL","GS","HBAN","HUM","IFF","LRCX","MCHP","PANW","TSLA"],"rank_spearman":0.3834782608695652,"mean_absolute_rank_change":9.208333333333334,"top10_overlap_count":3,"top10_shared_tickers":["AMD","HOOD","LUV"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["COHR","CVNA","FLEX","FSLR","GLW","GNRC","HPE","INTC","JBL","LUV","MCHP","MRVL","PYPL","QCOM","SNDK","STX","TER","TSLA","TXN"],"left_only":["ADSK","AMAT","APH","BAX","CAT","CIEN","DXCM","ETN","FIX","GEV","GPN","KEYS","KLAC","LRCX","MU","NTRS","ROP","TEL","TYL","VRT","WDC"],"right_only":["AKAM","AMD","CCL","CNC","COIN","CRL","CRWD","DLTR","FCX","FTNT","GIS","HBAN","HOOD","META","NCLH","NEM","NTAP","NXPI","ON","PANW","UAL"],"rank_spearman":0.524561403508772,"mean_absolute_rank_change":9.894736842105264,"top10_overlap_count":2,"top10_shared_tickers":["INTC","SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":9867.08983983767},"current_params":{"alpha":9449.971033269436},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":6,"persistent_consensus_tickers":["HPE","INTC","LUV","MRVL","SNDK","TXN"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-23","eval_date":"2026-07-24","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.009699476859269232,"benchmark_return":0.000921174622081411,"active_return":-0.010620651481350643,"stock_win_rate":0.4,"average_stock_active_return":-0.010620651481350643,"top_contributors":["IP","AMCR","DAL","IFF","UAL"],"bottom_contributors":["HOOD","MRVL","FLEX","INTC","SNDK"],"holdings":[{"ticker":"IP","sector":"Materials","rank":37,"score":0.0096859035812883,"stock_return":0.1121076237696192,"benchmark_return":0.0009211746220814,"active_return":0.1111864491475378,"beat_benchmark":true},{"ticker":"AMCR","sector":"Materials","rank":36,"score":0.0097979720679555,"stock_return":0.04485101339135,"benchmark_return":0.0009211746220814,"active_return":0.0439298387692685,"beat_benchmark":true},{"ticker":"DAL","sector":"Financials","rank":12,"score":0.0143259159912183,"stock_return":0.0375747442379783,"benchmark_return":0.0009211746220814,"active_return":0.0366535696158969,"beat_benchmark":true},{"ticker":"IFF","sector":"Materials","rank":29,"score":0.0109333563269778,"stock_return":0.0295513136014311,"benchmark_return":0.0009211746220814,"active_return":0.0286301389793497,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":11,"score":0.0145325208877768,"stock_return":0.0256610240453252,"benchmark_return":0.0009211746220814,"active_return":0.0247398494232438,"beat_benchmark":true},{"ticker":"DLTR","sector":"Consumer Staples","rank":20,"score":0.0126909686350734,"stock_return":0.023374415336451,"benchmark_return":0.0009211746220814,"active_return":0.0224532407143696,"beat_benchmark":true},{"ticker":"DOV","sector":"Industrials","rank":35,"score":0.0099058652073685,"stock_return":0.0222446604074775,"benchmark_return":0.0009211746220814,"active_return":0.0213234857853961,"beat_benchmark":true},{"ticker":"DASH","sector":"Unknown","rank":18,"score":0.013184982258623,"stock_return":0.0189078834558222,"benchmark_return":0.0009211746220814,"active_return":0.0179867088337408,"beat_benchmark":true},{"ticker":"NTRS","sector":"Financials","rank":31,"score":0.0105312243136216,"stock_return":0.0146108802928042,"benchmark_return":0.0009211746220814,"active_return":0.0136897056707228,"beat_benchmark":true},{"ticker":"GL","sector":"Financials","rank":17,"score":0.0132826897778193,"stock_return":0.0143791876826575,"benchmark_return":0.0009211746220814,"active_return":0.0134580130605761,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":28,"score":0.011047041876105,"stock_return":0.0136389964631089,"benchmark_return":0.0009211746220814,"active_return":0.0127178218410275,"beat_benchmark":true},{"ticker":"LUV","sector":"Financials","rank":1,"score":0.0215084080623626,"stock_return":0.0080519037737263,"benchmark_return":0.0009211746220814,"active_return":0.0071307291516449,"beat_benchmark":true},{"ticker":"GOOGL","sector":"Communication Services","rank":2,"score":0.0181733107500347,"stock_return":0.0065472207380816,"benchmark_return":0.0009211746220814,"active_return":0.0056260461160002,"beat_benchmark":true},{"ticker":"FTNT","sector":"Information Technology","rank":25,"score":0.0117660115954412,"stock_return":0.0053452082174332,"benchmark_return":0.0009211746220814,"active_return":0.0044240335953518,"beat_benchmark":true},{"ticker":"GOOG","sector":"Communication Services","rank":5,"score":0.0161427068293197,"stock_return":0.0023559716297913,"benchmark_return":0.0009211746220814,"active_return":0.0014347970077099,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":24,"score":0.0118994305783187,"stock_return":0.0017841957506641,"benchmark_return":0.0009211746220814,"active_return":0.0008630211285827,"beat_benchmark":true},{"ticker":"IBKR","sector":"Unknown","rank":16,"score":0.0133164689414168,"stock_return":-0.0002180064515608,"benchmark_return":0.0009211746220814,"active_return":-0.0011391810736423,"beat_benchmark":false},{"ticker":"MNST","sector":"Consumer Staples","rank":23,"score":0.0121365838672672,"stock_return":-0.0006412736229088,"benchmark_return":0.0009211746220814,"active_return":-0.0015624482449902,"beat_benchmark":false},{"ticker":"CRWD","sector":"Unknown","rank":38,"score":0.0096841427139751,"stock_return":-0.000872334880093,"benchmark_return":0.0009211746220814,"active_return":-0.0017935095021744,"beat_benchmark":false},{"ticker":"HBAN","sector":"Financials","rank":6,"score":0.0160271612607141,"stock_return":-0.0025862113379601,"benchmark_return":0.0009211746220814,"active_return":-0.0035073859600415,"beat_benchmark":false},{"ticker":"MS","sector":"Financials","rank":19,"score":0.0131579152952543,"stock_return":-0.0034389360515034,"benchmark_return":0.0009211746220814,"active_return":-0.0043601106735848,"beat_benchmark":false},{"ticker":"DELL","sector":"Unknown","rank":10,"score":0.0148644053571201,"stock_return":-0.0046205644744796,"benchmark_return":0.0009211746220814,"active_return":-0.005541739096561,"beat_benchmark":false},{"ticker":"CNC","sector":"Health Care","rank":14,"score":0.0138396529741744,"stock_return":-0.0051773113016119,"benchmark_return":0.0009211746220814,"active_return":-0.0060984859236933,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":26,"score":0.0113751574839413,"stock_return":-0.0057426990423087,"benchmark_return":0.0009211746220814,"active_return":-0.0066638736643901,"beat_benchmark":false},{"ticker":"GS","sector":"Financials","rank":32,"score":0.010238175308564,"stock_return":-0.0123567344600349,"benchmark_return":0.0009211746220814,"active_return":-0.0132779090821163,"beat_benchmark":false},{"ticker":"HUM","sector":"Health Care","rank":39,"score":0.0096642384200808,"stock_return":-0.0131812730216255,"benchmark_return":0.0009211746220814,"active_return":-0.0141024476437069,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.0172735365422303,"stock_return":-0.0187725034887635,"benchmark_return":0.0009211746220814,"active_return":-0.0196936781108449,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":15,"score":0.0134772666763418,"stock_return":-0.0209265300457195,"benchmark_return":0.0009211746220814,"active_return":-0.0218477046678009,"beat_benchmark":false},{"ticker":"APH","sector":"Industrials","rank":30,"score":0.0106209832996638,"stock_return":-0.0302356268073955,"benchmark_return":0.0009211746220814,"active_return":-0.0311568014294769,"beat_benchmark":false},{"ticker":"MCHP","sector":"Information Technology","rank":21,"score":0.012225416688769,"stock_return":-0.0304855042907959,"benchmark_return":0.0009211746220814,"active_return":-0.0314066789128774,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":7,"score":0.0160061967049324,"stock_return":-0.0327224389272405,"benchmark_return":0.0009211746220814,"active_return":-0.0336436135493219,"beat_benchmark":false},{"ticker":"AXP","sector":"Financials","rank":27,"score":0.0113461685141755,"stock_return":-0.0432167912938409,"benchmark_return":0.0009211746220814,"active_return":-0.0441379659159223,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":34,"score":0.0101085102315425,"stock_return":-0.0449684312267983,"benchmark_return":0.0009211746220814,"active_return":-0.0458896058488798,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.0142831604512278,"stock_return":-0.0471037852534157,"benchmark_return":0.0009211746220814,"active_return":-0.0480249598754971,"beat_benchmark":false},{"ticker":"MRNA","sector":"Unknown","rank":33,"score":0.0102218218833072,"stock_return":-0.052087008012269,"benchmark_return":0.0009211746220814,"active_return":-0.0530081826343504,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":3,"score":0.017907894025374,"stock_return":-0.0657609783890906,"benchmark_return":0.0009211746220814,"active_return":-0.066682153011172,"beat_benchmark":false},{"ticker":"MRVL","sector":"Unknown","rank":22,"score":0.0122036510666668,"stock_return":-0.0721383793959409,"benchmark_return":0.0009211746220814,"active_return":-0.0730595540180223,"beat_benchmark":false},{"ticker":"FLEX","sector":"Unknown","rank":40,"score":0.0096597334261186,"stock_return":-0.0737846041993751,"benchmark_return":0.0009211746220814,"active_return":-0.0747057788214565,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":8,"score":0.0152810785530716,"stock_return":-0.0789683792321235,"benchmark_return":0.0009211746220814,"active_return":-0.0798895538542049,"beat_benchmark":false},{"ticker":"SNDK","sector":"Unknown","rank":9,"score":0.0149287314224885,"stock_return":-0.1089590119576346,"benchmark_return":0.0009211746220814,"active_return":-0.1098801865797161,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0092120379810866,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0105667211341414,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0039454483933831,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0099466848394202,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0015608250640213,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0083478008901536,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0033400924890085,"spy_cumulative_return":0.0047820712182664,"active_return":-0.008122163707275,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.008895965229129,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0100541928663357,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0115184200700112,"spy_cumulative_return":-0.000717939075804,"active_return":-0.0108004809942071,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0096994768592692,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0106206514813506,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-23","monitor_date":"2026-07-24","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.009699476859269232,"benchmark_cumulative_return":0.000921174622081411,"active_return":-0.010620651481350643,"holdings":[],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0092120379810866,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0105667211341414,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0039454483933831,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0099466848394202,"portfolio_hourly_return":0.005315556697895,"spy_hourly_return":0.0046402672011791,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0015608250640213,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0083478008901536,"portfolio_hourly_return":0.0023940690050714,"spy_hourly_return":0.0007810521017559,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0033400924890085,"spy_cumulative_return":0.0047820712182664,"active_return":-0.008122163707275,"portfolio_hourly_return":-0.0017820488915625,"spy_hourly_return":-0.0019913890981959,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.008895965229129,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0100541928663357,"portfolio_hourly_return":-0.0055744920591773,"spy_hourly_return":-0.0036065965793617,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0115184200700112,"spy_cumulative_return":-0.000717939075804,"active_return":-0.0108004809942071,"portfolio_hourly_return":-0.002645993507118,"spy_hourly_return":-0.0018739961988212,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0096994768592692,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0106206514813506,"portfolio_hourly_return":0.0018401387012905,"spy_hourly_return":0.0016402913271249,"holding_price_coverage":1.0}]}},{"id":"2026-07-23::xgb_ranker","decision_date":"2026-07-23","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-23T21:19:53.510158+00:00","decision_date":"2026-07-23","latest_price_date":"2026-07-23","training_mode":"rolling_daily_proxy_yfinance","training_rows":319346,"training_start":"2024-01-02","training_end":"2026-07-21","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"feature_count":22,"features":["rolling_beta","macd_signal","momentum_63","macd_hist","macd","log_volume","overnight_gap","volume_ratio_20d","vol_10d","vol_63d","atr_14","momentum_10","returns_1d","vol_21d","bb_pct","momentum_5","rsi_14","residual_return","idiosyncratic_vol","sector_rel_rank","momentum_21","cs_return_rank"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":3,"purge_days":1,"optuna_trials":50,"completed_trials":17,"optuna_timeout_seconds":1800,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5579345297625649, \"gamma\": 0.6355835028602363, \"learning_rate\": 0.006570432809105998, \"max_depth\": 5, \"min_child_weight\": 29.267581150621286, \"n_estimators\": 400, \"n_jobs\": 4, \"reg_alpha\": 0.5492736444508451, \"reg_lambda\": 0.05676757667844529, \"subsample\": 0.6792328642721364, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.0019908912415134857,"positive_ic_rate":0.5079365079365079,"top40_raw_forward_return":0.0018672624105657068,"universe_raw_forward_return":0.00038274780759085916,"top40_raw_excess":0.0014845146029748475,"top40_target_mean":0.009882667205271997,"universe_target_mean":-1.5825554986277592e-05,"top40_target_excess":0.009898492760258273,"trial":6,"validation_start":"2026-01-20","validation_end":"2026-07-21"}}},"selected":[{"ticker":"MCHP","sector":"Information Technology","rank":1,"score":0.073413484},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0685092},{"ticker":"NXPI","sector":"Information Technology","rank":3,"score":0.061248843},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.061053384},{"ticker":"QCOM","sector":"Information Technology","rank":5,"score":0.05700358},{"ticker":"ON","sector":"Information Technology","rank":6,"score":0.048043374},{"ticker":"SNDK","sector":"Unknown","rank":7,"score":0.04747031},{"ticker":"FCX","sector":"Materials","rank":8,"score":0.039865106},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.035088602},{"ticker":"INTC","sector":"Information Technology","rank":10,"score":0.031412948},{"ticker":"TER","sector":"Information Technology","rank":11,"score":0.031344187},{"ticker":"PANW","sector":"Information Technology","rank":12,"score":0.030832764},{"ticker":"META","sector":"Unknown","rank":13,"score":0.029521372},{"ticker":"STX","sector":"Unknown","rank":14,"score":0.029470626},{"ticker":"COHR","sector":"Unknown","rank":15,"score":0.028759833},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":16,"score":0.028274205},{"ticker":"FTNT","sector":"Information Technology","rank":17,"score":0.028213747},{"ticker":"FLEX","sector":"Unknown","rank":18,"score":0.024655815},{"ticker":"CRWD","sector":"Unknown","rank":19,"score":0.023684733},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":20,"score":0.023459783},{"ticker":"COIN","sector":"Unknown","rank":21,"score":0.022743186},{"ticker":"CVNA","sector":"Unknown","rank":22,"score":0.02063498},{"ticker":"MRVL","sector":"Unknown","rank":23,"score":0.020632183},{"ticker":"NEM","sector":"Real Estate","rank":24,"score":0.017365528},{"ticker":"GLW","sector":"Materials","rank":25,"score":0.016954346},{"ticker":"HPE","sector":"Industrials","rank":26,"score":0.01625236},{"ticker":"FSLR","sector":"Materials","rank":27,"score":0.013308607},{"ticker":"UAL","sector":"Industrials","rank":28,"score":0.011780526},{"ticker":"CNC","sector":"Health Care","rank":29,"score":0.010358094},{"ticker":"PYPL","sector":"Real Estate","rank":30,"score":0.008743926},{"ticker":"DLTR","sector":"Consumer Staples","rank":31,"score":0.008361933},{"ticker":"GNRC","sector":"Industrials","rank":32,"score":0.0073249955},{"ticker":"CCL","sector":"Financials","rank":33,"score":0.0063807396},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":34,"score":0.0029336647},{"ticker":"JBL","sector":"Consumer Discretionary","rank":35,"score":-0.00027054522},{"ticker":"NTAP","sector":"Financials","rank":36,"score":-0.0028828322},{"ticker":"LUV","sector":"Financials","rank":37,"score":-0.00340139},{"ticker":"GIS","sector":"Consumer Staples","rank":38,"score":-0.0036239002},{"ticker":"HBAN","sector":"Financials","rank":39,"score":-0.007499377},{"ticker":"CRL","sector":"Real Estate","rank":40,"score":-0.008669021}],"selection_stability":{"decision_date":"2026-07-23","prior_decision_dates":{"ridge":"2026-07-22","xgb_ranker":"2026-07-22"},"same_day_model_agreement":{"overlap_count":18,"overlap_rate":0.45,"jaccard_similarity":0.2903225806451613,"replacement_rate":0.55,"shared_tickers":["AMD","CNC","CRWD","DLTR","FLEX","FTNT","HBAN","HOOD","HPE","INTC","LUV","MCHP","MRVL","PANW","SNDK","TSLA","TXN","UAL"],"left_only":["AMAT","AMCR","APH","AXP","DAL","DASH","DELL","DOV","GE","GL","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MNST","MRNA","MS","NTRS"],"right_only":["AKAM","CCL","COHR","COIN","CRL","CVNA","FCX","FSLR","GIS","GLW","GNRC","JBL","META","NCLH","NEM","NTAP","NXPI","ON","PYPL","QCOM","STX","TER"]},"day_over_day":{"ridge":{"overlap_count":24,"overlap_rate":0.6,"jaccard_similarity":0.42857142857142855,"replacement_rate":0.4,"shared_tickers":["AMAT","AMD","APH","CNC","DAL","DASH","DELL","DLTR","FTNT","GE","HOOD","HPE","IBKR","INTC","IP","LUV","MNST","MRNA","MRVL","MS","NTRS","SNDK","TXN","UAL"],"left_only":["ANET","CSCO","CVS","DDOG","DHR","DVA","FFIV","GEV","IVZ","KEY","KLAC","MU","STX","TROW","WDC","ZBRA"],"right_only":["AMCR","AXP","CRWD","DOV","FLEX","GL","GOOG","GOOGL","GS","HBAN","HUM","IFF","LRCX","MCHP","PANW","TSLA"],"rank_spearman":0.3834782608695652,"mean_absolute_rank_change":9.208333333333334,"top10_overlap_count":3,"top10_shared_tickers":["AMD","HOOD","LUV"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["COHR","CVNA","FLEX","FSLR","GLW","GNRC","HPE","INTC","JBL","LUV","MCHP","MRVL","PYPL","QCOM","SNDK","STX","TER","TSLA","TXN"],"left_only":["ADSK","AMAT","APH","BAX","CAT","CIEN","DXCM","ETN","FIX","GEV","GPN","KEYS","KLAC","LRCX","MU","NTRS","ROP","TEL","TYL","VRT","WDC"],"right_only":["AKAM","AMD","CCL","CNC","COIN","CRL","CRWD","DLTR","FCX","FTNT","GIS","HBAN","HOOD","META","NCLH","NEM","NTAP","NXPI","ON","PANW","UAL"],"rank_spearman":0.524561403508772,"mean_absolute_rank_change":9.894736842105264,"top10_overlap_count":2,"top10_shared_tickers":["INTC","SNDK"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":9867.08983983767},"current_params":{"alpha":9449.971033269436},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.619981887646921,"gamma":0.11415438757052417,"learning_rate":0.010612482352949072,"max_depth":3,"min_child_weight":2.704557799423687,"n_estimators":500,"n_jobs":4,"reg_alpha":0.028331640502796008,"reg_lambda":3.8592467458554904,"subsample":0.90685018951683,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":6,"persistent_consensus_tickers":["HPE","INTC","LUV","MRVL","SNDK","TXN"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-23","eval_date":"2026-07-24","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"evaluated_holdings":39,"portfolio_return":-0.02115510567712041,"benchmark_return":0.000921174622081411,"active_return":-0.02207628029920182,"stock_win_rate":0.28205128205128205,"average_stock_active_return":-0.022076280299201823,"top_contributors":["CCL","NCLH","UAL","DLTR","NTAP"],"bottom_contributors":["MRVL","FLEX","INTC","COHR","SNDK"],"holdings":[{"ticker":"CCL","sector":"Financials","rank":33,"score":0.0063807396,"stock_return":0.0423426860087563,"benchmark_return":0.0009211746220814,"active_return":0.0414215113866749,"beat_benchmark":true},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":34,"score":0.0029336647,"stock_return":0.0360770271212551,"benchmark_return":0.0009211746220814,"active_return":0.0351558524991737,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":28,"score":0.011780526,"stock_return":0.0256610240453252,"benchmark_return":0.0009211746220814,"active_return":0.0247398494232438,"beat_benchmark":true},{"ticker":"DLTR","sector":"Consumer Staples","rank":31,"score":0.008361933,"stock_return":0.023374415336451,"benchmark_return":0.0009211746220814,"active_return":0.0224532407143696,"beat_benchmark":true},{"ticker":"NTAP","sector":"Financials","rank":36,"score":-0.0028828322,"stock_return":0.0190719108435921,"benchmark_return":0.0009211746220814,"active_return":0.0181507362215107,"beat_benchmark":true},{"ticker":"GIS","sector":"Consumer Staples","rank":38,"score":-0.0036239002,"stock_return":0.0137834511668841,"benchmark_return":0.0009211746220814,"active_return":0.0128622765448027,"beat_benchmark":true},{"ticker":"LUV","sector":"Financials","rank":37,"score":-0.00340139,"stock_return":0.0080519037737263,"benchmark_return":0.0009211746220814,"active_return":0.0071307291516449,"beat_benchmark":true},{"ticker":"FTNT","sector":"Information Technology","rank":17,"score":0.028213747,"stock_return":0.0053452082174332,"benchmark_return":0.0009211746220814,"active_return":0.0044240335953518,"beat_benchmark":true},{"ticker":"CVNA","sector":"Unknown","rank":22,"score":0.02063498,"stock_return":0.0045688907152903,"benchmark_return":0.0009211746220814,"active_return":0.0036477160932089,"beat_benchmark":true},{"ticker":"PYPL","sector":"Real Estate","rank":30,"score":0.008743926,"stock_return":0.002678598676409,"benchmark_return":0.0009211746220814,"active_return":0.0017574240543276,"beat_benchmark":true},{"ticker":"HPE","sector":"Industrials","rank":26,"score":0.01625236,"stock_return":0.0017841957506641,"benchmark_return":0.0009211746220814,"active_return":0.0008630211285827,"beat_benchmark":true},{"ticker":"CRWD","sector":"Unknown","rank":19,"score":0.023684733,"stock_return":-0.000872334880093,"benchmark_return":0.0009211746220814,"active_return":-0.0017935095021744,"beat_benchmark":false},{"ticker":"HBAN","sector":"Financials","rank":39,"score":-0.007499377,"stock_return":-0.0025862113379601,"benchmark_return":0.0009211746220814,"active_return":-0.0035073859600415,"beat_benchmark":false},{"ticker":"CNC","sector":"Health Care","rank":29,"score":0.010358094,"stock_return":-0.0051773113016119,"benchmark_return":0.0009211746220814,"active_return":-0.0060984859236933,"beat_benchmark":false},{"ticker":"PANW","sector":"Information Technology","rank":12,"score":0.030832764,"stock_return":-0.0057426990423087,"benchmark_return":0.0009211746220814,"active_return":-0.0066638736643901,"beat_benchmark":false},{"ticker":"CRL","sector":"Real Estate","rank":40,"score":-0.008669021,"stock_return":-0.0113393123156578,"benchmark_return":0.0009211746220814,"active_return":-0.0122604869377392,"beat_benchmark":false},{"ticker":"FCX","sector":"Materials","rank":8,"score":0.039865106,"stock_return":-0.0138582845372478,"benchmark_return":0.0009211746220814,"active_return":-0.0147794591593292,"beat_benchmark":false},{"ticker":"FSLR","sector":"Materials","rank":27,"score":0.013308607,"stock_return":-0.0149572739823342,"benchmark_return":0.0009211746220814,"active_return":-0.0158784486044156,"beat_benchmark":false},{"ticker":"NEM","sector":"Real Estate","rank":24,"score":0.017365528,"stock_return":-0.0162584554020333,"benchmark_return":0.0009211746220814,"active_return":-0.0171796300241147,"beat_benchmark":false},{"ticker":"AKAM","sector":"Consumer Discretionary","rank":20,"score":0.023459783,"stock_return":-0.0174661583350564,"benchmark_return":0.0009211746220814,"active_return":-0.0183873329571379,"beat_benchmark":false},{"ticker":"COIN","sector":"Unknown","rank":21,"score":0.022743186,"stock_return":-0.0176222156450492,"benchmark_return":0.0009211746220814,"active_return":-0.0185433902671307,"beat_benchmark":false},{"ticker":"META","sector":"Unknown","rank":13,"score":0.029521372,"stock_return":-0.0179837713545011,"benchmark_return":0.0009211746220814,"active_return":-0.0189049459765825,"beat_benchmark":false},{"ticker":"TXN","sector":"Information Technology","rank":4,"score":0.061053384,"stock_return":-0.0187725034887635,"benchmark_return":0.0009211746220814,"active_return":-0.0196936781108449,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":16,"score":0.028274205,"stock_return":-0.0209265300457195,"benchmark_return":0.0009211746220814,"active_return":-0.0218477046678009,"beat_benchmark":false},{"ticker":"QCOM","sector":"Information Technology","rank":5,"score":0.05700358,"stock_return":-0.0241949586516334,"benchmark_return":0.0009211746220814,"active_return":-0.0251161332737148,"beat_benchmark":false},{"ticker":"NXPI","sector":"Information Technology","rank":3,"score":0.061248843,"stock_return":-0.0288867594171802,"benchmark_return":0.0009211746220814,"active_return":-0.0298079340392616,"beat_benchmark":false},{"ticker":"JBL","sector":"Consumer Discretionary","rank":35,"score":-0.00027054522,"stock_return":-0.0293442179738144,"benchmark_return":0.0009211746220814,"active_return":-0.0302653925958958,"beat_benchmark":false},{"ticker":"MCHP","sector":"Information Technology","rank":1,"score":0.073413484,"stock_return":-0.0304855042907959,"benchmark_return":0.0009211746220814,"active_return":-0.0314066789128774,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.035088602,"stock_return":-0.0327224389272405,"benchmark_return":0.0009211746220814,"active_return":-0.0336436135493219,"beat_benchmark":false},{"ticker":"ON","sector":"Information Technology","rank":6,"score":0.048043374,"stock_return":-0.0367247049757146,"benchmark_return":0.0009211746220814,"active_return":-0.037645879597796,"beat_benchmark":false},{"ticker":"GNRC","sector":"Industrials","rank":32,"score":0.0073249955,"stock_return":-0.0398099994432897,"benchmark_return":0.0009211746220814,"active_return":-0.0407311740653711,"beat_benchmark":false},{"ticker":"GLW","sector":"Materials","rank":25,"score":0.016954346,"stock_return":-0.0606176573309653,"benchmark_return":0.0009211746220814,"active_return":-0.0615388319530467,"beat_benchmark":false},{"ticker":"TER","sector":"Information Technology","rank":11,"score":0.031344187,"stock_return":-0.0639732539454431,"benchmark_return":0.0009211746220814,"active_return":-0.0648944285675245,"beat_benchmark":false},{"ticker":"HOOD","sector":"Unknown","rank":2,"score":0.0685092,"stock_return":-0.0657609783890906,"benchmark_return":0.0009211746220814,"active_return":-0.066682153011172,"beat_benchmark":false},{"ticker":"MRVL","sector":"Unknown","rank":23,"score":0.020632183,"stock_return":-0.0721383793959409,"benchmark_return":0.0009211746220814,"active_return":-0.0730595540180223,"beat_benchmark":false},{"ticker":"FLEX","sector":"Unknown","rank":18,"score":0.024655815,"stock_return":-0.0737846041993751,"benchmark_return":0.0009211746220814,"active_return":-0.0747057788214565,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":10,"score":0.031412948,"stock_return":-0.0789683792321235,"benchmark_return":0.0009211746220814,"active_return":-0.0798895538542049,"beat_benchmark":false},{"ticker":"COHR","sector":"Unknown","rank":15,"score":0.028759833,"stock_return":-0.0978545232649034,"benchmark_return":0.0009211746220814,"active_return":-0.0987756978869848,"beat_benchmark":false},{"ticker":"SNDK","sector":"Unknown","rank":7,"score":0.04747031,"stock_return":-0.1089590119576346,"benchmark_return":0.0009211746220814,"active_return":-0.1098801865797161,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0172019284460857,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0185566115991406,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0102202935993932,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0162215300454303,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0073607335445092,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0141477093706415,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0101445748990122,"spy_cumulative_return":0.0047820712182664,"active_return":-0.0149266461172787,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.0178115671674084,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0189697948046151,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0229986605296185,"spy_cumulative_return":-0.000717939075804,"active_return":-0.0222807214538144,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0211551056771204,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0220762802992018,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-23","monitor_date":"2026-07-24","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-24T09:30:00","end_timestamp":"2026-07-24T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.021155105677120412,"benchmark_cumulative_return":0.000921174622081411,"active_return":-0.022076280299201823,"holdings":[],"series":[{"timestamp":"2026-07-24 09:30:00","portfolio_cumulative_return":-0.0175481378955689,"spy_cumulative_return":0.0013546831530548,"active_return":-0.0189028210486237,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 10:30:00","portfolio_cumulative_return":-0.0110150292011992,"spy_cumulative_return":0.0060012364460371,"active_return":-0.0170162656472364,"portfolio_hourly_return":0.0066498003071373,"spy_hourly_return":0.0046402672011791,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 11:30:00","portfolio_cumulative_return":-0.0078696238850429,"spy_cumulative_return":0.0067869758261323,"active_return":-0.0146565997111752,"portfolio_hourly_return":0.0031804379328592,"spy_hourly_return":0.0007810521017559,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 12:30:00","portfolio_cumulative_return":-0.0109603638272842,"spy_cumulative_return":0.0047820712182664,"active_return":-0.0157424350455506,"portfolio_hourly_return":-0.0031152558339602,"spy_hourly_return":-0.0019913890981959,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 13:30:00","portfolio_cumulative_return":-0.0188190187765829,"spy_cumulative_return":0.0011582276372066,"active_return":-0.0199772464137895,"portfolio_hourly_return":-0.0079457431854896,"spy_hourly_return":-0.0036065965793617,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 14:30:00","portfolio_cumulative_return":-0.0242878270406241,"spy_cumulative_return":-0.000717939075804,"active_return":-0.02356988796482,"portfolio_hourly_return":-0.0055736998257164,"spy_hourly_return":-0.0018739961988212,"holding_price_coverage":1.0},{"timestamp":"2026-07-24 