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Long-horizon AI shadow signal: 2026-08-31 #44

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Description

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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.json when 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": {
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        "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": {
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        "21d": 0.014736,
        "252d": 0.212346,
        "5d": 0.012629,
        "63d": 0.194828
      },
      "sma": {
        "200d": 315.014698,
        "50d": 346.876377
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      "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
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      "sma": {
        "200d": 551.15051,
        "50d": 551.063799
      },
      "trend": "mixed",
      "volatility": "elevated"
    },
    "META": {
      "as_of": "2026-08-31",
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      "returns": {
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      "trend": "below_200d",
      "volatility": "high"
    },
    "MSFT": {
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      "latest_close": 507.290009,
      "observations": 290,
      "realized_vol_21d": 0.266838,
      "returns": {
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        "21d": 0.093659,
        "252d": 0.003579,
        "5d": 0.041001,
        "63d": 0.103633
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      "trend": "above_200d",
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    },
    "MSTR": {
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      "trend": "below_200d",
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    },
    "MU": {
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      "returns": {
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      "trend": "above_200d",
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    "NEE": {
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      "returns": {
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      "trend": "below_200d",
      "volatility": "normal"
    },
    "NOC": {
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      "trend": "below_200d",
      "volatility": "elevated"
    },
    "NVDA": {
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      "returns": {
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      "sma": {
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      "trend": "above_200d",
      "volatility": "high"
    },
    "PANW": {
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      "observations": 289,
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      "returns": {
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        "252d": 1.036832,
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      "sma": {
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        "50d": 343.626
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      "trend": "above_200d",
      "volatility": "high"
    },
    "QQQ": {
      "as_of": "2026-08-31",
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      "latest_close": 716.76001,
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      "realized_vol_21d": 0.179107,
      "returns": {
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      "trend": "above_200d",
      "volatility": "normal"
    },
    "RTX": {
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      "returns": {
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      "volatility": "normal"
    },
    "SMCI": {
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      "sma": {
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      "trend": "above_200d",
      "volatility": "high"
    },
    "SOXX": {
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      "returns": {
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        "252d": 1.032963,
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        "63d": -0.10604
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      "sma": {
        "200d": 426.954595,
        "50d": 547.546203
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      "trend": "above_200d",
      "volatility": "high"
    },
    "SPY": {
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      "returns": {
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      "sma": {
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      "trend": "above_200d",
      "volatility": "normal"
    },
    "TQQQ": {
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      "latest_close": 71.919998,
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      "realized_vol_21d": 0.531977,
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      "sma": {
        "200d": 60.991123,
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      "trend": "above_200d",
      "volatility": "high"
    },
    "TSLA": {
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      "latest_close": 367.950012,
      "observations": 290,
      "realized_vol_21d": 0.412489,
      "returns": {
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        "5d": 0.054449,
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      "sma": {
        "200d": 400.57,
        "50d": 359.822998
      },
      "trend": "below_200d",
      "volatility": "high"
    },
    "TSM": {
      "as_of": "2026-08-31",
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      "latest_close": 415.320007,
      "observations": 290,
      "realized_vol_21d": 0.254557,
      "returns": {
        "126d": 0.131006,
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        "252d": 0.762342,
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      "sma": {
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        "50d": 422.4964
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      "trend": "above_200d",
      "volatility": "elevated"
    },
    "UNH": {
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      "realized_vol_21d": 0.208864,
      "returns": {
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        "5d": -0.001794,
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      "sma": {
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      "trend": "above_200d",
      "volatility": "normal"
    },
    "VRT": {
      "as_of": "2026-08-31",
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      "latest_close": 258.720001,
      "observations": 289,
      "realized_vol_21d": 0.572624,
      "returns": {
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        "252d": 1.002977,
        "5d": -0.012331,
        "63d": -0.180343
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      "sma": {
        "200d": 255.015743,
        "50d": 289.342
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      "trend": "above_200d",
      "volatility": "high"
    },
    "XLE": {
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      "drawdown_63d": 0.0,
      "latest_close": 63.959999,
      "observations": 290,
      "realized_vol_21d": 0.238303,
      "returns": {
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        "252d": 0.467252,
        "5d": 0.013469,
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      },
      "sma": {
        "200d": 53.968638,
        "50d": 58.3556
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      "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,
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      },
      "sma": {
        "200d": 53.102236,
        "50d": 56.523
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      "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.

Activity

  1. quantcrossrepoautomation commented on Sep 1, 2026

    @quantcrossrepoautomation

    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.json and added data/output/signal_history/2026-08-31.json. I left data/output/latest_signal.manifest.json unchanged 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.

    • Risk level: high
    • Changed lines: 361
    • Reasons:
      • invalid auto-merge policy schema requires human review
    • High-risk files:
      • data/output/latest_signal.json
      • data/output/signal_history/2026-08-31.json

    Added human-review-required to the PR so operators can review it before merge.

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