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codex: long-horizon shadow signal for issue #44 #45

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360 changes: 1 addition & 359 deletions data/output/latest_signal.json
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{
"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."
}
}
}
{"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"]}}
1 change: 1 addition & 0 deletions data/output/signal_history/2026-08-31.json
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{"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"]}}