Training Gate
Training statustrained_challenger
Target horizon1days
Row gate90,947 / 10,000remaining 0
Date gate24 / 20remaining 0
Feature count17
Selected modelnonnegative_ridge_stack
Selected targetsign_return
Selection lift0.0001
Untouched-test lift-0.0351
Validation split0.2500estimated dates 6
Feature families upserted28
Feature observations1,851,406
Matured outcomes1,600,227
Component signals866,348
Component outcomes254,135
Policy createdb3d18698-f6bf-455c-a2c8-1f3709d85abaD:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T224733Z/manifest.json
Relationship weights remain research-only until the date gate, validation split, leakage checks, stability review, and operator promotion review all pass. Daily-price history can produce plenty of rows before enough distinct matured dates exist.
Machine metrics JSON: D:\DataLake\exports\reports\daily\2026-07-13\market_relationship_weight_training\relationship_weight_training_20260719T223658Z\metrics.json
Readiness By Horizon
| Horizon | Observation Rows | Observation Dates | Matured Outcomes | Matured Dates | Families | Readiness |
|---|---|---|---|---|---|---|
| 1 | 569,345 | 26 | 321,953 | 24 | 28 | ready_for_challenger_training |
| 5 | 569,345 | 26 | 277,443 | 20 | 28 | ready_for_challenger_training |
| 10 | 175,138 | 16 | 98,826 | 5 | 12 | collecting_matured_outcomes |
| 20 | 394,207 | 14 | 17,103 | 5 | 16 | collecting_matured_outcomes |
| 21 | 175,138 | 16 | 7,434 | 1 | 12 | collecting_matured_outcomes |
| 63 | 175,138 | 16 | 0 | 0 | 12 | collecting_observations |
Ontology Concept Readiness
| Concept | Label | Families | Active Families | Observations | Concept Observations | Matured Outcomes | Matured Dates | Readiness |
|---|---|---|---|---|---|---|---|---|
| macro_sector_transmission | Macro and sector transmission | 13 | 13 | 1,037,559 | 1,026,765 | 249,352 | 14 | collecting_matured_outcomes |
| price_momentum_regime | Price momentum regime | 10 | 10 | 759,205 | 759,205 | 365,325 | 12 | collecting_matured_outcomes |
| residual_return_regime | Residual return regime | 10 | 10 | 759,205 | 570,160 | 365,325 | 12 | collecting_matured_outcomes |
| monetary_policy_rates | Monetary policy and rates | 5 | 5 | 230,163 | 229,611 | 73,581 | 14 | collecting_matured_outcomes |
| operating_performance_expectations | Operating performance expectations | 7 | 7 | 734,658 | 218,085 | 169,718 | 14 | collecting_matured_outcomes |
| liquidity_capacity | Liquidity and capacity | 2 | 2 | 116,485 | 116,485 | 53,837 | 12 | collecting_matured_outcomes |
| supply_chain_logistics | Supply-chain logistics | 3 | 3 | 182,631 | 99,075 | 58,039 | 14 | collecting_matured_outcomes |
| commodity_price_exposure | Commodity price exposure | 2 | 2 | 93,459 | 93,459 | 30,039 | 14 | collecting_matured_outcomes |
| execution_slippage_risk | Execution and slippage risk | 1 | 1 | 80,340 | 76,530 | 38,936 | 11 | collecting_matured_outcomes |
| operational_labor_risk | Operational and labor risk | 3 | 3 | 147,603 | 68,727 | 41,610 | 14 | collecting_matured_outcomes |
| residual_volatility_risk | Residual volatility risk | 1 | 1 | 36,145 | 36,145 | 14,901 | 1 | collecting_matured_outcomes |
| valuation_sentiment | Valuation sentiment | 1 | 1 | 34,128 | 33,960 | 15,633 | 14 | collecting_matured_outcomes |
| distress_financing | Distress and financing | 1 | 1 | 23,262 | 23,262 | 11,351 | 14 | collecting_matured_outcomes |
Relationship Exposure Concept Signals
| Concept | Horizon | Signal Rows | Symbols | Signal Dates | Evaluated Rows | Evaluated Dates | Hit Rate | Signed Return Capture | Readiness |
|---|---|---|---|---|---|---|---|---|---|
| commodity_price_exposure | 1 | 29,648 | 2,407 | 14 | 14,573 | 19 | 0.419229 | -1.58961197 | collecting_evaluations |
| commodity_price_exposure | 5 | 29,648 | 2,407 | 14 | 12,270 | 17 | 0.421187 | 0.06054055 | collecting_evaluations |
| commodity_price_exposure | 20 | 29,648 | 2,407 | 14 | 1,030 | 3 | 0.439143 | 0.01284864 | collecting_evaluations |
| distress_financing | 1 | 7,754 | 555 | 14 | 4,958 | 9 | 0.515854 | 0.00134738 | collecting_evaluations |
| distress_financing | 5 | 7,754 | 555 | 14 | 4,941 | 12 | 0.443448 | -0.00635482 | collecting_evaluations |
| distress_financing | 20 | 7,754 | 555 | 14 | 1,452 | 2 | 0.388927 | -0.01026602 | collecting_evaluations |
| execution_slippage_risk | 1 | 15,306 | 2,323 | 14 | 15,296 | 12 | 0.506030 | 0.00083107 | collecting_evaluations |
| execution_slippage_risk | 5 | 15,306 | 2,323 | 14 | 12,980 | 7 | 0.470325 | -0.00742357 | collecting_evaluations |
| execution_slippage_risk | 10 | 15,306 | 2,323 | 14 | 8,397 | 5 | 0.468212 | -0.01207098 | collecting_evaluations |
