Repository navigation
Long-horizon AI shadow signal: 2026-08-31 #44
Copy link
Copy link
Open
Labels
long-horizon-shadowLong-horizon AI shadow signal request and reviewLong-horizon AI shadow signal request and review
Description
Long-Horizon Shadow Signal Request
- As of date:
2026-08-31 - Source ref:
main - Bridge repository:
QuantStrategyLab/AIAuditBridge - Provider:
codex - Mode:
shadow - Required output:
data/output/latest_signal.json - Historical copy:
data/output/signal_history/YYYY-MM-DD.jsonwhen evidence is sufficient
Operator Notification
This issue is the operator-facing notification for the shadow signal run.
AIAuditBridge should post its review result here and may open a focused PR
only for schema-valid shadow artifacts.
Boundaries
- AI output must not place orders or change live strategy rules.
- Any downstream use must remain advisory until a deterministic policy consumes the artifact.
- If evidence is insufficient, report findings and leave artifacts unchanged.
Context Bundle
Use this point-in-time context bundle as the primary evidence for the shadow signal review.
{
"as_of": "2026-08-31",
"data_quality": {
"source": "yahoo_chart_or_operator_price_csv",
"synthetic": false,
"warnings": []
},
"existing_strategy_context": {
"ai_may_place_orders": false,
"ai_mode": "shadow",
"downstream_policy_required": true
},
"generated_at": "2026-09-01T07:55:17.558520Z",
"horizon": "1-3 years",
"notes": [
"Point-in-time context bundle for shadow research only.",
"This bundle is evidence for AI review, not a trading instruction.",
"Historical AI judgments must come from saved artifacts, not regenerated prompts."
],
"price_context": {
"AMD": {
"as_of": "2026-08-31",
"drawdown_63d": -0.189685,
"latest_close": 470.720001,
"observations": 290,
"realized_vol_21d": 0.54968,
"returns": {
"126d": 1.369953,
"21d": -0.011404,
"252d": 1.792265,
"5d": 0.030586,
"63d": -0.077255
},
"sma": {
"200d": 336.7168,
"50d": 504.742401
},
"trend": "above_200d",
"volatility": "high"
},
"AMZN": {
"as_of": "2026-08-31",
"drawdown_63d": -0.085381,
"latest_close": 259.769989,
"observations": 290,
"realized_vol_21d": 0.31435,
"returns": {
"126d": 0.246557,
"21d": -0.043486,
"252d": 0.121632,
"5d": -0.008776,
"63d": -0.005703
},
"sma": {
"200d": 238.733,
"50d": 251.966799
},
"trend": "above_200d",
"volatility": "elevated"
},
"AVGO": {
"as_of": "2026-08-31",
"drawdown_63d": -0.229757,
"latest_close": 370.339996,
"observations": 290,
"realized_vol_21d": 0.430515,
"returns": {
"126d": 0.165875,
"21d": -0.048654,
"252d": 0.208662,
"5d": 0.032278,
"63d": -0.193586
},
"sma": {
"200d": 368.633311,
"50d": 385.2872
},
"trend": "above_200d",
"volatility": "high"
},
"BIL": {
"as_of": "2026-08-31",
"drawdown_63d": 0.0,
"latest_close": 91.660004,
"observations": 290,
"realized_vol_21d": 0.001609,
"returns": {
"126d": 0.017792,
"21d": 0.002768,
"252d": 0.037538,
"5d": 0.000546,
"63d": 0.00879
},
"sma": {
"200d": 90.3876,
"50d": 91.353881
},
"trend": "above_200d",
"volatility": "normal"
},
"BOXX": {
"as_of": "2026-08-31",
"drawdown_63d": 0.0,
"latest_close": 118.07,
"observations": 290,
"realized_vol_21d": 0.003037,
"returns": {
"126d": 0.019251,
"21d": 0.003144,
"252d": 0.040998,
"5d": 0.001187,
"63d": 0.009922
},
"sma": {
"200d": 116.2492,
"50d": 117.575199
},
