From 1e35e70839a098d4cf327159fb1cbc83d4f5a9a4 Mon Sep 17 00:00:00 2001 From: "codex-audit-bridge[bot]" Date: Tue, 1 Sep 2026 08:01:44 +0000 Subject: [PATCH] codex: long horizon signal shadow for issue #44 --- data/output/latest_signal.json | 360 +-------------------- data/output/signal_history/2026-08-31.json | 1 + 2 files changed, 2 insertions(+), 359 deletions(-) create mode 100644 data/output/signal_history/2026-08-31.json diff --git a/data/output/latest_signal.json b/data/output/latest_signal.json index 46b9383..b16f159 100644 --- a/data/output/latest_signal.json +++ b/data/output/latest_signal.json @@ -1,359 +1 @@ -{ - "schema_version": "1", - "as_of": "2026-06-25", - "generated_at": "2026-06-27T08:22:28.245044Z", - "mode": "shadow", - "horizon": "1-3 years", - "universe": [ - "SPY", - "QQQ", - "SOXX", - "TQQQ", - "BIL", - "BOXX", - "IWM", - "DIA", - "XLF", - "XLV", - "XLE", - "XLI", - "XLU", - "XLK", - "NVDA", - "AMD", - "AVGO", - "TSM", - "MU", - "INTC", - "DELL", - "SMCI", - "VRT", - "MSFT", - "GOOGL", - "AMZN", - "META", - "CRWD", - "PANW", - "LMT", - "RTX", - "NOC", - "CVX", - "XOM", - "JPM", - "UNH", - "NEE", - "TSLA", - "COIN", - "MSTR" - ], - "regime": "mixed", - "risk_flags": [ - "shadow_only_context", - "theme_membership_is_static_research_context", - "requires_fundamental_and_valuation_review", - "no_account_level_advice" - ], - "candidate_bias": { - "AMD": { - "bias": "watch", - "confidence": 0.57, - "linked_themes": [ - "ai_compute", - "foundry_semicap" - ], - "rationale": "AI accelerator and CPU/GPU data-center exposure is relevant; recommendation escalation should still depend on momentum and fundamentals." - }, - "DELL": { - "bias": "watch", - "confidence": 0.56, - "linked_themes": [ - "ai_server_infrastructure", - "ai_compute" - ], - "rationale": "AI server and enterprise infrastructure exposure remains relevant; margin and order-conversion risks still need review." - }, - "INTC": { - "bias": "watch", - "confidence": 0.58, - "linked_themes": [ - "foundry_semicap", - "ai_compute" - ], - "rationale": "Foundry and domestic semiconductor policy exposure remains relevant, but turnaround execution risk remains material." - }, - "MU": { - "bias": "watch", - "confidence": 0.62, - "linked_themes": [ - "hbm_memory", - "ai_compute" - ], - "rationale": "HBM and memory-cycle exposure is strong in the static theme map and ranks highly in the latest theme momentum snapshot." - }, - "VRT": { - "bias": "watch", - "confidence": 0.56, - "linked_themes": [ - "data_center_power", - "ai_server_infrastructure" - ], - "rationale": "Data-center power and cooling exposure remains a durable AI infrastructure context." - } - }, - "confidence": 0.58, - "evidence": { - "sources": [ - "config/theme_taxonomy.csv", - "config/symbol_theme_exposure.csv", - "data/output/theme_momentum_snapshot.json", - ".codex-audit/monthly_issue.md" - ], - "summary": "Long-horizon shadow context combines versioned theme taxonomy, static symbol-theme exposure, and the latest medium-horizon theme momentum snapshot. It is a research context artifact only, not an execution or allocation signal.", - "data_gaps": [ - "Issuer-level valuation, earnings, balance-sheet, and liquidity checks are not embedded in this artifact.", - "Policy/news events are supplied by PoliticalEventTrackingResearch and may be absent or low-scoring for otherwise strong theme and momentum candidates.", - "Historical AI judgments must come from saved point-in-time artifacts, not regenerated prompts." - ] - }, - "expires_at": "2026-06-30", - "policy": { - "downstream_use": "Research-only