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- events mapped: 11732 across 495 symbols (501 in cache)
- returns are SPY-excess simple returns from the knowable session close (see knowable_session); horizon h = h sessions after t
- pre = 5-session run-up ending t-1 (PIT caveat: yfinance dates as-known-now)
- no alpha claim; no live change
| side | n | pre | h1 | h2 | h3 | h5 | h10 | h21 | h42 | h63 |
|---|
| beat | 9452 | +0.41% | +0.08% | +0.09% | +0.11% | +0.10% | +0.12% | +0.17% | -0.50% | -0.55% |
| miss | 2280 | +0.22% | -0.47% | -0.54% | -0.60% | -0.57% | -0.64% | -1.04% | -1.86% | -2.17% |
- Median used instead of mean: surprise_pct has denominator blow-ups (min -10049%, max +18281%) and event returns are fat-tailed.
- h63 coverage drops near the 2026-08 cache edge (recent events have no 63-session forward window); n/a means no coverage.