"trend": "above_200d",
"volatility": "normal"
},
"COIN": {
"as_of": "2026-08-31",
"drawdown_63d": -0.013633,
"latest_close": 188.119995,
"observations": 290,
"realized_vol_21d": 0.715849,
"returns": {
"126d": 0.015547,
"21d": 0.286203,
"252d": -0.390151,
"5d": 0.048139,
"63d": 0.030174
},
"sma": {
"200d": 194.79035,
"50d": 160.877999
},
"trend": "below_200d",
"volatility": "high"
},
"CRWD": {
"as_of": "2026-08-31",
"drawdown_63d": 0.0,
"latest_close": 231.0,
"observations": 290,
"realized_vol_21d": 0.895272,
"returns": {
"126d": 1.400873,
"21d": 0.210311,
"252d": 1.090498,
"5d": 0.211454,
"63d": 0.181329
},
"sma": {
"200d": 140.935512,
"50d": 197.422549
},
"trend": "above_200d",
"volatility": "high"
},
"CVX": {
"as_of": "2026-08-31",
"drawdown_63d": 0.0,
"latest_close": 206.139999,
"observations": 290,
"realized_vol_21d": 0.249237,
"returns": {
"126d": 0.10677,
"21d": 0.05644,
"252d": 0.344859,
"5d": 0.015018,
"63d": 0.118974
},
"sma": {
"200d": 177.001656,
"50d": 186.880882
},
"trend": "above_200d",
"volatility": "elevated"
},
"DELL": {
"as_of": "2026-08-31",
"drawdown_63d": -0.077855,
"latest_close": 456.01001,
"observations": 290,
"realized_vol_21d": 0.680146,
"returns": {
"126d": 1.983893,
"21d": 0.124923,
"252d": 2.445139,
"5d": 0.052679,
"63d": -0.019737
},
"sma": {
"200d": 245.66547,
"50d": 433.821689
},
"trend": "above_200d",
"volatility": "high"
},
"DIA": {
"as_of": "2026-08-31",
"drawdown_63d": -0.019895,
"latest_close": 531.570007,
"observations": 289,
"realized_vol_21d": 0.110012,
"returns": {
"126d": 0.093185,
"21d": 0.020135,
"252d": 0.183498,
"5d": -0.001221,
"63d": 0.044704
},
"sma": {
"200d": 494.525275,
"50d": 526.91723
},
"trend": "above_200d",
"volatility": "normal"
},
"GOOGL": {
"as_of": "2026-08-31",
"drawdown_63d": -0.101417,
"latest_close": 339.350006,
"observations": 290,
"realized_vol_21d": 0.303216,
"returns": {
"126d": 0.108547,
"21d": -0.047118,
"252d": 0.608005,
"5d": -0.025024,
"63d": -0.097822
},
"sma": {
"200d": 334.567999,
"50d": 349.203999
},
"trend": "above_200d",
"volatility": "elevated"
},
"INTC": {
"as_of": "2026-08-31",
"drawdown_63d": -0.364907,
"latest_close": 89.510002,
"observations": 290,
"realized_vol_21d": 0.584182,
"returns": {
"126d": 0.967253,
"21d": -0.00765,
"252d": 2.590453,
"5d": 0.025785,
"63d": -0.181286
},
"sma": {
"200d": 73.04265,
"50d": 104.0318
},
"trend": "above_200d",
"volatility": "high"
},
"IWM": {
"as_of": "2026-08-31",
"drawdown_63d": -0.036579,
"latest_close": 293.929993,
"observations": 289,
"realized_vol_21d": 0.152593,
"returns": {
"126d": 0.129081,
"21d": 0.00458,
"252d": 0.258722,
"5d": -0.020103,
"63d": 0.014458
},
"sma": {
"200d": 270.551305,
"50d": 297.2772
},
"trend": "above_200d",
"volatility": "normal"
},
"JPM": {
"as_of": "2026-08-31",
"drawdown_63d": -0.025084,
"latest_close": 356.019989,
"observations": 289,
"realized_vol_21d": 0.129546,
"returns": {
"126d": 0.196983,
"21d": 0.014736,
"252d": 0.212346,
"5d": 0.012629,
"63d": 0.194828
},
"sma": {
"200d": 315.014698,
"50d": 346.876377
},
"trend": "above_200d",
"volatility": "normal"
},
"LMT": {
"as_of": "2026-08-31",
"drawdown_63d": -0.077956,
"latest_close": 561.22998,
"observations": 289,
"realized_vol_21d": 0.273333,
"returns": {
"126d": -0.137064,
"21d": -0.022435,
"252d": 0.268218,
