# Contract (F6-conf-01)
**Question:** Does the weekday carry predictive content for the daily change in the 10y Treasury CMT yield (DGS10), 2000–2019?
**Estimands:** (i) joint equality of the 5 weekday conditional means of Δy_t (bp), classical one-way ANOVA F-test over all changes; (ii) Monday contrast = mean(Mon) − mean(Tue–Fri), all changes, 95% CI (choice: Welch two-sample); (iii) out-of-sample RMSE (2010–2019) of weekday-mean forecast (estimated on changes ≤2009-12-31) vs zero-change forecast.
Assumptions: changes are approximately independent across days (ANOVA also assumes equal variance and approx. normality; with n≈5000 CLT makes the mean tests robust-ish); weekday means stable across periods for OOS forecast to be meaningful.
**Info rules:** drop empty DGS10 rows first; Δy_t=100(y_t−y_{t−1}) between consecutive available obs, dated t, weekday of t; first available obs has no change. Train = changes dated ≤2009-12-31 (incl. the change on the first 2010 day? No: that change is dated 2010 → test). Weekday means for forecasting from train only. Only data/DGS10.csv.
**Outputs:** out/results.json (n_missing_rows, n_train, n_test, anova_f_stat, anova_p_value, effect_estimate, effect_ci_low, effect_ci_high, baseline_metric, model_metric, conclusion, task_id, feasibility, feasibility_reason, data_issues, n_input_rows, n_analysed, random_seed), out/figure1.png, out/table1.csv (weekday,n,mean_bp,se_bp), out/report.md (6 sections), out/analysis.py, out/claims.json.
**Conclusion rule:** ANOVA p≥0.05 → no_detectable_effect; else sign from Monday CI (if CI straddles zero after ANOVA rejects → no_detectable_effect for the Monday effect, documented).
**Invalidity:** missing/unparseable file, no weekday variation, using test-period info in forecasts.