| execution_slippage_risk | 21 | 15,306 | 2,323 | 14 | 0 | 0 | collecting_signals | ||
| execution_slippage_risk | 63 | 15,306 | 2,323 | 14 | 0 | 0 | collecting_signals | ||
| liquidity_capacity | 1 | 23,297 | 4,890 | 16 | 19,786 | 14 | 0.505463 | 0.00075290 | collecting_evaluations |
| liquidity_capacity | 5 | 23,297 | 4,890 | 16 | 17,469 | 13 | 0.468088 | -0.00572421 | collecting_evaluations |
| liquidity_capacity | 10 | 23,297 | 4,890 | 16 | 12,865 | 8 | 0.467099 | -0.00798937 | collecting_evaluations |
| liquidity_capacity | 21 | 23,297 | 4,890 | 16 | 3,717 | 7 | 0E-8 | collecting_evaluations | |
| liquidity_capacity | 63 | 23,297 | 4,890 | 16 | 0 | 0 | collecting_signals | ||
| macro_sector_transmission | 1 | 242,088 | 22,724 | 14 | 97,904 | 24 | 0.505352 | -0.45488105 | ready_for_validation_review |
| macro_sector_transmission | 5 | 242,088 | 22,724 | 14 | 81,419 | 19 | 0.511234 | -0.47028011 | collecting_evaluations |
| macro_sector_transmission | 20 | 242,088 | 22,724 | 14 | 8,282 | 5 | 0.452701 | -0.07722657 | collecting_evaluations |
| monetary_policy_rates | 1 | 54,489 | 7,789 | 14 | 23,920 | 18 | 0.563825 | -1.38033565 | collecting_evaluations |
| monetary_policy_rates | 5 | 54,489 | 7,789 | 14 | 21,048 | 19 | 0.568430 | -0.06335214 | collecting_evaluations |
| monetary_policy_rates | 20 | 54,489 | 7,789 | 14 | 2,651 | 2 | 0.398033 | -0.02110866 | collecting_evaluations |
| operating_performance_expectations | 1 | 63,136 | 7,888 | 14 | 22,005 | 17 | 0.474897 | -1.17505144 | collecting_evaluations |
| operating_performance_expectations | 5 | 63,136 | 7,888 | 14 | 19,858 | 19 | 0.479329 | 0.36479835 | collecting_evaluations |
| operating_performance_expectations | 20 | 63,136 | 7,888 | 14 | 2,699 | 3 | 0.408666 | -0.10769145 | collecting_evaluations |
| operational_labor_risk | 1 | 20,389 | 2,556 | 14 | 7,520 | 15 | 0.483640 | 0.03594589 | collecting_evaluations |
| operational_labor_risk | 5 | 20,389 | 2,556 | 14 | 7,244 | 16 | 0.444460 | 0.00060332 | collecting_evaluations |
| operational_labor_risk | 20 | 20,389 | 2,556 | 14 | 1,170 | 3 | 0.484563 | 0.08437507 | collecting_evaluations |
| price_momentum_regime | 1 | 23,297 | 4,890 | 16 | 19,786 | 14 | 0.505463 | 0.00075290 | collecting_evaluations |
| price_momentum_regime | 5 | 23,297 | 4,890 | 16 | 17,469 | 13 | 0.468088 | -0.00572421 | collecting_evaluations |
| price_momentum_regime | 10 | 23,297 | 4,890 | 16 | 12,865 | 8 | 0.467099 | -0.00798937 | collecting_evaluations |
| price_momentum_regime | 21 | 23,297 | 4,890 | 16 | 3,717 | 7 | 0E-8 | collecting_evaluations | |
| price_momentum_regime | 63 | 23,297 | 4,890 | 16 | 0 | 0 | collecting_signals | ||
| residual_return_regime | 1 | 23,046 | 4,841 | 16 | 19,535 | 14 | 0.506570 | 0.00081291 | collecting_evaluations |
| residual_return_regime | 5 | 23,046 | 4,841 | 16 | 17,218 | 12 | 0.469215 | -0.00558722 | collecting_evaluations |
| residual_return_regime | 10 | 23,046 | 4,841 | 16 | 12,638 | 8 | 0.467117 | -0.00805098 | collecting_evaluations |
| residual_return_regime | 21 | 23,046 | 4,841 | 16 | 3,717 | 7 | 0E-8 | collecting_evaluations | |
| residual_return_regime | 63 | 23,046 | 4,841 | 16 | 0 | 0 | collecting_signals | ||
| residual_volatility_risk | 1 | 7,229 | 3,778 | 2 | 3,728 | 2 | 1.000000 | 0.00000684 | collecting_evaluations |
| residual_volatility_risk | 5 | 7,229 | 3,778 | 2 | 3,728 | 5 | 0.000000 | -0.00000958 | collecting_evaluations |
| residual_volatility_risk | 10 | 7,229 | 3,778 | 2 | 3,728 | 3 | 0.000000 | -0.00000821 | collecting_evaluations |
| residual_volatility_risk | 21 | 7,229 | 3,778 | 2 | 3,717 | 7 | 0E-8 | collecting_evaluations | |
| residual_volatility_risk | 63 | 7,229 | 3,778 | 2 | 0 | 0 | collecting_signals | ||
| supply_chain_logistics | 1 | 31,577 | 2,524 | 14 | 15,517 | 19 | 0.422333 | -1.47533058 | collecting_evaluations |
| supply_chain_logistics | 5 | 31,577 | 2,524 | 14 | 13,081 | 17 | 0.421282 | 0.05950425 | collecting_evaluations |
| supply_chain_logistics | 20 | 31,577 | 2,524 | 14 | 1,121 | 3 | 0.458371 | 0.10618170 | collecting_evaluations |
| valuation_sentiment | 1 | 11,320 | 810 | 14 | 6,732 | 9 | 0.493495 | -0.00074486 | collecting_evaluations |
| valuation_sentiment | 5 | 11,320 | 810 | 14 | 6,715 | 13 | 0.456916 | -0.00637130 | collecting_evaluations |
| valuation_sentiment | 20 | 11,320 | 810 | 14 | 2,112 | 2 | 0.397150 | -0.01459868 | collecting_evaluations |
Top Symbol Concept Exposures
| Symbol | Concept | Horizon | As-Of | Score | Confidence | Latest Rank | Abs Pctl | Bucket | Edges | Families | Freshness |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0H6G.L | commodity_price_exposure | 1 | 2026-07-02 | -0.531542 | 0.018929 | 1 | 1.000000 | strong_negative | 1 | 1 | current |