15:30:00","portfolio_cumulative_return":-0.0211551056771204,"spy_cumulative_return":0.0009211746220814,"active_return":-0.0220762802992018,"portfolio_hourly_return":0.0032107023467813,"spy_hourly_return":0.0016402913271249,"holding_price_coverage":0.975}]}},{"id":"2026-07-24::ridge","decision_date":"2026-07-24","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-24T23:28:26.910797+00:00","decision_date":"2026-07-24","latest_price_date":"2026-07-24","training_mode":"rolling_daily_proxy_yfinance","training_rows":313380,"training_start":"2024-01-02","training_end":"2026-07-22","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":7796.946624769939},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","bb_pct","momentum_5","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":60,"completed_trials":60,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 7796.946624769939}","resolved_feature_count":22,"rank_ic":0.006543944770086371,"positive_ic_rate":0.5142857142857143,"top40_raw_forward_return":0.0012524561551999092,"universe_raw_forward_return":0.0004692333700033792,"top40_raw_excess":0.0007832227851965297,"top40_target_mean":0.007830381598270843,"universe_target_mean":1.1254151559121403e-05,"top40_target_excess":0.007819127446711722,"trial":31,"validation_start":"2025-09-19","validation_end":"2026-07-22"}}},"selected":[{"ticker":"MU","sector":"Information Technology","rank":1,"score":0.0150608023789038},{"ticker":"AXP","sector":"Financials","rank":2,"score":0.0148244614237342},{"ticker":"SNDK","sector":"Information Technology","rank":3,"score":0.0146743506332011},{"ticker":"HBAN","sector":"Financials","rank":4,"score":0.0142402677364187},{"ticker":"STX","sector":"Information Technology","rank":5,"score":0.0141698967152044},{"ticker":"HOOD","sector":"Information Technology","rank":6,"score":0.0137250540979695},{"ticker":"MNST","sector":"Consumer Staples","rank":7,"score":0.0134513635824284},{"ticker":"DELL","sector":"Information Technology","rank":8,"score":0.0128457747876789},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.0128019797377268},{"ticker":"HPE","sector":"Information Technology","rank":10,"score":0.0122414401619835},{"ticker":"AMAT","sector":"Information Technology","rank":11,"score":0.0121100324615002},{"ticker":"CARR","sector":"Industrials","rank":12,"score":0.0119095202553492},{"ticker":"WST","sector":"Health Care","rank":13,"score":0.0117845179357087},{"ticker":"MRVL","sector":"Information Technology","rank":14,"score":0.0115946807075857},{"ticker":"INTC","sector":"Information Technology","rank":15,"score":0.0115600943752789},{"ticker":"LUV","sector":"Consumer Discretionary","rank":16,"score":0.0115202743771025},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0109163451756507},{"ticker":"JPM","sector":"Financials","rank":18,"score":0.0101905058413745},{"ticker":"USB","sector":"Financials","rank":19,"score":0.0098455833786375},{"ticker":"GL","sector":"Financials","rank":20,"score":0.0097232355105449},{"ticker":"BAC","sector":"Financials","rank":21,"score":0.0096795742510775},{"ticker":"KVUE","sector":"Consumer Staples","rank":22,"score":0.0095972114206657},{"ticker":"DAL","sector":"Consumer Discretionary","rank":23,"score":0.0094468662743356},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0091658070429481},{"ticker":"DOC","sector":"Real Estate","rank":25,"score":0.0090331692294019},{"ticker":"UAL","sector":"Industrials","rank":26,"score":0.0088736431398893},{"ticker":"FITB","sector":"Financials","rank":27,"score":0.0087816254235724},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0086012460276016},{"ticker":"EBAY","sector":"Communication Services","rank":29,"score":0.0085045183482509},{"ticker":"MET","sector":"Financials","rank":30,"score":0.008435208219633},{"ticker":"HRL","sector":"Consumer Staples","rank":31,"score":0.0083167719745262},{"ticker":"D","sector":"Utilities","rank":32,"score":0.0081465207708447},{"ticker":"KIM","sector":"Real Estate","rank":33,"score":0.008135988787509},{"ticker":"TXN","sector":"Industrials","rank":34,"score":0.0077787586031049},{"ticker":"KMI","sector":"Energy","rank":35,"score":0.0075828954489601},{"ticker":"AES","sector":"Utilities","rank":36,"score":0.007462539010211},{"ticker":"FRT","sector":"Real Estate","rank":37,"score":0.0070997326702947},{"ticker":"PPL","sector":"Utilities","rank":38,"score":0.0068305428183636},{"ticker":"OKE","sector":"Energy","rank":39,"score":0.006784836609448},{"ticker":"ADI","sector":"Industrials","rank":40,"score":0.00662553861758}],"selection_stability":{"decision_date":"2026-07-24","prior_decision_dates":{"ridge":"2026-07-23","xgb_ranker":"2026-07-23"},"same_day_model_agreement":{"overlap_count":6,"overlap_rate":0.15,"jaccard_similarity":0.08108108108108109,"replacement_rate":0.85,"shared_tickers":["HOOD","HPE","INTC","MRVL","MU","WST"],"left_only":["ADI","AES","AMAT","AMD","AXP","BAC","CARR","D","DAL","DELL","DOC","EBAY","FITB","FRT","GE","GL","HBAN","HRL","JPM","KEY","KIM","KMI","KVUE","LUV","MET","MNST","OKE","PPL","RF","SNDK","STX","TXN","UAL","USB"],"right_only":["ALLE","AXON","CHRW","COHR","CRL","DASH","DG","DGX","DLR","DLTR","DVA","EXPE","FIX","FLEX","HONA","IBM","IP","KLAC","LMT","LRCX","META","MRNA","NOW","PKG","RTX","TECH","TMO","TSLA","VEEV","WAB","WDAY","WDC","WELL","XYZ"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","AXP","DAL","DELL","GE","GL","HBAN","HOOD","HPE","INTC","LUV","MNST","MRVL","SNDK","TXN","UAL"],"left_only":["AMCR","APH","CNC","CRWD","DASH","DLTR","DOV","FLEX","FTNT","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MCHP","MRNA","MS","NTRS","PANW","TSLA"],"right_only":["ADI","AES","BAC","CARR","D","DOC","EBAY","FITB","FRT","HRL","JPM","KEY","KIM","KMI","KVUE","MET","MU","OKE","PPL","RF","STX","USB","WST"],"rank_spearman":-0.03186274509803922,"mean_absolute_rank_change":10.117647058823529,"top10_overlap_count":5,"top10_shared_tickers":["AMD","DELL","HBAN","HOOD","SNDK"]},"xgb_ranker":{"overlap_count":10,"overlap_rate":0.25,"jaccard_similarity":0.14285714285714285,"replacement_rate":0.75,"shared_tickers":["COHR","CRL","DLTR","FLEX","HOOD","HPE","INTC","META","MRVL","TSLA"],"left_only":["AKAM","AMD","CCL","CNC","COIN","CRWD","CVNA","FCX","FSLR","FTNT","GIS","GLW","GNRC","HBAN","JBL","LUV","MCHP","NCLH","NEM","NTAP","NXPI","ON","PANW","PYPL","QCOM","SNDK","STX","TER","TXN","UAL"],"right_only":["ALLE","AXON","CHRW","DASH","DG","DGX","DLR","DVA","EXPE","FIX","HONA","IBM","IP","KLAC","LMT","LRCX","MRNA","MU","NOW","PKG","RTX","TECH","TMO","VEEV","WAB","WDAY","WDC","WELL","WST","XYZ"],"rank_spearman":0.49090909090909085,"mean_absolute_rank_change":9.9,"top10_overlap_count":2,"top10_shared_tickers":["HOOD","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9449.971033269436},"current_params":{"alpha":7796.946624769939},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":4,"persistent_consensus_tickers":["HOOD","HPE","INTC","MRVL"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-24","eval_date":"2026-07-27","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.0042986538196220034,"benchmark_return":0.00012183407949484248,"active_return":-0.004420487899116846,"stock_win_rate":0.525,"average_stock_active_return":-0.004420487899116846,"top_contributors":["EBAY","HRL","AXP","GE","UAL"],"bottom_contributors":["AMAT","OKE","STX","AMD","SNDK"],"holdings":[{"ticker":"EBAY","sector":"Communication Services","rank":29,"score":0.0085045183482509,"stock_return":0.0348294869718619,"benchmark_return":0.0001218340794948,"active_return":0.0347076528923671,"beat_benchmark":true},{"ticker":"HRL","sector":"Consumer Staples","rank":31,"score":0.0083167719745262,"stock_return":0.0290399299036174,"benchmark_return":0.0001218340794948,"active_return":0.0289180958241226,"beat_benchmark":true},{"ticker":"AXP","sector":"Financials","rank":2,"score":0.0148244614237342,"stock_return":0.0279301743769309,"benchmark_return":0.0001218340794948,"active_return":0.027808340297436,"beat_benchmark":true},{"ticker":"GE","sector":"Industrials","rank":17,"score":0.0109163451756507,"stock_return":0.022389909434239,"benchmark_return":0.0001218340794948,"active_return":0.0222680753547441,"beat_benchmark":true},{"ticker":"UAL","sector":"Industrials","rank":26,"score":0.0088736431398893,"stock_return":0.019447054342101,"benchmark_return":0.0001218340794948,"active_return":0.0193252202626061,"beat_benchmark":true},{"ticker":"MNST","sector":"Consumer Staples","rank":7,"score":0.0134513635824284,"stock_return":0.0191464430038352,"benchmark_return":0.0001218340794948,"active_return":0.0190246089243404,"beat_benchmark":true},{"ticker":"DAL","sector":"Consumer Discretionary","rank":23,"score":0.0094468662743356,"stock_return":0.0189278233783454,"benchmark_return":0.0001218340794948,"active_return":0.0188059892988505,"beat_benchmark":true},{"ticker":"KIM","sector":"Real Estate","rank":33,"score":0.008135988787509,"stock_return":0.0111110729478993,"benchmark_return":0.0001218340794948,"active_return":0.0109892388684045,"beat_benchmark":true},{"ticker":"HPE","sector":"Information Technology","rank":10,"score":0.0122414401619835,"stock_return":0.0109037633201449,"benchmark_return":0.0001218340794948,"active_return":0.0107819292406501,"beat_benchmark":true},{"ticker":"DOC","sector":"Real Estate","rank":25,"score":0.0090331692294019,"stock_return":0.0107768193167907,"benchmark_return":0.0001218340794948,"active_return":0.0106549852372959,"beat_benchmark":true},{"ticker":"KVUE","sector":"Consumer Staples","rank":22,"score":0.0095972114206657,"stock_return":0.0095954076428288,"benchmark_return":0.0001218340794948,"active_return":0.009473573563334,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":13,"score":0.0117845179357087,"stock_return":0.0094453853462443,"benchmark_return":0.0001218340794948,"active_return":0.0093235512667495,"beat_benchmark":true},{"ticker":"JPM","sector":"Financials","rank":18,"score":0.0101905058413745,"stock_return":0.0084085991125788,"benchmark_return":0.0001218340794948,"active_return":0.008286765033084,"beat_benchmark":true},{"ticker":"FRT","sector":"Real Estate","rank":37,"score":0.0070997326702947,"stock_return":0.0079314719660297,"benchmark_return":0.0001218340794948,"active_return":0.0078096378865348,"beat_benchmark":true},{"ticker":"HOOD","sector":"Information Technology","rank":6,"score":0.0137250540979695,"stock_return":0.007902222853874,"benchmark_return":0.0001218340794948,"active_return":0.0077803887743792,"beat_benchmark":true},{"ticker":"LUV","sector":"Consumer Discretionary","rank":16,"score":0.0115202743771025,"stock_return":0.0068766092724557,"benchmark_return":0.0001218340794948,"active_return":0.0067547751929608,"beat_benchmark":true},{"ticker":"CARR","sector":"Industrials","rank":12,"score":0.0119095202553492,"stock_return":0.0068234790860099,"benchmark_return":0.0001218340794948,"active_return":0.0067016450065151,"beat_benchmark":true},{"ticker":"GL","sector":"Financials","rank":20,"score":0.0097232355105449,"stock_return":0.0052455826868855,"benchmark_return":0.0001218340794948,"active_return":0.0051237486073907,"beat_benchmark":true},{"ticker":"MET","sector":"Financials","rank":30,"score":0.008435208219633,"stock_return":0.0038489703334583,"benchmark_return":0.0001218340794948,"active_return":0.0037271362539634,"beat_benchmark":true},{"ticker":"BAC","sector":"Financials","rank":21,"score":0.0096795742510775,"stock_return":0.0018533711503756,"benchmark_return":0.0001218340794948,"active_return":0.0017315370708808,"beat_benchmark":true},{"ticker":"ADI","sector":"Industrials","rank":40,"score":0.00662553861758,"stock_return":0.0006454600156191,"benchmark_return":0.0001218340794948,"active_return":0.0005236259361243,"beat_benchmark":true},{"ticker":"AES","sector":"Utilities","rank":36,"score":0.007462539010211,"stock_return":-0.0003369349319074,"benchmark_return":0.0001218340794948,"active_return":-0.0004587690114022,"beat_benchmark":false},{"ticker":"TXN","sector":"Industrials","rank":34,"score":0.0077787586031049,"stock_return":-0.0004648915211274,"benchmark_return":0.0001218340794948,"active_return":-0.0005867256006223,"beat_benchmark":false},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0086012460276016,"stock_return":-0.0035645044775101,"benchmark_return":0.0001218340794948,"active_return":-0.0036863385570049,"beat_benchmark":false},{"ticker":"PPL","sector":"Utilities","rank":38,"score":0.0068305428183636,"stock_return":-0.0057979815596992,"benchmark_return":0.0001218340794948,"active_return":-0.005919815639194,"beat_benchmark":false},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0091658070429481,"stock_return":-0.0066224998258965,"benchmark_return":0.0001218340794948,"active_return":-0.0067443339053914,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":15,"score":0.0115600943752789,"stock_return":-0.0069313280939645,"benchmark_return":0.0001218340794948,"active_return":-0.0070531621734594,"beat_benchmark":false},{"ticker":"FITB","sector":"Financials","rank":27,"score":0.0087816254235724,"stock_return":-0.0071416103205336,"benchmark_return":0.0001218340794948,"active_return":-0.0072634444000284,"beat_benchmark":false},{"ticker":"USB","sector":"Financials","rank":19,"score":0.0098455833786375,"stock_return":-0.007425391273318,"benchmark_return":0.0001218340794948,"active_return":-0.0075472253528129,"beat_benchmark":false},{"ticker":"D","sector":"Utilities","rank":32,"score":0.0081465207708447,"stock_return":-0.0116737250192318,"benchmark_return":0.0001218340794948,"active_return":-0.0117955590987266,"beat_benchmark":false},{"ticker":"HBAN","sector":"Financials","rank":4,"score":0.0142402677364187,"stock_return":-0.012384800980922,"benchmark_return":0.0001218340794948,"active_return":-0.0125066350604169,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":1,"score":0.0150608023789038,"stock_return":-0.0217058363314091,"benchmark_return":0.0001218340794948,"active_return":-0.0218276704109039,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":8,"score":0.0128457747876789,"stock_return":-0.0250285993303571,"benchmark_return":0.0001218340794948,"active_return":-0.025150433409852,"beat_benchmark":false},{"ticker":"MRVL","sector":"Information Technology","rank":14,"score":0.0115946807075857,"stock_return":-0.0254852342950463,"benchmark_return":0.0001218340794948,"active_return":-0.0256070683745411,"beat_benchmark":false},{"ticker":"KMI","sector":"Energy","rank":35,"score":0.0075828954489601,"stock_return":-0.0334753609567251,"benchmark_return":0.0001218340794948,"active_return":-0.0335971950362199,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":11,"score":0.0121100324615002,"stock_return":-0.0361025367861305,"benchmark_return":0.0001218340794948,"active_return":-0.0362243708656253,"beat_benchmark":false},{"ticker":"OKE","sector":"Energy","rank":39,"score":0.006784836609448,"stock_return":-0.0395019338827327,"benchmark_return":0.0001218340794948,"active_return":-0.0396237679622275,"beat_benchmark":false},{"ticker":"STX","sector":"Information Technology","rank":5,"score":0.0141698967152044,"stock_return":-0.0403433000893143,"benchmark_return":0.0001218340794948,"active_return":-0.0404651341688091,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":9,"score":0.0128019797377268,"stock_return":-0.051499193896274,"benchmark_return":0.0001218340794948,"active_return":-0.0516210279757688,"beat_benchmark":false},{"ticker":"SNDK","sector":"Information Technology","rank":3,"score":0.0146743506332011,"stock_return":-0.1095395256749063,"benchmark_return":0.0001218340794948,"active_return":-0.1096613597544011,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.0083746683283683,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0075423970165109,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0113832794235214,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0105171423675334,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":-0.0080103746632077,"spy_cumulative_return":-0.0002842244525705,"active_return":-0.0077261502106371,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0124174545398855,"spy_cumulative_return":-0.0036945048865377,"active_return":-0.0087229496533477,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":-0.009803960864125,"spy_cumulative_return":-0.0017728304055572,"active_return":-0.0080311304585678,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":-0.0040474633585027,"spy_cumulative_return":0.0009744248378305,"active_return":-0.0050218881963332,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":-0.004298653819622,"spy_cumulative_return":0.0001218340794948,"active_return":-0.0044204878991168,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-24","monitor_date":"2026-07-27","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0042986538196220034,"benchmark_cumulative_return":0.00012183407949484248,"active_return":-0.004420487899116846,"holdings":[],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.0083746683283683,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0075423970165109,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0113832794235214,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0105171423675334,"portfolio_hourly_return":-0.0030340200064085,"spy_hourly_return":-3.3893953095498475e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":-0.0080103746632077,"spy_cumulative_return":-0.0002842244525705,"active_return":-0.0077261502106371,"portfolio_hourly_return":0.003411741567902,"spy_hourly_return":0.0005824170564119,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0124174545398855,"spy_cumulative_return":-0.0036945048865377,"active_return":-0.0087229496533477,"portfolio_hourly_return":-0.0044426673063052,"spy_hourly_return":-0.0034112499946294,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":-0.009803960864125,"spy_cumulative_return":-0.0017728304055572,"active_return":-0.0080311304585678,"portfolio_hourly_return":0.0026463546645032,"spy_hourly_return":0.0019288004436448,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":-0.0040474633585027,"spy_cumulative_return":0.0009744248378305,"active_return":-0.0050218881963332,"portfolio_hourly_return":0.0058134927611364,"spy_hourly_return":0.0027521343107739,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":-0.004298653819622,"spy_cumulative_return":0.0001218340794948,"active_return":-0.0044204878991168,"portfolio_hourly_return":-0.0002522112770216,"spy_hourly_return":-0.0008517607814743,"holding_price_coverage":1.0}]}},{"id":"2026-07-24::xgb_ranker","decision_date":"2026-07-24","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-25T01:40:04.388133+00:00","decision_date":"2026-07-24","latest_price_date":"2026-07-24","training_mode":"rolling_daily_proxy_yfinance","training_rows":313380,"training_start":"2024-01-02","training_end":"2026-07-22","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","bb_pct","momentum_5","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":50,"completed_trials":44,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.7038653571137086, \"gamma\": 0.11106697760113554, \"learning_rate\": 0.00596964336683878, \"max_depth\": 6, \"min_child_weight\": 14.74533138533289, \"n_estimators\": 700, \"n_jobs\": 4, \"reg_alpha\": 0.39435775871353285, \"reg_lambda\": 3.51549552284454, \"subsample\": 0.602208846849441, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.0031043507064486796,"positive_ic_rate":0.4904761904761905,"top40_raw_forward_return":0.0022462465823534896,"universe_raw_forward_return":0.00046923337441704646,"top40_raw_excess":0.0017770132079364433,"top40_target_mean":0.005066887325469999,"universe_target_mean":1.1254151559121403e-05,"top40_target_excess":0.005055633173910877,"trial":5,"validation_start":"2025-09-19","validation_end":"2026-07-22"}}},"selected":[{"ticker":"MRNA","sector":"Consumer Discretionary","rank":1,"score":0.12710531},{"ticker":"HOOD","sector":"Information Technology","rank":2,"score":0.1260915},{"ticker":"FIX","sector":"Industrials","rank":3,"score":0.12586752},{"ticker":"LRCX","sector":"Information Technology","rank":4,"score":0.1237704},{"ticker":"INTC","sector":"Information Technology","rank":5,"score":0.1215232},{"ticker":"HPE","sector":"Information Technology","rank":6,"score":0.11859228},{"ticker":"KLAC","sector":"Information Technology","rank":7,"score":0.11824747},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.11796887},{"ticker":"COHR","sector":"Information Technology","rank":9,"score":0.11733258},{"ticker":"WDC","sector":"Information Technology","rank":10,"score":0.115691215},{"ticker":"DLTR","sector":"Consumer Discretionary","rank":11,"score":0.11466257},{"ticker":"MRVL","sector":"Information Technology","rank":12,"score":0.11424847},{"ticker":"MU","sector":"Information Technology","rank":13,"score":0.1107031},{"ticker":"DGX","sector":"Health Care","rank":14,"score":0.10742886},{"ticker":"TECH","sector":"Health Care","rank":15,"score":0.103584595},{"ticker":"TMO","sector":"Health Care","rank":16,"score":0.10116346},{"ticker":"AXON","sector":"Consumer Discretionary","rank":17,"score":0.089963354},{"ticker":"DASH","sector":"Financials","rank":18,"score":0.08674945},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":19,"score":0.083068356},{"ticker":"IBM","sector":"Financials","rank":20,"score":0.08168518},{"ticker":"ALLE","sector":"Industrials","rank":21,"score":0.07804608},{"ticker":"PKG","sector":"Materials","rank":22,"score":0.07771434},{"ticker":"NOW","sector":"Financials","rank":23,"score":0.07561918},{"ticker":"LMT","sector":"Health Care","rank":24,"score":0.073568076},{"ticker":"EXPE","sector":"Financials","rank":25,"score":0.06921935},{"ticker":"META","sector":"Communication Services","rank":26,"score":0.06799253},{"ticker":"DG","sector":"Consumer Staples","rank":27,"score":0.06776255},{"ticker":"XYZ","sector":"Consumer Discretionary","rank":28,"score":0.06698133},{"ticker":"CRL","sector":"Consumer Discretionary","rank":29,"score":0.06490298},{"ticker":"WST","sector":"Health Care","rank":30,"score":0.062971376},{"ticker":"WDAY","sector":"Financials","rank":31,"score":0.061465133},{"ticker":"VEEV","sector":"Financials","rank":32,"score":0.05968233},{"ticker":"HONA","sector":"Financials","rank":33,"score":0.055087507},{"ticker":"WAB","sector":"Industrials","rank":34,"score":0.050787617},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.045969013},{"ticker":"RTX","sector":"Industrials","rank":36,"score":0.045696057},{"ticker":"DLR","sector":"Real Estate","rank":37,"score":0.044208933},{"ticker":"IP","sector":"Materials","rank":38,"score":0.04330048},{"ticker":"CHRW","sector":"Financials","rank":39,"score":0.0381448},{"ticker":"WELL","sector":"Real Estate","rank":40,"score":0.036295813}],"selection_stability":{"decision_date":"2026-07-24","prior_decision_dates":{"ridge":"2026-07-23","xgb_ranker":"2026-07-23"},"same_day_model_agreement":{"overlap_count":6,"overlap_rate":0.15,"jaccard_similarity":0.08108108108108109,"replacement_rate":0.85,"shared_tickers":["HOOD","HPE","INTC","MRVL","MU","WST"],"left_only":["ADI","AES","AMAT","AMD","AXP","BAC","CARR","D","DAL","DELL","DOC","EBAY","FITB","FRT","GE","GL","HBAN","HRL","JPM","KEY","KIM","KMI","KVUE","LUV","MET","MNST","OKE","PPL","RF","SNDK","STX","TXN","UAL","USB"],"right_only":["ALLE","AXON","CHRW","COHR","CRL","DASH","DG","DGX","DLR","DLTR","DVA","EXPE","FIX","FLEX","HONA","IBM","IP","KLAC","LMT","LRCX","META","MRNA","NOW","PKG","RTX","TECH","TMO","TSLA","VEEV","WAB","WDAY","WDC","WELL","XYZ"]},"day_over_day":{"ridge":{"overlap_count":17,"overlap_rate":0.425,"jaccard_similarity":0.2698412698412698,"replacement_rate":0.575,"shared_tickers":["AMAT","AMD","AXP","DAL","DELL","GE","GL","HBAN","HOOD","HPE","INTC","LUV","MNST","MRVL","SNDK","TXN","UAL"],"left_only":["AMCR","APH","CNC","CRWD","DASH","DLTR","DOV","FLEX","FTNT","GOOG","GOOGL","GS","HUM","IBKR","IFF","IP","LRCX","MCHP","MRNA","MS","NTRS","PANW","TSLA"],"right_only":["ADI","AES","BAC","CARR","D","DOC","EBAY","FITB","FRT","HRL","JPM","KEY","KIM","KMI","KVUE","MET","MU","OKE","PPL","RF","STX","USB","WST"],"rank_spearman":-0.03186274509803922,"mean_absolute_rank_change":10.117647058823529,"top10_overlap_count":5,"top10_shared_tickers":["AMD","DELL","HBAN","HOOD","SNDK"]},"xgb_ranker":{"overlap_count":10,"overlap_rate":0.25,"jaccard_similarity":0.14285714285714285,"replacement_rate":0.75,"shared_tickers":["COHR","CRL","DLTR","FLEX","HOOD","HPE","INTC","META","MRVL","TSLA"],"left_only":["AKAM","AMD","CCL","CNC","COIN","CRWD","CVNA","FCX","FSLR","FTNT","GIS","GLW","GNRC","HBAN","JBL","LUV","MCHP","NCLH","NEM","NTAP","NXPI","ON","PANW","PYPL","QCOM","SNDK","STX","TER","TXN","UAL"],"right_only":["ALLE","AXON","CHRW","DASH","DG","DGX","DLR","DVA","EXPE","FIX","HONA","IBM","IP","KLAC","LMT","LRCX","MRNA","MU","NOW","PKG","RTX","TECH","TMO","VEEV","WAB","WDAY","WDC","WELL","WST","XYZ"],"rank_spearman":0.49090909090909085,"mean_absolute_rank_change":9.9,"top10_overlap_count":2,"top10_shared_tickers":["HOOD","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":9449.971033269436},"current_params":{"alpha":7796.946624769939},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.5579345297625649,"gamma":0.6355835028602363,"learning_rate":0.006570432809105998,"max_depth":5,"min_child_weight":29.267581150621286,"n_estimators":400,"n_jobs":4,"reg_alpha":0.5492736444508451,"reg_lambda":0.05676757667844529,"subsample":0.6792328642721364,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":4,"persistent_consensus_tickers":["HOOD","HPE","INTC","MRVL"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-24","eval_date":"2026-07-27","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":0.008163550621125932,"benchmark_return":0.00012183407949484248,"active_return":0.00804171654163109,"stock_win_rate":0.525,"average_stock_active_return":0.008041716541631088,"top_contributors":["WDAY","EXPE","NOW","DASH","XYZ"],"bottom_contributors":["KLAC","COHR","WDC","LRCX","CHRW"],"holdings":[{"ticker":"WDAY","sector":"Financials","rank":31,"score":0.061465133,"stock_return":0.0899956277829476,"benchmark_return":0.0001218340794948,"active_return":0.0898737937034528,"beat_benchmark":true},{"ticker":"EXPE","sector":"Financials","rank":25,"score":0.06921935,"stock_return":0.0711317614092232,"benchmark_return":0.0001218340794948,"active_return":0.0710099273297284,"beat_benchmark":true},{"ticker":"NOW","sector":"Financials","rank":23,"score":0.07561918,"stock_return":0.0685361850184578,"benchmark_return":0.0001218340794948,"active_return":0.0684143509389629,"beat_benchmark":true},{"ticker":"DASH","sector":"Financials","rank":18,"score":0.08674945,"stock_return":0.0665663886592016,"benchmark_return":0.0001218340794948,"active_return":0.0664445545797067,"beat_benchmark":true},{"ticker":"XYZ","sector":"Consumer Discretionary","rank":28,"score":0.06698133,"stock_return":0.0531432066497861,"benchmark_return":0.0001218340794948,"active_return":0.0530213725702912,"beat_benchmark":true},{"ticker":"DG","sector":"Consumer Staples","rank":27,"score":0.06776255,"stock_return":0.0513520128864719,"benchmark_return":0.0001218340794948,"active_return":0.0512301788069771,"beat_benchmark":true},{"ticker":"AXON","sector":"Consumer Discretionary","rank":17,"score":0.089963354,"stock_return":0.0457260050725738,"benchmark_return":0.0001218340794948,"active_return":0.045604170993079,"beat_benchmark":true},{"ticker":"VEEV","sector":"Financials","rank":32,"score":0.05968233,"stock_return":0.0440291919371917,"benchmark_return":0.0001218340794948,"active_return":0.0439073578576969,"beat_benchmark":true},{"ticker":"DLTR","sector":"Consumer Discretionary","rank":11,"score":0.11466257,"stock_return":0.0423412721687914,"benchmark_return":0.0001218340794948,"active_return":0.0422194380892966,"beat_benchmark":true},{"ticker":"HONA","sector":"Financials","rank":33,"score":0.055087507,"stock_return":0.0330768841953137,"benchmark_return":0.0001218340794948,"active_return":0.0329550501158188,"beat_benchmark":true},{"ticker":"ALLE","sector":"Industrials","rank":21,"score":0.07804608,"stock_return":0.0314292647773004,"benchmark_return":0.0001218340794948,"active_return":0.0313074306978056,"beat_benchmark":true},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":1,"score":0.12710531,"stock_return":0.0284816150216247,"benchmark_return":0.0001218340794948,"active_return":0.0283597809421298,"beat_benchmark":true},{"ticker":"RTX","sector":"Industrials","rank":36,"score":0.045696057,"stock_return":0.0265050029023896,"benchmark_return":0.0001218340794948,"active_return":0.0263831688228948,"beat_benchmark":true},{"ticker":"DGX","sector":"Health Care","rank":14,"score":0.10742886,"stock_return":0.0177301556890685,"benchmark_return":0.0001218340794948,"active_return":0.0176083216095737,"beat_benchmark":true},{"ticker":"HPE","sector":"Information Technology","rank":6,"score":0.11859228,"stock_return":0.0109037633201449,"benchmark_return":0.0001218340794948,"active_return":0.0107819292406501,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":30,"score":0.062971376,"stock_return":0.0094453853462443,"benchmark_return":0.0001218340794948,"active_return":0.0093235512667495,"beat_benchmark":true},{"ticker":"IBM","sector":"Financials","rank":20,"score":0.08168518,"stock_return":0.0083570347155792,"benchmark_return":0.0001218340794948,"active_return":0.0082352006360844,"beat_benchmark":true},{"ticker":"HOOD","sector":"Information Technology","rank":2,"score":0.1260915,"stock_return":0.007902222853874,"benchmark_return":0.0001218340794948,"active_return":0.0077803887743792,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":38,"score":0.04330048,"stock_return":0.0056926394529275,"benchmark_return":0.0001218340794948,"active_return":0.0055708053734326,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":35,"score":0.045969013,"stock_return":0.003652737858621,"benchmark_return":0.0001218340794948,"active_return":0.0035309037791262,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":15,"score":0.103584595,"stock_return":0.0002094886867052,"benchmark_return":0.0001218340794948,"active_return":8.765460721038565e-05,"beat_benchmark":true},{"ticker":"FIX","sector":"Industrials","rank":3,"score":0.12586752,"stock_return":-0.0019439289136171,"benchmark_return":0.0001218340794948,"active_return":-0.002065762993112,"beat_benchmark":false},{"ticker":"META","sector":"Communication Services","rank":26,"score":0.06799253,"stock_return":-0.0021169874501529,"benchmark_return":0.0001218340794948,"active_return":-0.0022388215296478,"beat_benchmark":false},{"ticker":"LMT","sector":"Health