Executive Summary
Promotion rule: a ready row means it can be reviewed. It does not mean the model should become production champion without leakage checks, stability checks, and operator approval.
Ready Candidates
- research_h21_all_current_research_20260620T043814Z (stock_opportunity_research_stack, h21): Operator review required before promotion: check leakage, sector stability, feature overlap, and drawdown behavior.
Ready Candidate Review Packets
research_h21_all_current_research_20260620T043814Z
Ready for operator review. This is still gated from promotion until leakage, stability, drawdown, and implementation checks are signed off.
| Candidate | research_h21_all_current_research_20260620T043814Z |
|---|---|
| Application | stock_opportunity_ensemble |
| Model area | stock_opportunity_research_stack |
| Horizon days | 21 |
| Scope | all_current_research |
| Training method | nonnegative_ridge_stack |
| Distinct dates / minimum | 60 / 60 |
| Sample rows | 2,872 |
| Training / validation rows | 2,872 / 2,134 |
| Feature count / configured weights | 8 / 8 |
| Validation metric | 0.9847 |
| Relative improvement | 0.0832 |
| Research directional accuracy | 0.5328 |
| Equal-weight directional accuracy | 0.5328 |
| Champion directional accuracy | 0.5328 |
| Blocker | none |
| Operator action | Operator review required before promotion: check leakage, sector stability, feature overlap, and drawdown behavior. |
Top Positive Weights
| Feature | Weight |
|---|---|
factor_adjusted_residual_momentum__h21 | 0.5226 |
sec_notes_segment_complexity_signal__h21 | 0.2500 |
sec_notes_concentration_supply_risk__h21 | 0.1804 |
sec_notes_legal_contingency_risk__h21 | 0.0469 |
Component Input Promotion Triage
This pulls disabled/review-only component inputs from research.component_signal_promotion_triage_operator_view when they already have matured outcome coverage. It is a training-prioritization surface, not a promotion decision.
Train Next: Positive-Oriented Inputs
| Component | Owner | Horizon | Current Signals | Evaluated | Hit Rate | Next Action |
|---|---|---|---|---|---|---|
relationship_exposure_scoreRelationship Exposure Score | market_relationship_graph other | 5 | 143,010 | 27,860 | 56.3% | Prioritize in challenger-stack training; still require leakage, sector, and stability review before promotion. |
sec_notes_segment_complexity_signalSEC Notes Segment Complexity Signal | sec_statement_notes_signal_model other | 21 | 9,022 | 4,717 | 55.1% | Prioritize in challenger-stack training; still require leakage, sector, and stability review before promotion. |
analyst_forecaster_alphaAnalyst And Forecaster Alpha | stock_decision_visibility_models event | 5 | 10,883 | 4,389 | 62.4% | Prioritize in challenger-stack training; still require leakage, sector, and stability review before promotion. |
historical_price_factor_alphaHistorical Price Factor Alpha | local_model_data_foundation return_prediction | 5 | 13,249 | 3,471 | 62.3% | Prioritize in challenger-stack training; still require leakage, sector, and stability review before promotion. |
sec_notes_related_party_riskSEC Notes Related Party Risk | sec_statement_notes_signal_model risk | 21 | 6,216 | 3,131 | 55.5% | Prioritize in challenger-stack training; still require leakage, sector, and stability review before promotion. |
Inspect Orientation: Inverted Or Risk Inputs
| Component | Owner | Horizon | Current Signals | Evaluated | Hit Rate | Next Action |
|---|---|---|---|---|---|---|
relationship_exposure_scoreRelationship Exposure Score | market_relationship_graph other | 1 | 143,004 | 56,148 | 39.4% | Inspect sign/orientation. Low directional hit can still be useful as an inverted or risk-avoidance feature. |