"5d": -0.004152,
"63d": 0.064953
},
"sma": {
"200d": 551.15051,
"50d": 551.063799
},
"trend": "mixed",
"volatility": "elevated"
},
"META": {
"as_of": "2026-08-31",
"drawdown_63d": -0.159942,
"latest_close": 572.340027,
"observations": 290,
"realized_vol_21d": 0.356406,
"returns": {
"126d": -0.122711,
"21d": 0.028076,
"252d": -0.23551,
"5d": 0.023827,
"63d": -0.045963
},
"sma": {
"200d": 621.732804,
"50d": 592.046595
},
"trend": "below_200d",
"volatility": "high"
},
"MSFT": {
"as_of": "2026-08-31",
"drawdown_63d": -0.012151,
"latest_close": 507.290009,
"observations": 290,
"realized_vol_21d": 0.266838,
"returns": {
"126d": 0.277997,
"21d": 0.093659,
"252d": 0.003579,
"5d": 0.041001,
"63d": 0.103633
},
"sma": {
"200d": 429.412199,
"50d": 432.545434
},
"trend": "above_200d",
"volatility": "elevated"
},
"MSTR": {
"as_of": "2026-08-31",
"drawdown_63d": -0.03246,
"latest_close": 132.940002,
"observations": 290,
"realized_vol_21d": 0.821138,
"returns": {
"126d": -0.034217,
"21d": 0.425172,
"252d": -0.607661,
"5d": 0.084074,
"63d": -0.112432
},
"sma": {
"200d": 140.54935,
"50d": 100.6432
},
"trend": "below_200d",
"volatility": "high"
},
"MU": {
"as_of": "2026-08-31",
"drawdown_63d": -0.209864,
"latest_close": 958.72998,
"observations": 290,
"realized_vol_21d": 0.538856,
"returns": {
"126d": 1.32457,
"21d": 0.164878,
"252d": 6.871056,
"5d": 0.053052,
"63d": -0.073996
},
"sma": {
"200d": 591.867645,
"50d": 951.467958
},
"trend": "above_200d",
"volatility": "high"
},
"NEE": {
"as_of": "2026-08-31",
"drawdown_63d": -0.076075,
"latest_close": 82.339996,
"observations": 289,
"realized_vol_21d": 0.122587,
"returns": {
"126d": -0.108811,
"21d": -0.056532,
"252d": 0.15525,
"5d": -0.008258,
"63d": -0.039572
},
"sma": {
"200d": 86.528635,
"50d": 86.301407
},
"trend": "below_200d",
"volatility": "normal"
},
"NOC": {
"as_of": "2026-08-31",
"drawdown_63d": -0.083919,
"latest_close": 539.700012,
"observations": 289,
"realized_vol_21d": 0.261484,
"returns": {
"126d": -0.25167,
"21d": 0.009068,
"252d": -0.065543,
"5d": -0.020562,
"63d": -0.038328
},
"sma": {
"200d": 600.979223,
"50d": 541.735999
},
"trend": "below_200d",
"volatility": "elevated"
},
"NVDA": {
"as_of": "2026-08-31",
"drawdown_63d": -0.031582,
"latest_close": 220.779999,
"observations": 290,
"realized_vol_21d": 0.459435,
"returns": {
"126d": 0.211362,
"21d": 0.099776,
"252d": 0.22703,
"5d": 0.058998,
"63d": -0.01481
},
"sma": {
"200d": 195.804446,
"50d": 208.621799
},
"trend": "above_200d",
"volatility": "high"
},
"PANW": {
"as_of": "2026-08-31",
"drawdown_63d": -0.035025,
"latest_close": 382.130005,
"observations": 289,
"realized_vol_21d": 0.619776,
"returns": {
"126d": 1.566009,
"21d": 0.17333,
"252d": 1.036832,
"5d": 0.06779,
"63d": 0.356562
},
"sma": {
"200d": 229.63635,
"50d": 343.626
},
"trend": "above_200d",
"volatility": "high"
},
"QQQ": {
"as_of": "2026-08-31",
"drawdown_63d": -0.038346,
"latest_close": 716.76001,
"observations": 290,
"realized_vol_21d": 0.179107,
"returns": {
"126d": 0.18149,
"21d": 0.041817,
"252d": 0.248028,
"5d": 0.014781,
"63d": -0.033918
},
"sma": {
"200d": 654.680093,
"50d": 711.586801
},
"trend": "above_200d",
"volatility": "normal"
},
"RTX": {
"as_of": "2026-08-31",
"drawdown_63d": -0.078762,
"latest_close": 207.729996,
"observations": 289,