Care","rank":24,"score":0.073568076,"stock_return":-0.0044455302589185,"benchmark_return":0.0001218340794948,"active_return":-0.0045673643384134,"beat_benchmark":false},{"ticker":"WAB","sector":"Industrials","rank":34,"score":0.050787617,"stock_return":-0.0052561862409606,"benchmark_return":0.0001218340794948,"active_return":-0.0053780203204555,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":5,"score":0.1215232,"stock_return":-0.0069313280939645,"benchmark_return":0.0001218340794948,"active_return":-0.0070531621734594,"beat_benchmark":false},{"ticker":"PKG","sector":"Materials","rank":22,"score":0.07771434,"stock_return":-0.0080977930089085,"benchmark_return":0.0001218340794948,"active_return":-0.0082196270884034,"beat_benchmark":false},{"ticker":"CRL","sector":"Consumer Discretionary","rank":29,"score":0.06490298,"stock_return":-0.0100626655524388,"benchmark_return":0.0001218340794948,"active_return":-0.0101844996319336,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":19,"score":0.083068356,"stock_return":-0.0121074930827764,"benchmark_return":0.0001218340794948,"active_return":-0.0122293271622713,"beat_benchmark":false},{"ticker":"WELL","sector":"Real Estate","rank":40,"score":0.036295813,"stock_return":-0.0146388000721564,"benchmark_return":0.0001218340794948,"active_return":-0.0147606341516512,"beat_benchmark":false},{"ticker":"TMO","sector":"Health Care","rank":16,"score":0.10116346,"stock_return":-0.0153275293403958,"benchmark_return":0.0001218340794948,"active_return":-0.0154493634198906,"beat_benchmark":false},{"ticker":"DLR","sector":"Real Estate","rank":37,"score":0.044208933,"stock_return":-0.0165260624606276,"benchmark_return":0.0001218340794948,"active_return":-0.0166478965401224,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.11796887,"stock_return":-0.0208421329523207,"benchmark_return":0.0001218340794948,"active_return":-0.0209639670318155,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":13,"score":0.1107031,"stock_return":-0.0217058363314091,"benchmark_return":0.0001218340794948,"active_return":-0.0218276704109039,"beat_benchmark":false},{"ticker":"MRVL","sector":"Information Technology","rank":12,"score":0.11424847,"stock_return":-0.0254852342950463,"benchmark_return":0.0001218340794948,"active_return":-0.0256070683745411,"beat_benchmark":false},{"ticker":"KLAC","sector":"Information Technology","rank":7,"score":0.11824747,"stock_return":-0.0336310169455038,"benchmark_return":0.0001218340794948,"active_return":-0.0337528510249987,"beat_benchmark":false},{"ticker":"COHR","sector":"Information Technology","rank":9,"score":0.11733258,"stock_return":-0.0392542986566171,"benchmark_return":0.0001218340794948,"active_return":-0.0393761327361119,"beat_benchmark":false},{"ticker":"WDC","sector":"Information Technology","rank":10,"score":0.115691215,"stock_return":-0.0420930644075908,"benchmark_return":0.0001218340794948,"active_return":-0.0422148984870857,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":4,"score":0.1237704,"stock_return":-0.0445922012142439,"benchmark_return":0.0001218340794948,"active_return":-0.0447140352937387,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":39,"score":0.0381448,"stock_return":-0.0646077322817523,"benchmark_return":0.0001218340794948,"active_return":-0.0647295663612471,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.001062122650701,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0002298513388436,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0019354305064278,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0010692934504398,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":0.0023046057208197,"spy_cumulative_return":-0.0002842244525705,"active_return":0.0025888301733903,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0006415306343361,"spy_cumulative_return":-0.0036945048865377,"active_return":0.0030529742522015,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":0.0031093968605934,"spy_cumulative_return":-0.0017728304055572,"active_return":0.0048822272661506,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":0.0074974775060626,"spy_cumulative_return":0.0009744248378305,"active_return":0.0065230526682321,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":0.0081635506211259,"spy_cumulative_return":0.0001218340794948,"active_return":0.008041716541631,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-24","monitor_date":"2026-07-27","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-27T09:30:00","end_timestamp":"2026-07-27T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":0.00816355062112593,"benchmark_cumulative_return":0.00012183407949484248,"active_return":0.008041716541631088,"holdings":[],"series":[{"timestamp":"2026-07-27 09:30:00","portfolio_cumulative_return":-0.001062122650701,"spy_cumulative_return":-0.0008322713118573,"active_return":-0.0002298513388436,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 10:30:00","portfolio_cumulative_return":-0.0019354305064278,"spy_cumulative_return":-0.000866137055988,"active_return":-0.0010692934504398,"portfolio_hourly_return":-0.0008742364020114,"spy_hourly_return":-3.3893953095498475e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 11:30:00","portfolio_cumulative_return":0.0023046057208197,"spy_cumulative_return":-0.0002842244525705,"active_return":0.0025888301733903,"portfolio_hourly_return":0.0042482584362242,"spy_hourly_return":0.0005824170564119,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 12:30:00","portfolio_cumulative_return":-0.0006415306343361,"spy_cumulative_return":-0.0036945048865377,"active_return":0.0030529742522015,"portfolio_hourly_return":-0.0029393622840205,"spy_hourly_return":-0.0034112499946294,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 13:30:00","portfolio_cumulative_return":0.0031093968605934,"spy_cumulative_return":-0.0017728304055572,"active_return":0.0048822272661506,"portfolio_hourly_return":0.0037533353745531,"spy_hourly_return":0.0019288004436448,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 14:30:00","portfolio_cumulative_return":0.0074974775060626,"spy_cumulative_return":0.0009744248378305,"active_return":0.0065230526682321,"portfolio_hourly_return":0.0043744786552717,"spy_hourly_return":0.0027521343107739,"holding_price_coverage":1.0},{"timestamp":"2026-07-27 15:30:00","portfolio_cumulative_return":0.0081635506211259,"spy_cumulative_return":0.0001218340794948,"active_return":0.008041716541631,"portfolio_hourly_return":0.000661116409653,"spy_hourly_return":-0.0008517607814743,"holding_price_coverage":1.0}]}},{"id":"2026-07-27::ridge","decision_date":"2026-07-27","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-27T20:48:34.852219+00:00","decision_date":"2026-07-27","latest_price_date":"2026-07-27","training_mode":"rolling_daily_proxy_yfinance","training_rows":313883,"training_start":"2024-01-02","training_end":"2026-07-23","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":19849.427319676586},"feature_count":20,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","returns_1d","sector_changed_21d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","momentum_5","bb_pct","sector_rel_rank","momentum_21"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":25,"completed_trials":25,"optuna_timeout_seconds":3600,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 19849.427319676586}","resolved_feature_count":20,"rank_ic":0.008545067795059817,"positive_ic_rate":0.5238095238095238,"top40_raw_forward_return":0.0013249312364277473,"universe_raw_forward_return":0.0005017817614829547,"top40_raw_excess":0.0008231494749447925,"top40_target_mean":0.009402112768231,"universe_target_mean":1.1254151559121416e-05,"top40_target_excess":0.009390858616671879,"trial":23,"validation_start":"2025-09-22","validation_end":"2026-07-23"}}},"selected":[{"ticker":"HBAN","sector":"Financials","rank":1,"score":0.015014939689744},{"ticker":"TECH","sector":"Health Care","rank":2,"score":0.0133705894214597},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.0131820731758299},{"ticker":"CVS","sector":"Health Care","rank":4,"score":0.0130860606619253},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":5,"score":0.0121092862836602},{"ticker":"CHRW","sector":"Financials","rank":6,"score":0.011685035247921},{"ticker":"UDR","sector":"Real Estate","rank":7,"score":0.0115057670059909},{"ticker":"CNC","sector":"Health Care","rank":8,"score":0.0114938608306343},{"ticker":"TRGP","sector":"Energy","rank":9,"score":0.0111555065217424},{"ticker":"BAC","sector":"Financials","rank":10,"score":0.0105607155193224},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.010529021927789},{"ticker":"DOC","sector":"Real Estate","rank":12,"score":0.0104367184952468},{"ticker":"HUM","sector":"Health Care","rank":13,"score":0.010316831796096},{"ticker":"CARR","sector":"Industrials","rank":14,"score":0.0099591215449628},{"ticker":"DAL","sector":"Consumer Discretionary","rank":15,"score":0.0099243613545839},{"ticker":"MET","sector":"Financials","rank":16,"score":0.0097810136697502},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.0097426827301419},{"ticker":"DELL","sector":"Information Technology","rank":18,"score":0.0096669691694052},{"ticker":"FITB","sector":"Financials","rank":19,"score":0.0095578912750071},{"ticker":"OKE","sector":"Energy","rank":20,"score":0.0094800056688667},{"ticker":"INCY","sector":"Health Care","rank":21,"score":0.0094190779304958},{"ticker":"EQR","sector":"Real Estate","rank":22,"score":0.0093556685394186},{"ticker":"WST","sector":"Health Care","rank":23,"score":0.0093284817132701},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0092293212352959},{"ticker":"AMAT","sector":"Information Technology","rank":25,"score":0.0092057757034529},{"ticker":"FLEX","sector":"Information Technology","rank":26,"score":0.009044844535243},{"ticker":"KMI","sector":"Energy","rank":27,"score":0.0090237120138551},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0089237897628404},{"ticker":"USB","sector":"Financials","rank":29,"score":0.0088064636380779},{"ticker":"WELL","sector":"Real Estate","rank":30,"score":0.0085764516556027},{"ticker":"LNT","sector":"Utilities","rank":31,"score":0.0085245224639716},{"ticker":"UPS","sector":"Industrials","rank":32,"score":0.0084977196784812},{"ticker":"CNP","sector":"Utilities","rank":33,"score":0.0083249365902116},{"ticker":"MNST","sector":"Consumer Staples","rank":34,"score":0.0082852914873667},{"ticker":"ABBV","sector":"Health Care","rank":35,"score":0.0081984596564366},{"ticker":"PNC","sector":"Financials","rank":36,"score":0.0080928925840496},{"ticker":"MO","sector":"Consumer Staples","rank":37,"score":0.0080740132148344},{"ticker":"WAT","sector":"Health Care","rank":38,"score":0.0080394350535345},{"ticker":"COO","sector":"Health Care","rank":39,"score":0.007938366522305},{"ticker":"STX","sector":"Information Technology","rank":40,"score":0.0079239605997638}],"selection_stability":{"decision_date":"2026-07-27","prior_decision_dates":{"ridge":"2026-07-24","xgb_ranker":"2026-07-24"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMD","CHRW","CRL","CVS","DELL","FITB","FLEX","HUM","PNC","RF","RVTY","TECH","UPS","WST"],"left_only":["ABBV","AMAT","BAC","CARR","CNC","CNP","COO","DAL","DOC","EQR","HBAN","INCY","KEY","KMI","LNT","MET","MNST","MO","MU","OKE","STX","TRGP","UDR","USB","WAT","WELL"],"right_only":["AXON","BBY","CFG","COHR","CRWD","DASH","DVA","FIX","FTNT","GDDY","GPC","HSIC","IBM","INTC","ISRG","META","MPC","MRNA","MRVL","NOW","PANW","SNDK","TSLA","VEEV","VLO","WDAY"]},"day_over_day":{"ridge":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AMAT","AMD","BAC","CARR","DAL","DELL","DOC","FITB","HBAN","KEY","KMI","MET","MNST","MU","OKE","RF","STX","USB","WST"],"left_only":["ADI","AES","AXP","D","EBAY","FRT","GE","GL","HOOD","HPE","HRL","INTC","JPM","KIM","KVUE","LUV","MRVL","PPL","SNDK","TXN","UAL"],"right_only":["ABBV","CHRW","CNC","CNP","COO","CRL","CVS","EQR","FLEX","HUM","INCY","LNT","MO","PNC","RVTY","TECH","TRGP","UDR","UPS","WAT","WELL"],"rank_spearman":0.16315789473684209,"mean_absolute_rank_change":10.947368421052632,"top10_overlap_count":2,"top10_shared_tickers":["AMD","HBAN"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AXON","CHRW","COHR","CRL","DASH","DVA","FIX","FLEX","IBM","INTC","META","MRNA","MRVL","NOW","TECH","TSLA","VEEV","WDAY","WST"],"left_only":["ALLE","DG","DGX","DLR","DLTR","EXPE","HONA","HOOD","HPE","IP","KLAC","LMT","LRCX","MU","PKG","RTX","TMO","WAB","WDC","WELL","XYZ"],"right_only":["AMD","BBY","CFG","CRWD","CVS","DELL","FITB","FTNT","GDDY","GPC","HSIC","HUM","ISRG","MPC","PANW","PNC","RF","RVTY","SNDK","UPS","VLO"],"rank_spearman":0.26491228070175443,"mean_absolute_rank_change":9.473684210526315,"top10_overlap_count":3,"top10_shared_tickers":["COHR","FLEX","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":7796.946624769939},"current_params":{"alpha":19849.427319676586},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":1,"persistent_consensus_tickers":["WST"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-27","eval_date":"2026-07-28","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.00306213151721422,"benchmark_return":0.002259512169662692,"active_return":-0.005321643686876912,"stock_win_rate":0.6,"average_stock_active_return":-0.005321643686876912,"top_contributors":["INCY","CRL","WAT","RVTY","DAL"],"bottom_contributors":["AMD","DELL","STX","MU","CARR"],"holdings":[{"ticker":"INCY","sector":"Health Care","rank":21,"score":0.0094190779304958,"stock_return":0.0933793069542119,"benchmark_return":0.0022595121696626,"active_return":0.0911197947845492,"beat_benchmark":true},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.0097426827301419,"stock_return":0.0716228364816349,"benchmark_return":0.0022595121696626,"active_return":0.0693633243119722,"beat_benchmark":true},{"ticker":"WAT","sector":"Health Care","rank":38,"score":0.0080394350535345,"stock_return":0.0343345762340092,"benchmark_return":0.0022595121696626,"active_return":0.0320750640643465,"beat_benchmark":true},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":5,"score":0.0121092862836602,"stock_return":0.0315073451365981,"benchmark_return":0.0022595121696626,"active_return":0.0292478329669354,"beat_benchmark":true},{"ticker":"DAL","sector":"Consumer Discretionary","rank":15,"score":0.0099243613545839,"stock_return":0.031268018249984,"benchmark_return":0.0022595121696626,"active_return":0.0290085060803213,"beat_benchmark":true},{"ticker":"MO","sector":"Consumer Staples","rank":37,"score":0.0080740132148344,"stock_return":0.0264782593131682,"benchmark_return":0.0022595121696626,"active_return":0.0242187471435055,"beat_benchmark":true},{"ticker":"ABBV","sector":"Health Care","rank":35,"score":0.0081984596564366,"stock_return":0.0259818134670526,"benchmark_return":0.0022595121696626,"active_return":0.0237223012973899,"beat_benchmark":true},{"ticker":"COO","sector":"Health Care","rank":39,"score":0.007938366522305,"stock_return":0.0256081291637264,"benchmark_return":0.0022595121696626,"active_return":0.0233486169940637,"beat_benchmark":true},{"ticker":"MNST","sector":"Consumer Staples","rank":34,"score":0.0082852914873667,"stock_return":0.0253854832944833,"benchmark_return":0.0022595121696626,"active_return":0.0231259711248206,"beat_benchmark":true},{"ticker":"MET","sector":"Financials","rank":16,"score":0.0097810136697502,"stock_return":0.0241621532027906,"benchmark_return":0.0022595121696626,"active_return":0.021902641033128,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":4,"score":0.0130860606619253,"stock_return":0.0211077065720746,"benchmark_return":0.0022595121696626,"active_return":0.0188481944024119,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":13,"score":0.010316831796096,"stock_return":0.0202544965087938,"benchmark_return":0.0022595121696626,"active_return":0.0179949843391311,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":23,"score":0.0093284817132701,"stock_return":0.0173282724056604,"benchmark_return":0.0022595121696626,"active_return":0.0150687602359977,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":28,"score":0.0089237897628404,"stock_return":0.0169160852841723,"benchmark_return":0.0022595121696626,"active_return":0.0146565731145096,"beat_benchmark":true},{"ticker":"USB","sector":"Financials","rank":29,"score":0.0088064636380779,"stock_return":0.0148841684539986,"benchmark_return":0.0022595121696626,"active_return":0.0126246562843359,"beat_benchmark":true},{"ticker":"FITB","sector":"Financials","rank":19,"score":0.0095578912750071,"stock_return":0.0139473362972861,"benchmark_return":0.0022595121696626,"active_return":0.0116878241276234,"beat_benchmark":true},{"ticker":"DOC","sector":"Real Estate","rank":12,"score":0.0104367184952468,"stock_return":0.0137655177460491,"benchmark_return":0.0022595121696626,"active_return":0.0115060055763864,"beat_benchmark":true},{"ticker":"EQR","sector":"Real Estate","rank":22,"score":0.0093556685394186,"stock_return":0.0124926233487845,"benchmark_return":0.0022595121696626,"active_return":0.0102331111791218,"beat_benchmark":true},{"ticker":"PNC","sector":"Financials","rank":36,"score":0.0080928925840496,"stock_return":0.0079715009534908,"benchmark_return":0.0022595121696626,"active_return":0.0057119887838281,"beat_benchmark":true},{"ticker":"BAC","sector":"Financials","rank":10,"score":0.0105607155193224,"stock_return":0.0078866546812437,"benchmark_return":0.0022595121696626,"active_return":0.005627142511581,"beat_benchmark":true},{"ticker":"HBAN","sector":"Financials","rank":1,"score":0.015014939689744,"stock_return":0.0078671462751904,"benchmark_return":0.0022595121696626,"active_return":0.0056076341055277,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":2,"score":0.0133705894214597,"stock_return":0.0065623230003439,"benchmark_return":0.0022595121696626,"active_return":0.0043028108306812,"beat_benchmark":true},{"ticker":"KEY","sector":"Financials","rank":24,"score":0.0092293212352959,"stock_return":0.0062194308407339,"benchmark_return":0.0022595121696626,"active_return":0.0039599186710712,"beat_benchmark":true},{"ticker":"CNP","sector":"Utilities","rank":33,"score":0.0083249365902116,"stock_return":0.00238589777183,"benchmark_return":0.0022595121696626,"active_return":0.0001263856021673,"beat_benchmark":true},{"ticker":"CNC","sector":"Health Care","rank":8,"score":0.0114938608306343,"stock_return":0.0020286711876305,"benchmark_return":0.0022595121696626,"active_return":-0.0002308409820321,"beat_benchmark":false},{"ticker":"LNT","sector":"Utilities","rank":31,"score":0.0085245224639716,"stock_return":-0.0016231941848595,"benchmark_return":0.0022595121696626,"active_return":-0.0038827063545222,"beat_benchmark":false},{"ticker":"KMI","sector":"Energy","rank":27,"score":0.0090237120138551,"stock_return":-0.0040944617564283,"benchmark_return":0.0022595121696626,"active_return":-0.006353973926091,"beat_benchmark":false},{"ticker":"UDR","sector":"Real Estate","rank":7,"score":0.0115057670059909,"stock_return":-0.0070028398949136,"benchmark_return":0.0022595121696626,"active_return":-0.0092623520645763,"beat_benchmark":false},{"ticker":"OKE","sector":"Energy","rank":20,"score":0.0094800056688667,"stock_return":-0.0077129717020756,"benchmark_return":0.0022595121696626,"active_return":-0.0099724838717383,"beat_benchmark":false},{"ticker":"WELL","sector":"Real Estate","rank":30,"score":0.0085764516556027,"stock_return":-0.0181203191848216,"benchmark_return":0.0022595121696626,"active_return":-0.0203798313544842,"beat_benchmark":false},{"ticker":"TRGP","sector":"Energy","rank":9,"score":0.0111555065217424,"stock_return":-0.0223808863552088,"benchmark_return":0.0022595121696626,"active_return":-0.0246403985248715,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":26,"score":0.009044844535243,"stock_return":-0.0236925993558232,"benchmark_return":0.0022595121696626,"active_return":-0.0259521115254859,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":6,"score":0.011685035247921,"stock_return":-0.0298063281377709,"benchmark_return":0.0022595121696626,"active_return":-0.0320658403074336,"beat_benchmark":false},{"ticker":"UPS","sector":"Industrials","rank":32,"score":0.0084977196784812,"stock_return":-0.0648959220868241,"benchmark_return":0.0022595121696626,"active_return":-0.0671554342564868,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":25,"score":0.0092057757034529,"stock_return":-0.0782371516093447,"benchmark_return":0.0022595121696626,"active_return":-0.0804966637790074,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.0131820731758299,"stock_return":-0.0810182950086326,"benchmark_return":0.0022595121696626,"active_return":-0.0832778071782953,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":18,"score":0.0096669691694052,"stock_return":-0.0815628751388503,"benchmark_return":0.0022595121696626,"active_return":-0.0838223873085129,"beat_benchmark":false},{"ticker":"STX","sector":"Information Technology","rank":40,"score":0.0079239605997638,"stock_return":-0.085631356288013,"benchmark_return":0.0022595121696626,"active_return":-0.0878908684576756,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.010529021927789,"stock_return":-0.0883359458486229,"benchmark_return":0.0022595121696626,"active_return":-0.0905954580182856,"beat_benchmark":false},{"ticker":"CARR","sector":"Industrials","rank":14,"score":0.0099591215449628,"stock_return":-0.0897158669613221,"benchmark_return":0.0022595121696626,"active_return":-0.0919753791309848,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0109184945449967,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0090377836736142,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0069884398820932,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0098432820189025,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0071300092293241,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0099983947306239,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0056963759829867,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0087000299662099,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0054010229635166,"spy_cumulative_return":0.0020295227177964,"active_return":-0.007430545681313,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0009812099006058,"spy_cumulative_return":0.003531349709408,"active_return":-0.0045125596100138,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0030621315172142,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0053216436868769,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-27","monitor_date":"2026-07-28","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.0029868777883348798,"benchmark_cumulative_return":0.002259512169662692,"active_return":-0.005246389957997572,"holdings":[],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0109184945449967,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0090377836736142,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0069884398820932,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0098432820189025,"portfolio_hourly_return":0.00397343863092,"spy_hourly_return":0.0047444759957762,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0071300092293241,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0099983947306239,"portfolio_hourly_return":-0.0001425656587663,"spy_hourly_return":1.350481038886464e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0056963759829867,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0087000299662099,"portfolio_hourly_return":0.0014439284696525,"spy_hourly_return":0.0001348815895274,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0054010229635166,"spy_cumulative_return":0.0020295227177964,"active_return":-0.007430545681313,"portfolio_hourly_return":0.0002970451000439,"spy_hourly_return":-0.0009712140744035,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0009812099006058,"spy_cumulative_return":0.003531349709408,"active_return":-0.0045125596100138,"portfolio_hourly_return":0.0044438142054803,"spy_hourly_return":0.0014987851730539,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0029868777883348,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0052463899579975,"portfolio_hourly_return":-0.002007637801817,"spy_hourly_return":-0.0012673620411695,"holding_price_coverage":1.0}]}},{"id":"2026-07-27::ridge_xgb_ensemble","decision_date":"2026-07-27","model_id":"ridge_xgb_ensemble","manifest":{"status":"live_forward_shadow_snapshot","created_utc":"2026-07-27T23:01:44.949500+00:00","decision_date":"2026-07-27","latest_price_date":"2026-07-27","holdings":40,"model":"ridge_xgb_ensemble","model_params":{"ridge_weight":0.25,"xgb_weight":0.75,"normalization":"cross_sectional_percentile_rank"},"feature_count":null,"features":[],"model_selection":{"enabled":true,"selection_metric":"expanding_prior_oos_fold_top40_excess","best_validation":{}}},"selected":[{"ticker":"CVS","sector":"Health Care","rank":1,"score":0.9970178926441352},{"ticker":"DELL","sector":"Information Technology","rank":2,"score":0.9885685884691848},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.9811133200795228},{"ticker":"HUM","sector":"Health Care","rank":4,"score":0.977634194831014},{"ticker":"FLEX","sector":"Information Technology","rank":5,"score":0.9771371769383698},{"ticker":"SNDK","sector":"Information Technology","rank":6,"score":0.9751491053677932},{"ticker":"INTC","sector":"Information Technology","rank":7,"score":0.9716699801192844},{"ticker":"UPS","sector":"Industrials","rank":8,"score":0.9711729622266402},{"ticker":"FTNT","sector":"Information Technology","rank":9,"score":0.9652087475149104},{"ticker":"TECH","sector":"Health Care","rank":10,"score":0.963717693836978},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.956262425447316},{"ticker":"CHRW","sector":"Financials","rank":12,"score":0.9542743538767396},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.9507952286282306},{"ticker":"STX","sector":"Information Technology","rank":14,"score":0.9507952286282306},{"ticker":"LRCX","sector":"Information Technology","rank":15,"score":0.948807157057654},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":16,"score":0.9383697813121272},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.9309145129224652},{"ticker":"RF","sector":"Financials","rank":18,"score":0.9165009940357852},{"ticker":"PNC","sector":"Financials","rank":19,"score":0.915506958250497},{"ticker":"FITB","sector":"Financials","rank":20,"score":0.9135188866799204},{"ticker":"WST","sector":"Health Care","rank":21,"score":0.904075546719682},{"ticker":"USB","sector":"Financials","rank":22,"score":0.9025844930417496},{"ticker":"CFG","sector":"Financials","rank":23,"score":0.8991053677932406},{"ticker":"DVA","sector":"Consumer Staples","rank":24,"score":0.8926441351888669},{"ticker":"HSIC","sector":"Health Care","rank":25,"score":0.885685884691849},{"ticker":"GL","sector":"Financials","rank":26,"score":0.8777335984095427},{"ticker":"CNC","sector":"Health Care","rank":27,"score":0.8667992047713718},{"ticker":"MTB","sector":"Financials","rank":28,"score":0.8658051689860835},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":29,"score":0.8533797216699801},{"ticker":"MPC","sector":"Energy","rank":30,"score":0.838469184890656},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":31,"score":0.8349900596421471},{"ticker":"DOC","sector":"Real Estate","rank":32,"score":0.8305168986083499},{"ticker":"EXPD","sector":"Financials","rank":33,"score":0.8275347912524851},{"ticker":"WDAY","sector":"Financials","rank":34,"score":0.8190854870775347},{"ticker":"VLO","sector":"Energy","rank":35,"score":0.8185884691848906},{"ticker":"IQV","sector":"Health Care","rank":36,"score":0.8175944333996025},{"ticker":"BBY","sector":"Consumer Discretionary","rank":37,"score":0.8170974155069582},{"ticker":"GEV","sector":"Industrials","rank":38,"score":0.8106361829025845},{"ticker":"IP","sector":"Materials","rank":39,"score":0.797713717693837},{"ticker":"FIX","sector":"Industrials","rank":40,"score":0.7972166998011927}],"selection_stability":{"decision_date":"2026-07-27","prior_decision_dates":{"ridge":"2026-07-24","xgb_ranker":"2026-07-24"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMD","CHRW","CRL","CVS","DELL","FITB","FLEX","HUM","PNC","RF","RVTY","TECH","UPS","WST"],"left_only":["ABBV","AMAT","BAC","CARR","CNC","CNP","COO","DAL","DOC","EQR","HBAN","INCY","KEY","KMI","LNT","MET","MNST","MO","MU","OKE","STX","TRGP","UDR","USB","WAT","WELL"],"right_only":["AXON","BBY","CFG","COHR","CRWD","DASH","DVA","FIX","FTNT","GDDY","GPC","HSIC","IBM","INTC","ISRG","META","MPC","MRNA","MRVL","NOW","PANW","SNDK","TSLA","VEEV","VLO","WDAY"]},"day_over_day":{"ridge":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AMAT","AMD","BAC","CARR","DAL","DELL","DOC","FITB","HBAN","KEY","KMI","MET","MNST","MU","OKE","RF","STX","USB","WST"],"left_only":["ADI","AES","AXP","D","EBAY","FRT","GE","GL","HOOD","HPE","HRL","INTC","JPM","KIM","KVUE","LUV","MRVL","PPL","SNDK","TXN","UAL"],"right_only":["ABBV","CHRW","CNC","CNP","COO","CRL","CVS","EQR","FLEX","HUM","INCY","LNT","MO","PNC","RVTY","TECH","TRGP","UDR","UPS","WAT","WELL"],"rank_spearman":0.16315789473684209,"mean_absolute_rank_change":10.947368421052632,"top10_overlap_count":2,"top10_shared_tickers":["AMD","HBAN"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AXON","CHRW","COHR","CRL","DASH","DVA","FIX","FLEX","IBM","INTC","META","MRNA","MRVL","NOW","TECH","TSLA","VEEV","WDAY","WST"],"left_only":["ALLE","DG","DGX","DLR","DLTR","EXPE","HONA","HOOD","HPE","IP","KLAC","LMT","LRCX","MU","PKG","RTX","TMO","WAB","WDC","WELL","XYZ"],"right_only":["AMD","BBY","CFG","CRWD","CVS","DELL","FITB","FTNT","GDDY","GPC","HSIC","HUM","ISRG","MPC","PANW","PNC","RF","RVTY","SNDK","UPS","VLO"],"rank_spearman":0.26491228070175443,"mean_absolute_rank_change":9.473684210526315,"top10_overlap_count":3,"top10_shared_tickers":["COHR","FLEX","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":7796.946624769939},"current_params":{"alpha":19849.427319676586},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":1,"persistent_consensus_tickers":["WST"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-27","eval_date":"2026-07-28","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.009051347211820838,"benchmark_return":0.002259512169662692,"active_return":-0.01131085938148353,"stock_win_rate":0.525,"average_stock_active_return":-0.011310859381483528,"top_contributors":["IQV","WDAY","CRL","IP","RVTY"],"bottom_contributors":["AMD","DELL","STX","MU","SNDK"],"holdings":[{"ticker":"IQV","sector":"Health Care","rank":36,"score":0.8175944333996025,"stock_return":0.1505487567758197,"benchmark_return":0.0022595121696626,"active_return":0.148289244606157,"beat_benchmark":true},{"ticker":"WDAY","sector":"Financials","rank":34,"score":0.8190854870775347,"stock_return":0.0820794439570424,"benchmark_return":0.0022595121696626,"active_return":0.0798199317873797,"beat_benchmark":true},{"ticker":"CRL","sector":"Consumer