macro_regime_pressure_scoreMacro Regime Pressure Score | stock_decision_visibility_models other | 1 | 102,220 | 21,324 | 42.1% | Inspect sign/orientation. Low directional hit can still be useful as an inverted or risk-avoidance feature. |
identity_corporate_structure_riskIdentity And Corporate Structure Risk | stock_decision_visibility_models risk | 1 | 16,288 | 13,922 | 38.8% | Inspect sign/orientation. Low directional hit can still be useful as an inverted or risk-avoidance feature. |
sec_xbrl_reconciliation_signalSEC XBRL Reconciliation Signal | stock_decision_visibility_models risk | 1 | 15,870 | 13,787 | 19.9% | Inspect sign/orientation. Low directional hit can still be useful as an inverted or risk-avoidance feature. |
energy_commodity_exposure_scoreEnergy And Commodity Exposure Score | stock_decision_visibility_models other | 1 | 25,096 | 4,221 | 32.2% | Inspect sign/orientation. Low directional hit can still be useful as an inverted or risk-avoidance feature. |
Validate In Stack
| Component | Owner | Horizon | Current Signals | Evaluated | Hit Rate | Next Action |
|---|---|---|---|---|---|---|
historical_price_factor_alphaHistorical Price Factor Alpha | local_model_data_foundation return_prediction | 1 | 13,249 | 10,981 | 51.7% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
analyst_forecaster_alphaAnalyst And Forecaster Alpha | stock_decision_visibility_models event | 1 | 10,913 | 9,579 | 53.2% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
sec_notes_legal_contingency_riskSEC Notes Legal And Contingency Risk | sec_statement_notes_signal_model risk | 21 | 9,487 | 4,922 | 54.3% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
sec_notes_debt_liquidity_riskSEC Notes Debt And Liquidity Risk | sec_statement_notes_signal_model risk | 21 | 9,320 | 4,834 | 54.2% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
sec_notes_dilution_instrument_riskSEC Notes Dilution Instrument Risk | sec_statement_notes_signal_model risk | 21 | 9,025 | 4,679 | 54.2% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
sec_notes_concentration_supply_riskSEC Notes Concentration And Supply Risk | sec_statement_notes_signal_model risk | 21 | 8,685 | 4,546 | 54.8% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
macro_regime_pressure_scoreMacro Regime Pressure Score | stock_decision_visibility_models other | 5 | 102,220 | 4,231 | 47.4% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
sec_notes_accounting_quality_riskSEC Notes Accounting Quality Risk | sec_statement_notes_signal_model risk | 21 | 6,854 | 3,715 | 54.5% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
factor_adjusted_residual_momentumFactor Adjusted Residual Momentum | factor_attribution_model momentum | 21 | 3,496 | 2,481 | 51.0% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
sec_notes_legal_contingency_riskSEC Notes Legal And Contingency Risk | sec_statement_notes_signal_model risk | 63 | 9,487 | 1,390 | 48.6% | Coverage is usable; test incremental lift in constrained stack before any manual weighting. |
Collect More Outcomes
| Component | Owner | Horizon | Current Signals | Evaluated | Hit Rate | Next Action |
|---|---|---|---|---|---|---|
| No disabled outcome-covered inputs currently need more matured outcomes. | ||||||
Review Checklist
- Confirm all validation windows are time ordered and point-in-time safe.
- Check for feature overlap or double-counting against champion weighted components.
- Review sector, industry, market-cap, and liquidity stability before broad promotion.
- Compare drawdown, turnover, and paper-strategy behavior, not only average error or hit rate.
- Confirm enough distinct dates exist for the target horizon and that outcomes matured after the signal date.
- Document any promotion decision in the model card and keep rejected candidates visible for later training.