"realized_vol_21d": 0.215833,
"returns": {
"126d": 0.03291,
"21d": -0.027801,
"252d": 0.318902,
"5d": -0.010385,
"63d": 0.160081
},
"sma": {
"200d": 191.048608,
"50d": 205.244841
},
"trend": "above_200d",
"volatility": "normal"
},
"SMCI": {
"as_of": "2026-08-31",
"drawdown_63d": -0.256926,
"latest_close": 37.279999,
"observations": 290,
"realized_vol_21d": 0.934663,
"returns": {
"126d": 0.171222,
"21d": 0.312676,
"252d": -0.152149,
"5d": 0.059994,
"63d": -0.204778
},
"sma": {
"200d": 31.33,
"50d": 31.3414
},
"trend": "above_200d",
"volatility": "high"
},
"SOXX": {
"as_of": "2026-08-31",
"drawdown_63d": -0.219798,
"latest_close": 511.040009,
"observations": 290,
"realized_vol_21d": 0.396391,
"returns": {
"126d": 0.453196,
"21d": 0.012181,
"252d": 1.032963,
"5d": 0.009601,
"63d": -0.10604
},
"sma": {
"200d": 426.954595,
"50d": 547.546203
},
"trend": "above_200d",
"volatility": "high"
},
"SPY": {
"as_of": "2026-08-31",
"drawdown_63d": -0.013922,
"latest_close": 767.049988,
"observations": 290,
"realized_vol_21d": 0.103014,
"returns": {
"126d": 0.123469,
"21d": 0.026799,
"252d": 0.195138,
"5d": 0.004689,
"63d": 0.013824
},
"sma": {
"200d": 707.871509,
"50d": 754.361401
},
"trend": "above_200d",
"volatility": "normal"
},
"TQQQ": {
"as_of": "2026-08-31",
"drawdown_63d": -0.17352,
"latest_close": 71.919998,
"observations": 290,
"realized_vol_21d": 0.531977,
"returns": {
"126d": 0.452812,
"21d": 0.112968,
"252d": 0.561747,
"5d": 0.042168,
"63d": -0.162185
},
"sma": {
"200d": 60.991123,
"50d": 71.961186
},
"trend": "above_200d",
"volatility": "high"
},
"TSLA": {
"as_of": "2026-08-31",
"drawdown_63d": -0.134846,
"latest_close": 367.950012,
"observations": 290,
"realized_vol_21d": 0.412489,
"returns": {
"126d": -0.087697,
"21d": 0.182321,
"252d": 0.063501,
"5d": 0.054449,
"63d": -0.11525
},
"sma": {
"200d": 400.57,
"50d": 359.822998
},
"trend": "below_200d",
"volatility": "high"
},
"TSM": {
"as_of": "2026-08-31",
"drawdown_63d": -0.130347,
"latest_close": 415.320007,
"observations": 290,
"realized_vol_21d": 0.254557,
"returns": {
"126d": 0.131006,
"21d": 0.027384,
"252d": 0.762342,
"5d": 0.012679,
"63d": -0.044389
},
"sma": {
"200d": 369.106262,
"50d": 422.4964
},
"trend": "above_200d",
"volatility": "elevated"
},
"UNH": {
"as_of": "2026-08-31",
"drawdown_63d": -0.107574,
"latest_close": 389.410004,
"observations": 289,
"realized_vol_21d": 0.208864,
"returns": {
"126d": 0.345787,
"21d": -0.076067,
"252d": 0.31578,
"5d": -0.001794,
"63d": 0.029776
},
"sma": {
"200d": 347.247682,
"50d": 412.762998
},
"trend": "above_200d",
"volatility": "normal"
},
"VRT": {
"as_of": "2026-08-31",
"drawdown_63d": -0.277238,
"latest_close": 258.720001,
"observations": 289,
"realized_vol_21d": 0.572624,
"returns": {
"126d": 0.015479,
"21d": 0.137231,
"252d": 1.002977,
"5d": -0.012331,
"63d": -0.180343
},
"sma": {
"200d": 255.015743,
"50d": 289.342
},
"trend": "above_200d",
"volatility": "high"
},
"XLE": {
"as_of": "2026-08-31",
"drawdown_63d": 0.0,
"latest_close": 63.959999,
"observations": 290,
"realized_vol_21d": 0.238303,
"returns": {
"126d": 0.136784,
"21d": 0.074055,
"252d": 0.467252,
"5d": 0.013469,
"63d": 0.12428
},
"sma": {
"200d": 53.968638,
"50d": 58.3556
},
"trend": "above_200d",
"volatility": "elevated"
},
"XLF": {
"as_of": "2026-08-31",
