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1# Shock definitions (CLAUDE.md §8). Placeholder values pending Stage F calibration.2residualization:3 market_proxy: value_weighted_universe_leave_one_out4 sector_proxy: sector_leave_one_out # requires security master sector map5 seasonality: minute_of_day_lagged_63d6thresholds:7 quantiles: [0.99, 0.995, 0.999]8 robust_sd_multiples: [4, 5, 6]9horizons_minutes: [1, 2, 5, 10, 15, 30, 60, 120]10isolation:11 max_abs_market_return_z: 1.012 max_simultaneous_shock_share: 0.0213 exclude_macro_windows: true14