Discretionary","rank":17,"score":0.9309145129224652,"stock_return":0.0716228364816349,"benchmark_return":0.0022595121696626,"active_return":0.0693633243119722,"beat_benchmark":true},{"ticker":"IP","sector":"Materials","rank":39,"score":0.797713717693837,"stock_return":0.0398490599573089,"benchmark_return":0.0022595121696626,"active_return":0.0375895477876462,"beat_benchmark":true},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":16,"score":0.9383697813121272,"stock_return":0.0315073451365981,"benchmark_return":0.0022595121696626,"active_return":0.0292478329669354,"beat_benchmark":true},{"ticker":"GL","sector":"Financials","rank":26,"score":0.8777335984095427,"stock_return":0.0273556483686037,"benchmark_return":0.0022595121696626,"active_return":0.025096136198941,"beat_benchmark":true},{"ticker":"CFG","sector":"Financials","rank":23,"score":0.8991053677932406,"stock_return":0.0257384229300761,"benchmark_return":0.0022595121696626,"active_return":0.0234789107604134,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":1,"score":0.9970178926441352,"stock_return":0.0211077065720746,"benchmark_return":0.0022595121696626,"active_return":0.0188481944024119,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":4,"score":0.977634194831014,"stock_return":0.0202544965087938,"benchmark_return":0.0022595121696626,"active_return":0.0179949843391311,"beat_benchmark":true},{"ticker":"MTB","sector":"Financials","rank":28,"score":0.8658051689860835,"stock_return":0.0174802495538457,"benchmark_return":0.0022595121696626,"active_return":0.015220737384183,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":21,"score":0.904075546719682,"stock_return":0.0173282724056604,"benchmark_return":0.0022595121696626,"active_return":0.0150687602359977,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":18,"score":0.9165009940357852,"stock_return":0.0169160852841723,"benchmark_return":0.0022595121696626,"active_return":0.0146565731145096,"beat_benchmark":true},{"ticker":"USB","sector":"Financials","rank":22,"score":0.9025844930417496,"stock_return":0.0148841684539986,"benchmark_return":0.0022595121696626,"active_return":0.0126246562843359,"beat_benchmark":true},{"ticker":"FITB","sector":"Financials","rank":20,"score":0.9135188866799204,"stock_return":0.0139473362972861,"benchmark_return":0.0022595121696626,"active_return":0.0116878241276234,"beat_benchmark":true},{"ticker":"DOC","sector":"Real Estate","rank":32,"score":0.8305168986083499,"stock_return":0.0137655177460491,"benchmark_return":0.0022595121696626,"active_return":0.0115060055763864,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":24,"score":0.8926441351888669,"stock_return":0.0132453341591542,"benchmark_return":0.0022595121696626,"active_return":0.0109858219894916,"beat_benchmark":true},{"ticker":"HSIC","sector":"Health Care","rank":25,"score":0.885685884691849,"stock_return":0.0131190237837648,"benchmark_return":0.0022595121696626,"active_return":0.0108595116141021,"beat_benchmark":true},{"ticker":"BBY","sector":"Consumer Discretionary","rank":37,"score":0.8170974155069582,"stock_return":0.0115319876501274,"benchmark_return":0.0022595121696626,"active_return":0.0092724754804647,"beat_benchmark":true},{"ticker":"PNC","sector":"Financials","rank":19,"score":0.915506958250497,"stock_return":0.0079715009534908,"benchmark_return":0.0022595121696626,"active_return":0.0057119887838281,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":10,"score":0.963717693836978,"stock_return":0.0065623230003439,"benchmark_return":0.0022595121696626,"active_return":0.0043028108306812,"beat_benchmark":true},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":31,"score":0.8349900596421471,"stock_return":0.0032356696336457,"benchmark_return":0.0022595121696626,"active_return":0.000976157463983,"beat_benchmark":true},{"ticker":"CNC","sector":"Health Care","rank":27,"score":0.8667992047713718,"stock_return":0.0020286711876305,"benchmark_return":0.0022595121696626,"active_return":-0.0002308409820321,"beat_benchmark":false},{"ticker":"EXPD","sector":"Financials","rank":33,"score":0.8275347912524851,"stock_return":0.0002335038273433,"benchmark_return":0.0022595121696626,"active_return":-0.0020260083423193,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":29,"score":0.8533797216699801,"stock_return":-0.0056031465417145,"benchmark_return":0.0022595121696626,"active_return":-0.0078626587113772,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":9,"score":0.9652087475149104,"stock_return":-0.01575015801528,"benchmark_return":0.0022595121696626,"active_return":-0.0180096701849427,"beat_benchmark":false},{"ticker":"VLO","sector":"Energy","rank":35,"score":0.8185884691848906,"stock_return":-0.0196438211335409,"benchmark_return":0.0022595121696626,"active_return":-0.0219033333032035,"beat_benchmark":false},{"ticker":"MPC","sector":"Energy","rank":30,"score":0.838469184890656,"stock_return":-0.0202497585511014,"benchmark_return":0.0022595121696626,"active_return":-0.0225092707207641,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":5,"score":0.9771371769383698,"stock_return":-0.0236925993558232,"benchmark_return":0.0022595121696626,"active_return":-0.0259521115254859,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":12,"score":0.9542743538767396,"stock_return":-0.0298063281377709,"benchmark_return":0.0022595121696626,"active_return":-0.0320658403074336,"beat_benchmark":false},{"ticker":"GEV","sector":"Industrials","rank":38,"score":0.8106361829025845,"stock_return":-0.0534733913680854,"benchmark_return":0.0022595121696626,"active_return":-0.0557329035377481,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":7,"score":0.9716699801192844,"stock_return":-0.0585796359163305,"benchmark_return":0.0022595121696626,"active_return":-0.0608391480859932,"beat_benchmark":false},{"ticker":"FIX","sector":"Industrials","rank":40,"score":0.7972166998011927,"stock_return":-0.0599334730146537,"benchmark_return":0.0022595121696626,"active_return":-0.0621929851843164,"beat_benchmark":false},{"ticker":"UPS","sector":"Industrials","rank":8,"score":0.9711729622266402,"stock_return":-0.0648959220868241,"benchmark_return":0.0022595121696626,"active_return":-0.0671554342564868,"beat_benchmark":false},{"ticker":"LRCX","sector":"Information Technology","rank":15,"score":0.948807157057654,"stock_return":-0.0752717080760811,"benchmark_return":0.0022595121696626,"active_return":-0.0775312202457438,"beat_benchmark":false},{"ticker":"AMAT","sector":"Information Technology","rank":13,"score":0.9507952286282306,"stock_return":-0.0782371516093447,"benchmark_return":0.0022595121696626,"active_return":-0.0804966637790074,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":3,"score":0.9811133200795228,"stock_return":-0.0810182950086326,"benchmark_return":0.0022595121696626,"active_return":-0.0832778071782953,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":2,"score":0.9885685884691848,"stock_return":-0.0815628751388503,"benchmark_return":0.0022595121696626,"active_return":-0.0838223873085129,"beat_benchmark":false},{"ticker":"STX","sector":"Information Technology","rank":14,"score":0.9507952286282306,"stock_return":-0.085631356288013,"benchmark_return":0.0022595121696626,"active_return":-0.0878908684576756,"beat_benchmark":false},{"ticker":"MU","sector":"Information Technology","rank":11,"score":0.956262425447316,"stock_return":-0.0883359458486229,"benchmark_return":0.0022595121696626,"active_return":-0.0905954580182856,"beat_benchmark":false},{"ticker":"SNDK","sector":"Information Technology","rank":6,"score":0.9751491053677932,"stock_return":-0.1426816830066295,"benchmark_return":0.0022595121696626,"active_return":-0.1449411951762922,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.023916407709351,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0220356968379685,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0161955957767814,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0190504379135907,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.01384118274109,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0167095682423899,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0130088896835375,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0160125436667607,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0135372056363696,"spy_cumulative_return":0.0020295227177964,"active_return":-0.015566728354166,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0070683077630951,"spy_cumulative_return":0.003531349709408,"active_return":-0.0105996574725031,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0090513472118208,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0113108593814835,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-27","monitor_date":"2026-07-28","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.008976093482941497,"benchmark_cumulative_return":0.002259512169662692,"active_return":-0.011235605652604189,"holdings":[],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.023916407709351,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0220356968379685,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0161955957767814,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0190504379135907,"portfolio_hourly_return":0.007909990490108,"spy_hourly_return":0.0047444759957762,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.01384118274109,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0167095682423899,"portfolio_hourly_return":0.0023931718800855,"spy_hourly_return":1.350481038886464e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0130088896835375,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0160125436667607,"portfolio_hourly_return":0.0008439746651212,"spy_hourly_return":0.0001348815895274,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0135372056363696,"spy_cumulative_return":0.0020295227177964,"active_return":-0.015566728354166,"portfolio_hourly_return":-0.0005352793427518,"spy_hourly_return":-0.0009712140744035,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0070683077630951,"spy_cumulative_return":0.003531349709408,"active_return":-0.0105996574725031,"portfolio_hourly_return":0.0065576704060568,"spy_hourly_return":0.0014987851730539,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0089760934829414,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0112356056526041,"portfolio_hourly_return":-0.0019213665298047,"spy_hourly_return":-0.0012673620411695,"holding_price_coverage":1.0}]}},{"id":"2026-07-27::xgb_ranker","decision_date":"2026-07-27","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-27T21:49:58.230729+00:00","decision_date":"2026-07-27","latest_price_date":"2026-07-27","training_mode":"rolling_daily_proxy_yfinance","training_rows":313853,"training_start":"2024-01-02","training_end":"2026-07-23","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","overnight_gap","idiosyncratic_vol","macd","returns_1d","sector_changed_21d","log_volume","momentum_10","vol_21d","sector_margin","sector_confidence","atr_14","vol_63d","momentum_5","bb_pct","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":20,"completed_trials":20,"optuna_timeout_seconds":3600,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.7038653571137086, \"gamma\": 0.11106697760113554, \"learning_rate\": 0.00596964336683878, \"max_depth\": 6, \"min_child_weight\": 14.74533138533289, \"n_estimators\": 700, \"n_jobs\": 4, \"reg_alpha\": 0.39435775871353285, \"reg_lambda\": 3.51549552284454, \"subsample\": 0.602208846849441, \"tree_method\": \"hist\"}","resolved_feature_count":22,"rank_ic":-0.004986110864886309,"positive_ic_rate":0.48571428571428565,"top40_raw_forward_return":0.0018106772329960657,"universe_raw_forward_return":0.0005007403254532044,"top40_raw_excess":0.0013099369075428614,"top40_target_mean":0.0035045795593181203,"universe_target_mean":1.1254151559121421e-05,"top40_target_excess":0.0034933254077589987,"trial":5,"validation_start":"2025-09-22","validation_end":"2026-07-23"}}},"selected":[{"ticker":"SNDK","sector":"Information Technology","rank":1,"score":0.14174484},{"ticker":"CVS","sector":"Health Care","rank":2,"score":0.12228223},{"ticker":"DELL","sector":"Information Technology","rank":3,"score":0.120228246},{"ticker":"INTC","sector":"Information Technology","rank":4,"score":0.11304673},{"ticker":"CRWD","sector":"Information Technology","rank":5,"score":0.110416174},{"ticker":"COHR","sector":"Information Technology","rank":6,"score":0.10809777},{"ticker":"WDAY","sector":"Financials","rank":7,"score":0.107617155},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.10695364},{"ticker":"DVA","sector":"Consumer Staples","rank":9,"score":0.10580818},{"ticker":"UPS","sector":"Industrials","rank":10,"score":0.10576142},{"ticker":"FTNT","sector":"Information Technology","rank":11,"score":0.10448882},{"ticker":"HUM","sector":"Health Care","rank":12,"score":0.1044844},{"ticker":"AMD","sector":"Information Technology","rank":13,"score":0.10350124},{"ticker":"PANW","sector":"Information Technology","rank":14,"score":0.10325361},{"ticker":"MRVL","sector":"Information Technology","rank":15,"score":0.10221374},{"ticker":"AXON","sector":"Consumer Discretionary","rank":16,"score":0.09691482},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":17,"score":0.09171147},{"ticker":"BBY","sector":"Consumer Discretionary","rank":18,"score":0.09043547},{"ticker":"TECH","sector":"Health Care","rank":19,"score":0.08874281},{"ticker":"CHRW","sector":"Financials","rank":20,"score":0.082439765},{"ticker":"IBM","sector":"Financials","rank":21,"score":0.08132811},{"ticker":"NOW","sector":"Financials","rank":22,"score":0.07995876},{"ticker":"VEEV","sector":"Financials","rank":23,"score":0.07957301},{"ticker":"ISRG","sector":"Health Care","rank":24,"score":0.079445},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":25,"score":0.06861501},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":26,"score":0.06853326},{"ticker":"CRL","sector":"Consumer Discretionary","rank":27,"score":0.06845954},{"ticker":"PNC","sector":"Financials","rank":28,"score":0.06063996},{"ticker":"DASH","sector":"Financials","rank":29,"score":0.060338564},{"ticker":"RF","sector":"Financials","rank":30,"score":0.05660928},{"ticker":"GDDY","sector":"Communication Services","rank":31,"score":0.056314304},{"ticker":"MPC","sector":"Energy","rank":32,"score":0.048004977},{"ticker":"HSIC","sector":"Health Care","rank":33,"score":0.045895472},{"ticker":"FITB","sector":"Financials","rank":34,"score":0.0449903},{"ticker":"CFG","sector":"Financials","rank":35,"score":0.041434724},{"ticker":"FIX","sector":"Industrials","rank":36,"score":0.0391608},{"ticker":"WST","sector":"Health Care","rank":37,"score":0.028316693},{"ticker":"VLO","sector":"Energy","rank":38,"score":0.027634487},{"ticker":"META","sector":"Communication Services","rank":39,"score":0.020477055},{"ticker":"GPC","sector":"Materials","rank":40,"score":0.008113883}],"selection_stability":{"decision_date":"2026-07-27","prior_decision_dates":{"ridge":"2026-07-24","xgb_ranker":"2026-07-24"},"same_day_model_agreement":{"overlap_count":14,"overlap_rate":0.35,"jaccard_similarity":0.21212121212121213,"replacement_rate":0.65,"shared_tickers":["AMD","CHRW","CRL","CVS","DELL","FITB","FLEX","HUM","PNC","RF","RVTY","TECH","UPS","WST"],"left_only":["ABBV","AMAT","BAC","CARR","CNC","CNP","COO","DAL","DOC","EQR","HBAN","INCY","KEY","KMI","LNT","MET","MNST","MO","MU","OKE","STX","TRGP","UDR","USB","WAT","WELL"],"right_only":["AXON","BBY","CFG","COHR","CRWD","DASH","DVA","FIX","FTNT","GDDY","GPC","HSIC","IBM","INTC","ISRG","META","MPC","MRNA","MRVL","NOW","PANW","SNDK","TSLA","VEEV","VLO","WDAY"]},"day_over_day":{"ridge":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AMAT","AMD","BAC","CARR","DAL","DELL","DOC","FITB","HBAN","KEY","KMI","MET","MNST","MU","OKE","RF","STX","USB","WST"],"left_only":["ADI","AES","AXP","D","EBAY","FRT","GE","GL","HOOD","HPE","HRL","INTC","JPM","KIM","KVUE","LUV","MRVL","PPL","SNDK","TXN","UAL"],"right_only":["ABBV","CHRW","CNC","CNP","COO","CRL","CVS","EQR","FLEX","HUM","INCY","LNT","MO","PNC","RVTY","TECH","TRGP","UDR","UPS","WAT","WELL"],"rank_spearman":0.16315789473684209,"mean_absolute_rank_change":10.947368421052632,"top10_overlap_count":2,"top10_shared_tickers":["AMD","HBAN"]},"xgb_ranker":{"overlap_count":19,"overlap_rate":0.475,"jaccard_similarity":0.3114754098360656,"replacement_rate":0.525,"shared_tickers":["AXON","CHRW","COHR","CRL","DASH","DVA","FIX","FLEX","IBM","INTC","META","MRNA","MRVL","NOW","TECH","TSLA","VEEV","WDAY","WST"],"left_only":["ALLE","DG","DGX","DLR","DLTR","EXPE","HONA","HOOD","HPE","IP","KLAC","LMT","LRCX","MU","PKG","RTX","TMO","WAB","WDC","WELL","XYZ"],"right_only":["AMD","BBY","CFG","CRWD","CVS","DELL","FITB","FTNT","GDDY","GPC","HSIC","HUM","ISRG","MPC","PANW","PNC","RF","RVTY","SNDK","UPS","VLO"],"rank_spearman":0.26491228070175443,"mean_absolute_rank_change":9.473684210526315,"top10_overlap_count":3,"top10_shared_tickers":["COHR","FLEX","INTC"]}},"model_configuration":{"ridge":{"prior_feature_count":22,"current_feature_count":20,"prior_params":{"alpha":7796.946624769939},"current_params":{"alpha":19849.427319676586},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":22,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"changed_parameters":[],"configuration_changed":false}},"persistent_consensus_count":1,"persistent_consensus_tickers":["WST"]},"freeze_integrity":null,"evaluations":[{"decision_date":"2026-07-27","eval_date":"2026-07-28","horizon_label":"next_session_close","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"evaluated_holdings":40,"portfolio_return":-0.001961307982561619,"benchmark_return":0.002259512169662692,"active_return":-0.004220820152224311,"stock_win_rate":0.625,"average_stock_active_return":-0.004220820152224311,"top_contributors":["WDAY","CRL","GDDY","DASH","IBM"],"bottom_contributors":["MRVL","AMD","DELL","COHR","SNDK"],"holdings":[{"ticker":"WDAY","sector":"Financials","rank":7,"score":0.107617155,"stock_return":0.0820794439570424,"benchmark_return":0.0022595121696626,"active_return":0.0798199317873797,"beat_benchmark":true},{"ticker":"CRL","sector":"Consumer Discretionary","rank":27,"score":0.06845954,"stock_return":0.0716228364816349,"benchmark_return":0.0022595121696626,"active_return":0.0693633243119722,"beat_benchmark":true},{"ticker":"GDDY","sector":"Communication Services","rank":31,"score":0.056314304,"stock_return":0.0673684770301501,"benchmark_return":0.0022595121696626,"active_return":0.0651089648604874,"beat_benchmark":true},{"ticker":"DASH","sector":"Financials","rank":29,"score":0.060338564,"stock_return":0.0604762675628773,"benchmark_return":0.0022595121696626,"active_return":0.0582167553932146,"beat_benchmark":true},{"ticker":"IBM","sector":"Financials","rank":21,"score":0.08132811,"stock_return":0.0518309912018561,"benchmark_return":0.0022595121696626,"active_return":0.0495714790321935,"beat_benchmark":true},{"ticker":"NOW","sector":"Financials","rank":22,"score":0.07995876,"stock_return":0.0479632782980001,"benchmark_return":0.0022595121696626,"active_return":0.0457037661283374,"beat_benchmark":true},{"ticker":"AXON","sector":"Consumer Discretionary","rank":16,"score":0.09691482,"stock_return":0.0422661619817448,"benchmark_return":0.0022595121696626,"active_return":0.0400066498120821,"beat_benchmark":true},{"ticker":"VEEV","sector":"Financials","rank":23,"score":0.07957301,"stock_return":0.0344028949482706,"benchmark_return":0.0022595121696626,"active_return":0.0321433827786079,"beat_benchmark":true},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":26,"score":0.06853326,"stock_return":0.0315073451365981,"benchmark_return":0.0022595121696626,"active_return":0.0292478329669354,"beat_benchmark":true},{"ticker":"CFG","sector":"Financials","rank":35,"score":0.041434724,"stock_return":0.0257384229300761,"benchmark_return":0.0022595121696626,"active_return":0.0234789107604134,"beat_benchmark":true},{"ticker":"CVS","sector":"Health Care","rank":2,"score":0.12228223,"stock_return":0.0211077065720746,"benchmark_return":0.0022595121696626,"active_return":0.0188481944024119,"beat_benchmark":true},{"ticker":"HUM","sector":"Health Care","rank":12,"score":0.1044844,"stock_return":0.0202544965087938,"benchmark_return":0.0022595121696626,"active_return":0.0179949843391311,"beat_benchmark":true},{"ticker":"WST","sector":"Health Care","rank":37,"score":0.028316693,"stock_return":0.0173282724056604,"benchmark_return":0.0022595121696626,"active_return":0.0150687602359977,"beat_benchmark":true},{"ticker":"RF","sector":"Financials","rank":30,"score":0.05660928,"stock_return":0.0169160852841723,"benchmark_return":0.0022595121696626,"active_return":0.0146565731145096,"beat_benchmark":true},{"ticker":"GPC","sector":"Materials","rank":40,"score":0.008113883,"stock_return":0.0162099246177565,"benchmark_return":0.0022595121696626,"active_return":0.0139504124480938,"beat_benchmark":true},{"ticker":"ISRG","sector":"Health Care","rank":24,"score":0.079445,"stock_return":0.0143486417269718,"benchmark_return":0.0022595121696626,"active_return":0.0120891295573091,"beat_benchmark":true},{"ticker":"FITB","sector":"Financials","rank":34,"score":0.0449903,"stock_return":0.0139473362972861,"benchmark_return":0.0022595121696626,"active_return":0.0116878241276234,"beat_benchmark":true},{"ticker":"DVA","sector":"Consumer Staples","rank":9,"score":0.10580818,"stock_return":0.0132453341591542,"benchmark_return":0.0022595121696626,"active_return":0.0109858219894916,"beat_benchmark":true},{"ticker":"HSIC","sector":"Health Care","rank":33,"score":0.045895472,"stock_return":0.0131190237837648,"benchmark_return":0.0022595121696626,"active_return":0.0108595116141021,"beat_benchmark":true},{"ticker":"BBY","sector":"Consumer Discretionary","rank":18,"score":0.09043547,"stock_return":0.0115319876501274,"benchmark_return":0.0022595121696626,"active_return":0.0092724754804647,"beat_benchmark":true},{"ticker":"CRWD","sector":"Information Technology","rank":5,"score":0.110416174,"stock_return":0.0097440723827948,"benchmark_return":0.0022595121696626,"active_return":0.0074845602131321,"beat_benchmark":true},{"ticker":"PNC","sector":"Financials","rank":28,"score":0.06063996,"stock_return":0.0079715009534908,"benchmark_return":0.0022595121696626,"active_return":0.0057119887838281,"beat_benchmark":true},{"ticker":"TECH","sector":"Health Care","rank":19,"score":0.08874281,"stock_return":0.0065623230003439,"benchmark_return":0.0022595121696626,"active_return":0.0043028108306812,"beat_benchmark":true},{"ticker":"PANW","sector":"Information Technology","rank":14,"score":0.10325361,"stock_return":0.0054833927713773,"benchmark_return":0.0022595121696626,"active_return":0.0032238806017146,"beat_benchmark":true},{"ticker":"MRNA","sector":"Consumer Discretionary","rank":17,"score":0.09171147,"stock_return":0.0032356696336457,"benchmark_return":0.0022595121696626,"active_return":0.000976157463983,"beat_benchmark":true},{"ticker":"META","sector":"Communication Services","rank":39,"score":0.020477055,"stock_return":-0.0003536497455386,"benchmark_return":0.0022595121696626,"active_return":-0.0026131619152013,"beat_benchmark":false},{"ticker":"TSLA","sector":"Consumer Discretionary","rank":25,"score":0.06861501,"stock_return":-0.0056031465417145,"benchmark_return":0.0022595121696626,"active_return":-0.0078626587113772,"beat_benchmark":false},{"ticker":"FTNT","sector":"Information Technology","rank":11,"score":0.10448882,"stock_return":-0.01575015801528,"benchmark_return":0.0022595121696626,"active_return":-0.0180096701849427,"beat_benchmark":false},{"ticker":"VLO","sector":"Energy","rank":38,"score":0.027634487,"stock_return":-0.0196438211335409,"benchmark_return":0.0022595121696626,"active_return":-0.0219033333032035,"beat_benchmark":false},{"ticker":"MPC","sector":"Energy","rank":32,"score":0.048004977,"stock_return":-0.0202497585511014,"benchmark_return":0.0022595121696626,"active_return":-0.0225092707207641,"beat_benchmark":false},{"ticker":"FLEX","sector":"Information Technology","rank":8,"score":0.10695364,"stock_return":-0.0236925993558232,"benchmark_return":0.0022595121696626,"active_return":-0.0259521115254859,"beat_benchmark":false},{"ticker":"CHRW","sector":"Financials","rank":20,"score":0.082439765,"stock_return":-0.0298063281377709,"benchmark_return":0.0022595121696626,"active_return":-0.0320658403074336,"beat_benchmark":false},{"ticker":"INTC","sector":"Information Technology","rank":4,"score":0.11304673,"stock_return":-0.0585796359163305,"benchmark_return":0.0022595121696626,"active_return":-0.0608391480859932,"beat_benchmark":false},{"ticker":"FIX","sector":"Industrials","rank":36,"score":0.0391608,"stock_return":-0.0599334730146537,"benchmark_return":0.0022595121696626,"active_return":-0.0621929851843164,"beat_benchmark":false},{"ticker":"UPS","sector":"Industrials","rank":10,"score":0.10576142,"stock_return":-0.0648959220868241,"benchmark_return":0.0022595121696626,"active_return":-0.0671554342564868,"beat_benchmark":false},{"ticker":"MRVL","sector":"Information Technology","rank":15,"score":0.10221374,"stock_return":-0.0778136140148232,"benchmark_return":0.0022595121696626,"active_return":-0.0800731261844859,"beat_benchmark":false},{"ticker":"AMD","sector":"Information Technology","rank":13,"score":0.10350124,"stock_return":-0.0810182950086326,"benchmark_return":0.0022595121696626,"active_return":-0.0832778071782953,"beat_benchmark":false},{"ticker":"DELL","sector":"Information Technology","rank":3,"score":0.120228246,"stock_return":-0.0815628751388503,"benchmark_return":0.0022595121696626,"active_return":-0.0838223873085129,"beat_benchmark":false},{"ticker":"COHR","sector":"Information Technology","rank":6,"score":0.10809777,"stock_return":-0.1031292469106168,"benchmark_return":0.0022595121696626,"active_return":-0.1053887590802795,"beat_benchmark":false},{"ticker":"SNDK","sector":"Information Technology","rank":1,"score":0.14174484,"stock_return":-0.1426816830066295,"benchmark_return":0.0022595121696626,"active_return":-0.1449411951762922,"beat_benchmark":false}],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0159587721407808,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0140780612693983,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0060037803782011,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0088586225150104,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0056387593078079,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0085071448091078,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0040984711087344,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0071021250919576,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0048968775546918,"spy_cumulative_return":0.0020295227177964,"active_return":-0.0069264002724883,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0010950221483026,"spy_cumulative_return":0.003531349709408,"active_return":-0.0046263718577106,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0019613079825616,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0042208201522243,"holding_price_coverage":1.0}]}],"intraday":{"decision_date":"2026-07-27","monitor_date":"2026-07-28","benchmark":"SPY","interval":"60m","baseline":"previous-close","start_timestamp":"2026-07-28T09:30:00","end_timestamp":"2026-07-28T15:30:00","selected_holdings":40,"available_holdings":40,"portfolio_cumulative_return":-0.001961307982561619,"benchmark_cumulative_return":0.002259512169662692,"active_return":-0.004220820152224311,"holdings":[],"series":[{"timestamp":"2026-07-28 09:30:00","portfolio_cumulative_return":-0.0159587721407808,"spy_cumulative_return":-0.0018807108713825,"active_return":-0.0140780612693983,"portfolio_hourly_return":null,"spy_hourly_return":null,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 10:30:00","portfolio_cumulative_return":-0.0060037803782011,"spy_cumulative_return":0.0028548421368093,"active_return":-0.0088586225150104,"portfolio_hourly_return":0.0101164376864948,"spy_hourly_return":0.0047444759957762,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 11:30:00","portfolio_cumulative_return":-0.0056387593078079,"spy_cumulative_return":0.0028683855012998,"active_return":-0.0085071448091078,"portfolio_hourly_return":0.0003672258135267,"spy_hourly_return":1.350481038886464e-05,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 12:30:00","portfolio_cumulative_return":-0.0040984711087344,"spy_cumulative_return":0.0030036539832232,"active_return":-0.0071021250919576,"portfolio_hourly_return":0.0015490227656111,"spy_hourly_return":0.0001348815895274,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 13:30:00","portfolio_cumulative_return":-0.0048968775546918,"spy_cumulative_return":0.0020295227177964,"active_return":-0.0069264002724883,"portfolio_hourly_return":-0.0008016921581055,"spy_hourly_return":-0.0009712140744035,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 14:30:00","portfolio_cumulative_return":-0.0010950221483026,"spy_cumulative_return":0.003531349709408,"active_return":-0.0046263718577106,"portfolio_hourly_return":0.0038205642416704,"spy_hourly_return":0.0014987851730539,"holding_price_coverage":1.0},{"timestamp":"2026-07-28 15:30:00","portfolio_cumulative_return":-0.0019613079825616,"spy_cumulative_return":0.0022595121696626,"active_return":-0.0042208201522243,"portfolio_hourly_return":-0.0008672354763133,"spy_hourly_return":-0.0012673620411695,"holding_price_coverage":1.0}]}},{"id":"2026-07-28::ridge","decision_date":"2026-07-28","model_id":"ridge","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-28T20:15:02.069819+00:00","decision_date":"2026-07-28","latest_price_date":"2026-07-28","training_mode":"rolling_daily_proxy_yfinance","training_rows":314312,"training_start":"2024-01-02","training_end":"2026-07-24","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"ridge","model_params":{"alpha":3348.7629464245515},"feature_count":22,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","idiosyncratic_vol","macd","overnight_gap","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","atr_14","sector_confidence","momentum_5","vol_63d","bb_pct","sector_rel_rank","momentum_21","cs_return_rank","rsi_14"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":60,"completed_trials":60,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"ridge","best_validation":{"model":"ridge","model_params_json":"{\"alpha\": 3348.7629464245515}","resolved_feature_count":22,"rank_ic":0.00539408374374403,"positive_ic_rate":0.5333333333333334,"top40_raw_forward_return":0.0010793873179971178,"universe_raw_forward_return":0.0005203516419471923,"top40_raw_excess":0.0005590356760499254,"top40_target_mean":0.008404369942188591,"universe_target_mean":5.781527309502408e-06,"top40_target_excess":0.008398588414879088,"trial":43,"validation_start":"2025-09-23","validation_end":"2026-07-24"}}},"selected":[{"ticker":"TECH","sector":"Health