"drawdown_63d": -0.01029,
"latest_close": 57.709999,
"observations": 290,
"realized_vol_21d": 0.101081,
"returns": {
"126d": 0.134695,
"21d": 0.013523,
"252d": 0.088312,
"5d": -0.00876,
"63d": 0.126038
},
"sma": {
"200d": 53.102236,
"50d": 56.523
},
"trend": "above_200d",
"volatility": "normal"
},
"XLI": {
"as_of": "2026-08-31",
"drawdown_63d": -0.061015,
"latest_close": 175.130005,
"observations": 289,
"realized_vol_21d": 0.157313,
"returns": {
"126d": -0.00613,
"21d": -0.018275,
"252d": 0.158257,
"5d": -0.028405,
"63d": 0.014041
},
"sma": {
"200d": 169.616208,
"50d": 181.83412
},
"trend": "above_200d",
"volatility": "normal"
},
"XLK": {
"as_of": "2026-08-31",
"drawdown_63d": -0.057957,
"latest_close": 186.5,
"observations": 289,
"realized_vol_21d": 0.262989,
"returns": {
"126d": 0.347323,
"21d": 0.061287,
"252d": 0.417877,
"5d": 0.017402,
"63d": -0.022498
},
"sma": {
"200d": 159.09199,
"50d": 182.787041
},
"trend": "above_200d",
"volatility": "elevated"
},
"XLU": {
"as_of": "2026-08-31",
"drawdown_63d": -0.087708,
"latest_close": 42.23,
"observations": 289,
"realized_vol_21d": 0.146362,
"returns": {
"126d": -0.103357,
"21d": -0.054411,
"252d": 0.018003,
"5d": -0.012626,
"63d": -0.043231
},
"sma": {
"200d": 44.31389,
"50d": 44.67172
},
"trend": "mixed",
"volatility": "normal"
},
"XLV": {
"as_of": "2026-08-31",
"drawdown_63d": -0.029258,
"latest_close": 170.539993,
"observations": 290,
"realized_vol_21d": 0.184495,
"returns": {
"126d": 0.084945,
"21d": 0.049154,
"252d": 0.271851,
"5d": -0.023812,
"63d": 0.158632
},
"sma": {
"200d": 154.108104,
"50d": 164.1658
},
"trend": "above_200d",
"volatility": "normal"
},
"XOM": {
"as_of": "2026-08-31",
"drawdown_63d": -0.031297,
"latest_close": 160.949997,
"observations": 289,
"realized_vol_21d": 0.266915,
"returns": {
"126d": 0.069454,
"21d": 0.031994,
"252d": 0.468867,
"5d": -0.025195,
"63d": 0.115188
},
"sma": {
"200d": 141.933783,
"50d": 149.86761
},
"trend": "above_200d",
"volatility": "elevated"
}
},
"schema_version": "1",
"theme_context": {
"anti_overfit_policy": {
"ai_output_remains_shadow_only": true,
"recent_heat_does_not_change_membership": true,
"theme_bias_requires_point_in_time_artifact": true,
"theme_membership_is_static_research_context": true
},
"coverage": {
"covered_symbol_count": 40,
"missing_symbols": [],
"requested_symbol_count": 40
},
"symbol_theme_exposure": {
"AMD": [
"ai_compute",
"foundry_semicap"
],
"AMZN": [
"ai_compute",
"consumer_platforms"
],
"AVGO": [
"ai_compute",
"foundry_semicap"
],
"BIL": [
"financial_market_infrastructure"
],
"BOXX": [
"financial_market_infrastructure"
],
"COIN": [
"crypto_infrastructure",
"financial_market_infrastructure"
],
"CRWD": [
"cybersecurity"
],
"CVX": [
"energy_security"
],
"DELL": [
"ai_server_infrastructure",
"ai_compute"
],
"DIA": [
"industrial_automation",
"financial_market_infrastructure"
],
"GOOGL": [
"ai_compute",
"consumer_platforms"
],
"INTC": [
"foundry_semicap",
"ai_compute"
],
"IWM": [
"industrial_automation",
"financial_market_infrastructure"
],
"JPM": [
"financial_market_infrastructure"
],
"LMT": [
"defense_aerospace"
],
"META": [
"ai_compute",
"consumer_platforms"
],
"MSFT": [
"ai_compute",
"cybersecurity"
],
"MSTR": [
"crypto_infrastructure"
],
"MU": [
"hbm_memory",
"ai_compute"
],
"NEE": [
"data_center_power",
