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  "data_kind": "exploratory_real_market",
  "dataset": {
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      "amihud_illiquidity",
      "beta_252d",
      "dollar_volume_ratio",
      "downside_volatility",
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    "forecast_start": "2014-01-02",
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    "Cost inputs are fixed scenarios, not measured execution costs.",
    "The equal-weight baseline differs in diversification; its holdings rule is explicit.",
    "Source hashes establish identity, not complete historical data quality."
  ],
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      "rebalance": "monthly",
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      "ridge": {
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    },
    "model_selection": "none; all seeds/cost cells reported; failed cells raise",
    "portfolio": "long-only equal-weight top 50; equal-weight baseline holds all forecastable eligible names",
    "seeds": [
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    "signal_availability": "forecast panel forward-fill only; no backfill",
    "ties": "score descending then symbol ascending",
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      "expanding": true,
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      "step_years": 1,
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    "effective_end": "2019-11-14",
    "effective_start": "2010-01-04",
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      "sp500_daily_ratios.zip": "a5f7ae23ee3871544d734e34ce1f429074084c6582c559b0778dfd34b6ac59c3",
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    "requested_start": "2010-01-01",
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    "source_declarations": {
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      "complete_historical_universe": false,
      "fundamental_availability": "fiscal period end plus fixed lag, not actual filing date",
      "fundamental_lag_days": 90,
      "market_capitalization": "unavailable; panel substitutes a dollar-volume proxy",
      "universe_history": "current members with entry dates; removed/delisted names incomplete"
    },
    "source_urls": {
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      "constituents": "https://huggingface.co/datasets/jwigginton/index-constituents-sp500/resolve/main/data/train-00000-of-00001.parquet",
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    },
    "status": "exploratory"
  }
}