Care","rank":1,"score":0.0203072478648207},{"ticker":"DELL","sector":"Information Technology","rank":2,"score":0.0171958127113821},{"ticker":"CNC","sector":"Health Care","rank":3,"score":0.0147553427063397},{"ticker":"AMD","sector":"Information Technology","rank":4,"score":0.0136190339249246},{"ticker":"SWK","sector":"Industrials","rank":5,"score":0.0133679392842948},{"ticker":"FTNT","sector":"Information Technology","rank":6,"score":0.0128054828579679},{"ticker":"HRL","sector":"Consumer Staples","rank":7,"score":0.0126490589429147},{"ticker":"HUM","sector":"Health Care","rank":8,"score":0.0124008654645618},{"ticker":"UDR","sector":"Real Estate","rank":9,"score":0.012179491216972},{"ticker":"MU","sector":"Information Technology","rank":10,"score":0.0117425865838529},{"ticker":"UPS","sector":"Industrials","rank":11,"score":0.0110197784909534},{"ticker":"STX","sector":"Information Technology","rank":12,"score":0.0101483337945323},{"ticker":"FLEX","sector":"Information Technology","rank":13,"score":0.0101058287240284},{"ticker":"AIZ","sector":"Financials","rank":14,"score":0.0101002973539798},{"ticker":"EA","sector":"Information Technology","rank":15,"score":0.0100089098035091},{"ticker":"BAC","sector":"Financials","rank":16,"score":0.0099349326196388},{"ticker":"DAL","sector":"Consumer Discretionary","rank":17,"score":0.009920523457442},{"ticker":"LII","sector":"Industrials","rank":18,"score":0.009826049051256},{"ticker":"TRGP","sector":"Energy","rank":19,"score":0.0097402239171428},{"ticker":"DOC","sector":"Real Estate","rank":20,"score":0.0097344551778696},{"ticker":"HPE","sector":"Information Technology","rank":21,"score":0.0096900268315459},{"ticker":"KIM","sector":"Real Estate","rank":22,"score":0.0093075269182738},{"ticker":"CARR","sector":"Industrials","rank":23,"score":0.0092980169424228},{"ticker":"HBAN","sector":"Financials","rank":24,"score":0.0092718181111897},{"ticker":"AMAT","sector":"Information Technology","rank":25,"score":0.0092509361950539},{"ticker":"WDC","sector":"Information Technology","rank":26,"score":0.0091336904340144},{"ticker":"V","sector":"Financials","rank":27,"score":0.009125514767991},{"ticker":"BXP","sector":"Financials","rank":28,"score":0.0087451161934679},{"ticker":"RVTY","sector":"Consumer Discretionary","rank":29,"score":0.0087309726937936},{"ticker":"FITB","sector":"Financials","rank":30,"score":0.0085613066208192},{"ticker":"MNST","sector":"Consumer Staples","rank":31,"score":0.0085578340195066},{"ticker":"MAS","sector":"Materials","rank":32,"score":0.0084749389975381},{"ticker":"UNH","sector":"Health Care","rank":33,"score":0.0083062802626127},{"ticker":"PRU","sector":"Financials","rank":34,"score":0.0083061490810972},{"ticker":"NCLH","sector":"Consumer Discretionary","rank":35,"score":0.0082939781335956},{"ticker":"CNP","sector":"Utilities","rank":36,"score":0.0082541233828499},{"ticker":"CINF","sector":"Financials","rank":37,"score":0.0081280427563126},{"ticker":"CVS","sector":"Health Care","rank":38,"score":0.0081140182053722},{"ticker":"ETR","sector":"Utilities","rank":39,"score":0.0079514895014676},{"ticker":"WELL","sector":"Real Estate","rank":40,"score":0.0078118060959214}],"selection_stability":{"decision_date":"2026-07-28","prior_decision_dates":{"ridge":"2026-07-27","xgb_ranker":"2026-07-27"},"same_day_model_agreement":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["CINF"],"left_only":["AIZ","AMAT","AMD","BAC","BXP","CARR","CNC","CNP","CVS","DAL","DELL","DOC","EA","ETR","FITB","FLEX","FTNT","HBAN","HPE","HRL","HUM","KIM","LII","MAS","MNST","MU","NCLH","PRU","RVTY","STX","SWK","TECH","TRGP","UDR","UNH","UPS","V","WDC","WELL"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MPC","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"]},"day_over_day":{"ridge":{"overlap_count":23,"overlap_rate":0.575,"jaccard_similarity":0.40350877192982454,"replacement_rate":0.42500000000000004,"shared_tickers":["AMAT","AMD","BAC","CARR","CNC","CNP","CVS","DAL","DELL","DOC","FITB","FLEX","HBAN","HUM","MNST","MU","RVTY","STX","TECH","TRGP","UDR","UPS","WELL"],"left_only":["ABBV","CHRW","COO","CRL","EQR","INCY","KEY","KMI","LNT","MET","MO","OKE","PNC","RF","USB","WAT","WST"],"right_only":["AIZ","BXP","CINF","EA","ETR","FTNT","HPE","HRL","KIM","LII","MAS","NCLH","PRU","SWK","UNH","V","WDC"],"rank_spearman":0.2875494071146245,"mean_absolute_rank_change":10.26086956521739,"top10_overlap_count":4,"top10_shared_tickers":["AMD","CNC","TECH","UDR"]},"xgb_ranker":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["MPC"],"left_only":["AMD","AXON","BBY","CFG","CHRW","COHR","CRL","CRWD","CVS","DASH","DELL","DVA","FITB","FIX","FLEX","FTNT","GDDY","GPC","HSIC","HUM","IBM","INTC","ISRG","META","MRNA","MRVL","NOW","PANW","PNC","RF","RVTY","SNDK","TECH","TSLA","UPS","VEEV","VLO","WDAY","WST"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","CINF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"],"rank_spearman":null,"mean_absolute_rank_change":4.0,"top10_overlap_count":0,"top10_shared_tickers":[]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":19849.427319676586},"current_params":{"alpha":3348.7629464245515},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":25,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":0,"persistent_consensus_tickers":[]},"freeze_integrity":null,"evaluations":[],"intraday":null},{"id":"2026-07-28::ridge_xgb_ensemble","decision_date":"2026-07-28","model_id":"ridge_xgb_ensemble","manifest":{"status":"live_forward_shadow_snapshot","created_utc":"2026-07-28T20:51:42.909314+00:00","decision_date":"2026-07-28","latest_price_date":"2026-07-28","holdings":40,"model":"ridge_xgb_ensemble","model_params":{"ridge_weight":0.25,"xgb_weight":0.75,"normalization":"cross_sectional_percentile_rank"},"feature_count":null,"features":[],"model_selection":{"enabled":true,"selection_metric":"expanding_prior_oos_fold_top40_excess","best_validation":{}}},"selected":[{"ticker":"CINF","sector":"Financials","rank":1,"score":0.9696819085487078},{"ticker":"BRO","sector":"Health Care","rank":2,"score":0.9607355864811132},{"ticker":"ABBV","sector":"Health Care","rank":3,"score":0.9493041749502984},{"ticker":"INCY","sector":"Health Care","rank":4,"score":0.9463220675944336},{"ticker":"AWK","sector":"Utilities","rank":5,"score":0.9423459244532804},{"ticker":"JNJ","sector":"Health Care","rank":6,"score":0.9403578528827038},{"ticker":"PPL","sector":"Utilities","rank":7,"score":0.9319085487077534},{"ticker":"KMI","sector":"Energy","rank":8,"score":0.9309145129224652},{"ticker":"PAYX","sector":"Financials","rank":9,"score":0.926938369781312},{"ticker":"EXC","sector":"Utilities","rank":10,"score":0.9169980119284292},{"ticker":"MRK","sector":"Health Care","rank":11,"score":0.9145129224652088},{"ticker":"PNW","sector":"Utilities","rank":12,"score":0.911530815109344},{"ticker":"ADP","sector":"Financials","rank":13,"score":0.9100397614314116},{"ticker":"KO","sector":"Consumer Staples","rank":14,"score":0.9100397614314116},{"ticker":"CNP","sector":"Utilities","rank":15,"score":0.9013419483101393},{"ticker":"OKE","sector":"Energy","rank":16,"score":0.8916500994035785},{"ticker":"ED","sector":"Utilities","rank":17,"score":0.8911530815109344},{"ticker":"VICI","sector":"Real Estate","rank":18,"score":0.8911530815109344},{"ticker":"AEP","sector":"Utilities","rank":19,"score":0.8891650099403579},{"ticker":"CAH","sector":"Health Care","rank":20,"score":0.885685884691849},{"ticker":"SO","sector":"Utilities","rank":21,"score":0.8839463220675944},{"ticker":"EA","sector":"Information Technology","rank":22,"score":0.8707753479125249},{"ticker":"MO","sector":"Consumer Staples","rank":23,"score":0.8667992047713717},{"ticker":"FE","sector":"Utilities","rank":24,"score":0.8648111332007953},{"ticker":"WM","sector":"Consumer Staples","rank":25,"score":0.8638170974155069},{"ticker":"MKC","sector":"Consumer Staples","rank":26,"score":0.8635685884691848},{"ticker":"CMS","sector":"Utilities","rank":27,"score":0.8625745526838966},{"ticker":"MPC","sector":"Energy","rank":28,"score":0.8620775347912525},{"ticker":"TECH","sector":"Health Care","rank":29,"score":0.8583499005964215},{"ticker":"L","sector":"Real Estate","rank":30,"score":0.848906560636183},{"ticker":"WELL","sector":"Real Estate","rank":31,"score":0.8484095427435387},{"ticker":"RSG","sector":"Consumer Staples","rank":32,"score":0.8479125248508946},{"ticker":"REG","sector":"Real Estate","rank":33,"score":0.8416998011928429},{"ticker":"PSX","sector":"Energy","rank":34,"score":0.8377236580516898},{"ticker":"AFL","sector":"Real Estate","rank":35,"score":0.8305168986083499},{"ticker":"AIZ","sector":"Financials","rank":36,"score":0.8272862823061631},{"ticker":"PM","sector":"Consumer Staples","rank":37,"score":0.8260437375745526},{"ticker":"VTR","sector":"Real Estate","rank":38,"score":0.8260437375745526},{"ticker":"KIM","sector":"Real Estate","rank":39,"score":0.82331013916501},{"ticker":"CL","sector":"Consumer Staples","rank":40,"score":0.8190854870775348}],"selection_stability":{"decision_date":"2026-07-28","prior_decision_dates":{"ridge":"2026-07-27","xgb_ranker":"2026-07-27"},"same_day_model_agreement":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["CINF"],"left_only":["AIZ","AMAT","AMD","BAC","BXP","CARR","CNC","CNP","CVS","DAL","DELL","DOC","EA","ETR","FITB","FLEX","FTNT","HBAN","HPE","HRL","HUM","KIM","LII","MAS","MNST","MU","NCLH","PRU","RVTY","STX","SWK","TECH","TRGP","UDR","UNH","UPS","V","WDC","WELL"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MPC","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"]},"day_over_day":{"ridge":{"overlap_count":23,"overlap_rate":0.575,"jaccard_similarity":0.40350877192982454,"replacement_rate":0.42500000000000004,"shared_tickers":["AMAT","AMD","BAC","CARR","CNC","CNP","CVS","DAL","DELL","DOC","FITB","FLEX","HBAN","HUM","MNST","MU","RVTY","STX","TECH","TRGP","UDR","UPS","WELL"],"left_only":["ABBV","CHRW","COO","CRL","EQR","INCY","KEY","KMI","LNT","MET","MO","OKE","PNC","RF","USB","WAT","WST"],"right_only":["AIZ","BXP","CINF","EA","ETR","FTNT","HPE","HRL","KIM","LII","MAS","NCLH","PRU","SWK","UNH","V","WDC"],"rank_spearman":0.2875494071146245,"mean_absolute_rank_change":10.26086956521739,"top10_overlap_count":4,"top10_shared_tickers":["AMD","CNC","TECH","UDR"]},"xgb_ranker":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["MPC"],"left_only":["AMD","AXON","BBY","CFG","CHRW","COHR","CRL","CRWD","CVS","DASH","DELL","DVA","FITB","FIX","FLEX","FTNT","GDDY","GPC","HSIC","HUM","IBM","INTC","ISRG","META","MRNA","MRVL","NOW","PANW","PNC","RF","RVTY","SNDK","TECH","TSLA","UPS","VEEV","VLO","WDAY","WST"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","CINF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"],"rank_spearman":null,"mean_absolute_rank_change":4.0,"top10_overlap_count":0,"top10_shared_tickers":[]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":19849.427319676586},"current_params":{"alpha":3348.7629464245515},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":25,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":0,"persistent_consensus_tickers":[]},"freeze_integrity":null,"evaluations":[],"intraday":null},{"id":"2026-07-28::xgb_ranker","decision_date":"2026-07-28","model_id":"xgb_ranker","manifest":{"status":"live_forward_paper_snapshot","created_utc":"2026-07-28T20:51:42.815448+00:00","decision_date":"2026-07-28","latest_price_date":"2026-07-28","training_mode":"rolling_daily_proxy_yfinance","training_rows":314378,"training_start":"2024-01-02","training_end":"2026-07-24","label_horizon_sessions":1,"recent_training_start":"2024-01-01","active_members_requested":503,"live_scored_names":503,"holdings":40,"model":"xgb_ranker","model_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"feature_count":25,"features":["momentum_63","macd_signal","macd_hist","volume_ratio_20d","idiosyncratic_vol","macd","overnight_gap","sector_changed_21d","returns_1d","log_volume","momentum_10","vol_21d","sector_margin","atr_14","sector_confidence","momentum_5","vol_63d","bb_pct","sector_rel_rank","momentum_21","cs_return_rank","rsi_14","residual_return","vol_10d","rolling_beta"],"model_selection":{"enabled":true,"validation_days":42,"tuning_folds":5,"purge_days":1,"optuna_trials":50,"completed_trials":50,"optuna_timeout_seconds":7200,"selection_metric":"top40_raw_excess","model_family":"xgb_ranker","best_validation":{"model":"xgb_ranker","model_params_json":"{\"colsample_bytree\": 0.5040782214714933, \"gamma\": 0.5813913060959415, \"learning_rate\": 0.01176966323367485, \"max_depth\": 5, \"min_child_weight\": 0.5422686283432623, \"n_estimators\": 550, \"n_jobs\": 4, \"reg_alpha\": 0.20099450473187563, \"reg_lambda\": 0.07609314606938371, \"subsample\": 0.6083212083083457, \"tree_method\": \"hist\"}","resolved_feature_count":25,"rank_ic":-0.0008979504000812,"positive_ic_rate":0.4809523809523809,"top40_raw_forward_return":0.0015059957273127,"universe_raw_forward_return":0.0005219572388112,"top40_raw_excess":0.0009840384885014,"top40_target_mean":0.0028053844908845,"universe_target_mean":1.6789035612227812e-05,"top40_target_excess":0.0027885954552723,"trial":11,"validation_start":"2025-09-23","validation_end":"2026-07-24"}}},"selected":[{"ticker":"CBOE","sector":"Consumer Staples","rank":1,"score":0.00449678},{"ticker":"KO","sector":"Consumer Staples","rank":2,"score":0.0044693192},{"ticker":"BRO","sector":"Financials","rank":3,"score":0.0044564744},{"ticker":"AWK","sector":"Utilities","rank":4,"score":0.0034808693},{"ticker":"VICI","sector":"Real Estate","rank":5,"score":0.0030591497},{"ticker":"ADP","sector":"Financials","rank":6,"score":0.002940905},{"ticker":"AFL","sector":"Real Estate","rank":7,"score":0.002776946},{"ticker":"ED","sector":"Utilities","rank":8,"score":0.0024310143},{"ticker":"CINF","sector":"Financials","rank":9,"score":0.0024199025},{"ticker":"WM","sector":"Consumer Staples","rank":10,"score":0.0024117427},{"ticker":"KMI","sector":"Energy","rank":11,"score":0.0024117427},{"ticker":"RSG","sector":"Consumer Staples","rank":12,"score":0.0024117427},{"ticker":"PAYX","sector":"Financials","rank":13,"score":0.0023097496},{"ticker":"L","sector":"Real Estate","rank":14,"score":0.0023017577},{"ticker":"CB","sector":"Consumer Staples","rank":15,"score":0.0020811085},{"ticker":"PPL","sector":"Utilities","rank":16,"score":0.0020022728},{"ticker":"INCY","sector":"Health Care","rank":17,"score":0.0018917539},{"ticker":"ABBV","sector":"Health Care","rank":18,"score":0.0017733596},{"ticker":"SBAC","sector":"Real Estate","rank":19,"score":0.0017733596},{"ticker":"CAH","sector":"Health Care","rank":20,"score":0.0017733596},{"ticker":"ATO","sector":"Utilities","rank":21,"score":0.0017535947},{"ticker":"JNJ","sector":"Health Care","rank":22,"score":0.0017247387},{"ticker":"EXC","sector":"Utilities","rank":23,"score":0.0016266314},{"ticker":"CF","sector":"Energy","rank":24,"score":0.0016159066},{"ticker":"VLTO","sector":"Health Care","rank":25,"score":0.0015745732},{"ticker":"PGR","sector":"Consumer Staples","rank":26,"score":0.0015236458},{"ticker":"PODD","sector":"Health Care","rank":27,"score":0.0015236458},{"ticker":"KR","sector":"Consumer Staples","rank":28,"score":0.0015236458},{"ticker":"VRSK","sector":"Financials","rank":29,"score":0.0014484825},{"ticker":"MRK","sector":"Health Care","rank":30,"score":0.0014169897},{"ticker":"TSN","sector":"Consumer Staples","rank":31,"score":0.0013528382},{"ticker":"HIG","sector":"Financials","rank":32,"score":0.0013166995},{"ticker":"PNW","sector":"Utilities","rank":33,"score":0.001285688},{"ticker":"SO","sector":"Utilities","rank":34,"score":0.0012610868},{"ticker":"DUK","sector":"Utilities","rank":35,"score":0.0012610868},{"ticker":"MPC","sector":"Energy","rank":36,"score":0.0012595367},{"ticker":"PSX","sector":"Energy","rank":37,"score":0.0012595367},{"ticker":"JKHY","sector":"Financials","rank":38,"score":0.0012224609},{"ticker":"COST","sector":"Consumer Staples","rank":39,"score":0.00120611},{"ticker":"PM","sector":"Consumer Staples","rank":40,"score":0.0011953854}],"selection_stability":{"decision_date":"2026-07-28","prior_decision_dates":{"ridge":"2026-07-27","xgb_ranker":"2026-07-27"},"same_day_model_agreement":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["CINF"],"left_only":["AIZ","AMAT","AMD","BAC","BXP","CARR","CNC","CNP","CVS","DAL","DELL","DOC","EA","ETR","FITB","FLEX","FTNT","HBAN","HPE","HRL","HUM","KIM","LII","MAS","MNST","MU","NCLH","PRU","RVTY","STX","SWK","TECH","TRGP","UDR","UNH","UPS","V","WDC","WELL"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MPC","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"]},"day_over_day":{"ridge":{"overlap_count":23,"overlap_rate":0.575,"jaccard_similarity":0.40350877192982454,"replacement_rate":0.42500000000000004,"shared_tickers":["AMAT","AMD","BAC","CARR","CNC","CNP","CVS","DAL","DELL","DOC","FITB","FLEX","HBAN","HUM","MNST","MU","RVTY","STX","TECH","TRGP","UDR","UPS","WELL"],"left_only":["ABBV","CHRW","COO","CRL","EQR","INCY","KEY","KMI","LNT","MET","MO","OKE","PNC","RF","USB","WAT","WST"],"right_only":["AIZ","BXP","CINF","EA","ETR","FTNT","HPE","HRL","KIM","LII","MAS","NCLH","PRU","SWK","UNH","V","WDC"],"rank_spearman":0.2875494071146245,"mean_absolute_rank_change":10.26086956521739,"top10_overlap_count":4,"top10_shared_tickers":["AMD","CNC","TECH","UDR"]},"xgb_ranker":{"overlap_count":1,"overlap_rate":0.025,"jaccard_similarity":0.012658227848101266,"replacement_rate":0.975,"shared_tickers":["MPC"],"left_only":["AMD","AXON","BBY","CFG","CHRW","COHR","CRL","CRWD","CVS","DASH","DELL","DVA","FITB","FIX","FLEX","FTNT","GDDY","GPC","HSIC","HUM","IBM","INTC","ISRG","META","MRNA","MRVL","NOW","PANW","PNC","RF","RVTY","SNDK","TECH","TSLA","UPS","VEEV","VLO","WDAY","WST"],"right_only":["ABBV","ADP","AFL","ATO","AWK","BRO","CAH","CB","CBOE","CF","CINF","COST","DUK","ED","EXC","HIG","INCY","JKHY","JNJ","KMI","KO","KR","L","MRK","PAYX","PGR","PM","PNW","PODD","PPL","PSX","RSG","SBAC","SO","TSN","VICI","VLTO","VRSK","WM"],"rank_spearman":null,"mean_absolute_rank_change":4.0,"top10_overlap_count":0,"top10_shared_tickers":[]}},"model_configuration":{"ridge":{"prior_feature_count":20,"current_feature_count":22,"prior_params":{"alpha":19849.427319676586},"current_params":{"alpha":3348.7629464245515},"changed_parameters":["alpha"],"configuration_changed":true},"xgb_ranker":{"prior_feature_count":22,"current_feature_count":25,"prior_params":{"colsample_bytree":0.7038653571137086,"gamma":0.11106697760113554,"learning_rate":0.00596964336683878,"max_depth":6,"min_child_weight":14.74533138533289,"n_estimators":700,"n_jobs":4,"reg_alpha":0.39435775871353285,"reg_lambda":3.51549552284454,"subsample":0.602208846849441,"tree_method":"hist"},"current_params":{"colsample_bytree":0.5040782214714933,"gamma":0.5813913060959415,"learning_rate":0.01176966323367485,"max_depth":5,"min_child_weight":0.5422686283432623,"n_estimators":17,"n_jobs":4,"reg_alpha":0.20099450473187563,"reg_lambda":0.07609314606938371,"subsample":0.6083212083083457,"tree_method":"hist"},"changed_parameters":["colsample_bytree","gamma","learning_rate","max_depth","min_child_weight","n_estimators","reg_alpha","reg_lambda","subsample"],"configuration_changed":true}},"persistent_consensus_count":0,"persistent_consensus_tickers":[]},"freeze_integrity":null,"evaluations":[],"intraday":null}],"cohort_monitor":{"schema_version":1,"mode":"frozen_cohort_monitor","selection_start":"2026-07-20","selection_freeze_end":"2026-07-27","latest_price_date":"2026-07-29","assumptions":{"starting_capital":1000000.0,"one_way_cost_bps":8.0,"fixed_fee_per_trade":10.0,"minimum_trade_weight":0.0025},"cohorts":[{"id":"2026-07-20::ridge","model":"ridge","decision_date":"2026-07-20","holdings":40,"series":[{"date":"2026-07-21","holding_sessions":1,"gross_cumulative_return":0.012958519899024523,"net_cumulative_return":0.011742969675145654,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.003401660376547877,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-22","holding_sessions":2,"gross_cumulative_return":0.01486836400494207,"net_cumulative_return":0.013650521968136209,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006481652832938112,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":3,"gross_cumulative_return":0.003075306964217983,"net_cumulative_return":0.001871616595860992,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007140565157608747,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":4,"gross_cumulative_return":0.009537784330815535,"net_cumulative_return":0.008326338989618653,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012584628503463535,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":5,"gross_cumulative_return":0.016502787816517372,"net_cumulative_return":0.015282984471137517,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019325620662749232,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":6,"gross_cumulative_return":0.01856316769344879,"net_cumulative_return":0.01734089189221666,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.018998428659175226,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":7,"gross_cumulative_return":-0.009313326855807325,"net_cumulative_return":-0.010502150863580306,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006436504648989927,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-21::ridge","model":"ridge","decision_date":"2026-07-21","holdings":40,"series":[{"date":"2026-07-22","holding_sessions":1,"gross_cumulative_return":-0.0029814978713158524,"net_cumulative_return":-0.0041779200738703,"spy_cumulative_return":-0.0011627413779321527,"active_cumulative_return":-0.0030151786959381477,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":2,"gross_cumulative_return":-0.011209983502021181,"net_cumulative_return":-0.012396531521818743,"spy_cumulative_return":-0.013497669623208197,"active_cumulative_return":0.001101138101389454,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":3,"gross_cumulative_return":-0.007890041010411353,"net_cumulative_return":-0.009080572961198796,"spy_cumulative_return":-0.012495371057650084,"active_cumulative_return":0.003414798096451288,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":4,"gross_cumulative_return":0.0010006282111127973,"net_cumulative_return":-0.00020057254274052916,"spy_cumulative_return":-0.0122815016859954,"active_cumulative_return":0.01208092914325487,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":5,"gross_cumulative_return":0.010188540972233096,"net_cumulative_return":0.00897631472306637,"spy_cumulative_return":-0.009916132537019284,"active_cumulative_return":0.018892447260085654,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":6,"gross_cumulative_return":-0.00762169758554454,"net_cumulative_return":-0.00881255154844185,"spy_cumulative_return":-0.02507084117058811,"active_cumulative_return":0.01625828962214626,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-22::ridge","model":"ridge","decision_date":"2026-07-22","holdings":40,"series":[{"date":"2026-07-23","holding_sessions":1,"gross_cumulative_return":-0.007683527244774169,"net_cumulative_return":-0.008874307012080473,"spy_cumulative_return":-0.012349287272575782,"active_cumulative_return":0.0034749802604953084,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":2,"gross_cumulative_return":-0.019443128195634207,"net_cumulative_return":-0.020619796441799454,"spy_cumulative_return":-0.011345821936350031,"active_cumulative_return":-0.009273974505449423,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":3,"gross_cumulative_return":-0.020117997886493377,"net_cumulative_return":-0.021293856289029578,"spy_cumulative_return":-0.011131703600446352,"active_cumulative_return":-0.010162152688583226,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":4,"gross_cumulative_return":-0.03582173900861074,"net_cumulative_return":-0.03697875292180042,"spy_cumulative_return":-0.008763580937261817,"active_cumulative_return":-0.0282151719845386,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":5,"gross_cumulative_return":-0.0632630066275528,"net_cumulative_return":-0.06438709101959972,"spy_cumulative_return":-0.023935931090153906,"active_cumulative_return":-0.04045115992944581,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-23::ridge","model":"ridge","decision_date":"2026-07-23","holdings":40,"series":[{"date":"2026-07-24","holding_sessions":1,"gross_cumulative_return":-0.009694987356546059,"net_cumulative_return":-0.010883353371718196,"spy_cumulative_return":0.0010160123647910968,"active_cumulative_return":-0.011899365736509293,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":2,"gross_cumulative_return":-0.010422151577732075,"net_cumulative_return":-0.01160964499583883,"spy_cumulative_return":0.0012328079719265972,"active_cumulative_return":-0.012842452967765428,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":3,"gross_cumulative_return":-0.019726373299268296,"net_cumulative_return":-0.02090270165130914,"spy_cumulative_return":0.0036305409281911505,"active_cumulative_return":-0.024533242579500292,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":4,"gross_cumulative_return":-0.04709295941114289,"net_cumulative_return":-0.048236447859849485,"spy_cumulative_return":-0.011731519724803574,"active_cumulative_return":-0.03650492813504591,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-24::ridge","model":"ridge","decision_date":"2026-07-24","holdings":40,"series":[{"date":"2026-07-27","holding_sessions":1,"gross_cumulative_return":-0.0043541302745054855,"net_cumulative_return":-0.0055489053181760895,"spy_cumulative_return":0.0002165755636849287,"active_cumulative_return":-0.005765480881861018,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":2,"gross_cumulative_return":-0.018612347671879137,"net_cumulative_return":-0.019790012854672856,"spy_cumulative_return":0.0026118748662407043,"active_cumulative_return":-0.02240188772091356,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":3,"gross_cumulative_return":-0.041907546872113954,"net_cumulative_return":-0.043057257815867445,"spy_cumulative_return":-0.012734593585051579,"active_cumulative_return":-0.030322664230815866,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-27::ridge","model":"ridge","decision_date":"2026-07-27","holdings":40,"series":[{"date":"2026-07-28","holding_sessions":1,"gross_cumulative_return":-0.003304527517400957,"net_cumulative_return":-0.0045005620843801,"spy_cumulative_return":0.002394780651586048,"active_cumulative_return":-0.006895342735966148,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":2,"gross_cumulative_return":-0.021388255911950815,"net_cumulative_return":-0.022562590004856498,"spy_cumulative_return":-0.012948364849320604,"active_cumulative_return":-0.009614225155535894,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-20::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-20","holdings":40,"series":[{"date":"2026-07-21","holding_sessions":1,"gross_cumulative_return":0.021398380617710266,"net_cumulative_return":0.020172702560969036,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.01183139326237126,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-22","holding_sessions":2,"gross_cumulative_return":0.013424194805503387,"net_cumulative_return":0.01220808577173682,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.005039216636538724,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":3,"gross_cumulative_return":-0.0032893082435319076,"net_cumulative_return":-0.0044853610736396154,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007835874881081395,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":4,"gross_cumulative_return":-0.01608785109917288,"net_cumulative_return":-0.017268545677853853,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013010256164008971,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":5,"gross_cumulative_return":-0.010378492866085387,"net_cumulative_return":-0.011566038674646117,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007523402483034403,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":6,"gross_cumulative_return":-0.01779883800142712,"net_cumulative_return":-0.018977479395825392,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017319942628866825,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":7,"gross_cumulative_return":-0.03774753388858765,"net_cumulative_return":-0.03890223684792127,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.021963581335351035,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-21::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-21","holdings":40,"series":[{"date":"2026-07-22","holding_sessions":1,"gross_cumulative_return":-0.008253267481127424,"net_cumulative_return":-0.009443363560150075,"spy_cumulative_return":-0.0011627413779321527,"active_cumulative_return":-0.008280622182217923,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-23","holding_sessions":2,"gross_cumulative_return":-0.016672309269197605,"net_cumulative_return":-0.017852302498074568,"spy_cumulative_return":-0.013497669623208197,"active_cumulative_return":-0.004354632874866371,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":3,"gross_cumulative_return":-0.02722961503848431,"net_cumulative_return":-0.02839693950043809,"spy_cumulative_return":-0.012495371057650084,"active_cumulative_return":-0.015901568442788006,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":4,"gross_cumulative_return":-0.025877537675221385,"net_cumulative_return":-0.027046484630011136,"spy_cumulative_return":-0.0122815016859954,"active_cumulative_return":-0.014764982944015737,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":5,"gross_cumulative_return":-0.03341469123872831,"net_cumulative_return":-0.034574593609241866,"spy_cumulative_return":-0.009916132537019284,"active_cumulative_return":-0.02465846107222258,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":6,"gross_cumulative_return":-0.047790545119628214,"net_cumulative_return":-0.04893319646548466,"spy_cumulative_return":-0.02507084117058811,"active_cumulative_return":-0.023862355294896553,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-22::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-22","holdings":40,"series":[{"date":"2026-07-23","holding_sessions":1,"gross_cumulative_return":-0.002982298902717284,"net_cumulative_return":-0.004178720144033976,"spy_cumulative_return":-0.012349287272575782,"active_cumulative_return":0.008170567128541806,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-24","holding_sessions":2,"gross_cumulative_return":-0.030086665783344513,"net