{ "schema": "canli.alphac-sleeve-atlas.v2", "as_of": "2026-08-16", "objective": { "target_total_sleeves": 14, "minimum_new_sleeves": 10, "portfolio_sharpe_target": [ 2.0, 2.5 ], "portfolio_max_drawdown_target": 0.11, "targets_are_promises": false }, "governance": { "stage": "taxonomy_before_returns", "cells_per_family": 6, "family_wise_accounting": true, "cell_is_independent_trial": false, "return_admission": "prohibited until literature, PIT lineage, execution, overlap and preregistration gates pass", "novelty_registry": "config/sleeve_family_lineage.json", "novelty_is_performance_evidence": false }, "summary": { "families": 40, "cells": 240, "asset_groups": 20, "return_data_opened": 0, "return_hypotheses_spent": 0, "family_return_data_opened": 1, "family_return_hypotheses_spent": 1, "lineage_classifications": { "ACTIVE_FEASIBILITY": 6, "DUPLICATE_OVERLAP": 7, "IDENTITY_REDESIGN_REQUIRED": 2, "NOVEL_ATLAS": 20, "RETIRED_KILLED": 5 } }, "lineage_claim_boundary": "This registry governs novelty only. A NOVEL_ATLAS label means no documented identity-level match was found in the enumerated internal ledgers; it is not evidence of economic novelty, performance, or admission.", "current_sleeves": [ { "id": "alphaforge", "aliases": [ "crypto_carry_wk" ], "mechanism": "crypto funding-rate carry" }, { "id": "alphamax", "aliases": [ "k30_dn_63" ], "mechanism": "US equity cross-sectional momentum" }, { "id": "managed_futures", "aliases": [ "AlphaTrend" ], "mechanism": "multi-asset time-series momentum" }, { "id": "alphavintage", "aliases": [ "AlphaVintage" ], "mechanism": "PIT CPI-surprise equity size spread" } ], "families": [ { "id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universes": [ "us_large_mid", "us_small_mid" ], "horizons": [ "21d", "63d", "126d" ], "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "return_outcome": { "return_data_opened": true, "return_hypotheses_spent": 1, "return_identity_id": "earnings_narrative_change_v1", "verdict": "KILL", "result": "artifacts/probe/earnings_narrative_change/result.json", "technically_eligible": false } }, { "id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universes": [ "us_large_mid", "developed_ex_us" ], "horizons": [ "21d", "63d", "126d" ], "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universes": [ "us_cash_deals", "developed_cash_deals" ], "horizons": [ "5d", "21d", "to_resolution" ], "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universes": [ "us_issuer_tenders", "us_third_party_tenders" ], "horizons": [ "5d", "21d", "to_expiry" ], "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universes": [ "us_large_indices", "global_developed_indices" ], "horizons": [ "1d", "5d", "to_effective" ], "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universes": [ "us_all_cap", "us_small_mid" ], "horizons": [ "21d", "63d", "126d" ], "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universes": [ "us_spinoffs", "developed_spinoffs" ], "horizons": [ "5d", "63d", "252d" ], "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universes": [ "us_large_mid", "us_small_mid" ], "horizons": [ "21d", "63d", "252d" ], "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universes": [ "us_public_network", "global_developed_network" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universes": [ "us_easy_to_borrow", "us_hard_to_borrow" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universes": [ "us_large_mid", "us_small_mid" ], "horizons": [ "10d", "21d", "42d" ], "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "return_outcome": null }, { "id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universes": [ "us_equity_cef", "us_bond_cef" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "return_outcome": null }, { "id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universes": [ "us_ig_etf", "us_hy_etf" ], "horizons": [ "intraday", "1d", "5d" ], "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universes": [ "us_ig_issuers", "us_hy_issuers" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universes": [ "us_corporates", "global_developed_corporates" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universes": [ "us_ig_muni", "us_high_yield_muni" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universes": [ "spx_top50", "spx_sector_baskets" ], "horizons": [ "7d", "30d", "60d" ], "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "return_outcome": null }, { "id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universes": [ "spx_index", "liquid_single_names" ], "horizons": [ "7d", "30d", "60d" ], "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "return_outcome": null }, { "id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universes": [ "spx_index", "liquid_sector_etfs" ], "horizons": [ "7d_30d", "30d_60d", "60d_90d" ], "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "return_outcome": null }, { "id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universes": [ "spx_0dte", "liquid_single_names" ], "horizons": [ "intraday", "1d", "5d" ], "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universes": [ "vix_front", "vix_midcurve" ], "horizons": [ "1d", "5d", "21d" ], "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "return_outcome": null }, { "id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universes": [ "ust_2y_5y", "ust_7y_30y" ], "horizons": [ "1d", "3d", "5d" ], "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universes": [ "es_futures", "spy_proxy" ], "horizons": [ "2h", "6h", "1d" ], "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "return_outcome": null }, { "id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universes": [ "usd_2y_5y", "usd_10y_30y" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universes": [ "tips_2y_5y", "tips_5y_10y" ], "horizons": [ "21d", "63d", "126d" ], "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universes": [ "ust_5y_10y", "agency_mbs_proxy" ], "horizons": [ "1d", "5d", "21d" ], "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universes": [ "g10_short_tenor", "g10_long_tenor" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universes": [ "g10", "liquid_em" ], "horizons": [ "7d", "30d", "90d" ], "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universes": [ "energy_metals", "agriculture_livestock" ], "horizons": [ "7d", "28d", "84d" ], "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "return_outcome": null }, { "id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universes": [ "energy_metals", "agriculture" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "return_outcome": null }, { "id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universes": [ "pjm_ercot", "miso_isone" ], "horizons": [ "day_ahead", "7d", "28d" ], "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universes": [ "henry_hub", "regional_gas" ], "horizons": [ "1d", "7d", "28d" ], "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "return_outcome": null }, { "id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universes": [ "eu_ets", "uk_california" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universes": [ "dry_bulk", "tanker_container" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universes": [ "btc_eth", "liquid_alt_perps" ], "horizons": [ "15m", "4h", "1d" ], "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universes": [ "btc_eth", "stablecoin_pairs" ], "horizons": [ "1h", "1d", "7d" ], "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "return_outcome": null }, { "id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universes": [ "usdc_usd_centralized", "usdc_usd_onchain" ], "horizons": [ "intraday", "1d", "to_fiat_settlement" ], "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "return_outcome": null }, { "id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universes": [ "btc_options", "eth_options" ], "horizons": [ "7d", "30d", "60d" ], "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "return_outcome": null }, { "id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universes": [ "us_wind_exposed", "global_multi_peril" ], "horizons": [ "monthly", "quarterly", "annual" ], "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null }, { "id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universes": [ "liquid_em_ig", "liquid_em_hy" ], "horizons": [ "5d", "21d", "63d" ], "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "return_outcome": null } ], "cells": [ { "id": "earnings_narrative_change__us_large_mid__21d", "family_id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universe": "us_large_mid", "horizon": "21d", "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "screen_state": "FAMILY_KILLED_EXACT_CELL_UNTESTED", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "earnings_narrative_change" }, { "id": "earnings_narrative_change__us_large_mid__63d", "family_id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universe": "us_large_mid", "horizon": "63d", "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "screen_state": "FAMILY_KILLED_EXACT_CELL_UNTESTED", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "earnings_narrative_change" }, { "id": "earnings_narrative_change__us_large_mid__126d", "family_id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universe": "us_large_mid", "horizon": "126d", "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "screen_state": "FAMILY_KILLED_EXACT_CELL_UNTESTED", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "earnings_narrative_change" }, { "id": "earnings_narrative_change__us_small_mid__21d", "family_id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universe": "us_small_mid", "horizon": "21d", "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "screen_state": "FAMILY_KILLED_EXACT_CELL_UNTESTED", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "earnings_narrative_change" }, { "id": "earnings_narrative_change__us_small_mid__63d", "family_id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universe": "us_small_mid", "horizon": "63d", "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "screen_state": "FAMILY_KILLED_EXACT_CELL_UNTESTED", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "earnings_narrative_change" }, { "id": "earnings_narrative_change__us_small_mid__126d", "family_id": "earnings_narrative_change", "asset_group": "equity", "mechanism": "filing-language change residualized to surprise and momentum", "universe": "us_small_mid", "horizon": "126d", "point_in_time_data": "SEC filing acceptance time and immutable text", "execution_model": "next eligible open, beta/sector neutral", "primary_friction": "open spread, delistings, corporate actions", "overlap_guard": "AlphaMax and earnings-event beta", "literature_status": "SOURCE_REVIEWED", "program_status": "RETIRED_KILLED", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/PREREG_EARNINGS_NARRATIVE_CHANGE.md", "artifacts/probe/earnings_narrative_change/result.json" ], "forward_experiment": null, "screen_state": "FAMILY_KILLED_EXACT_CELL_UNTESTED", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "earnings_narrative_change" }, { "id": "analyst_revision_drift__us_large_mid__21d", "family_id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universe": "us_large_mid", "horizon": "21d", "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "analyst_revision_drift" }, { "id": "analyst_revision_drift__us_large_mid__63d", "family_id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universe": "us_large_mid", "horizon": "63d", "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "analyst_revision_drift" }, { "id": "analyst_revision_drift__us_large_mid__126d", "family_id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universe": "us_large_mid", "horizon": "126d", "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "analyst_revision_drift" }, { "id": "analyst_revision_drift__developed_ex_us__21d", "family_id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universe": "developed_ex_us", "horizon": "21d", "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "analyst_revision_drift" }, { "id": "analyst_revision_drift__developed_ex_us__63d", "family_id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universe": "developed_ex_us", "horizon": "63d", "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "analyst_revision_drift" }, { "id": "analyst_revision_drift__developed_ex_us__126d", "family_id": "analyst_revision_drift", "asset_group": "equity", "mechanism": "as-of consensus revision diffusion", "universe": "developed_ex_us", "horizon": "126d", "point_in_time_data": "contributor-level