"clean_energy_grid"
],
"NOC": [
"defense_aerospace"
],
"NVDA": [
"ai_compute"
],
"PANW": [
"cybersecurity"
],
"QQQ": [
"ai_compute",
"consumer_platforms",
"cybersecurity"
],
"RTX": [
"defense_aerospace"
],
"SMCI": [
"ai_server_infrastructure",
"data_center_power"
],
"SOXX": [
"ai_compute",
"hbm_memory",
"foundry_semicap"
],
"SPY": [
"financial_market_infrastructure"
],
"TQQQ": [
"ai_compute",
"consumer_platforms"
],
"TSLA": [
"automobility_ev",
"ai_compute",
"data_center_power"
],
"TSM": [
"foundry_semicap",
"ai_compute"
],
"UNH": [
"healthcare_policy"
],
"VRT": [
"data_center_power",
"ai_server_infrastructure"
],
"XLE": [
"energy_security"
],
"XLF": [
"financial_market_infrastructure"
],
"XLI": [
"industrial_automation",
"defense_aerospace"
],
"XLK": [
"ai_compute",
"cybersecurity",
"consumer_platforms"
],
"XLU": [
"data_center_power",
"clean_energy_grid"
],
"XLV": [
"healthcare_policy"
],
"XOM": [
"energy_security"
]
},
"symbol_theme_metadata": {
"AMD": {
"exposure_confidence": "high",
"rationale": "AI accelerators and CPU/GPU data-center exposure."
},
"AMZN": {
"exposure_confidence": "high",
"rationale": "AWS AI infrastructure plus e-commerce and advertising platform exposure."
},
"AVGO": {
"exposure_confidence": "high",
"rationale": "Custom AI ASICs"
},
"BIL": {
"exposure_confidence": "medium",
"rationale": "Cash-like short Treasury ETF used as defensive baseline."
},
"BOXX": {
"exposure_confidence": "medium",
"rationale": "Cash-like Treasury-box exposure used as defensive baseline."
},
"COIN": {
"exposure_confidence": "high",
"rationale": "Crypto exchange and digital-asset market-structure exposure."
},
"CRWD": {
"exposure_confidence": "high",
"rationale": "Endpoint and cloud cybersecurity exposure."
},
"CVX": {
"exposure_confidence": "high",
"rationale": "Integrated oil and gas energy-security exposure."
},
"DELL": {
"exposure_confidence": "high",
"rationale": "AI server"
},
"DIA": {
"exposure_confidence": "low",
"rationale": "Blue-chip industrial and financial context benchmark."
},
"GOOGL": {
"exposure_confidence": "high",
"rationale": "Cloud AI"
},
"INTC": {
"exposure_confidence": "high",
"rationale": "Domestic foundry"
},
"IWM": {
"exposure_confidence": "low",
"rationale": "Small-cap benchmark for domestic cyclicality context."
},
"JPM": {
"exposure_confidence": "high",
"rationale": "Systemic bank"
},
"LMT": {
"exposure_confidence": "high",
"rationale": "Defense prime and government procurement exposure."
},
"META": {
"exposure_confidence": "high",
"rationale": "AI infrastructure"
},
"MSFT": {
"exposure_confidence": "high",
"rationale": "Cloud AI"
},
"MSTR": {
"exposure_confidence": "high",
"rationale": "Bitcoin treasury and digital-asset beta exposure."
},
"MU": {
"exposure_confidence": "high",
"rationale": "HBM"
},
"NEE": {
"exposure_confidence": "high",
"rationale": "Utility"
},
"NOC": {
"exposure_confidence": "high",
"rationale": "Defense prime and aerospace systems exposure."
},
"NVDA": {
"exposure_confidence": "high",
"rationale": "AI accelerator and platform ecosystem exposure."
},
"PANW": {
"exposure_confidence": "high",
"rationale": "Network and cloud cybersecurity exposure."
},
"QQQ": {
"exposure_confidence": "medium",
"rationale": "Growth benchmark with large technology and platform concentration."