_cumulative_return":-0.03125056178440444,"spy_cumulative_return":-0.011345821936350031,"active_cumulative_return":-0.01990473984805441,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":3,"gross_cumulative_return":-0.035560586536955596,"net_cumulative_return":-0.03671791383311118,"spy_cumulative_return":-0.011131703600446352,"active_cumulative_return":-0.02558621023266483,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":4,"gross_cumulative_return":-0.0625343250681134,"net_cumulative_return":-0.06365928387803166,"spy_cumulative_return":-0.008763580937261817,"active_cumulative_return":-0.05489570294076984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":5,"gross_cumulative_return":-0.09292072963603726,"net_cumulative_return":-0.09400922476047402,"spy_cumulative_return":-0.023935931090153906,"active_cumulative_return":-0.07007329367032011,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-23::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-23","holdings":40,"series":[{"date":"2026-07-24","holding_sessions":1,"gross_cumulative_return":-0.022365782810587098,"net_cumulative_return":-0.023538943871214357,"spy_cumulative_return":0.0010160123647910968,"active_cumulative_return":-0.024554956236005454,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-27","holding_sessions":2,"gross_cumulative_return":-0.024841052652114448,"net_cumulative_return":-0.026011243388931904,"spy_cumulative_return":0.0012328079719265972,"active_cumulative_return":-0.0272440513608585,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":3,"gross_cumulative_return":-0.04033458578422322,"net_cumulative_return":-0.041486184281282146,"spy_cumulative_return":0.0036305409281911505,"active_cumulative_return":-0.045116725209473296,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":4,"gross_cumulative_return":-0.06649187498305797,"net_cumulative_return":-0.06761208473307834,"spy_cumulative_return":-0.011731519724803574,"active_cumulative_return":-0.05588056500827476,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-24::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-24","holdings":40,"series":[{"date":"2026-07-27","holding_sessions":1,"gross_cumulative_return":0.008132472698281434,"net_cumulative_return":0.006922713731043473,"spy_cumulative_return":0.0002165755636849287,"active_cumulative_return":0.006706138167358544,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-28","holding_sessions":2,"gross_cumulative_return":0.007585782745690661,"net_cumulative_return":0.00637667980639578,"spy_cumulative_return":0.0026118748662407043,"active_cumulative_return":0.0037648049401550754,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":3,"gross_cumulative_return":-0.011614830578673185,"net_cumulative_return":-0.012800892781978712,"spy_cumulative_return":-0.012734593585051579,"active_cumulative_return":-6.629919692713315e-05,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]},{"id":"2026-07-27::xgb_ranker","model":"xgb_ranker","decision_date":"2026-07-27","holdings":40,"series":[{"date":"2026-07-28","holding_sessions":1,"gross_cumulative_return":-0.0020106665929345846,"net_cumulative_return":-0.0032082537930230304,"spy_cumulative_return":0.002394780651586048,"active_cumulative_return":-0.0056030344446090785,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40},{"date":"2026-07-29","holding_sessions":2,"gross_cumulative_return":-0.017034439070872542,"net_cumulative_return":-0.018213997743987465,"spy_cumulative_return":-0.012948364849320604,"active_cumulative_return":-0.005265632894666861,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"priced_holdings":40}]}],"policies":[{"id":"ridge::1","model":"ridge","holding_period_sessions":1,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.0076837284182253995,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0005148592830273024,"turnover":2.002224957589678,"replacement_turnover":1.002224957589678,"trades":80,"rebalance_events":1,"active_selection_date":"2026-07-21"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.001387444293114104,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.003881504268633651,"turnover":3.1513373763192085,"replacement_turnover":2.1513373763192085,"trades":127,"rebalance_events":2,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.012126750115420748,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.007868460601575866,"turnover":3.9560721962377356,"replacement_turnover":2.9560721962377356,"trades":159,"rebalance_events":3,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.01759437284677967,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.013551736655167956,"turnover":5.108090159572647,"replacement_turnover":4.108090159572647,"trades":205,"rebalance_events":4,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.02189665819613873,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.020239121429180162,"turnover":6.155660268674136,"replacement_turnover":5.155660268674136,"trades":247,"rebalance_events":5,"active_selection_date":"2026-07-27"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03973363305005406,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.02279497753748383,"turnover":6.155660268674136,"replacement_turnover":5.155660268674136,"trades":247,"rebalance_events":5,"active_selection_date":"2026-07-27"}]},{"id":"ridge::2","model":"ridge","holding_period_sessions":2,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.004543613816718306,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.009812562378466061,"turnover":2.0966872051385037,"replacement_turnover":1.096687205138504,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.007453017701433473,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.0031947281875885913,"turnover":2.0966872051385037,"replacement_turnover":1.096687205138504,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.012853604573352384,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.00881096838174067,"turnover":3.256901419261994,"replacement_turnover":2.256901419261994,"trades":131,"rebalance_events":2,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.02660341223083207,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.0249458754638735,"turnover":3.256901419261994,"replacement_turnover":2.256901419261994,"trades":131,"rebalance_events":2,"active_selection_date":"2026-07-24"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.04567339633633083,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.028734740823760596,"turnover":4.316794367147409,"replacement_turnover":3.316794367147409,"trades":176,"rebalance_events":3,"active_selection_date":"2026-07-27"}]},{"id":"ridge::3","model":"ridge","holding_period_sessions":3,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.009225622345255924,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.004967332831411042,"turnover":2.1009630974079174,"replacement_turnover":1.1009630974079174,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.010081404284716378,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.006038768093104663,"turnover":2.1009630974079174,"replacement_turnover":1.1009630974079174,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01983690538367,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.018179368616711433,"turnover":2.1009630974079174,"replacement_turnover":1.1009630974079174,"trades":85,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.039380034136018205,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022441378623447972,"turnover":3.6586614481942883,"replacement_turnover":2.6586614481942883,"trades":148,"rebalance_events":2,"active_selection_date":"2026-07-27"}]},{"id":"ridge::4","model":"ridge","holding_period_sessions":4,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.0022604252909865785,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.006303061482598293,"turnover":2.3531568211965768,"replacement_turnover":1.3531568211965768,"trades":95,"rebalance_events":1,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01230567635633062,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.010648139589372052,"turnover":2.3531568211965768,"replacement_turnover":1.3531568211965768,"trades":95,"rebalance_events":1,"active_selection_date":"2026-07-24"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03576947326162394,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.018830817749053708,"turnover":2.3531568211965768,"replacement_turnover":1.3531568211965768,"trades":95,"rebalance_events":1,"active_selection_date":"2026-07-24"}]},{"id":"ridge::5","model":"ridge","holding_period_sessions":5,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.010274999857242673,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01193253662420124,"turnover":2.455717463274789,"replacement_turnover":1.455717463274789,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-27"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.007940217314156839,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.008998438198413394,"turnover":2.455717463274789,"replacement_turnover":1.455717463274789,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-27"}]},{"id":"ridge::6","model":"ridge","holding_period_sessions":6,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.003399298156406161,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.013539357356164072,"turnover":2.4613063985328196,"replacement_turnover":1.4613063985328196,"trades":100,"rebalance_events":1,"active_selection_date":"2026-07-27"}]},{"id":"ridge::7","model":"ridge","holding_period_sessions":7,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::8","model":"ridge","holding_period_sessions":8,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::9","model":"ridge","holding_period_sessions":9,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::10","model":"ridge","holding_period_sessions":10,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::11","model":"ridge","holding_period_sessions":11,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::12","model":"ridge","holding_period_sessions":12,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::13","model":"ridge","holding_period_sessions":13,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::14","model":"ridge","holding_period_sessions":14,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::15","model":"ridge","holding_period_sessions":15,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::16","model":"ridge","holding_period_sessions":16,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::17","model":"ridge","holding_period_sessions":17,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::18","model":"ridge","holding_period_sessions":18,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::19","model":"ridge","holding_period_sessions":19,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::20","model":"ridge","holding_period_sessions":20,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::21","model":"ridge","holding_period_sessions":21,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::22","model":"ridge","holding_period_sessions":22,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::23","model":"ridge","holding_period_sessions":23,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::24","model":"ridge","holding_period_sessions":24,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::25","model":"ridge","holding_period_sessions":25,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::26","model":"ridge","holding_period_sessions":26,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::27","model":"ridge","holding_period_sessions":27,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::28","model":"ridge","holding_period_sessions":28,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::29","model":"ridge","holding_period_sessions":29,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::30","model":"ridge","holding_period_sessions":30,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::31","model":"ridge","holding_period_sessions":31,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::32","model":"ridge","holding_period_sessions":32,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::33","model":"ridge","holding_period_sessions":33,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::34","model":"ridge","holding_period_sessions":34,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::35","model":"ridge","holding_period_sessions":35,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::36","model":"ridge","holding_period_sessions":36,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::37","model":"ridge","holding_period_sessions":37,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::38","model":"ridge","holding_period_sessions":38,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::39","model":"ridge","holding_period_sessions":39,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::40","model":"ridge","holding_period_sessions":40,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::41","model":"ridge","holding_period_sessions":41,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::42","model":"ridge","holding_period_sessions":42,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::43","model":"ridge","holding_period_sessions":43,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::44","model":"ridge","holding_period_sessions":44,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::45","model":"ridge","holding_period_sessions":45,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::46","model":"ridge","holding_period_sessions":46,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::47","model":"ridge","holding_period_sessions":47,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::48","model":"ridge","holding_period_sessions":48,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::49","model":"ridge","holding_period_sessions":49,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::50","model":"ridge","holding_period_sessions":50,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::51","model":"ridge","holding_period_sessions":51,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::52","model":"ridge","holding_period_sessions":52,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::53","model":"ridge","holding_period_sessions":53,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::54","model":"ridge","holding_period_sessions":54,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::55","model":"ridge","holding_period_sessions":55,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::56","model":"ridge","holding_period_sessions":56,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::57","model":"ridge","holding_period_sessions":57,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::58","model":"ridge","holding_period_sessions":58,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::59","model":"ridge","holding_period_sessions":59,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"ridge::60","model":"ridge","holding_period_sessions":60,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.011758519899024433,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.0034172106004266567,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01366836400494198,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.006499494869743883,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0018753069642178932,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.007144255525965648,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":0.008337784330815223,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":0.012596073844660105,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":0.01530278781651706,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":0.019345424008128775,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":0.017363167693448922,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":0.01902070446040749,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.010513326855807192,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":0.006425328656763041,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::1","model":"xgb_ranker","holding_period_sessions":1,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.01107684357690486,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.003907974441706763,"turnover":1.8058257168447742,"replacement_turnover":0.8058257168447743,"trades":72,"rebalance_events":1,"active_selection_date":"2026-07-21"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.0064816456102099185,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.011750594171957673,"turnover":2.998532175862898,"replacement_turnover":1.998532175862898,"trades":121,"rebalance_events":2,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.017644489770073934,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013386200256229053,"turnover":4.057912975096886,"replacement_turnover":3.057912975096886,"trades":164,"rebalance_events":3,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011317631199915357,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007274995008303642,"turnover":5.563038773305717,"replacement_turnover":4.563038773305717,"trades":224,"rebalance_events":4,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01366818401314851,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.012010647246189943,"turnover":6.615649227950916,"replacement_turnover":5.615649227950916,"trades":266,"rebalance_events":5,"active_selection_date":"2026-07-27"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.027936031969832076,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.010997376457261843,"turnover":6.615649227950916,"replacement_turnover":5.615649227950916,"trades":266,"rebalance_events":5,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::2","model":"xgb_ranker","holding_period_sessions":2,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":0.007841509214419728,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.013110457776167483,"turnover":2.194525715463659,"replacement_turnover":1.194525715463659,"trades":89,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.02020699401729531,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.015948704503450428,"turnover":2.194525715463659,"replacement_turnover":1.194525715463659,"trades":89,"rebalance_events":1,"active_selection_date":"2026-07-22"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.013934047327714638,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.009891411136102923,"turnover":3.6581382352020464,"replacement_turnover":2.6581382352020464,"trades":148,"rebalance_events":2,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.014617902355318568,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.012960365588360001,"turnover":3.6581382352020464,"replacement_turnover":2.6581382352020464,"trades":148,"rebalance_events":2,"active_selection_date":"2026-07-24"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03150567651464886,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.014567021002078628,"turnover":4.726911704721643,"replacement_turnover":3.726911704721643,"trades":195,"rebalance_events":3,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::3","model":"xgb_ranker","holding_period_sessions":3,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.02815370444851406,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.02389541493466918,"turnover":1.9567347468282867,"replacement_turnover":0.9567347468282867,"trades":81,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.030699096914641344,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.02665646072302963,"turnover":1.9567347468282867,"replacement_turnover":0.9567347468282867,"trades":81,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.046581764885694765,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.0449242281187362,"turnover":1.9567347468282867,"replacement_turnover":0.9567347468282867,"trades":81,"rebalance_events":1,"active_selection_date":"2026-07-23"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.0633812679861886,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.04644261247361836,"turnover":3.3937597313686387,"replacement_turnover":2.3937597313686387,"trades":140,"rebalance_events":2,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::4","model":"xgb_ranker","holding_period_sessions":4,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011313601618674007,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.0072709654270622925,"turnover":2.4580230833784764,"replacement_turnover":1.4580230833784766,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-24"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.012295138320138066,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.010637601553179499,"turnover":2.4580230833784764,"replacement_turnover":1.4580230833784766,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-24"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03145852919644887,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.014519873683878637,"turnover":2.4580230833784764,"replacement_turnover":1.4580230833784766,"trades":99,"rebalance_events":1,"active_selection_date":"2026-07-24"}]},{"id":"xgb_ranker::5","model":"xgb_ranker","holding_period_sessions":5,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.014996080262711264,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.013338543495752697,"turnover":2.3670035208737215,"replacement_turnover":1.3670035208737215,"trades":96,"rebalance_events":1,"active_selection_date":"2026-07-27"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.02958588779178961,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.012647232279219378,"turnover":2.3670035208737215,"replacement_turnover":1.3670035208737215,"trades":96,"rebalance_events":1,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::6","model":"xgb_ranker","holding_period_sessions":6,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03631397419211746,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.019375318679547227,"turnover":2.3705345117815178,"replacement_turnover":1.3705345117815178,"trades":97,"rebalance_events":1,"active_selection_date":"2026-07-27"}]},{"id":"xgb_ranker::7","model":"xgb_ranker","holding_period_sessions":7,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::8","model":"xgb_ranker","holding_period_sessions":8,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::9","model":"xgb_ranker","holding_period_sessions":9,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::10","model":"xgb_ranker","holding_period_sessions":10,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::11","model":"xgb_ranker","holding_period_sessions":11,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::12","model":"xgb_ranker","holding_period_sessions":12,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::13","model":"xgb_ranker","holding_period_sessions":13,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::14","model":"xgb_ranker","holding_period_sessions":14,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::15","model":"xgb_ranker","holding_period_sessions":15,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::16","model":"xgb_ranker","holding_period_sessions":16,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::17","model":"xgb_ranker","holding_period_sessions":17,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::18","model":"xgb_ranker","holding_period_sessions":18,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::19","model":"xgb_ranker","holding_period_sessions":19,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::20","model":"xgb_ranker","holding_period_sessions":20,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::21","model":"xgb_ranker","holding_period_sessions":21,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::22","model":"xgb_ranker","holding_period_sessions":22,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::23","model":"xgb_ranker","holding_period_sessions":23,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::24","model":"xgb_ranker","holding_period_sessions":24,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::25","model":"xgb_ranker","holding_period_sessions":25,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::26","model":"xgb_ranker","holding_period_sessions":26,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::27","model":"xgb_ranker","holding_period_sessions":27,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::28","model":"xgb_ranker","holding_period_sessions":28,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::29","model":"xgb_ranker","holding_period_sessions":29,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::30","model":"xgb_ranker","holding_period_sessions":30,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::31","model":"xgb_ranker","holding_period_sessions":31,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::32","model":"xgb_ranker","holding_period_sessions":32,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::33","model":"xgb_ranker","holding_period_sessions":33,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::34","model":"xgb_ranker","holding_period_sessions":34,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::35","model":"xgb_ranker","holding_period_sessions":35,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::36","model":"xgb_ranker","holding_period_sessions":36,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::37","model":"xgb_ranker","holding_period_sessions":37,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::38","model":"xgb_ranker","holding_period_sessions":38,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::39","model":"xgb_ranker","holding_period_sessions":39,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::40","model":"xgb_ranker","holding_period_sessions":40,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::41","model":"xgb_ranker","holding_period_sessions":41,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::42","model":"xgb_ranker","holding_period_sessions":42,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::43","model":"xgb_ranker","holding_period_sessions":43,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::44","model":"xgb_ranker","holding_period_sessions":44,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::45","model":"xgb_ranker","holding_period_sessions":45,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::46","model":"xgb_ranker","holding_period_sessions":46,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::47","model":"xgb_ranker","holding_period_sessions":47,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::48","model":"xgb_ranker","holding_period_sessions":48,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::49","model":"xgb_ranker","holding_period_sessions":49,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::50","model":"xgb_ranker","holding_period_sessions":50,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::51","model":"xgb_ranker","holding_period_sessions":51,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::52","model":"xgb_ranker","holding_period_sessions":52,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::53","model":"xgb_ranker","holding_period_sessions":53,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::54","model":"xgb_ranker","holding_period_sessions":54,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::55","model":"xgb_ranker","holding_period_sessions":55,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::56","model":"xgb_ranker","holding_period_sessions":56,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::57","model":"xgb_ranker","holding_period_sessions":57,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::58","model":"xgb_ranker","holding_period_sessions":58,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::59","model":"xgb_ranker","holding_period_sessions":59,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]},{"id":"xgb_ranker::60","model":"xgb_ranker","holding_period_sessions":60,"start_date":"2026-07-20","series":[{"date":"2026-07-21","holding_sessions":1,"net_cumulative_return":0.020198380617709955,"spy_cumulative_return":0.008341309298597777,"active_cumulative_return":0.011857071319112178,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-22","holding_sessions":2,"net_cumulative_return":0.012224194805503297,"spy_cumulative_return":0.007168869135198097,"active_cumulative_return":0.0050553256703052,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-23","holding_sessions":3,"net_cumulative_return":-0.0044893082435318865,"spy_cumulative_return":-0.005268948561747755,"active_cumulative_return":0.0007796403182158684,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-24","holding_sessions":4,"net_cumulative_return":-0.01728785109917308,"spy_cumulative_return":-0.004258289513844882,"active_cumulative_return":-0.013029561585328198,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-27","holding_sessions":5,"net_cumulative_return":-0.011578492866085699,"spy_cumulative_return":-0.004042636191611715,"active_cumulative_return":-0.007535856674473984,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-28","holding_sessions":6,"net_cumulative_return":-0.01899883800142743,"spy_cumulative_return":-0.0016575367669585672,"active_cumulative_return":-0.017341301234468864,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"},{"date":"2026-07-29","holding_sessions":7,"net_cumulative_return":-0.03894753388858796,"spy_cumulative_return":-0.016938655512570233,"active_cumulative_return":-0.022008878376017726,"turnover":1.0,"replacement_turnover":0.0,"trades":40,"rebalance_events":0,"active_selection_date":"2026-07-20"}]}]}} \ No newline at end of file diff --git a/site/data/manifest.json b/site/data/manifest.json index 2c116dc..384d653 100644 --- a/site/data/manifest.json +++ b/site/data/manifest.json @@ -1,11 +1,12 @@ { "schema_version": 3, - "generated_at_utc": "2026-07-29T23:59:49.062830+00:00", + "generated_at_utc": "2026-07-30T00:29:41.454374+00:00", "latest_decision_date": "2026-07-28", + "latest_monitor_date": "2026-07-29", "snapshot_count": 17, "evaluation_count": 14, - "dashboard_sha256": "9d15420d6e5370038763505be97432e381f7a0932cc1aeac953399c030b2185c", - "dashboard_bytes": 546502, + "dashboard_sha256": "786388e9b2b040a8e0e39ad8dc46ecc44d3067b3095281a334da56467729ca9b", + "dashboard_bytes": 586173, "horizon_dashboard_sha256": "20d6bdaa4d619ecca77441801a4f2e63b93c665822979b278cb490999bd4695a", "horizon_dashboard_bytes": 66861, "horizon_forecast_arms": 6, diff --git a/site/index.html b/site/index.html index de17064..2e5c7f7 100644 --- a/site/index.html +++ b/site/index.html @@ -7,7 +7,7 @@
Frozen evidence loaded
-

