Initial commit: Ten31 Signal Engine (ingest, scoring brain, corpus seeds)

2026-06-15 09:24:29 -05:00
commit a6aec77506
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+# PRE-REGISTERED resolution criteria for the §7.1 backtest confusion matrix (DESIGN_v2 §1.1).
+# Committed BEFORE pulling any price data. Uniform rule for ALL derivatives:
+#   - equal-weight, start-normalized basket index over 2023-01-01 .. 2025-06-30
+#   - "confirmed real" iff index first hits >= +40% vs 2023-01 baseline on date D AND still >= +25% at D+90d
+#   - repricing_date = D
+# Baskets are best-judgment liquid proxies for each derivative's real-world exposure, drawn from the
+# §7.3 source universe. They are NOT tuned to outcomes. Grant/dev may revise the baskets — but doing so
+# is a logged pre-registration change (DESIGN_v2 §4), not a quiet tune.
+window: {start: "2023-01-01", end: "2025-06-30"}
+rule: {threshold_pct: 40, hold_pct: 25, hold_days: 90}
+baskets:
+  K2023:                     [CEG, VST, TLN, NEE, GEV, VRT, PWR, CCJ]   # root: broad power-infra build
+  K2023-picks-and-shovels:   [CEG, VST, TLN, NEE, GEV, VRT, PWR, CCJ]   # broad power-infra basket
+  K2023-uranium:             [CCJ]                                       # Cameco = the liquid uranium proxy in-corpus
+  K2023-nuclear:             [CEG, TLN, VST]                             # nuclear-heavy IPPs
+  K2023-utilities-repriced:  [CEG, VST, NEE, TLN]                        # IPPs / utilities with firm generation
+  K2023-grid-interconnect:   [PWR, GEV]                                  # grid build / interconnection (Quanta, GE Vernova)
+  K2023-transformers:        [GEV, VRT]                                  # electrical equipment
+  K2023-gas-turbines:        [GEV]                                       # GE Vernova gas turbines
+  K2023-cooling:             [VRT]                                       # Vertiv = data-center thermal/cooling proxy