| 0HRJ.L | commodity_price_exposure | 1 | 2026-07-02 | -0.531542 | 0.018929 | 2 | 1.000000 | strong_negative | 1 | 1 | current |
| 0KIT.L | commodity_price_exposure | 1 | 2026-07-02 | -0.531542 | 0.018929 | 3 | 1.000000 | strong_negative | 1 | 1 | current |
| 0KOC.L | commodity_price_exposure | 1 | 2026-07-02 | -0.531542 | 0.018929 | 4 | 1.000000 | strong_negative | 1 | 1 | current |
| 0L8B.L | commodity_price_exposure | 1 | 2026-07-02 | -0.531542 | 0.018929 | 5 | 1.000000 | strong_negative | 1 | 1 | current |
| 0H6G.L | commodity_price_exposure | 5 | 2026-07-02 | -0.531542 | 0.018929 | 1 | 1.000000 | strong_negative | 1 | 1 | current |
| 0HRJ.L | commodity_price_exposure | 5 | 2026-07-02 | -0.531542 | 0.018929 | 2 | 1.000000 | strong_negative | 1 | 1 | current |
| 0KIT.L | commodity_price_exposure | 5 | 2026-07-02 | -0.531542 | 0.018929 | 3 | 1.000000 | strong_negative | 1 | 1 | current |
| 0KOC.L | commodity_price_exposure | 5 | 2026-07-02 | -0.531542 | 0.018929 | 4 | 1.000000 | strong_negative | 1 | 1 | current |
| 0L8B.L | commodity_price_exposure | 5 | 2026-07-02 | -0.531542 | 0.018929 | 5 | 1.000000 | strong_negative | 1 | 1 | current |
| 0H6G.L | commodity_price_exposure | 20 | 2026-07-02 | -0.531542 | 0.018929 | 1 | 1.000000 | strong_negative | 1 | 1 | current |
| 0HRJ.L | commodity_price_exposure | 20 | 2026-07-02 | -0.531542 | 0.018929 | 2 | 1.000000 | strong_negative | 1 | 1 | current |
| 0KIT.L | commodity_price_exposure | 20 | 2026-07-02 | -0.531542 | 0.018929 | 3 | 1.000000 | strong_negative | 1 | 1 | current |
| 0KOC.L | commodity_price_exposure | 20 | 2026-07-02 | -0.531542 | 0.018929 | 4 | 1.000000 | strong_negative | 1 | 1 | current |
| 0L8B.L | commodity_price_exposure | 20 | 2026-07-02 | -0.531542 | 0.018929 | 5 | 1.000000 | strong_negative | 1 | 1 | current |
| AAMI | distress_financing | 1 | 2026-07-02 | 0.078078 | 0.017856 | 1 | 1.000000 | moderate_positive | 1 | 1 | current |
| AB | distress_financing | 1 | 2026-07-02 | 0.078078 | 0.017856 | 2 | 1.000000 | moderate_positive | 1 | 1 | current |
| ABCB | distress_financing | 1 | 2026-07-02 | 0.078078 | 0.017856 | 3 | 1.000000 | moderate_positive | 1 | 1 | current |
| ABX | distress_financing | 1 | 2026-07-02 | 0.078078 | 0.017856 | 4 | 1.000000 | moderate_positive | 1 | 1 | current |
| ACGL | distress_financing | 1 | 2026-07-02 | 0.078078 | 0.017856 | 5 | 1.000000 | moderate_positive | 1 | 1 | current |
| AAMI | distress_financing | 5 | 2026-07-02 | 0.078078 | 0.017856 | 1 | 1.000000 | moderate_positive | 1 | 1 | current |
| AB | distress_financing | 5 | 2026-07-02 | 0.078078 | 0.017856 | 2 | 1.000000 | moderate_positive | 1 | 1 | current |
| ABCB | distress_financing | 5 | 2026-07-02 | 0.078078 | 0.017856 | 3 | 1.000000 | moderate_positive | 1 | 1 | current |
| ABX | distress_financing | 5 | 2026-07-02 | 0.078078 | 0.017856 | 4 | 1.000000 | moderate_positive | 1 | 1 | current |
| ACGL | distress_financing | 5 | 2026-07-02 | 0.078078 | 0.017856 | 5 | 1.000000 | moderate_positive | 1 | 1 | current |
| AAMI | distress_financing | 20 | 2026-07-02 | 0.078078 | 0.017856 | 1 | 1.000000 | moderate_positive | 1 | 1 | current |
| AB | distress_financing | 20 | 2026-07-02 | 0.078078 | 0.017856 | 2 | 1.000000 | moderate_positive | 1 | 1 | current |
| ABCB | distress_financing | 20 | 2026-07-02 | 0.078078 | 0.017856 | 3 | 1.000000 | moderate_positive | 1 | 1 | current |
| ABX | distress_financing | 20 | 2026-07-02 | 0.078078 | 0.017856 | 4 | 1.000000 | moderate_positive | 1 | 1 | current |
| ACGL | distress_financing | 20 | 2026-07-02 | 0.078078 | 0.017856 | 5 | 1.000000 | moderate_positive | 1 | 1 | current |
| AAL | execution_slippage_risk | 1 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 1.000000 | strong_positive | 1 | 1 | current |
| AAOI | execution_slippage_risk | 1 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 1.000000 | strong_positive | 1 | 1 | current |
| AAPL | execution_slippage_risk | 1 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 1.000000 | strong_positive | 1 | 1 | current |
| ABBV | execution_slippage_risk | 1 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 1.000000 | strong_positive | 1 | 1 | current |
| ABT | execution_slippage_risk | 1 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 1.000000 | strong_positive | 1 | 1 | current |
| AAL | execution_slippage_risk | 5 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 1.000000 | strong_positive | 1 | 1 | current |
| AAOI | execution_slippage_risk | 5 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 1.000000 | strong_positive | 1 | 1 | current |