as-of estimate history", "execution_model": "next open after timestamp, sector neutral", "primary_friction": "timestamp latency, crowding, borrow", "overlap_guard": "earnings surprise and price momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "analyst_revision_drift" }, { "id": "merger_arbitrage__us_cash_deals__5d", "family_id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universe": "us_cash_deals", "horizon": "5d", "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "merger_arbitrage" }, { "id": "merger_arbitrage__us_cash_deals__21d", "family_id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universe": "us_cash_deals", "horizon": "21d", "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "merger_arbitrage" }, { "id": "merger_arbitrage__us_cash_deals__to_resolution", "family_id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universe": "us_cash_deals", "horizon": "to_resolution", "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "merger_arbitrage" }, { "id": "merger_arbitrage__developed_cash_deals__5d", "family_id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universe": "developed_cash_deals", "horizon": "5d", "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "merger_arbitrage" }, { "id": "merger_arbitrage__developed_cash_deals__21d", "family_id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universe": "developed_cash_deals", "horizon": "21d", "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "merger_arbitrage" }, { "id": "merger_arbitrage__developed_cash_deals__to_resolution", "family_id": "merger_arbitrage", "asset_group": "event_equity", "mechanism": "announced cash-deal spread convergence", "universe": "developed_cash_deals", "horizon": "to_resolution", "point_in_time_data": "deal terms, amendments and outcomes as known", "execution_model": "deal basket with break-risk cap", "primary_friction": "break gaps, borrow, partial fills", "overlap_guard": "market beta and generic value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "merger_arbitrage" }, { "id": "tender_offer_spread__us_issuer_tenders__5d", "family_id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universe": "us_issuer_tenders", "horizon": "5d", "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "tender_offer_spread" }, { "id": "tender_offer_spread__us_issuer_tenders__21d", "family_id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universe": "us_issuer_tenders", "horizon": "21d", "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "tender_offer_spread" }, { "id": "tender_offer_spread__us_issuer_tenders__to_expiry", "family_id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universe": "us_issuer_tenders", "horizon": "to_expiry", "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "tender_offer_spread" }, { "id": "tender_offer_spread__us_third_party_tenders__5d", "family_id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universe": "us_third_party_tenders", "horizon": "5d", "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "tender_offer_spread" }, { "id": "tender_offer_spread__us_third_party_tenders__21d", "family_id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universe": "us_third_party_tenders", "horizon": "21d", "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "tender_offer_spread" }, { "id": "tender_offer_spread__us_third_party_tenders__to_expiry", "family_id": "tender_offer_spread", "asset_group": "event_equity", "mechanism": "fixed-price tender convergence", "universe": "us_third_party_tenders", "horizon": "to_expiry", "point_in_time_data": "SC TO and recommendation documents by acceptance time", "execution_model": "proration-aware event basket", "primary_friction": "proration, withdrawal, odd-lot constraints", "overlap_guard": "merger arbitrage", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "tender_offer_spread" }, { "id": "index_reconstitution_flow__us_large_indices__1d", "family_id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universe": "us_large_indices", "horizon": "1d", "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "index_reconstitution_flow" }, { "id": "index_reconstitution_flow__us_large_indices__5d", "family_id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universe": "us_large_indices", "horizon": "5d", "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "index_reconstitution_flow" }, { "id": "index_reconstitution_flow__us_large_indices__to_effective", "family_id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universe": "us_large_indices", "horizon": "to_effective", "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "index_reconstitution_flow" }, { "id": "index_reconstitution_flow__global_developed_indices__1d", "family_id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universe": "global_developed_indices", "horizon": "1d", "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "index_reconstitution_flow" }, { "id": "index_reconstitution_flow__global_developed_indices__5d", "family_id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universe": "global_developed_indices", "horizon": "5d", "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "index_reconstitution_flow" }, { "id": "index_reconstitution_flow__global_developed_indices__to_effective", "family_id": "index_reconstitution_flow", "asset_group": "event_equity", "mechanism": "forced benchmark demand between announcement and effective date", "universe": "global_developed_indices", "horizon": "to_effective", "point_in_time_data": "point-in-time announcements, float and weights", "execution_model": "auction-aware long/short basket", "primary_friction": "closing-auction impact and crowding", "overlap_guard": "ordinary momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "index_reconstitution_flow" }, { "id": "active_ownership_escalation__us_all_cap__21d", "family_id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universe": "us_all_cap", "horizon": "21d", "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "active_ownership_escalation" }, { "id": "active_ownership_escalation__us_all_cap__63d", "family_id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universe": "us_all_cap", "horizon": "63d", "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "active_ownership_escalation" }, { "id": "active_ownership_escalation__us_all_cap__126d", "family_id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universe": "us_all_cap", "horizon": "126d", "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "active_ownership_escalation" }, { "id": "active_ownership_escalation__us_small_mid__21d", "family_id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universe": "us_small_mid", "horizon": "21d", "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "active_ownership_escalation" }, { "id": "active_ownership_escalation__us_small_mid__63d", "family_id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universe": "us_small_mid", "horizon": "63d", "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "active_ownership_escalation" }, { "id": "active_ownership_escalation__us_small_mid__126d", "family_id": "active_ownership_escalation", "asset_group": "event_equity", "mechanism": "specific Schedule 13D control intent", "universe": "us_small_mid", "horizon": "126d", "point_in_time_data": "13D/13D-A state and Item 4 at acceptance time", "execution_model": "next-open diversified target basket", "primary_friction": "gaps, liquidity, amendments", "overlap_guard": "small-cap value and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "active_ownership_escalation" }, { "id": "spin_off_dislocation__us_spinoffs__5d", "family_id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universe": "us_spinoffs", "horizon": "5d", "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "spin_off_dislocation" }, { "id": "spin_off_dislocation__us_spinoffs__63d", "family_id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universe": "us_spinoffs", "horizon": "63d", "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "spin_off_dislocation" }, { "id": "spin_off_dislocation__us_spinoffs__252d", "family_id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universe": "us_spinoffs", "horizon": "252d", "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "spin_off_dislocation" }, { "id": "spin_off_dislocation__developed_spinoffs__5d", "family_id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universe": "developed_spinoffs", "horizon": "5d", "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "spin_off_dislocation" }, { "id": "spin_off_dislocation__developed_spinoffs__63d", "family_id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universe": "developed_spinoffs", "horizon": "63d", "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "spin_off_dislocation" }, { "id": "spin_off_dislocation__developed_spinoffs__252d", "family_id": "spin_off_dislocation", "asset_group": "event_equity", "mechanism": "forced selling and information gaps around separations", "universe": "developed_spinoffs", "horizon": "252d", "point_in_time_data": "Form 10/8-K terms and when-issued lineage", "execution_model": "parent/stub and child baskets", "primary_friction": "when-issued liquidity, borrow, basis", "overlap_guard": "size, value and issuance", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DISLOCATION.md", "docs/design/FEASIBILITY_SPIN_OFF_DOCUMENT_SCHEMA.md", "artifacts/feasibility/spin_off_dislocation/document_schema_result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "spin_off_dislocation" }, { "id": "repurchase_issuance_flow__us_large_mid__21d", "family_id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universe": "us_large_mid", "horizon": "21d", "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "repurchase_issuance_flow" }, { "id": "repurchase_issuance_flow__us_large_mid__63d", "family_id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universe": "us_large_mid", "horizon": "63d", "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "repurchase_issuance_flow" }, { "id": "repurchase_issuance_flow__us_large_mid__252d", "family_id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universe": "us_large_mid", "horizon": "252d", "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "repurchase_issuance_flow" }, { "id": "repurchase_issuance_flow__us_small_mid__21d", "family_id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universe": "us_small_mid", "horizon": "21d", "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "repurchase_issuance_flow" }, { "id": "repurchase_issuance_flow__us_small_mid__63d", "family_id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universe": "us_small_mid", "horizon": "63d", "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "repurchase_issuance_flow" }, { "id": "repurchase_issuance_flow__us_small_mid__252d", "family_id": "repurchase_issuance_flow", "asset_group": "equity", "mechanism": "net corporate equity demand from completed repurchases versus issuance", "universe": "us_small_mid", "horizon": "252d", "point_in_time_data": "filing-time shares, offerings and completed repurchases", "execution_model": "sector-neutral cross-section", "primary_friction": "reporting lag, liquidity, borrow", "overlap_guard": "value, profitability and momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "eq_net_issuance" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:eq_net_issuance", "docs/design/LITERATURE_REPURCHASE_ISSUANCE_FLOW.md", "docs/design/FEASIBILITY_REPURCHASE_ISSUANCE_FLOW.md", "artifacts/feasibility/repurchase_issuance_flow/identity_overlap_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "repurchase_issuance_flow" }, { "id": "customer_supplier_propagation__us_public_network__5d", "family_id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universe": "us_public_network", "horizon": "5d", "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "customer_supplier_propagation" }, { "id": "customer_supplier_propagation__us_public_network__21d", "family_id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universe": "us_public_network", "horizon": "21d", "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "customer_supplier_propagation" }, { "id": "customer_supplier_propagation__us_public_network__63d", "family_id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universe": "us_public_network", "horizon": "63d", "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "customer_supplier_propagation" }, { "id": "customer_supplier_propagation__global_developed_network__5d", "family_id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universe": "global_developed_network", "horizon": "5d", "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "customer_supplier_propagation" }, { "id": "customer_supplier_propagation__global_developed_network__21d", "family_id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universe": "global_developed_network", "horizon": "21d", "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "customer_supplier_propagation" }, { "id": "customer_supplier_propagation__global_developed_network__63d", "family_id": "customer_supplier_propagation", "asset_group": "equity_network", "mechanism": "idiosyncratic