long-horizon context for QuantAdvisorResearch. Execution, account allocation, and broker routing remain blocked unless a separate deterministic policy engine explicitly consumes this artifact under its own controls.", - "execution_allowed": false - }, - "symbol_theme_exposure": { - "AAPL": [ - "consumer_platforms", - "ai_compute" - ], - "AMD": [ - "ai_compute", - "foundry_semicap" - ], - "AMZN": [ - "ai_compute", - "consumer_platforms" - ], - "AVGO": [ - "ai_compute", - "foundry_semicap" - ], - "BA": [ - "defense_aerospace", - "industrial_automation" - ], - "COIN": [ - "crypto_infrastructure", - "financial_market_infrastructure" - ], - "CRWD": [ - "cybersecurity" - ], - "CVX": [ - "energy_security" - ], - "DELL": [ - "ai_server_infrastructure", - "ai_compute" - ], - "ENPH": [ - "clean_energy_grid" - ], - "F": [ - "automobility_ev", - "industrial_automation" - ], - "GE": [ - "industrial_automation", - "defense_aerospace" - ], - "GOOGL": [ - "ai_compute", - "consumer_platforms" - ], - "INTC": [ - "foundry_semicap", - "ai_compute" - ], - "IONQ": [ - "ai_compute" - ], - "JPM": [ - "financial_market_infrastructure" - ], - "LMT": [ - "defense_aerospace" - ], - "META": [ - "ai_compute", - "consumer_platforms" - ], - "MSFT": [ - "ai_compute", - "cybersecurity" - ], - "MSTR": [ - "crypto_infrastructure" - ], - "MU": [ - "hbm_memory", - "ai_compute" - ], - "NEE": [ - "data_center_power", - "clean_energy_grid" - ], - "NOC": [ - "defense_aerospace" - ], - "NVDA": [ - "ai_compute" - ], - "OKLO": [ - "data_center_power", - "clean_energy_grid" - ], - "ORCL": [ - "ai_compute", - "ai_server_infrastructure" - ], - "PANW": [ - "cybersecurity" - ], - "PLTR": [ - "ai_compute", - "defense_aerospace" - ], - "QCOM": [ - "ai_compute", - "consumer_platforms" - ], - "RBLX": [ - "consumer_platforms" - ], - "RTX": [ - "defense_aerospace" - ], - "SMCI": [ - "ai_server_infrastructure", - "data_center_power" - ], - "SMR": [ - "data_center_power", - "clean_energy_grid" - ], - "SOFI": [ - "financial_market_infrastructure" - ], - "TSLA": [ - "automobility_ev", - "ai_compute", - "data_center_power" - ], - "TSM": [ - "foundry_semicap", - "ai_compute" - ], - "UNH": [ - "healthcare_policy" - ], - "VRT": [ - "data_center_power", - "ai_server_infrastructure" - ], - "XOM": [ - "energy_security" - ] - }, - "theme_bias": { - "ai_compute": { - "bias": "neutral", - "confidence": 0.56, - "horizon": "1-3 years", - "rationale": "AI compute is a broad enabling theme; symbol-level escalation should rely on momentum and company evidence rather than theme membership alone." - }, - "ai_server_infrastructure": { - "bias": "watch", - "confidence": 0.58, - "horizon": "6-24 months", - "rationale": "AI server and data-center hardware demand remains a watch-only long-context input." - }, - "automobility_ev": { - "bias": "neutral", - "confidence": 0.45, - "horizon": "1-3 years", - "rationale": "EV and automobility context remains mixed and execution-dependent." - }, - "clean_energy_grid": { - "bias": "neutral", - "confidence": 0.47, - "horizon": "1-3 years", - "rationale": "Clean energy and grid context requires project-level evidence before escalation." - }, - "consumer_platforms": { - "bias": "neutral", - "confidence": 0.48, - "horizon": "6-24 months", - "rationale": "Consumer platform context remains neutral because regulatory and demand evidence is mixed." - }, - "crypto_infrastructure": { - "bias": "neutral", - "confidence": 0.45, - "horizon": "3-18 months", - "rationale": "Crypto infrastructure remains policy-sensitive and volatile." - }, - "cybersecurity": { - "bias": "neutral", - "confidence": 