| AAPL | execution_slippage_risk | 5 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 1.000000 | strong_positive | 1 | 1 | current |
| ABBV | execution_slippage_risk | 5 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 1.000000 | strong_positive | 1 | 1 | current |
| ABT | execution_slippage_risk | 5 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 1.000000 | strong_positive | 1 | 1 | current |
| AAL | execution_slippage_risk | 10 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 1.000000 | strong_positive | 1 | 1 | current |
| AAOI | execution_slippage_risk | 10 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 1.000000 | strong_positive | 1 | 1 | current |
| AAPL | execution_slippage_risk | 10 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 1.000000 | strong_positive | 1 | 1 | current |
| ABBV | execution_slippage_risk | 10 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 1.000000 | strong_positive | 1 | 1 | current |
| ABT | execution_slippage_risk | 10 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 1.000000 | strong_positive | 1 | 1 | current |
| AAL | execution_slippage_risk | 21 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 1.000000 | strong_positive | 1 | 1 | current |
| AAOI | execution_slippage_risk | 21 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 1.000000 | strong_positive | 1 | 1 | current |
| AAPL | execution_slippage_risk | 21 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 1.000000 | strong_positive | 1 | 1 | current |
| ABBV | execution_slippage_risk | 21 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 1.000000 | strong_positive | 1 | 1 | current |
| ABT | execution_slippage_risk | 21 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 1.000000 | strong_positive | 1 | 1 | current |
| AAL | execution_slippage_risk | 63 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 1.000000 | strong_positive | 1 | 1 | current |
| AAOI | execution_slippage_risk | 63 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 1.000000 | strong_positive | 1 | 1 | current |
| AAPL | execution_slippage_risk | 63 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 1.000000 | strong_positive | 1 | 1 | current |
| ABBV | execution_slippage_risk | 63 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 1.000000 | strong_positive | 1 | 1 | current |
| ABT | execution_slippage_risk | 63 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 1.000000 | strong_positive | 1 | 1 | current |
| AAL | liquidity_capacity | 1 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 0.998773 | strong_positive | 1 | 1 | current |
| AAOI | liquidity_capacity | 1 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 0.998773 | strong_positive | 1 | 1 | current |
| AAPL | liquidity_capacity | 1 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 0.998773 | strong_positive | 1 | 1 | current |
| ABBV | liquidity_capacity | 1 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 0.998773 | strong_positive | 1 | 1 | current |
| ABT | liquidity_capacity | 1 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 0.998773 | strong_positive | 1 | 1 | current |
| AAL | liquidity_capacity | 5 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 0.998773 | strong_positive | 1 | 1 | current |
| AAOI | liquidity_capacity | 5 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 0.998773 | strong_positive | 1 | 1 | current |
| AAPL | liquidity_capacity | 5 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 0.998773 | strong_positive | 1 | 1 | current |
| ABBV | liquidity_capacity | 5 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 0.998773 | strong_positive | 1 | 1 | current |
| ABT | liquidity_capacity | 5 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 0.998773 | strong_positive | 1 | 1 | current |
| AAL | liquidity_capacity | 10 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 0.998773 | strong_positive | 1 | 1 | current |
| AAOI | liquidity_capacity | 10 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 0.998773 | strong_positive | 1 | 1 | current |
| AAPL | liquidity_capacity | 10 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 0.998773 | strong_positive | 1 | 1 | current |
| ABBV | liquidity_capacity | 10 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 0.998773 | strong_positive | 1 | 1 | current |
| ABT | liquidity_capacity | 10 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 0.998773 | strong_positive | 1 | 1 | current |
| AAL | liquidity_capacity | 21 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 0.998773 | strong_positive | 1 | 1 | current |
