{
 "config": {
  "selection_date": "2017-12-29",
  "adv_window_start": "2017-12-01",
  "sample_start": "2018-01-02",
  "sample_end": "2025-12-31",
  "min_history_months": 6,
  "min_months_in_sample": 6,
  "min_adv_usd": 5000000.0,
  "n_target": 300,
  "etf_share": 0.25,
  "holdout_share": 0.2,
  "seed": 41
 },
 "created_at": "2026-11-02T22:43:55.669414+00:00",
 "n_candidates": 2147,
 "n_selected": 300,
 "n_heldout": 60,
 "n_delisted": 2,
 "instrument_master_version": null,
 "selection_rules": [
  "first_date <= 2017-12-29 - 6 months",
  "last_date >= 2018-01-02 + 6 months (documented survival requirement)",
  "average daily dollar volume over [2017-12-01, 2017-12-29] >= 5,000,000 USD",
  "proportional allocation over asset class x ADV tercile x volatility tercile; round-robin over SIC division / ETF category inside strata",
  "20% of selected instruments held out entirely (zero-shot), seed 41"
 ],
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  {
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   "name": "JP Morgan Chase Capital Xvi Jp M",
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  {
   "instrument_id": "firstrate:stock:AMZN",
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   "name": "Amazon.com",
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  {
   "instrument_id": "firstrate:etf:ARKW",
   "symbol": "ARKW",
   "name": "ARKNext Generation Internet ETF",
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 ],
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 ],
 "sha256": "d2f42f6217c76f53e0d64849c6dbfaf15e3d5d1727226ea31ab839d73ced86b8"
}