{
  "schema_version": 1,
  "kind": "historical_report_extract",
  "study_completed": "2026-07-03 PDT / 2026-07-04 UTC",
  "exported_on": "2026-09-19",
  "source_commit": "3375b592da54397bcf413951d26139d55b0c3a55",
  "source_report": "reports/MODEL_FEASIBILITY_REPORT.md",
  "source_report_sha256": "52d2403281bdd3c622c117d56a08d7e874b83dd7b45c4a6a7e2d766b11a32b65",
  "primary_evaluation": {
    "horizon": "next daily bar within a contiguous item history",
    "liquid_test_rows": 22511,
    "test_dates": ["2026-04-27", "2026-06-26"],
    "direction_accuracy_pct": 57.43,
    "majority_baseline_accuracy_pct": 54.86,
    "tax_hurdle_target": "next daily midpoint return > 2.1%, an approximate tax threshold rather than net execution profit",
    "tax_hurdle_roc_auc": 0.727,
    "selected_call_precision_pct": 45.67,
    "tax_hurdle_base_rate_pct_rounded": 17.2,
    "selected_call_precision_lift_rounded": 2.65
  },
  "daily_holding_proxy": {
    "selected_trades": 1629,
    "profit_gp": -1529993,
    "win_rate_pct": 33.7,
    "mean_trade_roi_pct": -3.06,
    "execution": "historical tax/slippage-aware proxy, not actual filled offers"
  },
  "limitations": [
    "Extracted from a historical report, not recomputed from raw trades in this export.",
    "Prediction metrics and holding-proxy profit measure different outcomes.",
    "Aggregate public prices do not establish offer fill order or time to fill.",
    "The September audit requires point-in-time and serving validation before historical model gains support current product claims. See audit-summary.json.",
    "No new training, backtest, live trade or profitability claim."
  ]
}