Portfolio vs Benchmark

Compounded return across selected live sessions. Models may begin on different dates; use the controls to show or hide individual portfolios.

+

Portfolio vs Benchmark

Compounded return across selected live sessions. Models may begin on different dates; use the controls to show or hide individual portfolios.

Holding-period laboratory

Compare both models while keeping a dated top-40 list or replaying a chosen rebalance interval. SPY is always shown from the same decision-close baseline.

Selection stability

Daily model agreement, retained holdings, rank consistency, and implied equal-weight replacement.

Stock-level view

Inspect a frozen portfolio for one decision date. Realized returns appear after a holding-level evaluation is available.

diff --git a/src/experiments/live_cohort_monitor.py b/src/experiments/live_cohort_monitor.py index 64311ad..fc7df1f 100644 --- a/src/experiments/live_cohort_monitor.py +++ b/src/experiments/live_cohort_monitor.py @@ -189,13 +189,90 @@ def build_live_cohort_monitor( paths = _snapshot_paths(root, start_date=start, freeze_end=frozen_through) if not any(paths.values()): raise FileNotFoundError("No supported frozen cohorts were found") + selections = { + model: {date: _load_names(path) for date, path in sorted(snapshots.items())} + for model, snapshots in paths.items() + if snapshots + } prices = pd.read_parquet(price_cache) + payload = build_cohort_monitor_from_selections( + selections, + prices, + start_date=start_date, + freeze_end=freeze_end, + holding_periods=holding_periods, + one_way_cost_bps=one_way_cost_bps, + fixed_fee_per_trade=fixed_fee_per_trade, + starting_capital=starting_capital, + minimum_trade_weight=minimum_trade_weight, + ) + target = Path(output_file) if output_file else root / "cohort_monitor.json" + target.parent.mkdir(parents=True, exist_ok=True) + target.write_text(json.dumps(payload, indent=2), encoding="utf-8") + return payload + + +def build_cohort_monitor_from_selections( + selections_by_model: dict[str, dict[pd.Timestamp, list[str]]], + prices: pd.DataFrame, + *, + start_date: str = "2026-07-20", + freeze_end: str = "2026-07-27", + holding_periods: tuple[int, ...] = tuple(range(1, 61)), + one_way_cost_bps: float = 8.0, + fixed_fee_per_trade: float = 10.0, + starting_capital: float = 1_000_000.0, + minimum_trade_weight: float = 0.0025, +) -> dict[str, Any]: + """Calculate public-safe cohort paths from explicit immutable selections.""" + start = pd.Timestamp(start_date).normalize() + frozen_through = pd.Timestamp(freeze_end).normalize() + selections_by_model = { + model: { + pd.Timestamp(date).normalize(): list(dict.fromkeys(names)) + for date, names in selections.items() + if start <= pd.Timestamp(date).normalize() <= frozen_through + } + for model, selections in selections_by_model.items() + if model in SUPPORTED_MODELS + } + selections_by_model = { + model: selections + for model, selections in selections_by_model.items() + if selections + } + if not selections_by_model: + raise ValueError("No supported frozen selections were supplied") + required = {"adj_close"} + if not required.issubset(prices.columns): + raise ValueError("Price data must contain adj_close") close = prices["adj_close"].unstack("ticker").sort_index() + if "SPY" not in close: + raise ValueError("Price data must contain SPY") + if close["SPY"].isna().any(): + raise ValueError("SPY price history contains missing closes") + for model, selections in selections_by_model.items(): + for decision_date, names in selections.items(): + missing_tickers = sorted(set(names) - set(close.columns)) + if missing_tickers: + raise ValueError( + f"{model} {decision_date.date()} is missing price histories: " + f"{missing_tickers}" + ) + holding_prices = close.loc[ + close.index >= decision_date, + names, + ] + missing_prices = holding_prices.columns[holding_prices.isna().any()].tolist() + if missing_prices: + raise ValueError( + f"{model} {decision_date.date()} has missing holding closes: " + f"{missing_prices}" + ) cohorts: list[dict[str, Any]] = [] policies: list[dict[str, Any]] = [] - for model, snapshots in paths.items(): - selections = {date: _load_names(path) for date, path in sorted(snapshots.items())} + for model, selections in selections_by_model.items(): for date, names in selections.items(): cohorts.append( { @@ -247,9 +324,6 @@ def build_live_cohort_monitor( "cohorts": cohorts, "policies": policies, } - target = Path(output_file) if output_file else root / "cohort_monitor.json" - target.parent.mkdir(parents=True, exist_ok=True) - target.write_text(json.dumps(payload, indent=2), encoding="utf-8") return payload diff --git a/src/experiments/live_dashboard.py b/src/experiments/live_dashboard.py index 6d9d907..1a1355e 100644 --- a/src/experiments/live_dashboard.py +++ b/src/experiments/live_dashboard.py @@ -97,7 +97,7 @@ def dashboard_site_assets() -> dict[str, str]:
Frozen evidence loaded
-

Portfolio vs Benchmark

Compounded return across selected live sessions. Models may begin on different dates; use the controls to show or hide individual portfolios.

+

Portfolio vs Benchmark

Compounded return across selected live sessions. Models may begin on different dates; use the controls to show or hide individual portfolios.

Holding-period laboratory

Compare both models while keeping a dated top-40 list or replaying a chosen rebalance interval. SPY is always shown from the same decision-close baseline.

Selection stability

Daily model agreement, retained holdings, rank consistency, and implied equal-weight replacement.

Stock-level view

Inspect a frozen portfolio for one decision date. Realized returns appear after a holding-level evaluation is available.

@@ -107,11 +107,12 @@ def dashboard_site_assets() -> dict[str, str]: const dashboardPayload=JSON.parse(document.getElementById('dashboard-data').textContent),snapshots=Array.isArray(dashboardPayload)?dashboardPayload:(dashboardPayload.snapshots||[]),cohortMonitor=Array.isArray(dashboardPayload)?{}:(dashboardPayload.cohort_monitor||{}),startDate=document.getElementById('startDate'),endDate=document.getElementById('endDate'),stockDate=document.getElementById('stockDate'),stockModel=document.getElementById('stockModel'),historyGroup=document.getElementById('historyGroup'),historyValue=document.getElementById('historyValue'),historyLimit=document.getElementById('historyLimit'),cohortMode=document.getElementById('cohortMode'),cohortChoice=document.getElementById('cohortChoice'),rebalanceHorizon=document.getElementById('rebalanceHorizon'),refreshData=document.getElementById('refreshData'),STATE_KEY='live-forward-dashboard-state-v3';let savedState={};try{savedState=JSON.parse(localStorage.getItem(STATE_KEY)||'{}')}catch{}let historySort=savedState.historySort||{key:'evaluation_date',direction:'desc'},stockSort=savedState.stockSort||{key:'rank',direction:'asc'},hiddenModels=new Set(savedState.hiddenModels||[]),hiddenCohortModels=new Set(savedState.hiddenCohortModels||[]);function saveState(){const active=document.querySelector('[data-range].active');try{localStorage.setItem(STATE_KEY,JSON.stringify({startDate:startDate.value,endDate:endDate.value,range:active?.dataset.range||'custom',stockDate:stockDate.value,stockModel:stockModel.value,historyGroup:historyGroup.value,historyValue:historyValue.value,historyLimit:historyLimit.value,cohortMode:cohortMode.value,cohortChoice:cohortChoice.value,rebalanceHorizon:rebalanceHorizon.value,historySort,stockSort,hiddenModels:[...hiddenModels],hiddenCohortModels:[...hiddenCohortModels]}))}catch{}} const COLORS={ridge:'#3156d3',xgb_ranker:'#0f9f8f',ridge_xgb_ensemble:'#7559c7',benchmark:'#d89614'},human=(v='')=>String(v).replaceAll('_',' ').replace(/\b\w/g,c=>c.toUpperCase()),modelName=v=>({ridge:'Ridge',xgb_ranker:'XGBoost ranker',ridge_xgb_ensemble:'Ridge–XGBoost ensemble'}[v]||human(v)),fmtPct=v=>v==null||Number.isNaN(Number(v))?'n/a':(Number(v)*100).toFixed(2)+'%',fmtNum=(v,d=4)=>v==null||Number.isNaN(Number(v))?'n/a':Number(v).toFixed(d),cls=v=>Number(v)>=0?'pos':'neg';function barEndLabel(value){const parts=String(value).split(' ');if(parts.length<2)return String(value);const date=parts[0].slice(5),time=parts[1];if(time==='16:00:00')return`${date} 16:00`;if(time==='15:30:00')return`${date} 16:00`;const bits=time.split(':').map(Number);return`${date} ${String(bits[0]+1).padStart(2,'0')}:${String(bits[1]).padStart(2,'0')}`} function option(v,t){const e=document.createElement('option');e.value=v;e.textContent=t;return e}function evals(s){const a=[...(s.evaluations||[])];if(s.intraday)a.unshift({...s.intraday,horizon_label:'Intraday monitor',holdings:[]});return a}function chartEval(s){return s.intraday||(s.evaluations||[]).at(-1)||null}function monitorDate(s){const e=chartEval(s);return e?.monitor_date||e?.eval_date||e?.series?.[0]?.timestamp?.slice(0,10)||s.decision_date} -const trackedModels=[...new Set(snapshots.filter(chartEval).map(s=>s.model_id))],dateModelCounts=new Map;snapshots.filter(chartEval).forEach(s=>{const d=monitorDate(s);if(!dateModelCounts.has(d))dateModelCounts.set(d,new Set);dateModelCounts.get(d).add(s.model_id)});const dates=[...dateModelCounts.keys()].sort(),savedRange=savedState.range||'all';if(dates.length){endDate.value=savedRange==='custom'&&dates.includes(savedState.endDate)?savedState.endDate:dates.at(-1);startDate.value=savedRange==='custom'&&dates.includes(savedState.startDate)?savedState.startDate:savedRange==='latest'?dates.at(-1):savedRange==='5'?dates[Math.max(0,dates.length-5)]:dates[0];startDate.min=endDate.min=dates[0];startDate.max=endDate.max=dates.at(-1)}document.querySelectorAll('[data-range]').forEach(b=>b.classList.toggle('active',savedRange===b.dataset.range));if([...historyGroup.options].some(o=>o.value===savedState.historyGroup))historyGroup.value=savedState.historyGroup;if([...historyLimit.options].some(o=>o.value===savedState.historyLimit))historyLimit.value=savedState.historyLimit; +const monitoringPolicies=(cohortMonitor.policies||[]).filter(item=>item.holding_period_sessions===1),monitoringMode=cohortMonitor.mode==='frozen_cohort_monitor'&&monitoringPolicies.length>0,trackedModels=monitoringMode?[...new Set(monitoringPolicies.map(item=>item.model))]:[...new Set(snapshots.filter(chartEval).map(s=>s.model_id))],dateModelCounts=new Map;if(monitoringMode){monitoringPolicies.forEach(item=>(item.series||[]).forEach(row=>{if(!dateModelCounts.has(row.date))dateModelCounts.set(row.date,new Set);dateModelCounts.get(row.date).add(item.model)}))}else{snapshots.filter(chartEval).forEach(s=>{const d=monitorDate(s);if(!dateModelCounts.has(d))dateModelCounts.set(d,new Set);dateModelCounts.get(d).add(s.model_id)})}const dates=[...dateModelCounts.keys()].sort(),savedRange=savedState.range||'all';if(dates.length){endDate.value=savedRange==='custom'&&dates.includes(savedState.endDate)?savedState.endDate:dates.at(-1);startDate.value=savedRange==='custom'&&dates.includes(savedState.startDate)?savedState.startDate:savedRange==='latest'?dates.at(-1):savedRange==='5'?dates[Math.max(0,dates.length-5)]:dates[0];startDate.min=endDate.min=dates[0];startDate.max=endDate.max=dates.at(-1)}document.querySelectorAll('[data-range]').forEach(b=>b.classList.toggle('active',savedRange===b.dataset.range));if([...historyGroup.options].some(o=>o.value===savedState.historyGroup))historyGroup.value=savedState.historyGroup;if([...historyLimit.options].some(o=>o.value===savedState.historyLimit))historyLimit.value=savedState.historyLimit;document.getElementById('chartDescription').textContent=monitoringMode?'Net return of the archived daily-selection policy through each official close. After the selection freeze, the July 27 portfolio remains unchanged.':'Compounded return across selected live sessions. Models may begin on different dates; use the controls to show or hide individual portfolios.'; function filtered(){return snapshots.filter(s=>{const d=monitorDate(s);return chartEval(s)&&(!startDate.value||d>=startDate.value)&&(!endDate.value||d<=endDate.value)})} -function stitched(model,benchmark=false){const src=filtered().filter(s=>benchmark||s.model_id===model).sort((a,b)=>monitorDate(a).localeCompare(monitorDate(b))),sessions=benchmark?[...new Map(src.map(s=>[monitorDate(s),s])).values()]:src,points=[];let base=0;sessions.forEach(s=>{const e=chartEval(s),rows=e?.series||[];if(!rows.length)return;const key=benchmark?Object.keys(rows[0]).find(k=>k.endsWith('_cumulative_return')&&k!=='portfolio_cumulative_return'):'portfolio_cumulative_return',baselineDate=s.decision_date||monitorDate(s);points.push({timestamp:`${baselineDate} 16:00:00`,value:base,baseline:true});rows.forEach(r=>{const q=Number(r[key]);if(Number.isFinite(q))points.push({timestamp:r.timestamp,value:(1+base)*(1+q)-1})});base=points.at(-1).value});return points} -function renderChart(){const available=[...new Set(filtered().map(s=>s.model_id))],models=available.filter(m=>!hiddenModels.has(m)),lines=models.map(m=>({id:m,label:modelName(m),color:COLORS[m]||'#7559c7',points:stitched(m)}));lines.push({id:'benchmark',label:'SPY',color:COLORS.benchmark,points:stitched(null,true)});const legend=document.getElementById('legend');legend.innerHTML=trackedModels.map(m=>``).join('')+`SPY`;legend.querySelectorAll('[data-model-toggle]').forEach(button=>button.addEventListener('click',()=>{const model=button.dataset.modelToggle;if(hiddenModels.has(model))hiddenModels.delete(model);else hiddenModels.add(model);renderChart();saveState()}));const all=lines.flatMap(l=>l.points.map(p=>p.value)).filter(Number.isFinite);if(!all.length){document.getElementById('chart').innerHTML='
No evaluated returns in this date range.
';return}let min=Math.min(0,...all),max=Math.max(0,...all),pad=Math.max((max-min)*.14,.0015);min-=pad;max+=pad;const stamps=[...new Set(lines.flatMap(l=>l.points.map(p=>p.timestamp)))].sort(),w=1180,h=410,l=72,r=25,t=20,b=62,pw=w-l-r,ph=h-t-b,x=s=>l+(stamps.indexOf(s)/Math.max(1,stamps.length-1))*pw,y=v=>t+(1-(v-min)/(max-min||1))*ph,ticks=[0,.2,.4,.6,.8,1].map(f=>max-f*(max-min)),grid=ticks.map(v=>`${fmtPct(v)}`).join(''),idx=[0,Math.round((stamps.length-1)/3),Math.round((stamps.length-1)*2/3),stamps.length-1].filter((v,i,a)=>a.indexOf(v)===i),labels=idx.map(i=>{const anchor=i===0?'start':i===stamps.length-1?'end':'middle';return`${barEndLabel(stamps[i])}`}).join(''),paths=lines.map(line=>{const d=line.points.map((p,i)=>`${i?'L':'M'}${x(p.timestamp).toFixed(1)},${y(p.value).toFixed(1)}`).join(' '),dots=line.points.map(p=>`${line.label} · ${barEndLabel(p.timestamp)} · ${fmtPct(p.value)}`).join('');return`${dots}`}).join('');document.getElementById('chart').innerHTML=`${grid}${paths}${labels}Compounded return`} -function renderKpis(){const models=[...new Set(filtered().map(s=>s.model_id))],cards=models.map(m=>{const p=stitched(m);return[modelName(m),p.at(-1)?.value,COLORS[m]||'#7559c7','Compounded portfolio return']});const bp=stitched(null,true),bv=bp.at(-1)?.value;cards.push(['SPY',bv,COLORS.benchmark,'Shared benchmark']);const best=cards.filter(c=>c[0]!=='SPY'&&c[1]!=null).sort((a,b)=>b[1]-a[1])[0];if(best)cards.push(['Leading model',best[1]-bv,best[2],`${best[0]} excess vs SPY`]);document.getElementById('kpis').innerHTML=cards.map(([n,v,c,s])=>`
${n}
${fmtPct(v)}
${s}
`).join('');document.getElementById('dataStatus').textContent=`${dates.length} official session${dates.length===1?'':'s'} · ${trackedModels.length} comparison models`} +function monitoredPath(model,benchmark=false){const item=monitoringPolicies.find(policy=>policy.model===model)||monitoringPolicies[0];if(!item)return[];const rows=item.series||[],key=benchmark?'spy_cumulative_return':'net_cumulative_return',eligible=rows.filter(row=>!endDate.value||row.date<=endDate.value),prior=[...eligible].reverse().find(row=>startDate.value&&row.date!startDate.value||row.date>=startDate.value),points=[{timestamp:`${baselineDate} 16:00:00`,value:0,baseline:true}];visible.forEach(row=>{const cumulative=Number(row[key]);if(Number.isFinite(cumulative))points.push({timestamp:`${row.date} 16:00:00`,value:(1+cumulative)/(1+base)-1})});return points} +function stitched(model,benchmark=false){if(monitoringMode)return monitoredPath(model,benchmark);const src=filtered().filter(s=>benchmark||s.model_id===model).sort((a,b)=>monitorDate(a).localeCompare(monitorDate(b))),sessions=benchmark?[...new Map(src.map(s=>[monitorDate(s),s])).values()]:src,points=[];let base=0;sessions.forEach(s=>{const e=chartEval(s),rows=e?.series||[];if(!rows.length)return;const key=benchmark?Object.keys(rows[0]).find(k=>k.endsWith('_cumulative_return')&&k!=='portfolio_cumulative_return'):'portfolio_cumulative_return',baselineDate=s.decision_date||monitorDate(s);points.push({timestamp:`${baselineDate} 16:00:00`,value:base,baseline:true});rows.forEach(r=>{const q=Number(r[key]);if(Number.isFinite(q))points.push({timestamp:r.timestamp,value:(1+base)*(1+q)-1})});base=points.at(-1).value});return points} +function renderChart(){const available=monitoringMode?trackedModels:[...new Set(filtered().map(s=>s.model_id))],models=available.filter(m=>!hiddenModels.has(m)),lines=models.map(m=>({id:m,label:modelName(m),color:COLORS[m]||'#7559c7',points:stitched(m)}));lines.push({id:'benchmark',label:'SPY',color:COLORS.benchmark,points:stitched(null,true)});const legend=document.getElementById('legend');legend.innerHTML=trackedModels.map(m=>``).join('')+`SPY`;legend.querySelectorAll('[data-model-toggle]').forEach(button=>button.addEventListener('click',()=>{const model=button.dataset.modelToggle;if(hiddenModels.has(model))hiddenModels.delete(model);else hiddenModels.add(model);renderChart();saveState()}));const all=lines.flatMap(l=>l.points.map(p=>p.value)).filter(Number.isFinite);if(!all.length){document.getElementById('chart').innerHTML='
No evaluated returns in this date range.
';return}let min=Math.min(0,...all),max=Math.max(0,...all),pad=Math.max((max-min)*.14,.0015);min-=pad;max+=pad;const stamps=[...new Set(lines.flatMap(l=>l.points.map(p=>p.timestamp)))].sort(),w=1180,h=410,l=72,r=25,t=20,b=62,pw=w-l-r,ph=h-t-b,x=s=>l+(stamps.indexOf(s)/Math.max(1,stamps.length-1))*pw,y=v=>t+(1-(v-min)/(max-min||1))*ph,ticks=[0,.2,.4,.6,.8,1].map(f=>max-f*(max-min)),grid=ticks.map(v=>`${fmtPct(v)}`).join(''),idx=[0,Math.round((stamps.length-1)/3),Math.round((stamps.length-1)*2/3),stamps.length-1].filter((v,i,a)=>a.indexOf(v)===i),labels=idx.map(i=>{const anchor=i===0?'start':i===stamps.length-1?'end':'middle';return`${barEndLabel(stamps[i])}`}).join(''),paths=lines.map(line=>{const d=line.points.map((p,i)=>`${i?'L':'M'}${x(p.timestamp).toFixed(1)},${y(p.value).toFixed(1)}`).join(' '),dots=line.points.map(p=>`${line.label} · ${barEndLabel(p.timestamp)} · ${fmtPct(p.value)}`).join('');return`${dots}`}).join('');document.getElementById('chart').innerHTML=`${grid}${paths}${labels}Compounded return`} +function renderKpis(){const models=monitoringMode?trackedModels:[...new Set(filtered().map(s=>s.model_id))],cards=models.map(m=>{const p=stitched(m);return[modelName(m),p.at(-1)?.value,COLORS[m]||'#7559c7',monitoringMode?'Net return for selected closes':'Compounded portfolio return']});const bp=stitched(null,true),bv=bp.at(-1)?.value;cards.push(['SPY',bv,COLORS.benchmark,'Shared benchmark']);const best=cards.filter(c=>c[0]!=='SPY'&&c[1]!=null).sort((a,b)=>b[1]-a[1])[0];if(best)cards.push(['Leading model',best[1]-bv,best[2],`${best[0]} excess vs SPY`]);document.getElementById('kpis').innerHTML=cards.map(([n,v,c,s])=>`
${n}
${fmtPct(v)}
${s}
`).join('');document.getElementById('dataStatus').textContent=monitoringMode?`${dates.length} official closes · current through ${cohortMonitor.latest_price_date}`:`${dates.length} official session${dates.length===1?'':'s'} · ${trackedModels.length} comparison models`} function latestByModel(){const m=new Map;snapshots.forEach(s=>m.set(s.model_id,s));return[...m.values()]}function renderModels(){const cards=latestByModel().map(s=>{const m=s.manifest||{},ms=m.model_selection||{},best=ms.best_validation||{},params=m.model_params||{},status=s.freeze_integrity?.status?human(s.freeze_integrity.status):'Original frozen snapshot',metrics=[['Validation rank IC',fmtNum(best.rank_ic)],['Positive IC rate',fmtPct(best.positive_ic_rate)],['Top-40 excess',fmtPct(best.top40_raw_excess)]],pr=Object.entries(params).filter(([k])=>!['n_jobs','tree_method'].includes(k)).map(([k,v])=>`
${human(k)}${typeof v==='number'?fmtNum(v,Number.isInteger(v)?0:4):v}
`).join('');return`

