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Long-horizon AI shadow signal: 2026-09-30 #53
Description
Long-Horizon Shadow Signal Request
- As of date:
2026-09-30 - 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": "2026-09-30",
"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": "2026-10-01T09:13:44.388168Z",
"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": "2026-09-30",
"drawdown_63d": -0.029922,
"latest_close": 611.76001,
"observations": 289,
"realized_vol_21d": 0.56121,
"returns": {
"126d": 2.007226,
"21d": 0.299626,
"252d": 2.791274,
"5d": -0.004637,
"63d": 0.131046
},
"sma": {
"200d": 370.567201,
"50d": 510.381803
},
"trend": "above_200d",
"volatility": "high"
},
"AMZN": {
"as_of": "2026-09-30",
"drawdown_63d": -0.122773,
"latest_close": 249.149994,
"observations": 289,
"realized_vol_21d": 0.218788,
"returns": {
"126d": 0.196284,
"21d": -0.040882,
"252d": 0.121439,
"5d": -0.000481,
"63d": 0.030823
},
"sma": {
"200d": 241.1078,
"50d": 256.119
},
"trend": "above_200d",
"volatility": "normal"
},
"AVGO": {
"as_of": "2026-09-30",
"drawdown_63d": -0.177507,
"latest_close": 351.190002,
"observations": 289,
"realized_vol_21d": 0.305256,
"returns": {
"126d": 0.13853,
"21d": -0.049982,
"252d": 0.078991,
"5d": -0.010704,
"63d": -0.04741
},
"sma": {
"200d": 366.238328,
"50d": 374.454211
},
"trend": "mixed",
"volatility": "elevated"
},
"BIL": {
"as_of": "2026-09-30",
"drawdown_63d": -0.000109,
"latest_close": 91.639999,
"observations": 289,
"realized_vol_21d": 0.002255,
"returns": {
"126d": 0.017903,
"21d": 0.002845,
"252d": 0.036613,
"5d": 0.000546,
"63d": 0.008702
},
"sma": {
"200d": 90.381509,
"50d": 91.341451
},
"trend": "above_200d",
"volatility": "normal"
},
"BOXX": {
"as_of": "2026-09-30",
"drawdown_63d": 0.0,
"latest_close": 118.389999,
"observations": 289,
"realized_vol_21d": 0.003718,
"returns": {
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"21d": 0.00271,
"252d": 0.040151,
"5d": 0.000761,
"63d": 0.010671
},
"sma": {
"200d": 116.6337,
"50d": 117.9687
},
"trend": "above_200d",
"volatility": "normal"
},
"COIN": {
"as_of": "2026-09-30",
"drawdown_63d": -0.07291,
"latest_close": 186.410004,
"observations": 289,
"realized_vol_21d": 0.854478,
"returns": {
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"21d": -0.00909,
"252d": -0.441869,
"5d": -0.059153,
"63d": 0.170623
},
"sma": {
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"50d": 171.9362
},
"trend": "mixed",
"volatility": "high"
},
"CRWD": {
"as_of": "2026-09-30",
"drawdown_63d": 0.0,
"latest_close": 264.75,
"observations": 289,
"realized_vol_21d": 0.698367,
"returns": {
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"21d": 0.146104,
"252d": 1.168083,
"5d": 0.00861,
"63d": 0.370448
},
"sma": {
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"50d": 216.5116
},
"trend": "above_200d",
"volatility": "high"
},
"CVX": {
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"latest_close": 204.210007,
"observations": 289,
"realized_vol_21d": 0.228975,
"returns": {
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"252d": 0.359749,
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"63d": 0.243239
},
"sma": {
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},
"trend": "above_200d",
"volatility": "elevated"
},
"DELL": {
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"drawdown_63d": -0.085741,
"latest_close": 537.950012,
"observations": 289,
"realized_vol_21d": 0.889885,
"returns": {
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"252d": 3.068747,
"5d": -0.021607,
"63d": 0.267111
},
"sma": {
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},
"trend": "above_200d",
"volatility": "high"
},
"DIA": {
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"realized_vol_21d": 0.114871,
"returns": {
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},
"sma": {
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"trend": "above_200d",
"volatility": "normal"
},
"GOOGL": {
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"latest_close": 344.079987,
"observations": 289,
"realized_vol_21d": 0.250963,
"returns": {
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"5d": 0.0185,
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},
"sma": {
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"trend": "above_200d",
"volatility": "elevated"
},
"INTC": {
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"latest_close": 120.230003,
"observations": 289,
"realized_vol_21d": 0.736354,
"returns": {
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},
"sma": {
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},
"trend": "above_200d",
"volatility": "high"
},
"IWM": {
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"drawdown_63d": -0.086775,
"latest_close": 277.890015,
"observations": 289,
"realized_vol_21d": 0.117497,
"returns": {
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},
"sma": {
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"trend": "above_200d",
"volatility": "normal"
},
"JPM": {
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"latest_close": 330.829987,
"observations": 289,
"realized_vol_21d": 0.189428,
"returns": {
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},
"sma": {
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},
"trend": "above_200d",
"volatility": "normal"
},
"LMT": {
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"latest_close": 509.25,
"observations": 289,
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"returns": {
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},
"sma": {
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},
"trend": "below_200d",
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},
"META": {
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"latest_close": 725.179993,
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"returns": {
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"sma": {
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},
"MSFT": {
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"latest_close": 512.900024,
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"returns": {
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"MSTR": {
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"returns": {