shocks propagating through production links", "universe": "global_developed_network", "horizon": "63d", "point_in_time_data": "point-in-time named relationships and filing times", "execution_model": "network-residualized basket", "primary_friction": "stale links, concentration, open gaps", "overlap_guard": "industry and price momentum", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_CUSTOMER_SUPPLIER_PROPAGATION.md", "docs/design/FEASIBILITY_CUSTOMER_SUPPLIER_PROPAGATION.md", "artifacts/feasibility/customer_supplier_propagation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "customer_supplier_propagation" }, { "id": "securities_lending_supply__us_easy_to_borrow__5d", "family_id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universe": "us_easy_to_borrow", "horizon": "5d", "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "securities_lending_supply" }, { "id": "securities_lending_supply__us_easy_to_borrow__21d", "family_id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universe": "us_easy_to_borrow", "horizon": "21d", "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "securities_lending_supply" }, { "id": "securities_lending_supply__us_easy_to_borrow__63d", "family_id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universe": "us_easy_to_borrow", "horizon": "63d", "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "securities_lending_supply" }, { "id": "securities_lending_supply__us_hard_to_borrow__5d", "family_id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universe": "us_hard_to_borrow", "horizon": "5d", "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "securities_lending_supply" }, { "id": "securities_lending_supply__us_hard_to_borrow__21d", "family_id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universe": "us_hard_to_borrow", "horizon": "21d", "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "securities_lending_supply" }, { "id": "securities_lending_supply__us_hard_to_borrow__63d", "family_id": "securities_lending_supply", "asset_group": "equity_short", "mechanism": "borrow-fee and utilization changes from constrained supply", "universe": "us_hard_to_borrow", "horizon": "63d", "point_in_time_data": "historical fees, availability, locates and recalls", "execution_model": "availability-capped long/short basket", "primary_friction": "recalls, locate failure, fee jumps", "overlap_guard": "short interest and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "securities_lending_supply" }, { "id": "short_interest_revision__us_large_mid__10d", "family_id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universe": "us_large_mid", "horizon": "10d", "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "short_interest_revision" }, { "id": "short_interest_revision__us_large_mid__21d", "family_id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universe": "us_large_mid", "horizon": "21d", "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "short_interest_revision" }, { "id": "short_interest_revision__us_large_mid__42d", "family_id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universe": "us_large_mid", "horizon": "42d", "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "short_interest_revision" }, { "id": "short_interest_revision__us_small_mid__10d", "family_id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universe": "us_small_mid", "horizon": "10d", "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "short_interest_revision" }, { "id": "short_interest_revision__us_small_mid__21d", "family_id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universe": "us_small_mid", "horizon": "21d", "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "short_interest_revision" }, { "id": "short_interest_revision__us_small_mid__42d", "family_id": "short_interest_revision", "asset_group": "equity_short", "mechanism": "publication-aware changes in short positioning", "universe": "us_small_mid", "horizon": "42d", "point_in_time_data": "exchange publication dates and settlement lags", "execution_model": "beta/sector-neutral basket", "primary_friction": "borrow availability and squeeze gaps", "overlap_guard": "securities lending and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "equity_short_interest_dtc" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_short_interest_dtc" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "short_interest_revision" }, { "id": "closed_end_fund_discount__us_equity_cef__5d", "family_id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universe": "us_equity_cef", "horizon": "5d", "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "closed_end_fund_discount" }, { "id": "closed_end_fund_discount__us_equity_cef__21d", "family_id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universe": "us_equity_cef", "horizon": "21d", "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "closed_end_fund_discount" }, { "id": "closed_end_fund_discount__us_equity_cef__63d", "family_id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universe": "us_equity_cef", "horizon": "63d", "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "closed_end_fund_discount" }, { "id": "closed_end_fund_discount__us_bond_cef__5d", "family_id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universe": "us_bond_cef", "horizon": "5d", "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "closed_end_fund_discount" }, { "id": "closed_end_fund_discount__us_bond_cef__21d", "family_id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universe": "us_bond_cef", "horizon": "21d", "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "closed_end_fund_discount" }, { "id": "closed_end_fund_discount__us_bond_cef__63d", "family_id": "closed_end_fund_discount", "asset_group": "fund_relative_value", "mechanism": "published