| AAOI | liquidity_capacity | 21 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 0.998773 | strong_positive | 1 | 1 | current |
| AAPL | liquidity_capacity | 21 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 0.998773 | strong_positive | 1 | 1 | current |
| ABBV | liquidity_capacity | 21 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 0.998773 | strong_positive | 1 | 1 | current |
| ABT | liquidity_capacity | 21 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 0.998773 | strong_positive | 1 | 1 | current |
| AAL | liquidity_capacity | 63 | 2026-07-13 | 0.378000 | 0.239726 | 1 | 0.998773 | strong_positive | 1 | 1 | current |
| AAOI | liquidity_capacity | 63 | 2026-07-13 | 0.378000 | 0.239726 | 2 | 0.998773 | strong_positive | 1 | 1 | current |
| AAPL | liquidity_capacity | 63 | 2026-07-13 | 0.378000 | 0.239726 | 3 | 0.998773 | strong_positive | 1 | 1 | current |
| ABBV | liquidity_capacity | 63 | 2026-07-13 | 0.378000 | 0.239726 | 4 | 0.998773 | strong_positive | 1 | 1 | current |
| ABT | liquidity_capacity | 63 | 2026-07-13 | 0.378000 | 0.239726 | 5 | 0.998773 | strong_positive | 1 | 1 | current |
Top Feature Families
| Family | Source | Relationship | Target | Signal | Concepts | Quality Gate | Model Policy | Weight Multiplier | Observations | Concept Observations | Matured Outcomes | Matured Dates | Readiness |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| component_signal_latest_has_component_contribution_model_signal_markov_state_blend | component_signal_latest | has_component_contribution | model_signal | markov_state_blend | [] | 276,085 | 0 | 185,078 | 4 | excluded_from_training | |||
| component_signal_latest_has_component_contribution_model_signal_neural_market_horizon | component_signal_latest | has_component_contribution | model_signal | neural_market_horizon | [] | 276,085 | 0 | 185,078 | 4 | excluded_from_training | |||
| component_signal_latest_has_component_contribution_model_signal_relationship_exposure_score | component_signal_latest | has_component_contribution | model_signal | relationship_exposure_score | [] | 574,779 | 0 | 158,816 | 11 | excluded_from_training | |||
| component_signal_latest_has_component_contribution_model_signal_macro_regime_pressure_score | component_signal_latest | has_component_contribution | model_signal | macro_regime_pressure_score | [] | 480,771 | 0 | 139,085 | 10 | excluded_from_training | |||
| profile_text_taxonomy_has_demand_driver_macro_variable_fred_macro_state | profile_text_taxonomy | has_demand_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 600,300 | 600,300 | 134,490 | 14 | collecting_matured_outcomes |
| price_volume_regime_latest_has_liquidity_profile_liquidity_regime_liquidity_profile | price_volume_regime_latest | has_liquidity_profile | liquidity_regime | liquidity_profile | ["execution_slippage_risk", "liquidity_capacity"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_day | price_volume_regime_latest | has_price_state | price_regime | price_state_day | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_month | price_volume_regime_latest | has_price_state | price_regime | price_state_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_nine_month | price_volume_regime_latest | has_price_state | price_regime | price_state_nine_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_six_month | price_volume_regime_latest | has_price_state | price_regime | price_state_six_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_three_month | price_volume_regime_latest | has_price_state | price_regime | price_state_three_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_three_year | price_volume_regime_latest | has_price_state | price_regime | price_state_three_year | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_two_week | price_volume_regime_latest | has_price_state | price_regime | price_state_two_week | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_week | price_volume_regime_latest | has_price_state | price_regime | price_state_week | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_year | price_volume_regime_latest | has_price_state | price_regime | price_state_year | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| profile_text_taxonomy_has_cost_driver_macro_variable_fred_macro_state | profile_text_taxonomy | has_cost_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operational_labor_risk", "supply_chain_logistics"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 89,172 | 89,172 | 28,000 | 14 | collecting_matured_outcomes |
| component_signal_latest_has_component_contribution_model_signal_energy_commodity_exposure_score | component_signal_latest | has_component_contribution | model_signal | energy_commodity_exposure_score | [] | 74,421 | 0 | 27,277 | 10 | excluded_from_training | |||
