1# Contract — F6-conf-012**Question:** does weekday predict the one-day change in the 10y CMT Treasury yield (DGS10), 2000–2019?3**Estimands:** (i) equality of the five weekday conditional means of Δy_t (bp), classical one-way ANOVA F-test over all changes; (ii) Monday contrast = mean(Δy | Mon) − mean(Δy | Tue–Fri), with 95% CI (chosen: Welch); (iii) OOS RMSE over changes dated ≥ 2010-01-01 of weekday-mean forecast (means estimated on changes ≤ 2009-12-31) vs zero-change forecast.4Assumptions: changes roughly independent with finite variance (ANOVA additionally assumes equal variances; large n makes normality unimportant); stationarity of weekday means across the sample for OOS meaning.5**Information rules:** drop empty DGS10 rows first; Δy between consecutive available obs, dated and weekday-attributed at t; first obs no change; forecast parameters from estimation period only; only data/DGS10.csv.6**Outputs:** 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), figure1.png, table1.csv, report.md (6 sections), analysis.py, claims.json.7**Invalidity/impossibility:** missing file/columns, non-weekday dates, leakage of test-period data into forecasts. None found.8