NAV discount mean reversion", "universe": "us_bond_cef", "horizon": "63d", "point_in_time_data": "NAV publication time, distributions and reorganizations", "execution_model": "discount-ranked hedged basket", "primary_friction": "stale NAV, spread, leverage events", "overlap_guard": "credit beta and value", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cef_discount" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cef_discount" ], "forward_experiment": { "status": "FORWARD_ONLY", "evaluation": "~2027-07-19 after at least 48 weekly observations", "source": "scripts/probe_cef_discount.py" }, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "closed_end_fund_discount" }, { "id": "bond_etf_nav_dislocation__us_ig_etf__intraday", "family_id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universe": "us_ig_etf", "horizon": "intraday", "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "bond_etf_nav_dislocation" }, { "id": "bond_etf_nav_dislocation__us_ig_etf__1d", "family_id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universe": "us_ig_etf", "horizon": "1d", "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "bond_etf_nav_dislocation" }, { "id": "bond_etf_nav_dislocation__us_ig_etf__5d", "family_id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universe": "us_ig_etf", "horizon": "5d", "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "bond_etf_nav_dislocation" }, { "id": "bond_etf_nav_dislocation__us_hy_etf__intraday", "family_id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universe": "us_hy_etf", "horizon": "intraday", "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "bond_etf_nav_dislocation" }, { "id": "bond_etf_nav_dislocation__us_hy_etf__1d", "family_id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universe": "us_hy_etf", "horizon": "1d", "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "bond_etf_nav_dislocation" }, { "id": "bond_etf_nav_dislocation__us_hy_etf__5d", "family_id": "bond_etf_nav_dislocation", "asset_group": "credit", "mechanism": "ETF price versus executable underlying-value dislocation", "universe": "us_hy_etf", "horizon": "5d", "point_in_time_data": "timestamped basket, evaluated prices and TRACE prints", "execution_model": "secondary-market ETF execution only", "primary_friction": "stale marks, AP asymmetry, crisis spreads", "overlap_guard": "credit beta and liquidity beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "docs/design/LITERATURE_BOND_ETF_NAV_DISLOCATION.md", "docs/design/FEASIBILITY_BOND_ETF_NAV_DISLOCATION.md", "artifacts/feasibility/bond_etf_nav_dislocation/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "bond_etf_nav_dislocation" }, { "id": "credit_equity_relative_value__us_ig_issuers__5d", "family_id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universe": "us_ig_issuers", "horizon": "5d", "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "credit_equity_relative_value" }, { "id": "credit_equity_relative_value__us_ig_issuers__21d", "family_id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universe": "us_ig_issuers", "horizon": "21d", "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "credit_equity_relative_value" }, { "id": "credit_equity_relative_value__us_ig_issuers__63d", "family_id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universe": "us_ig_issuers", "horizon": "63d", "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "credit_equity_relative_value" }, { "id": "credit_equity_relative_value__us_hy_issuers__5d", "family_id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universe": "us_hy_issuers", "horizon": "5d", "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "credit_equity_relative_value" }, { "id": "credit_equity_relative_value__us_hy_issuers__21d", "family_id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universe": "us_hy_issuers", "horizon": "21d", "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "credit_equity_relative_value" }, { "id": "credit_equity_relative_value__us_hy_issuers__63d", "family_id": "credit_equity_relative_value", "asset_group": "credit", "mechanism": "issuer equity-credit dislocation after common-risk neutralization", "universe": "us_hy_issuers", "horizon": "63d", "point_in_time_data": "PIT issuer mapping, bond prices and corporate actions", "execution_model": "liquidity-capped matched issuer basket", "primary_friction": "TRACE liquidity, borrow, duration hedge", "overlap_guard": "quality, distress and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "credit_equity_relative_value" }, { "id": "fallen_angel_flow__us_corporates__5d", "family_id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universe": "us_corporates", "horizon": "5d", "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fallen_angel_flow" }, { "id": "fallen_angel_flow__us_corporates__21d", "family_id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universe": "us_corporates", "horizon": "21d", "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fallen_angel_flow" }, { "id": "fallen_angel_flow__us_corporates__63d", "family_id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universe": "us_corporates", "horizon": "63d", "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fallen_angel_flow" }, { "id": "fallen_angel_flow__global_developed_corporates__5d", "family_id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universe": "global_developed_corporates", "horizon": "5d", "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fallen_angel_flow" }, { "id": "fallen_angel_flow__global_developed_corporates__21d", "family_id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universe": "global_developed_corporates", "horizon": "21d", "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fallen_angel_flow" }, { "id": "fallen_angel_flow__global_developed_corporates__63d", "family_id": "fallen_angel_flow", "asset_group": "credit", "mechanism": "forced selling around investment-grade downgrades", "universe": "global_developed_corporates", "horizon": "63d", "point_in_time_data": "rating action timestamps and index eligibility", "execution_model": "bond/ETF proxy basket with duration hedge", "primary_friction": "dealer