| profile_text_taxonomy_sensitive_to_price_of_commodity_eia_energy_state | profile_text_taxonomy | sensitive_to_price_of | commodity | eia_energy_state | ["commodity_price_exposure", "supply_chain_logistics"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 87,672 | 87,672 | 27,261 | 14 | collecting_matured_outcomes |
| treasury_fiscal_relationship_inference_sensitive_to_macro_variable_macro_variable_fred_macro_state | treasury_fiscal_relationship_inference | sensitive_to_macro_variable | macro_variable | fred_macro_state | ["macro_sector_transmission", "monetary_policy_rates"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 99,297 | 99,297 | 26,087 | 6 | collecting_matured_outcomes |
| sector_exposure_template_sensitive_to_macro_variable_macro_variable_fred_macro_state | sector_exposure_template | sensitive_to_macro_variable | macro_variable | fred_macro_state | ["macro_sector_transmission", "monetary_policy_rates"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 63,747 | 63,747 | 20,072 | 14 | collecting_matured_outcomes |
| component_signal_latest_has_component_contribution_model_signal_government_trade_activity | component_signal_latest | has_component_contribution | model_signal | government_trade_activity | [] | 20,682 | 0 | 16,022 | 3 | excluded_from_training | |||
| sector_exposure_template_has_rate_sensitivity_macro_variable_fred_macro_state | sector_exposure_template | has_rate_sensitivity | macro_variable | fred_macro_state | ["monetary_policy_rates", "valuation_sentiment"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 34,128 | 34,128 | 15,633 | 14 | collecting_matured_outcomes |
| price_volume_regime_latest_has_factor_residual_state_price_regime_factor_residual_state | price_volume_regime_latest | has_factor_residual_state | price_regime | factor_residual_state | ["price_momentum_regime", "residual_return_regime"] | review_stale_relationship_family | refresh_or_validate_before_training | 0.00 | 36,145 | 36,145 | 14,901 | 1 | collecting_matured_outcomes |
| price_volume_regime_latest_has_residual_volatility_profile_volatility_regime_residual_volatility_profile | price_volume_regime_latest | has_residual_volatility_profile | volatility_regime | residual_volatility_profile | ["liquidity_capacity", "residual_volatility_risk"] | review_stale_relationship_family | refresh_or_validate_before_training | 0.00 | 36,145 | 36,145 | 14,901 | 1 | collecting_matured_outcomes |
| component_signal_latest_has_component_contribution_model_signal_historical_price_factor_alpha | component_signal_latest | has_component_contribution | model_signal | historical_price_factor_alpha | [] | 16,992 | 0 | 13,183 | 3 | excluded_from_training | |||
| sector_exposure_template_has_credit_spread_sensitivity_macro_variable_fred_macro_state | sector_exposure_template | has_credit_spread_sensitivity | macro_variable | fred_macro_state | ["distress_financing", "monetary_policy_rates", "operating_performance_expectations"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 23,262 | 23,262 | 11,351 | 14 | collecting_matured_outcomes |
| treasury_fiscal_relationship_inference_has_demand_driver_macro_variable_fred_macro_state | treasury_fiscal_relationship_inference | has_demand_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 45,681 | 45,681 | 10,559 | 6 | collecting_matured_outcomes |
| component_signal_latest_has_component_contribution_model_signal_news_forecaster_reliability_overlay | component_signal_latest | has_component_contribution | model_signal | news_forecaster_reliability_overlay | [] | 11,126 | 0 | 9,817 | 3 | excluded_from_training | |||
| component_signal_latest_has_component_contribution_model_signal_fundamental_quality | component_signal_latest | has_component_contribution | model_signal | fundamental_quality | [] | 9,189 | 0 | 9,171 | 4 | excluded_from_training | |||
| component_signal_latest_has_component_contribution_model_signal_fundamental_value | component_signal_latest | has_component_contribution | model_signal | fundamental_value | [] | 9,189 | 0 | 9,171 | 4 | excluded_from_training |
Concept-Aware Feature Families
| Family | Source | Relationship | Target | Signal | Concepts | Quality Gate | Model Policy | Weight Multiplier | Concept Observations | Matured Outcomes | Matured Dates | Readiness |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| profile_text_taxonomy_has_demand_driver_macro_variable_fred_macro_state | profile_text_taxonomy | has_demand_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 600,300 | 134,490 | 14 | collecting_matured_outcomes |