${modelName(s.model_id)}

Selected · ${s.decision_date}
Training ${m.training_start||'n/a'} to ${m.training_end||'n/a'} · ${best.resolved_feature_count||best.feature_count||'n/a'} features · ${ms.completed_trials||'n/a'} completed trials
${metrics.map(([a,b])=>`
${a}${b}
`).join('')}
Selection metric: ${human(ms.selection_metric||'n/a')} · Evidence: ${status}
${pr}
`});document.getElementById('modelCards').innerHTML=cards.join('')||'
No selected models in this range.
'} function renderNextSession(){if(cohortMonitor.mode==='frozen_cohort_monitor'){const count=(cohortMonitor.cohorts||[]).length;document.getElementById('nextSession').innerHTML=`
◎
Frozen-cohort monitoring phase${count} archived portfolios are being extended through each new official close. No new model training or stock lists are generated.
Selections frozen · through ${cohortMonitor.selection_freeze_end}
Prices current · ${cohortMonitor.latest_price_date}
`;return}const latest=latestByModel(),decision=latest.map(s=>s.decision_date).sort().at(-1),ready=latest.filter(s=>s.decision_date===decision),chips=ready.map(s=>`
${modelName(s.model_id)} · ${s.selected?.length||s.manifest?.holdings||0} stocks · returns pending
`).join('');document.getElementById('nextSession').innerHTML=`
→
Next-session portfolios are readyFrozen after the ${decision} close. Performance begins from this close and appears when the next session is evaluated.
${chips}
`} function renderStability(){const reports=[...new Map(snapshots.filter(s=>s.selection_stability).map(s=>[s.selection_stability.decision_date,s.selection_stability])).values()].sort((a,b)=>a.decision_date.localeCompare(b.decision_date)),r=reports.at(-1);if(!r){document.getElementById('stability').innerHTML='
Stability evidence begins after two complete selection dates.
';return}const same=r.same_day_model_agreement||{},ridge=r.day_over_day?.ridge||{},xgb=r.day_over_day?.xgb_ranker||{},configs=r.model_configuration||{},cards=[['Model agreement',fmtPct(same.overlap_rate),`${same.overlap_count||0} shared names`],['Agreement Jaccard',fmtPct(same.jaccard_similarity),`${fmtPct(same.replacement_rate)} disagreement`],['Ridge retention',fmtPct(ridge.overlap_rate),`${ridge.overlap_count||0}/40 names retained`],['XGBoost retention',fmtPct(xgb.overlap_rate),`${xgb.overlap_count||0}/40 names retained`]];const configText=(model)=>{const c=configs[model]||{},changed=c.changed_parameters||[],feature=`Features ${c.prior_feature_count??'n/a'} → ${c.current_feature_count??'n/a'}`;if(model==='ridge'&&changed.includes('alpha'))return`Alpha ${fmtNum(c.prior_params?.alpha,1)} → ${fmtNum(c.current_params?.alpha,1)} · ${feature}`;return`${changed.length?changed.length+' tuned parameters changed':'Tuned parameters unchanged'} · ${feature}`};const detail=(label,data,model)=>`

${label}

Retention${fmtPct(data.overlap_rate)}
Jaccard${fmtPct(data.jaccard_similarity)}
Replacement${fmtPct(data.replacement_rate)}
Rank correlation${fmtNum(data.rank_spearman)}
Average rank move${fmtNum(data.mean_absolute_rank_change,1)}
Top-10 retained${data.top10_overlap_count||0}/10
Top-10 persistent: ${(data.top10_shared_tickers||[]).join(', ')||'None'}
Configuration: ${configText(model)}
Entrants and exits
Entrants: ${(data.right_only||[]).join(', ')||'None'}
Exits: ${(data.left_only||[]).join(', ')||'None'}
`;const retentionLeader=ridge.overlap_rate>=xgb.overlap_rate?'Ridge':'XGBoost',rankLeader=(ridge.rank_spearman??-Infinity)>=(xgb.rank_spearman??-Infinity)?'Ridge':'XGBoost',insight=retentionLeader===rankLeader?`${retentionLeader} is currently more stable on both holdings retention and retained-name rank consistency.`:`Stability evidence is mixed: ${retentionLeader} retains more names, while ${rankLeader} preserves ranks more consistently.`;document.getElementById('stability').innerHTML=`
${cards.map(([a,b,c])=>`
${a}${b}${c}
`).join('')}
Current consensus (${same.overlap_count||0}): ${(same.shared_tickers||[]).join(', ')||'None'}
Persistent two-date consensus (${r.persistent_consensus_count||0}): ${(r.persistent_consensus_tickers||[]).join(', ')||'None'}
${detail('Ridge day-over-day',ridge,'ridge')}${detail('XGBoost day-over-day',xgb,'xgb_ranker')}
Rule-based interpretation: ${insight} This statement is computed from retention and rank correlation; no LLM is used.
`} diff --git a/src/experiments/live_dashboard_publish.py b/src/experiments/live_dashboard_publish.py index bcdf940..e321fa2 100644 --- a/src/experiments/live_dashboard_publish.py +++ b/src/experiments/live_dashboard_publish.py @@ -365,6 +365,7 @@ def publish_live_dashboard( "schema_version": 3, "generated_at_utc": datetime.now(UTC).isoformat(), "latest_decision_date": latest_decision, + "latest_monitor_date": cohort_monitor.get("latest_price_date"), "snapshot_count": len(snapshots), "evaluation_count": sum(len(item["evaluations"]) for item in snapshots), "dashboard_sha256": dashboard_sha256(dashboard_bytes), diff --git a/src/experiments/public_cohort_refresh.py b/src/experiments/public_cohort_refresh.py new file mode 100644 index 0000000..b120c5a --- /dev/null +++ b/src/experiments/public_cohort_refresh.py @@ -0,0 +1,254 @@ +"""Refresh the public frozen-cohort monitor from sanitized portfolio selections.""" + +from __future__ import annotations + +import argparse +import json +from datetime import UTC, datetime +from pathlib import Path +from typing import Any + +import pandas as pd + +from .live_cohort_monitor import ( + SUPPORTED_MODELS, + build_cohort_monitor_from_selections, +) +from .public_dashboard_validation import ( + dashboard_sha256, + validate_public_dashboard_bundle, +) + +_ASSUMPTION_FIELDS = ( + "starting_capital", + "one_way_cost_bps", + "fixed_fee_per_trade", + "minimum_trade_weight", +) +_COHORT_FIELDS = ("id", "model", "decision_date", "holdings") +_POLICY_FIELDS = ("id", "model", "holding_period_sessions", "start_date") +_SERIES_FIELDS = ( + "date", + "holding_sessions", + "gross_cumulative_return", + "net_cumulative_return", + "spy_cumulative_return", + "active_cumulative_return", + "turnover", + "replacement_turnover", + "trades", + "rebalance_events", + "priced_holdings", + "active_selection_date", +) + + +def _pick(source: dict[str, Any], fields: tuple[str, ...]) -> dict[str, Any]: + return {field: source[field] for field in fields if field in source} + + +def _sanitize_monitor(monitor: dict[str, Any]) -> dict[str, Any]: + public = _pick( + monitor, + ( + "schema_version", + "mode", + "selection_start", + "selection_freeze_end", + "latest_price_date", + ), + ) + public["assumptions"] = _pick(monitor["assumptions"], _ASSUMPTION_FIELDS) + public["cohorts"] = [ + { + **_pick(item, _COHORT_FIELDS), + "series": [_pick(point, _SERIES_FIELDS) for point in item["series"]], + } + for item in monitor["cohorts"] + ] + public["policies"] = [ + { + **_pick(item, _POLICY_FIELDS), + "series": [_pick(point, _SERIES_FIELDS) for point in item["series"]], + } + for item in monitor["policies"] + ] + return public + + +def _public_selections( + payload: dict[str, Any], + *, + start_date: pd.Timestamp, + freeze_end: pd.Timestamp, +) -> dict[str, dict[pd.Timestamp, list[str]]]: + selections: dict[str, dict[pd.Timestamp, list[str]]] = { + model: {} for model in SUPPORTED_MODELS + } + for snapshot in payload.get("snapshots", []): + model = str(snapshot.get("model_id", "")) + decision_date = pd.Timestamp(snapshot.get("decision_date")).normalize() + if model not in selections or not start_date <= decision_date <= freeze_end: + continue + names = [ + str(row["ticker"]) + for row in snapshot.get("selected", []) + if row.get("ticker") + ] + if names: + selections[model][decision_date] = list(dict.fromkeys(names)) + result = {model: dated for model, dated in selections.items() if dated} + if not result: + raise ValueError("The public dashboard contains no frozen cohort selections") + return result + + +def _download_public_prices( + tickers: list[str], + *, + start_date: pd.Timestamp, + as_of: pd.Timestamp, +) -> pd.DataFrame: + """Download only adjusted closes needed to rebuild the public monitor.""" + import yfinance as yf + + symbol_map = {ticker.replace(".", "-"): ticker for ticker in tickers} + symbols = sorted(symbol_map) + raw = yf.download( + tickers=symbols, + start=start_date.strftime("%Y-%m-%d"), + end=(as_of + pd.Timedelta(days=1)).strftime("%Y-%m-%d"), + auto_adjust=True, + group_by="ticker", + progress=False, + threads=True, + ) + frames: list[pd.DataFrame] = [] + for symbol, ticker in symbol_map.items(): + try: + local = raw[symbol].copy() if len(symbols) > 1 else raw.copy() + except (KeyError, TypeError): + continue + local = local.rename(columns=str.lower) + if "close" not in local or local["close"].dropna().empty: + continue + frame = local[["close"]].rename(columns={"close": "adj_close"}).dropna() + frame["ticker"] = ticker + frame.index.name = "date" + frames.append(frame.reset_index()) + if not frames: + raise RuntimeError("No public cohort prices were downloaded") + combined = pd.concat(frames, ignore_index=True) + combined["date"] = pd.to_datetime(combined["date"]).dt.tz_localize(None) + return combined.set_index(["date", "ticker"]).sort_index() + + +def refresh_public_cohort_dashboard( + site_dir: str | Path = "site", + *, + as_of: str | None = None, +) -> dict[str, Any]: + """Extend the public cohort data through the newest available official close.""" + root = Path(site_dir) + dashboard_path = root / "data" / "dashboard.json" + manifest_path = root / "data" / "manifest.json" + payload = json.loads(dashboard_path.read_text(encoding="utf-8")) + prior_monitor = payload.get("cohort_monitor", {}) + if prior_monitor.get("mode") != "frozen_cohort_monitor": + raise ValueError("A frozen public cohort monitor is required") + + start = pd.Timestamp(prior_monitor["selection_start"]).normalize() + freeze_end = pd.Timestamp(prior_monitor["selection_freeze_end"]).normalize() + requested = ( + pd.Timestamp(as_of).normalize() + if as_of + else pd.Timestamp.now(tz="America/Toronto").tz_localize(None).normalize() + ) + selections = _public_selections( + payload, + start_date=start, + freeze_end=freeze_end, + ) + tickers = sorted( + {"SPY"} + | { + ticker + for dated in selections.values() + for names in dated.values() + for ticker in names + } + ) + prices = _download_public_prices( + tickers, + start_date=start - pd.Timedelta(days=7), + as_of=requested, + ) + spy_dates = prices.xs("SPY", level="ticker").index + latest = pd.Timestamp(spy_dates.max()).normalize() + prior_latest = pd.Timestamp(prior_monitor["latest_price_date"]).normalize() + if latest < prior_latest: + raise RuntimeError( + "Downloaded public prices regress from " + f"{prior_latest.date()} to {latest.date()}" + ) + if latest == prior_latest: + validation = validate_public_dashboard_bundle(root) + return { + "status": "already_current", + "latest_price_date": latest.strftime("%Y-%m-%d"), + **validation, + } + + assumptions = prior_monitor.get("assumptions", {}) + periods = tuple( + sorted( + { + int(item["holding_period_sessions"]) + for item in prior_monitor.get("policies", []) + } + ) + ) or tuple(range(1, 61)) + refreshed = build_cohort_monitor_from_selections( + selections, + prices.loc[prices.index.get_level_values("date") <= latest], + start_date=start.strftime("%Y-%m-%d"), + freeze_end=freeze_end.strftime("%Y-%m-%d"), + holding_periods=periods, + one_way_cost_bps=float(assumptions.get("one_way_cost_bps", 8.0)), + fixed_fee_per_trade=float(assumptions.get("fixed_fee_per_trade", 10.0)), + starting_capital=float(assumptions.get("starting_capital", 1_000_000.0)), + minimum_trade_weight=float(assumptions.get("minimum_trade_weight", 0.0025)), + ) + payload["cohort_monitor"] = _sanitize_monitor(refreshed) + dashboard_bytes = json.dumps( + payload, + ensure_ascii=False, + separators=(",", ":"), + ).encode("utf-8") + dashboard_path.write_bytes(dashboard_bytes) + + manifest = json.loads(manifest_path.read_text(encoding="utf-8")) + manifest["generated_at_utc"] = datetime.now(UTC).isoformat() + manifest["latest_monitor_date"] = refreshed["latest_price_date"] + manifest["dashboard_sha256"] = dashboard_sha256(dashboard_bytes) + manifest["dashboard_bytes"] = len(dashboard_bytes) + manifest_path.write_text(json.dumps(manifest, indent=2), encoding="utf-8") + validation = validate_public_dashboard_bundle(root) + return { + "status": "refreshed", + "latest_price_date": refreshed["latest_price_date"], + **validation, + } + + +def main() -> None: + parser = argparse.ArgumentParser(description=__doc__) + parser.add_argument("--site-dir", default="site") + parser.add_argument("--as-of") + args = parser.parse_args() + result = refresh_public_cohort_dashboard(args.site_dir, as_of=args.as_of) + print(json.dumps(result, indent=2)) + + +if __name__ == "__main__": + main() diff --git a/tests/test_live_cohort_monitor.py b/tests/test_live_cohort_monitor.py index 702f233..80d0c98 100644 --- a/tests/test_live_cohort_monitor.py +++ b/tests/test_live_cohort_monitor.py @@ -6,7 +6,10 @@ from click.testing import CliRunner from src.cli import main -from src.experiments.live_cohort_monitor import build_live_cohort_monitor +from src.experiments.live_cohort_monitor import ( + build_cohort_monitor_from_selections, + build_live_cohort_monitor, +) def _snapshot(root: Path, model: str, date: str, names: list[str]) -> None: @@ -77,6 +80,56 @@ def test_cohort_monitor_builds_frozen_and_scheduled_paths(tmp_path: Path) -> Non assert (tmp_path / "cohorts.json").exists() +def test_cohort_monitor_can_rebuild_from_sanitized_selections() -> None: + dates = pd.to_datetime(["2026-07-20", "2026-07-21", "2026-07-22"]) + tickers = ["A", "B", "C", "SPY"] + index = pd.MultiIndex.from_product([dates, tickers], names=["date", "ticker"]) + prices = pd.DataFrame( + {"adj_close": [100, 100, 100, 100, 110, 100, 100, 101, 121, 100, 120, 102]}, + index=index, + ) + + result = build_cohort_monitor_from_selections( + { + "ridge": { + pd.Timestamp("2026-07-20"): ["A", "B"], + pd.Timestamp("2026-07-21"): ["B", "C"], + } + }, + prices, + start_date="2026-07-20", + freeze_end="2026-07-21", + holding_periods=(1,), + one_way_cost_bps=0.0, + fixed_fee_per_trade=0.0, + ) + + assert result["latest_price_date"] == "2026-07-22" + assert len(result["cohorts"]) == 2 + assert result["policies"][0]["series"][-1]["date"] == "2026-07-22" + + +def test_cohort_monitor_fails_closed_on_missing_holding_prices() -> None: + dates = pd.to_datetime(["2026-07-20", "2026-07-21"]) + index = pd.MultiIndex.from_product( + [dates, ["AAA", "SPY"]], + names=["date", "ticker"], + ) + prices = pd.DataFrame( + {"adj_close": [100.0, 100.0, float("nan"), 101.0]}, + index=index, + ) + + with pytest.raises(ValueError, match="missing holding closes"): + build_cohort_monitor_from_selections( + {"ridge": {pd.Timestamp("2026-07-20"): ["AAA"]}}, + prices, + start_date="2026-07-20", + freeze_end="2026-07-20", + holding_periods=(1,), + ) + + def test_daily_command_defaults_to_monitoring_and_republishes_dashboard( tmp_path: Path, monkeypatch: pytest.MonkeyPatch, diff --git a/tests/test_live_dashboard.py b/tests/test_live_dashboard.py index 56d2514..876423d 100644 --- a/tests/test_live_dashboard.py +++ b/tests/test_live_dashboard.py @@ -59,6 +59,10 @@ def test_dashboard_draws_visible_session_anchors_and_selected_model_cards() -> N assert 'id="refreshData"' in html assert "localStorage.setItem" in html assert "live-forward-dashboard-state-v3" in html + assert "monitoringPolicies" in html + assert "monitoredPath" in html + assert "current through" in html + assert 'id="chartDescription"' in html assert "barEndLabel" in html assert 'id="stability"' in html assert 'id="historyGroup"' in html diff --git a/tests/test_live_dashboard_publish.py b/tests/test_live_dashboard_publish.py index d7b3ff7..a6737f6 100644 --- a/tests/test_live_dashboard_publish.py +++ b/tests/test_live_dashboard_publish.py @@ -162,6 +162,8 @@ def test_publish_site_splits_assets_and_passes_validation( assert result["snapshots"] == 1 assert result["horizon_forecast_arms"] == 0 assert validate_public_dashboard_bundle(site)["evaluations"] == 1 + manifest = json.loads((site / "data" / "manifest.json").read_text(encoding="utf-8")) + assert "latest_monitor_date" in manifest def test_validator_rejects_private_local_path( diff --git a/tests/test_public_cohort_refresh.py b/tests/test_public_cohort_refresh.py new file mode 100644 index 0000000..ec46419 --- /dev/null +++ b/tests/test_public_cohort_refresh.py @@ -0,0 +1,100 @@ +import json +from pathlib import Path + +import pandas as pd + +from src.experiments.public_cohort_refresh import refresh_public_cohort_dashboard +from src.experiments.public_dashboard_validation import dashboard_sha256 + + +def test_public_refresh_extends_sanitized_monitor( + tmp_path: Path, + monkeypatch, +) -> None: + site = tmp_path / "site" + (site / "data").mkdir(parents=True) + for relative in [ + "index.html", + "horizons.html", + "assets/dashboard.css", + "assets/dashboard.js", + "assets/loader.js", + ".nojekyll", + ]: + target = site / relative + target.parent.mkdir(parents=True, exist_ok=True) + target.write_text("", encoding="utf-8") + (site / "index.html").write_text('Home', encoding="utf-8") + horizon_bytes = (site / "horizons.html").read_bytes() + payload = { + "snapshots": [ + { + "id": f"{model}:2026-07-20", + "decision_date": "2026-07-20", + "model_id": model, + "manifest": {}, + "selected": [{"ticker": "AAA", "rank": 1}], + "evaluations": [], + } + for model in ("ridge", "xgb_ranker") + ], + "cohort_monitor": { + "schema_version": 1, + "mode": "frozen_cohort_monitor", + "selection_start": "2026-07-20", + "selection_freeze_end": "2026-07-20", + "latest_price_date": "2026-07-21", + "assumptions": { + "starting_capital": 1_000_000, + "one_way_cost_bps": 0, + "fixed_fee_per_trade": 0, + "minimum_trade_weight": 0.0025, + }, + "cohorts": [], + "policies": [ + { + "id": f"{model}::1", + "model": model, + "holding_period_sessions": 1, + "start_date": "2026-07-20", + "series": [], + } + for model in ("ridge", "xgb_ranker") + ], + }, + } + dashboard_path = site / "data" / "dashboard.json" + dashboard_path.write_text(json.dumps(payload, separators=(",", ":")), encoding="utf-8") + (site / "data" / "manifest.json").write_text( + json.dumps( + { + "dashboard_sha256": dashboard_sha256(dashboard_path.read_bytes()), + "horizon_dashboard_sha256": dashboard_sha256(horizon_bytes), + "horizon_forecast_arms": 0, + } + ), + encoding="utf-8", + ) + dates = pd.to_datetime(["2026-07-20", "2026-07-21", "2026-07-22"]) + index = pd.MultiIndex.from_product( + [dates, ["AAA", "SPY"]], + names=["date", "ticker"], + ) + prices = pd.DataFrame( + {"adj_close": [100, 100, 101, 100.5, 102, 101]}, + index=index, + ) + monkeypatch.setattr( + "src.experiments.public_cohort_refresh._download_public_prices", + lambda *_args, **_kwargs: prices, + ) + + result = refresh_public_cohort_dashboard(site, as_of="2026-07-22") + refreshed = json.loads(dashboard_path.read_text(encoding="utf-8")) + + assert result["status"] == "refreshed" + assert refreshed["cohort_monitor"]["latest_price_date"] == "2026-07-22" + assert all( + item["series"][-1]["date"] == "2026-07-22" + for item in refreshed["cohort_monitor"]["policies"] + )