{
  "bootstrap": {
    "interval": "2.5 and 97.5 percentiles; conditional on fitted models and frozen sample",
    "iterations": 300,
    "paired": true,
    "seed": 20261025,
    "unit": "test funding month"
  },
  "capacity": [
    0.05,
    0.1,
    0.2
  ],
  "excluded_predictors": [
    "record_id",
    "borrower_group",
    "source_file",
    "source_record",
    "approval_date",
    "funded_at",
    "horizon_end",
    "stage",
    "loan_status",
    "paid_in_full_date",
    "chargeoff_date",
    "chargeoff_amount",
    "current_term",
    "business_age",
    "jobs",
    "collateral",
    "sold_secondary_market"
  ],
  "features": [
    "log1p_gross_approval_usd",
    "sba_guaranteed_share",
    "initial_interest_rate_pct",
    "approval_processing_method"
  ],
  "grouping": "Remove non-ASCII alphanumeric characters from uppercase recorded borrower name/state/ZIP; SHA256 of pipe-joined values. Earliest eligible funded loan per key; ties by source record ID. Imperfect identity heuristic.",
  "isotonic": "Fit on calibration labels only; raw input grid 6 decimal places; final scores 10 decimal places; out-of-bounds clip.",
  "limitations": [
    "Retrospective final-snapshot funding-cohort validation; first-publication times and historical feature revisions are absent. Do not invent available_at.",
    "Recorded SBA charge-off is not 180-day delinquency, lifetime default, recoveries or prevented loss.",
    "US historical SBA lending is not current Chinese retail credit.",
    "Only about 90 held-out events; sampling, identity matching and missing-rate shifts restrict inference.",
    "A hash binds bytes, not truth or independent adoption. No deployment, causal, savings or external-use claim."
  ],
  "logistic": {
    "C": 1.0,
    "class_weight": null,
    "max_iter": 2000,
    "solver": "lbfgs",
    "tuning": false
  },
  "preprocessing": "Median imputation with missing indicators, scaling and one-hot categories fit on train only; unknown categories ignored.",
  "sampling": "Per stage, lowest SHA256(original file SHA256 + colon + one-based logical row ordinal); no outcome-based sampling. Stage windows and sample sizes were fixed before fitting.",
  "schema": "creditvintage-sba-protocol-v1",
  "source_as_of": "2026-06-30",
  "target": "recorded_chargeoff_within_24_calendar_months",
  "target_definition": "Recorded ChargeOffDate from FirstDisbursementDate through inclusive 24-month anniversary; clamp leap-day month ends. Later lifetime charge-offs are negative for this horizon. CHGOFF without a date is excluded, never a negative.",
  "windows": {
    "calibration": [
      "2013-01-01",
      "2013-12-31",
      5000
    ],
    "test": [
      "2016-01-01",
      "2017-12-31",
      10000
    ],
    "train": [
      "2006-01-01",
      "2010-12-31",
      20000
    ]
  }
}