{
  "name": "Recovery-6 v1 later-period diagnostic reproduction",
  "verified_on": "2026-09-08",
  "input_data_as_of": "2026-09-07",
  "model_sha256": "f7fddf132c07b9fb90cf47999502c6c85ccbb24163d83150afef9c4ec6bf6093",
  "method": "First Monday of each calendar month from January 2023 through September 2025; only complete 365-day paths. Utility = ln(P_end/P_entry) + 0.75*ln(min(P_entry, P_next_1d, ..., P_next_365d)/P_entry). +40% before -20% uses the first completed daily close reaching either barrier. Quartile thresholds use linear interpolation; include scores <= Q1 and >= Q3. No fees, slippage or taxes.",
  "limitations": [
    "Reproduced using the currently stored price history, not original real-time data vintages.",
    "The 33 outcomes overlap substantially and are not 33 independent bets.",
    "This reproduction verifies published aggregate calculations, not the original 77-model selection process or prospective validity."
  ],
  "metrics": {
    "n": 33,
    "spearman_score_vs_utility": 0.6758021390374332,
    "spearman_score_vs_return": 0.7322860962566845,
    "roc_auc": 0.8264462809917357,
    "top_quartile_median_return": 1.1585429365464446,
    "bottom_quartile_median_return": -0.08919417638571081,
    "top_quartile_n": 9,
    "bottom_quartile_n": 9
  },
  "observations": [
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      "date": "2023-01-02",
      "end_date": "2024-01-02",
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    {
      "date": "2023-02-06",
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  ],
  "metadata_corrections": [
    {
      "date": "2026-09-08",
      "field": "model_sha256",
      "note": "Corrected checksum to match the bytes of the original downloadable model file. Model parameters and score values are unchanged."
    }
  ]
}