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"MU": {
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"returns": {
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"NEE": {
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"returns": {
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"NOC": {
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},
"NVDA": {
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"PANW": {
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"returns": {
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},
"QQQ": {
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"returns": {
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"RTX": {
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"returns": {
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"SMCI": {
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"returns": {
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},
"SOXX": {
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"SPY": {
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"returns": {
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},
"TQQQ": {
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"returns": {
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"TSLA": {
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"returns": {
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"trend": "below_200d",
"volatility": "high"
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"TSM": {
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"latest_close": 456.190002,
"observations": 289,
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"returns": {
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"sma": {
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"trend": "above_200d",
"volatility": "elevated"
},
"UNH": {
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"latest_close": 367.079987,
"observations": 289,
"realized_vol_21d": 0.196748,
"returns": {
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"sma": {
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"trend": "above_200d",
"volatility": "normal"
},
"VRT": {
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"latest_close": 241.309998,
"observations": 289,
"realized_vol_21d": 0.623351,
"returns": {
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"trend": "below_200d",
"volatility": "high"
},
"XLE": {
"as_of": "2026-09-30",
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"latest_close": 61.5,
"observations": 289,
"realized_vol_21d": 0.189971,
"returns": {
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"252d": 0.400963,
"5d": -0.013949,
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"sma": {
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"trend": "above_200d",
"volatility": "normal"
},
"XLF": {
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"drawdown_63d": -0.084887,
"latest_close": 53.400002,
"observations": 289,
"realized_vol_21d": 0.136676,
"returns": {
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"sma": {
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"trend": "above_200d",
"volatility": "normal"
},
"XLI": {
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"latest_close": 166.979996,
"observations": 289,
"realized_vol_21d": 0.129131,
"returns": {
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"252d": 0.103488,
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},
"sma": {
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},
"trend": "mixed",
"volatility": "normal"
},
"XLK": {
"as_of": "2026-09-30",
"drawdown_63d": -0.002649,
"latest_close": 195.75,
"observations": 289,
"realized_vol_21d": 0.185242,
"returns": {
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"21d": 0.050823,
"252d": 0.403732,
"5d": 0.002099,
"63d": 0.055805
},
"sma": {
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"50d": 185.344368
},
"trend": "above_200d",
"volatility": "normal"
},
"XLU": {
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"drawdown_63d": -0.141715,
"latest_close": 39.439999,
"observations": 289,
"realized_vol_21d": 0.142824,
"returns": {
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"21d": -0.0592,
"252d": -0.068117,
"5d": -0.007799,
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},
"sma": {
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"50d": 42.665877
},
"trend": "below_200d",
"volatility": "normal"
},
"XLV": {
"as_of": "2026-09-30",
"drawdown_63d": -0.037656,
"latest_close": 168.419998,
"observations": 289,
"realized_vol_21d": 0.139068,
"returns": {
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"252d": 0.260003,
"5d": -0.002251,
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},
"sma": {
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},
"trend": "above_200d",
"volatility": "normal"
},
"XOM": {
"as_of": "2026-09-30",
"drawdown_63d": -0.038802,
"latest_close": 162.75,
"observations": 289,
"realized_vol_21d": 0.254944,
"returns": {
"126d": -0.027964,
"21d": 0.011184,
"252d": 0.466179,
"5d": 0.009428,
"63d": 0.201965
},
"sma": {
"200d": 147.168892,
"50d": 159.847604
},
"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"
]
}Immutable Provenance Contract
Any new signal must update latest_signal.json and its sibling manifest in the same PR.
The manifest must use this v2 contract; v1 is legacy_untrusted and cannot authorize downstream use.
{
"artifact": {
"path": "data/output/latest_signal.json",
"sha256": "sha256 of exact latest_signal.json bytes"
},
"as_of": "copy exactly from signal",
"expires_at": "copy exactly from signal",
"generated_at": "copy exactly from signal",
"input_digest": "sha256:5804ca86c9d2561297868ca57b7fb58f07d6f0b0a9a7b5ee2dce0df7045717ff",
"manifest_type": "research_signal_context",
"mode": "copy exactly from signal",
"policy": {
"execution_allowed": false
},
"producer": {
"commit_sha": "ec24d345197799f19d5d315dbe2a95c07f7bf72c",
"repository": "QuantStrategyLab/ResearchSignalContextPipelines"
},
"schema_version": 2
}Do not add a publisher or publication self-commit field. Do not upgrade existing v1 artifacts by hand.
Do not infer historical AI signals that were not generated point-in-time.
Activity
quantcrossrepoautomation commentedon Oct 1, 2026
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