{
  "bootstrap": {
    "methods": {
      "constant": {
        "average_precision": {
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        "brier": {
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        "roc_auc": {
          "interval_95": [
            0.5,
            0.5
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          "valid_replicates": 300
        }
      },
      "isotonic": {
        "average_precision": {
          "interval_95": [
            0.012190294002975244,
            0.022132826854594494
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          "valid_replicates": 300
        },
        "brier": {
          "interval_95": [
            0.0071149603818559904,
            0.010509489172756362
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          "valid_replicates": 300
        },
        "roc_auc": {
          "interval_95": [
            0.6049111029444232,
            0.7126043025412061
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          "valid_replicates": 300
        }
      },
      "logistic": {
        "average_precision": {
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            0.02611262531713269
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          "valid_replicates": 300
        },
        "brier": {
          "interval_95": [
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          "valid_replicates": 300
        },
        "roc_auc": {
          "interval_95": [
            0.6246253796891534,
            0.7174639560476946
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          "valid_replicates": 300
        }
      }
    },
    "months": 24,
    "paired_isotonic_minus_logistic_brier_95": [
      -0.00027286845674435333,
      -0.00011191481443411706
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    "requested_replicates": 300,
    "scope": "Conditional on fitted models and frozen test sample; no refitting, source revision, sample-selection or parameter uncertainty.",
    "seed": 20261025,
    "unit": "test_funding_month"
  },
  "borrower_group_overlap": 0,
  "cohorts": {
    "calibration": {
      "event_rate": 0.0084,
      "events": 42,
      "funding_first": "2013-01-01",
      "funding_last": "2013-12-31",
      "horizon_last": "2015-12-31",
      "initial_rate_missing": 15,
      "records": 5000
    },
    "test": {
      "event_rate": 0.0089,
      "events": 89,
      "funding_first": "2016-01-01",
      "funding_last": "2017-12-31",
      "horizon_last": "2019-12-31",
      "initial_rate_missing": 0,
      "records": 10000
    },
    "train": {
      "event_rate": 0.0408,
      "events": 816,
      "funding_first": "2006-01-05",
      "funding_last": "2010-12-30",
      "horizon_last": "2012-12-30",
      "initial_rate_missing": 15250,
      "records": 20000
    }
  },
  "conversion": {
    "borrower_group_overlap": 0,
    "converted_csv_bytes": 6637900,
    "converted_csv_sha256": "08c60deb116345624e75cdbf22ea305be33ebeba17d2d2c11292a5e3ba1da8f1",
    "earliest_groups_by_stage": {
      "calibration": 35342,
      "test": 101070,
      "train": 285455
    },
    "eligible_by_stage_before_groups": {
      "calibration": 40347,
      "test": 114765,
      "train": 314194
    },
    "excluded_by_reason": {
      "chargeoff_date_missing": 8,
      "invalid_date_order": 435,
      "invalid_money": 10,
      "invalid_outcome_date": 612,
      "missing_borrower_group": 4,
      "missing_funding_or_approval": 150607,
      "outside_frozen_windows": 615102
    },
    "schema": "creditvintage-sba-conversion-v1",
    "selected_by_stage": {
      "calibration": 5000,
      "test": 10000,
      "train": 20000
    },
    "source_logical_rows": {
      "FOIA_7a_FY2000_FY2009_asof_260630.csv": 690333,
      "FOIA_7a_FY2010_FY2019_asof_260630.csv": 545751
    }
  },
  "data_kind": "public_observed_retrospective_funding_cohorts",
  "fit_audit": {
    "approval_processing_categories": [
      "7a General",
      "7a with EWCP",
      "Builders CAPLine",
      "Certified Lenders Program",
      "Community Express",
      "Contract CAPLine",
      "Dealer Floor Plan Loans",
      "Export Express",
      "Export Import Harmonization  (EXIM)",
      "Gulf Opportunity Pilot Loan Program",
      "International Trade Loans",
      "Low Documentation Program",
      "Patriot Express Loans",
      "Preferred Lenders Program",
      "Preferred Lenders with EWCP",
      "Rural Loan Initiative",
      "SBA Express Program",
      "Seasonal CAPLine",
      "Working Capital CAPLine"
    ],
    "calibration_records": 5000,
    "isotonic_calibration_events": 42,
    "isotonic_x_thresholds": [
      0.000138,
      0.000972,
      0.000973,
      0.002361,
      0.002365,
      0.005601,
      0.005606,
      0.007556,
      0.007564,
      0.008038,
      0.008039,
      0.016419,
      0.016452,
      0.048391,
      0.048548,
      0.141546
    ],
    "isotonic_y_thresholds": [
      0.0,
      0.0,
      0.001430615164520744,
      0.001430615164520744,
      0.0042158516020236085,
      0.0042158516020236085,
      0.004357298474945534,
      0.004357298474945534,
      0.0125,
      0.0125,
      0.017830609212481426,
      0.017830609212481426,
      0.0199203187250996,
      0.0199203187250996,
      0.033112582781456956,
      0.033112582781456956
    ],
    "logistic_coefficients": [
      -0.2390415061768282,
      0.7728627864422268,
      0.3383864553276681,
      0.8157749968554332,
      -1.0341689149588438,
      -0.08583249976352335,
      -0.02298805054491472,
      -0.5016755039861506,
      0.4754591856986442,
      -0.12256978089626015,
      -0.003724819491020841,
      0.961991865832004,
      -0.025323834364780078,
      -0.6741869059023252,
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      0.13335331748037468,
      -0.19246398527875785,
      -1.0881787881107743,
      -0.2423510156630159,
      -0.31094273262729855,
      1.156982517842003,
      -0.05807687328188152,
      -0.02344553187462614
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    "logistic_intercept": [
      -3.985449578002356
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    "missing_indicator_columns": [
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    ],
    "numeric_medians": [
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      0.5,
      6.0
    ],
    "scaler_mean": [
      11.065424858668965,
      0.6320135490000001,
      6.1225883,
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    ],
    "scaler_scale": [
      1.414333463101566,
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      0.6465318395895983,
      0.42555111326372996
    ],
    "test_used_to_fit": false,
    "training_initial_rate_missing": 15250,
    "training_records": 20000
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  "numerical_runtime": {
    "numpy": "2.3.5",
    "scikit-learn": "1.8.0",
    "scipy": "1.17.0"
  },
  "protocol": {
    "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
      ]
    }
  },
  "schema": "creditvintage-sba-credit-v1",
  "source": {
    "as_of": "2026-06-30",
    "csv_sha256": "08c60deb116345624e75cdbf22ea305be33ebeba17d2d2c11292a5e3ba1da8f1",
    "license": "LicenseRef-US-Government-Works",
    "publisher": "U.S. Small Business Administration",
    "records": 35000,
    "url": "https://data.sba.gov/dataset/7a-504-foia"
  },
  "target": "recorded_chargeoff_within_24_calendar_months",
  "test_metrics": {
    "constant": {
      "average_precision": 0.0089,
      "brier": 0.009838399999999999,
      "roc_auc": 0.5
    },
    "isotonic": {
      "average_precision": 0.01666108913801254,
      "brier": 0.008818629251004052,
      "roc_auc": 0.6583985107909837
    },
    "logistic": {
      "average_precision": 0.01847023151898854,
      "brier": 0.009011132134343423,
      "roc_auc": 0.6723405726697949
    }
  }
}