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spb/wp41_uqo

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1{2 "config": {3  "selection_date": "2017-12-29",4  "adv_window_start": "2017-12-01",5  "sample_start": "2018-01-02",6  "sample_end": "2025-12-31",7  "min_history_months": 6,8  "min_months_in_sample": 6,9  "min_adv_usd": 5000000.0,10  "n_target": 300,11  "etf_share": 0.25,12  "holdout_share": 0.2,13  "seed": 4114 },15 "created_at": "2026-11-02T22:43:55.669414+00:00",16 "n_candidates": 2147,17 "n_selected": 300,18 "n_heldout": 60,19 "n_delisted": 2,20 "instrument_master_version": null,21 "selection_rules": [22  "first_date <= 2017-12-29 - 6 months",23  "last_date >= 2018-01-02 + 6 months (documented survival requirement)",24  "average daily dollar volume over [2017-12-01, 2017-12-29] >= 5,000,000 USD",25  "proportional allocation over asset class x ADV tercile x volatility tercile; round-robin over SIC division / ETF category inside strata",26  "20% of selected instruments held out entirely (zero-shot), seed 41"27 ],28 "instruments": [29  {30   "instrument_id": "firstrate:etf:AAXJ",31   "symbol": "AAXJ",32   "name": "iShares MSCI All Country Asia",33   "asset_class": "etf",34   "status": "active",35   "first_date": "2008-08-15",36   "last_date": "2026-10-30",37   "currency": "USD",38   "adv_usd": 105473682.9,39   "daily_vol": 0.008656438477777955,40   "n_days": 20,41   "last_close": 76.28,42   "base_symbol": "AAXJ",43   "delisted": false,44   "group": "international",45   "adv_tercile": "high",46   "vol_tercile": "high",47   "stratum": "etf|high|high",48   "role": "pooled"49  },50  {51   "instrument_id": "firstrate:stock:ABEV",52   "symbol": "ABEV",53   "name": "Ambev S.A. 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"vol_tercile": "low",257   "stratum": "stock|mid|low",258   "role": "pooled"259  },260  {261   "instrument_id": "firstrate:etf:AMJ",262   "symbol": "AMJ",263   "name": "JP Morgan Chase Capital Xvi Jp M",264   "asset_class": "etf",265   "status": "active",266   "first_date": "2009-04-02",267   "last_date": "2024-05-21",268   "currency": "USD",269   "adv_usd": 120819696.74200001,270   "daily_vol": 0.009410130559069928,271   "n_days": 20,272   "last_close": 27.47,273   "base_symbol": "AMJ",274   "delisted": false,275   "group": "other",276   "adv_tercile": "high",277   "vol_tercile": "high",278   "stratum": "etf|high|high",279   "role": "pooled"280  },281  {282   "instrument_id": "firstrate:stock:AMZN",283   "symbol": "AMZN",284   "name": "Amazon.com",285   "asset_class": "stock",286   "status": "active",287   "first_date": "2000-01-04",288   "last_date": "2026-10-30",289   "currency": "USD",290   "adv_usd": 3367105877.15,291   "daily_vol": 0.008864689681450048,292   "n_days": 20,293   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"name": "Alliance Resource Partners Lp",369   "asset_class": "stock",370   "status": "active",371   "first_date": "2000-01-03",372   "last_date": "2026-10-30",373   "currency": "USD",374   "adv_usd": 6273716.3,375   "daily_vol": 0.014982518656054294,376   "n_days": 20,377   "last_close": 19.7,378   "base_symbol": "ARLP",379   "delisted": false,380   "group": "mining",381   "adv_tercile": "low",382   "vol_tercile": "mid",383   "stratum": "stock|low|mid",384   "role": "pooled"385  },386  {387   "instrument_id": "firstrate:stock:ARMK",388   "symbol": "ARMK",389   "name": "Aramark",390   "asset_class": "stock",391   "status": "active",392   "first_date": "2013-12-13",393   "last_date": "2026-10-30",394   "currency": "USD",395   "adv_usd": 45464039.15,396   "daily_vol": 0.0067682348999352805,397   "n_days": 20,398   "last_close": 42.74,399   "base_symbol": "ARMK",400   "delisted": false,401   "group": "retail",402   "adv_tercile": "mid",403   "vol_tercile": "low",404   "stratum": 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