0.5, - "horizon": "1-3 years", - "rationale": "Cybersecurity remains a durable theme but requires issuer and contract evidence for escalation." - }, - "data_center_power": { - "bias": "watch", - "confidence": 0.55, - "horizon": "1-3 years", - "rationale": "Data-center power and cooling remains a durable infrastructure context with execution and valuation risk." - }, - "defense_aerospace": { - "bias": "neutral", - "confidence": 0.5, - "horizon": "1-3 years", - "rationale": "Defense and aerospace context remains evidence-dependent." - }, - "energy_security": { - "bias": "neutral", - "confidence": 0.5, - "horizon": "6-24 months", - "rationale": "Energy-security context is present but not a stand-alone positive long signal." - }, - "financial_market_infrastructure": { - "bias": "neutral", - "confidence": 0.48, - "horizon": "6-24 months", - "rationale": "Financial and market-structure context remains neutral without stronger source evidence." - }, - "foundry_semicap": { - "bias": "watch", - "confidence": 0.58, - "horizon": "1-3 years", - "rationale": "Foundry, semiconductor policy, and reshoring context remain relevant, but issuer fundamentals and policy evidence still need review." - }, - "hbm_memory": { - "bias": "watch", - "confidence": 0.62, - "horizon": "6-24 months", - "rationale": "HBM and memory-cycle context remains supported by the latest medium-horizon theme momentum snapshot and static exposure map." - }, - "healthcare_policy": { - "bias": "neutral", - "confidence": 0.48, - "horizon": "6-24 months", - "rationale": "Healthcare policy context remains neutral until official and issuer evidence improves." - }, - "industrial_automation": { - "bias": "neutral", - "confidence": 0.48, - "horizon": "1-3 years", - "rationale": "Industrial automation remains a background context rather than a current positive signal." - } - } -} \ No newline at end of file +{"schema_version":"1","as_of":"2026-08-31","generated_at":"2026-09-01T07:55:17.558520Z","mode":"shadow","horizon":"1-3 years","universe":["SPY","QQQ","SOXX","TQQQ","BIL","BOXX","IWM","DIA","XLF","XLV","XLE","XLI","XLU","XLK","NVDA","AMD","AVGO","TSM","MU","INTC","DELL","SMCI","VRT","MSFT","GOOGL","AMZN","META","CRWD","PANW","LMT","RTX","NOC","CVX","XOM","JPM","UNH","NEE","TSLA","COIN","MSTR"],"regime":"mixed","risk_flags":["shadow_only_context","theme_membership_is_static_research_context","requires_fundamental_and_valuation_review","high_volatility_cross_section","no_account_level_advice"],"candidate_bias":{"MU":{"bias":"watch","confidence":0.68,"linked_themes":["hbm_memory","ai_compute"],"rationale":"HBM and memory-cycle exposure remains the clearest long-horizon AI signal; volatility stays high so this remains shadow-only."},"DELL":{"bias":"watch","confidence":0.64,"linked_themes":["ai_server_infrastructure","ai_compute"],"rationale":"AI server infrastructure exposure remains durable, but margin conversion and volatility still require review."},"INTC":{"bias":"watch","confidence":0.61,"linked_themes":["foundry_semicap","ai_compute"],"rationale":"Foundry and domestic semiconductor policy exposure remain relevant, but execution risk is still material."},"TSM":{"bias":"watch","confidence":0.6,"linked_themes":["foundry_semicap","ai_compute"],"rationale":"Leading-edge foundry exposure remains a long-horizon context input, but trend and valuation discipline still matter."},"VRT":{"bias":"watch","confidence":0.58,"linked_themes":["data_center_power","ai_server_infrastructure"],"rationale":"Data-center power and cooling exposure is durable, but the name remains high volatility and below the 50-day trend."