| treasury_fiscal_relationship_inference_sensitive_to_macro_variable_macro_variable_fred_macro_state | treasury_fiscal_relationship_inference | sensitive_to_macro_variable | macro_variable | fred_macro_state | ["macro_sector_transmission", "monetary_policy_rates"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 99,297 | 26,087 | 6 | collecting_matured_outcomes |
| profile_text_taxonomy_has_cost_driver_macro_variable_fred_macro_state | profile_text_taxonomy | has_cost_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operational_labor_risk", "supply_chain_logistics"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 89,172 | 28,000 | 14 | collecting_matured_outcomes |
| profile_text_taxonomy_sensitive_to_price_of_commodity_eia_energy_state | profile_text_taxonomy | sensitive_to_price_of | commodity | eia_energy_state | ["commodity_price_exposure", "supply_chain_logistics"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 87,672 | 27,261 | 14 | collecting_matured_outcomes |
| price_volume_regime_latest_has_liquidity_profile_liquidity_regime_liquidity_profile | price_volume_regime_latest | has_liquidity_profile | liquidity_regime | liquidity_profile | ["execution_slippage_risk", "liquidity_capacity"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_day | price_volume_regime_latest | has_price_state | price_regime | price_state_day | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_month | price_volume_regime_latest | has_price_state | price_regime | price_state_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_nine_month | price_volume_regime_latest | has_price_state | price_regime | price_state_nine_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_six_month | price_volume_regime_latest | has_price_state | price_regime | price_state_six_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_three_month | price_volume_regime_latest | has_price_state | price_regime | price_state_three_month | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_three_year | price_volume_regime_latest | has_price_state | price_regime | price_state_three_year | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_two_week | price_volume_regime_latest | has_price_state | price_regime | price_state_two_week | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_week | price_volume_regime_latest | has_price_state | price_regime | price_state_week | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| price_volume_regime_latest_has_price_state_price_regime_price_state_year | price_volume_regime_latest | has_price_state | price_regime | price_state_year | ["price_momentum_regime", "residual_return_regime"] | model_feature_candidate | eligible_for_relationship_feature_training_review | 1.00 | 80,340 | 38,936 | 11 | collecting_matured_outcomes |
| sector_exposure_template_sensitive_to_macro_variable_macro_variable_fred_macro_state | sector_exposure_template | sensitive_to_macro_variable | macro_variable | fred_macro_state | ["macro_sector_transmission", "monetary_policy_rates"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 63,747 | 20,072 | 14 | collecting_matured_outcomes |
| treasury_fiscal_relationship_inference_has_demand_driver_macro_variable_fred_macro_state | treasury_fiscal_relationship_inference | has_demand_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 45,681 | 10,559 | 6 | collecting_matured_outcomes |
| sector_exposure_template_has_cost_driver_macro_variable_fred_macro_state | sector_exposure_template | has_cost_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operational_labor_risk"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 42,018 | 5,749 | 6 | collecting_matured_outcomes |
| price_volume_regime_latest_has_factor_residual_state_price_regime_factor_residual_state | price_volume_regime_latest | has_factor_residual_state | price_regime | factor_residual_state | ["price_momentum_regime", "residual_return_regime"] | review_stale_relationship_family | refresh_or_validate_before_training | 0.00 | 36,145 | 14,901 | 1 | collecting_matured_outcomes |
| price_volume_regime_latest_has_residual_volatility_profile_volatility_regime_residual_volatility_profile | price_volume_regime_latest | has_residual_volatility_profile | volatility_regime | residual_volatility_profile | ["liquidity_capacity", "residual_volatility_risk"] | review_stale_relationship_family | refresh_or_validate_before_training | 0.00 | 36,145 | 14,901 | 1 | collecting_matured_outcomes |
| sector_exposure_template_has_demand_driver_macro_variable_fred_macro_state | sector_exposure_template | has_demand_driver | macro_variable | fred_macro_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 35,979 | 6,115 | 9 | collecting_matured_outcomes |