},
"RTX": {
"exposure_confidence": "high",
"rationale": "Defense and aerospace procurement exposure."
},
"SMCI": {
"exposure_confidence": "high",
"rationale": "AI server and rack-scale infrastructure exposure."
},
"SOXX": {
"exposure_confidence": "medium",
"rationale": "Semiconductor ETF used as sector benchmark."
},
"SPY": {
"exposure_confidence": "medium",
"rationale": "Broad US equity benchmark used as market baseline."
},
"TQQQ": {
"exposure_confidence": "low",
"rationale": "Leveraged growth proxy; use for regime context only."
},
"TSLA": {
"exposure_confidence": "medium",
"rationale": "EV"
},
"TSM": {
"exposure_confidence": "high",
"rationale": "Leading-edge foundry and AI supply-chain exposure."
},
"UNH": {
"exposure_confidence": "high",
"rationale": "Managed care and healthcare policy exposure."
},
"VRT": {
"exposure_confidence": "high",
"rationale": "Data-center power and cooling infrastructure exposure."
},
"XLE": {
"exposure_confidence": "medium",
"rationale": "Energy sector ETF benchmark."
},
"XLF": {
"exposure_confidence": "medium",
"rationale": "Financial sector ETF benchmark."
},
"XLI": {
"exposure_confidence": "medium",
"rationale": "Industrial sector ETF benchmark."
},
"XLK": {
"exposure_confidence": "medium",
"rationale": "Technology sector ETF benchmark."
},
"XLU": {
"exposure_confidence": "medium",
"rationale": "Utility sector ETF benchmark."
},
"XLV": {
"exposure_confidence": "medium",
"rationale": "Healthcare sector ETF benchmark."
},
"XOM": {
"exposure_confidence": "high",
"rationale": "Integrated oil and gas energy-security exposure."
}
},
"taxonomy_version": "2026-05-31-core-themes-v1",
"themes": {
"ai_compute": {
"description": "Accelerators, cloud AI platforms, model serving, and enterprise AI infrastructure demand.",
"horizon": "1-3 years",
"name": "AI compute platforms",
"sector": "technology",
"source_policy": "Require issuer filings, IR releases, hyperscaler capex evidence, or durable industry data before recommendation escalation."
},
"ai_server_infrastructure": {
"description": "AI servers, racks, thermal design, storage, networking, and enterprise AI capex.",
"horizon": "6-24 months",
"name": "AI server and data-center hardware",
"sector": "technology",
"source_policy": "Require issuer releases, filings, customer demand evidence, or confirmed procurement data."
},
"automobility_ev": {
"description": "EVs, autonomy, batteries, tariffs, domestic manufacturing, and auto credit cycle.",
"horizon": "1-3 years",
"name": "Automobility and EV transition",
"sector": "consumer_discretionary",
"source_policy": "Require issuer filings, regulator safety data, tariff policy, official incentives, or durable delivery data."
},
"clean_energy_grid": {
"description": "Solar, grid equipment, storage, interconnection, and electricity demand transition.",
"horizon": "1-3 years",
"name": "Clean energy and grid transition",
"sector": "utilities",
"source_policy": "Require DOE/FERC/state regulator documents, issuer filings, or project-level evidence."
},
"consumer_platforms": {
"description": "Ads, app ecosystems, gaming, social platforms, e-commerce, and consumer demand.",
"horizon": "6-24 months",
"name": "Consumer platforms and ads",
"sector": "communication_services",
"source_policy": "Require issuer filings, platform policy evidence, app-store disclosures, or durable ad-market data."
},
"crypto_infrastructure": {
"description": "Crypto exchanges, treasury exposure, ETFs, market structure, and digital-asset regulatory regime.",
"horizon": "3-18 months",
"name": "Crypto infrastructure and digital assets",
"sector": "financials",
"source_policy": "Require SEC/CFTC/Treasury materials, issuer filings, exchange disclosures, or durable market data."
},
"cybersecurity": {
"description": "Cloud security, endpoint, identity, network defense, and government cyber policy demand.",
"horizon": "1-3 years",
"name": "Enterprise cybersecurity",
"sector": "technology",
"source_policy": "Require issuer filings, contract disclosures, government cybersecurity policy, or primary procurement evidence."