},"AMD":{"bias":"watch","confidence":0.59,"linked_themes":["ai_compute","foundry_semicap"],"rationale":"AI accelerator exposure remains central, though relative momentum is softer than the strongest memory names."}},"confidence":0.61,"evidence":{"sources":["config/theme_taxonomy.csv","config/symbol_theme_exposure.csv","data/output/theme_momentum_snapshot.json",".codex-audit/monthly_issue.md"],"summary":"Point-in-time long-horizon shadow context for 2026-08-31 combines the static cross-sector theme map, the symbol-theme exposure map, and the monthly issue bundle price context. It stays shadow-only and does not authorize execution, allocation, or broker routing.","data_gaps":["Issuer-level valuation, earnings, balance-sheet, and liquidity checks are not embedded in this artifact.","The medium-horizon theme momentum snapshot is a supporting research input, not a direct trading instruction.","Historical AI judgments must come from saved point-in-time artifacts, not regenerated prompts."]},"expires_at":"2026-09-30","policy":{"downstream_use":"Research-only long-horizon context for QuantAdvisorResearch. Execution, account allocation, and broker routing remain blocked unless a separate deterministic policy engine explicitly consumes this artifact under its own controls.","execution_allowed":false},"theme_bias":{"ai_compute":{"bias":"neutral","confidence":0.56,"horizon":"1-3 years","rationale":"AI compute remains a broad enabling theme, but valuation and concentration risk prevent escalation."},"hbm_memory":{"bias":"watch","confidence":0.64,"horizon":"6-24 months","rationale":"HBM and memory-cycle exposure remain the strongest long-horizon support in the current snapshot."},"ai_server_infrastructure":{"bias":"watch","confidence":0.58,"horizon":"6-24 months","rationale":"AI server and data-center hardware demand remains durable, but margins and order conversion need review."},"foundry_semicap":{"bias":"watch","confidence":0.59,"horizon":"1-3 years","rationale":"Foundry and semiconductor policy context remains relevant, but execution and capex risk remain."},"data_center_power":{"bias":"watch","confidence":0.56,"horizon":"1-3 years","rationale":"Data-center power and cooling remains a durable context, with rate and valuation risk."}},"symbol_theme_exposure":{"AMD":["ai_compute","foundry_semicap"],"DELL":["ai_server_infrastructure","ai_compute"],"INTC":["foundry_semicap","ai_compute"],"MU":["hbm_memory","ai_compute"],"TSM":["foundry_semicap","ai_compute"],"VRT":["data_center_power","ai_server_infrastructure"]}} \ No newline at end of file diff --git a/data/output/signal_history/2026-08-31.json b/data/output/signal_history/2026-08-31.json new file mode 100644 index 0000000..b16f159 --- /dev/null +++ b/data/output/signal_history/2026-08-31.json @@ -0,0 +1 @@ +{"schema_version":"1","as_of":"2026-08-31","generated_at":"2026-09-01T07:55:17.558520Z","mode":"shadow","horizon":"1-3 years","universe":["SPY","QQQ","SOXX","TQQQ","BIL","BOXX","IWM","DIA","XLF","XLV","XLE","XLI","XLU","XLK","NVDA","AMD","AVGO","TSM","MU","INTC","DELL","SMCI","VRT","MSFT","GOOGL","AMZN","META","CRWD","PANW","LMT","RTX","NOC","CVX","XOM","JPM","UNH","NEE","TSLA","COIN","MSTR"],"regime":"mixed","risk_flags":["shadow_only_context","theme_membership_is_static_research_context","requires_fundamental_and_valuation_review","high_volatility_cross_section","no_account_level_advice"],"candidate_bias":{"MU":{"bias":"watch","confidence":0.68,"linked_themes":["hbm_memory","ai_compute"],"rationale":"HBM and memory-cycle exposure remains the clearest long-horizon AI signal; volatility stays high so this remains shadow-only."