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