},
"data_center_power": {
"description": "Power generation, grid capacity, cooling, nuclear, and utility exposure to data-center load growth.",
"horizon": "1-3 years",
"name": "Data-center power and cooling",
"sector": "utilities",
"source_policy": "Require utility filings, regulator materials, power purchase agreements, issuer releases, or official project data."
},
"defense_aerospace": {
"description": "Defense procurement, aerospace backlog, drones, missiles, satellites, and geopolitical spending.",
"horizon": "1-3 years",
"name": "Defense and aerospace",
"sector": "industrials",
"source_policy": "Require DoD/agency awards, issuer backlog disclosures, budget documents, or official procurement records."
},
"energy_security": {
"description": "Oil, gas, LNG, refining, sanctions, energy security, and geopolitical supply constraints.",
"horizon": "6-24 months",
"name": "Energy security and hydrocarbons",
"sector": "energy",
"source_policy": "Require EIA/DOE/Treasury materials, issuer filings, official sanctions, or durable commodity context."
},
"financial_market_infrastructure": {
"description": "Banks, brokers, exchanges, crypto-linked market access, rate sensitivity, and capital markets activity.",
"horizon": "6-24 months",
"name": "Financial and market infrastructure",
"sector": "financials",
"source_policy": "Require regulatory filings, bank disclosures, market-structure rules, or durable volume and spread data."
},
"foundry_semicap": {
"description": "Foundry capacity, semiconductor equipment, export controls, CHIPS Act, and reshoring policy.",
"horizon": "1-3 years",
"name": "Foundry and semiconductor policy",
"sector": "technology",
"source_policy": "Require SEC filings, government policy documents, grants, export-control notices, or issuer materials."
},
"hbm_memory": {
"description": "HBM, DRAM, NAND, and memory-cycle supply demand linked to AI and data-center buildout.",
"horizon": "6-24 months",
"name": "HBM and memory cycle",
"sector": "technology",
"source_policy": "Prefer issuer filings, earnings transcripts, capex plans, and supply-chain primary evidence."
},
"healthcare_policy": {
"description": "Managed care, reimbursement, drug policy, hospital utilization, and election/regulatory health policy.",
"horizon": "6-24 months",
"name": "Healthcare policy and managed care",
"sector": "healthcare",
"source_policy": "Require CMS/HHS documents, SEC filings, issuer releases, or official policy evidence."
},
"industrial_automation": {
"description": "Factory automation, aerospace supply chain, electrification equipment, and reshoring capex.",
"horizon": "1-3 years",
"name": "Industrial automation and reshoring",
"sector": "industrials",
"source_policy": "Require issuer backlog/capex evidence, government manufacturing policy, or official project data."
}
}
},
"universe": [
"SPY",
"QQQ",
"SOXX",
"TQQQ",
"BIL",
"BOXX",
"IWM",
"DIA",
"XLF",
"XLV",
"XLE",
"XLI",
"XLU",
"XLK",
"NVDA",
"AMD",
"AVGO",
"TSM",
"MU",
"INTC",
"DELL",
"SMCI",
"VRT",
"MSFT",
"GOOGL",
"AMZN",
"META",
"CRWD",
"PANW",
"LMT",
"RTX",
"NOC",
"CVX",
"XOM",
"JPM",
"UNH",
"NEE",
"TSLA",
"COIN",
"MSTR"
]
}Do not infer historical AI signals that were not generated point-in-time.
Reactions are currently unavailable
Metadata
Metadata
Assignees
Labels
long-horizon-shadowLong-horizon AI shadow signal request and reviewLong-horizon AI shadow signal request and review
Activity
quantcrossrepoautomation commentedon Sep 1, 2026
Codex Audit
Verdict
Updated the shadow artifact for issue #44 from the 2026-08-31 point-in-time context bundle.
Findings
Findings: None
Changes Made
Updated
data/output/latest_signal.jsonand addeddata/output/signal_history/2026-08-31.json. I leftdata/output/latest_signal.manifest.jsonunchanged because the SHA-256 checksum could not be recomputed in this restricted environment.Verification
Not run. Local shell execution is blocked in this environment, so I could not execute
python scripts/validate_latest_signal.py.Residual Risk
The artifact remains shadow-only and execution-blocked, but it still lacks issuer-level valuation, earnings, and balance-sheet review.
Created fix PR: #45
This PR is high-risk for unattended merge and requires human review.
high361data/output/latest_signal.jsondata/output/signal_history/2026-08-31.jsonAdded
human-review-requiredto the PR so operators can review it before merge.