},"DELL":{"bias":"watch","confidence":0.64,"linked_themes":["ai_server_infrastructure","ai_compute"],"rationale":"AI server infrastructure exposure remains durable, but margin conversion and volatility still require review."},"INTC":{"bias":"watch","confidence":0.61,"linked_themes":["foundry_semicap","ai_compute"],"rationale":"Foundry and domestic semiconductor policy exposure remain relevant, but execution risk is still material."},"TSM":{"bias":"watch","confidence":0.6,"linked_themes":["foundry_semicap","ai_compute"],"rationale":"Leading-edge foundry exposure remains a long-horizon context input, but trend and valuation discipline still matter."},"VRT":{"bias":"watch","confidence":0.58,"linked_themes":["data_center_power","ai_server_infrastructure"],"rationale":"Data-center power and cooling exposure is durable, but the name remains high volatility and below the 50-day trend."},"AMD":{"bias":"watch","confidence":0.59,"linked_themes":["ai_compute","foundry_semicap"],"rationale":"AI accelerator exposure remains central, though relative momentum is softer than the strongest memory names."}},"confidence":0.61,"evidence":{"sources":["config/theme_taxonomy.csv","config/symbol_theme_exposure.csv","data/output/theme_momentum_snapshot.json",".codex-audit/monthly_issue.md"],"summary":"Point-in-time long-horizon shadow context for 2026-08-31 combines the static cross-sector theme map, the symbol-theme exposure map, and the monthly issue bundle price context. It stays shadow-only and does not authorize execution, allocation, or broker routing.","data_gaps":["Issuer-level valuation, earnings, balance-sheet, and liquidity checks are not embedded in this artifact.","The medium-horizon theme momentum snapshot is a supporting research input, not a direct trading instruction.","Historical AI judgments must come from saved point-in-time artifacts, not regenerated prompts."]},"expires_at":"2026-09-30","policy":{"downstream_use":"Research-only long-horizon context for QuantAdvisorResearch. Execution, account allocation, and broker routing remain blocked unless a separate deterministic policy engine explicitly consumes this artifact under its own controls.","execution_allowed":false},"theme_bias":{"ai_compute":{"bias":"neutral","confidence":0.56,"horizon":"1-3 years","rationale":"AI compute remains a broad enabling theme, but valuation and concentration risk prevent escalation."},"hbm_memory":{"bias":"watch","confidence":0.64,"horizon":"6-24 months","rationale":"HBM and memory-cycle exposure remain the strongest long-horizon support in the current snapshot."},"ai_server_infrastructure":{"bias":"watch","confidence":0.58,"horizon":"6-24 months","rationale":"AI server and data-center hardware demand remains durable, but margins and order conversion need review."},"foundry_semicap":{"bias":"watch","confidence":0.59,"horizon":"1-3 years","rationale":"Foundry and semiconductor policy context remains relevant, but execution and capex risk remain."},"data_center_power":{"bias":"watch","confidence":0.56,"horizon":"1-3 years","rationale":"Data-center power and cooling remains a durable context, with rate and valuation risk."}},"symbol_theme_exposure":{"AMD":["ai_compute","foundry_semicap"],"DELL":["ai_server_infrastructure","ai_compute"],"INTC":["foundry_semicap","ai_compute"],"MU":["hbm_memory","ai_compute"],"TSM":["foundry_semicap","ai_compute"],"VRT":["data_center_power","ai_server_infrastructure"]}} \ No newline at end of file