inventory, index timing, bid-ask", "overlap_guard": "credit momentum and quality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fallen_angel_flow" }, { "id": "municipal_taxable_basis__us_ig_muni__5d", "family_id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universe": "us_ig_muni", "horizon": "5d", "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "municipal_taxable_basis" }, { "id": "municipal_taxable_basis__us_ig_muni__21d", "family_id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universe": "us_ig_muni", "horizon": "21d", "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "municipal_taxable_basis" }, { "id": "municipal_taxable_basis__us_ig_muni__63d", "family_id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universe": "us_ig_muni", "horizon": "63d", "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "municipal_taxable_basis" }, { "id": "municipal_taxable_basis__us_high_yield_muni__5d", "family_id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universe": "us_high_yield_muni", "horizon": "5d", "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "municipal_taxable_basis" }, { "id": "municipal_taxable_basis__us_high_yield_muni__21d", "family_id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universe": "us_high_yield_muni", "horizon": "21d", "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "municipal_taxable_basis" }, { "id": "municipal_taxable_basis__us_high_yield_muni__63d", "family_id": "municipal_taxable_basis", "asset_group": "credit", "mechanism": "tax-adjusted municipal versus Treasury/credit dislocation", "universe": "us_high_yield_muni", "horizon": "63d", "point_in_time_data": "MSRB prints, calls, tax and reference data", "execution_model": "duration/quality-matched basket", "primary_friction": "sparse prints, mark staleness, calls", "overlap_guard": "duration and generic credit", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "municipal_taxable_basis" }, { "id": "options_dispersion__spx_top50__7d", "family_id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universe": "spx_top50", "horizon": "7d", "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_dispersion" }, { "id": "options_dispersion__spx_top50__30d", "family_id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universe": "spx_top50", "horizon": "30d", "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_dispersion" }, { "id": "options_dispersion__spx_top50__60d", "family_id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universe": "spx_top50", "horizon": "60d", "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_dispersion" }, { "id": "options_dispersion__spx_sector_baskets__7d", "family_id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universe": "spx_sector_baskets", "horizon": "7d", "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_dispersion" }, { "id": "options_dispersion__spx_sector_baskets__30d", "family_id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universe": "spx_sector_baskets", "horizon": "30d", "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_dispersion" }, { "id": "options_dispersion__spx_sector_baskets__60d", "family_id": "options_dispersion", "asset_group": "equity_options", "mechanism": "index versus constituent implied-correlation dispersion", "universe": "spx_sector_baskets", "horizon": "60d", "point_in_time_data": "historical surfaces and membership at quote time", "execution_model": "defined-loss delta-hedged option book", "primary_friction": "multi-leg spread, impact, gap hedging", "overlap_guard": "short index variance", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:options_dispersion", "docs/design/LITERATURE_OPTIONS_DISPERSION.md", "docs/design/FEASIBILITY_OPTIONS_DISPERSION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_dispersion" }, { "id": "options_skew_carry__spx_index__7d", "family_id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universe": "spx_index", "horizon": "7d", "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_skew_carry" }, { "id": "options_skew_carry__spx_index__30d", "family_id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universe": "spx_index", "horizon": "30d", "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_skew_carry" }, { "id": "options_skew_carry__spx_index__60d", "family_id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universe": "spx_index", "horizon": "60d", "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_skew_carry" }, { "id": "options_skew_carry__liquid_single_names__7d", "family_id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universe": "liquid_single_names", "horizon": "7d", "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_skew_carry" }, { "id": "options_skew_carry__liquid_single_names__30d", "family_id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universe": "liquid_single_names", "horizon": "30d", "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_skew_carry" }, { "id": "options_skew_carry__liquid_single_names__60d", "family_id": "options_skew_carry", "asset_group": "equity_options", "mechanism": "cross-sectional downside skew compensation", "universe": "liquid_single_names", "horizon": "60d", "point_in_time_data": "quote-level surfaces, dividends and actions", "execution_model": "defined-risk verticals with hedge ledger", "primary_friction": "wing liquidity, jumps, assignment", "overlap_guard": "variance premium and equity beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_skew_carry" }, { "id": "options_term_structure__spx_index__7d_30d", "family_id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universe": "spx_index", "horizon": "7d_30d", "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_term_structure" }, { "id": "options_term_structure__spx_index__30d_60d", "family_id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universe": "spx_index", "horizon": "30d_60d", "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_term_structure" }, { "id": "options_term_structure__spx_index__60d_90d", "family_id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universe": "spx_index", "horizon": "60d_90d", "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_term_structure" }, { "id": "options_term_structure__liquid_sector_etfs__7d_30d", "family_id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universe": "liquid_sector_etfs", "horizon": "7d_30d", "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_term_structure" }, { "id": "options_term_structure__liquid_sector_etfs__30d_60d", "family_id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universe": "liquid_sector_etfs", "horizon": "30d_60d", "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_term_structure" }, { "id": "options_term_structure__liquid_sector_etfs__60d_90d", "family_id": "options_term_structure", "asset_group": "equity_options", "mechanism": "relative