| sector_exposure_template_has_rate_sensitivity_macro_variable_fred_macro_state | sector_exposure_template | has_rate_sensitivity | macro_variable | fred_macro_state | ["monetary_policy_rates", "valuation_sentiment"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 34,128 | 15,633 | 14 | collecting_matured_outcomes |
| sector_exposure_template_has_credit_spread_sensitivity_macro_variable_fred_macro_state | sector_exposure_template | has_credit_spread_sensitivity | macro_variable | fred_macro_state | ["distress_financing", "monetary_policy_rates", "operating_performance_expectations"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 23,262 | 11,351 | 14 | collecting_matured_outcomes |
| sector_exposure_template_has_cost_driver_commodity_eia_energy_state | sector_exposure_template | has_cost_driver | commodity | eia_energy_state | ["macro_sector_transmission", "operational_labor_risk"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 16,413 | 7,861 | 9 | collecting_matured_outcomes |
| profile_text_taxonomy_has_demand_driver_macro_variable_eia_energy_state | profile_text_taxonomy | has_demand_driver | macro_variable | eia_energy_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 15,036 | 2,563 | 6 | collecting_matured_outcomes |
| sector_exposure_template_sensitive_to_consumer_spending_macro_variable_fred_macro_state | sector_exposure_template | sensitive_to_consumer_spending | macro_variable | fred_macro_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 10,866 | 4,282 | 7 | collecting_matured_outcomes |
| profile_text_taxonomy_sensitive_to_macro_variable_macro_variable_fred_macro_state | profile_text_taxonomy | sensitive_to_macro_variable | macro_variable | fred_macro_state | ["macro_sector_transmission", "monetary_policy_rates"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 9,729 | 438 | 6 | collecting_matured_outcomes |
| sector_exposure_template_sensitive_to_price_of_commodity_eia_energy_state | sector_exposure_template | sensitive_to_price_of | commodity | eia_energy_state | ["commodity_price_exposure", "macro_sector_transmission", "supply_chain_logistics"] | review_low_confidence | review_source_confidence_before_weighting | 0.50 | 5,787 | 2,778 | 9 | collecting_matured_outcomes |
| sector_exposure_template_has_demand_driver_macro_variable_eia_energy_state | sector_exposure_template | has_demand_driver | macro_variable | eia_energy_state | ["macro_sector_transmission", "operating_performance_expectations"] | review_low_confidence_and_strength | review_only_or_downweight_until_ablation_lift_is_positive | 0.25 | 3,534 | 358 | 1 | collecting_matured_outcomes |
Weight Policies
| Policy | Version | Lifecycle | Method | Horizon | Weights | Total Weight | Artifact | Updated |
|---|---|---|---|---|---|---|---|---|
| trained_relationship_family_stack | stack_20260719T224733Z | challenger | nonnegative_ridge_stack | 1 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T224733Z/manifest.json | 2026-07-19T22:47:33.904392+00:00 |
| trained_relationship_family_stack | stack_20260719T025053Z | challenger | signed_ridge_stack | 5 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T025053Z/manifest.json | 2026-07-19T02:50:53.059944+00:00 |
| trained_relationship_family_stack | stack_20260719T024426Z | challenger | nonnegative_ridge_stack | 1 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T024426Z/manifest.json | 2026-07-19T02:44:26.884789+00:00 |
| trained_relationship_family_stack | stack_20260719T003858Z | challenger | nonnegative_ridge_stack | 1 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T003858Z/manifest.json | 2026-07-19T00:38:58.239982+00:00 |
| trained_relationship_family_stack | stack_20260719T003354Z | challenger | nonnegative_ridge_stack | 5 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T003354Z/manifest.json | 2026-07-19T00:33:54.903659+00:00 |
| trained_relationship_family_stack | stack_20260719T002656Z | challenger | nonnegative_ridge_stack | 5 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T002656Z/manifest.json | 2026-07-19T00:26:56.550064+00:00 |
| trained_relationship_family_stack | stack_20260719T002023Z | challenger | nonnegative_ridge_stack | 1 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260719T002023Z/manifest.json | 2026-07-19T00:20:23.829589+00:00 |
| trained_relationship_family_stack | stack_20260716T214156Z | challenger | nonnegative_ridge_stack | 1 | 17 | 1.00000000 | D:/DataLake/artifacts/models/relationship_family_weight_model/stack_20260716T214156Z/manifest.json | 2026-07-16T21:41:56.309622+00:00 |