Readiness Detail
| Model Area | Application | Candidate | Horizon | Ready | Readiness | Dates | Min | Rows | Validation | Improvement | Blocker | Operator Action | Metadata |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| stock_opportunity_research_stack | stock_opportunity_ensemble | research_h21_all_current_research_20260620T043814Z | 21 | ready | ready_for_operator_review | 60 | 60 | 2,872 | 0.9847 | 0.0832 | Operator review required before promotion: check leakage, sector stability, feature overlap, and drawdown behavior. | metadata{
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"training_method": "nonnegative_ridge_stack"
} | |
| paper_strategy_optimizer | paper_strategy_optimizer | paper_strategy_optimizer_20260622T112036Z__search | not ready | minimum_global_time_ordered_signal_dates_not_met | 9 | 126 | 204,746 | 0.0000 | minimum_global_time_ordered_signal_dates_not_met | Accumulate more distinct stock-opportunity score dates before promoting paper strategy candidates. | metadata{
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"remaining_sector_dates": 243,
"reviewed_sector_count": 0,
"status": "degraded"
},
"promotion_eligible_count": 0,
"status": "degraded"
} | ||
| relationship_weight_training | market_relationship_weight_training | relationship_exposure_h1 | 1 | not ready | collecting_matured_outcomes | 4 | 20 | 270,561 | minimum_training_dates_not_met | Continue accumulating matured relationship feature outcomes before training or promotion. | metadata{
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} | ||
| relationship_weight_training | market_relationship_weight_training | relationship_exposure_h5 | 5 | not ready | collecting_matured_outcomes | 2 | 20 | 77,805 | minimum_training_dates_not_met | Continue accumulating matured relationship feature outcomes before training or promotion. | metadata{
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"matured_outcome_dates": 2,
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"observation_dates": 12,
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} | ||
| relationship_weight_training | market_relationship_weight_training | relationship_exposure_h10 | 10 | not ready | collecting_observations | 0 | 20 | 0 | minimum_training_rows_not_met | Continue accumulating matured relationship feature outcomes before training or promotion. | metadata{
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| relationship_weight_training | market_relationship_weight_training | relationship_exposure_h20 | 20 | not ready | collecting_observations | 0 | 20 | 0 | minimum_training_rows_not_met | Continue accumulating matured relationship feature outcomes before training or promotion. | metadata{
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"observation_dates": 12,
"observation_rows": 616451
} | ||
| relationship_weight_training | market_relationship_weight_training | relationship_exposure_h21 | 21 | not ready | collecting_observations | 0 | 20 | 0 | minimum_training_rows_not_met | Continue accumulating matured relationship feature outcomes before training or promotion. | metadata{
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} | ||
| relationship_weight_training | market_relationship_weight_training | relationship_exposure_h63 | 63 | not ready | collecting_observations | 0 | 20 | 0 | minimum_training_rows_not_met | Continue accumulating matured relationship feature outcomes before training or promotion. | metadata{
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} | ||
| stock_opportunity_research_stack | stock_opportunity_ensemble | research_h1_all_current_research_20260619T082416Z | 1 | not ready | needs_more_distinct_dates_or_validation_improvement | 11 | 60 | 23,558 | 0.8123 | -0.0075 | needs_more_distinct_dates_or_validation_improvement | Continue collecting point-in-time outcomes and rerun research training after daily refreshes mature. | metadata{
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| stock_opportunity_research_stack | stock_opportunity_ensemble | research_h5_champion_enabled_eligible_20260619T082422Z | 5 | not ready | needs_more_distinct_dates_or_validation_improvement | 5 | 60 | 6,904 | 0.9850 | 0.0026 | needs_more_distinct_dates_or_validation_improvement | Continue collecting point-in-time outcomes and rerun research training after daily refreshes mature. | metadata{
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| stock_opportunity_score_history | stock_opportunity_ensemble | champion_score_history | not ready | scored | 10 | 126 | 23,009 | minimum_global_time_ordered_signal_dates_not_met | No score backfill needed; continue daily score accumulation for optimizer history depth. | metadata{
"backfillable_dates": 0,
"date_count": 10,
"existing_scored_symbols": 23009,
"first_score_date": "2026-06-01",
"latest_score_date": "2026-06-17",
"missing_score_symbols": 0,
"partial_dates": 0,
"reportable_symbols": 23009
} |