option variance across maturities", "universe": "liquid_sector_etfs", "horizon": "60d_90d", "point_in_time_data": "synchronized surfaces and forward dividends", "execution_model": "vega/gamma-balanced calendars", "primary_friction": "calendar spread fills and gap vega", "overlap_guard": "variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "options_term_structure" }, { "id": "dealer_gamma_pressure__spx_0dte__intraday", "family_id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universe": "spx_0dte", "horizon": "intraday", "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "dealer_gamma_pressure" }, { "id": "dealer_gamma_pressure__spx_0dte__1d", "family_id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universe": "spx_0dte", "horizon": "1d", "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "dealer_gamma_pressure" }, { "id": "dealer_gamma_pressure__spx_0dte__5d", "family_id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universe": "spx_0dte", "horizon": "5d", "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "dealer_gamma_pressure" }, { "id": "dealer_gamma_pressure__liquid_single_names__intraday", "family_id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universe": "liquid_single_names", "horizon": "intraday", "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "dealer_gamma_pressure" }, { "id": "dealer_gamma_pressure__liquid_single_names__1d", "family_id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universe": "liquid_single_names", "horizon": "1d", "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "dealer_gamma_pressure" }, { "id": "dealer_gamma_pressure__liquid_single_names__5d", "family_id": "dealer_gamma_pressure", "asset_group": "equity_options", "mechanism": "dealer hedge demand conditional on estimated gamma inventory", "universe": "liquid_single_names", "horizon": "5d", "point_in_time_data": "PIT open interest, trades and surface state", "execution_model": "liquidity-window futures/equity execution", "primary_friction": "latency, impact, inventory-model error", "overlap_guard": "intraday reversal and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "dealer_gamma_pressure" }, { "id": "volatility_futures_curve__vix_front__1d", "family_id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universe": "vix_front", "horizon": "1d", "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "volatility_futures_curve" }, { "id": "volatility_futures_curve__vix_front__5d", "family_id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universe": "vix_front", "horizon": "5d", "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "volatility_futures_curve" }, { "id": "volatility_futures_curve__vix_front__21d", "family_id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universe": "vix_front", "horizon": "21d", "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "volatility_futures_curve" }, { "id": "volatility_futures_curve__vix_midcurve__1d", "family_id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universe": "vix_midcurve", "horizon": "1d", "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "volatility_futures_curve" }, { "id": "volatility_futures_curve__vix_midcurve__5d", "family_id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universe": "vix_midcurve", "horizon": "5d", "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "volatility_futures_curve" }, { "id": "volatility_futures_curve__vix_midcurve__21d", "family_id": "volatility_futures_curve", "asset_group": "volatility", "mechanism": "term-structure roll and dislocation with crash budget", "universe": "vix_midcurve", "horizon": "21d", "point_in_time_data": "settlements, rolls, multipliers and quotes", "execution_model": "calendar-spread or capped outright book", "primary_friction": "limit moves, roll crowding, convex loss", "overlap_guard": "equity trend and variance premium", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "equity_vrp", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:equity_vrp", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "volatility_futures_curve" }, { "id": "treasury_auction_concession__ust_2y_5y__1d", "family_id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universe": "ust_2y_5y", "horizon": "1d", "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "treasury_auction_concession" }, { "id": "treasury_auction_concession__ust_2y_5y__3d", "family_id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universe": "ust_2y_5y", "horizon": "3d", "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "treasury_auction_concession" }, { "id": "treasury_auction_concession__ust_2y_5y__5d", "family_id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universe": "ust_2y_5y", "horizon": "5d", "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "treasury_auction_concession" }, { "id": "treasury_auction_concession__ust_7y_30y__1d", "family_id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universe": "ust_7y_30y", "horizon": "1d", "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "treasury_auction_concession" }, { "id": "treasury_auction_concession__ust_7y_30y__3d", "family_id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universe": "ust_7y_30y", "horizon": "3d", "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "treasury_auction_concession" }, { "id": "treasury_auction_concession__ust_7y_30y__5d", "family_id": "treasury_auction_concession", "asset_group": "rates", "mechanism": "scheduled dealer balance-sheet demand around coupon auctions", "universe": "ust_7y_30y", "horizon": "5d", "point_in_time_data": "announcement revision and auction lineage", "execution_model": "duration-hedged futures/ETF basket", "primary_friction": "one-tick costs, rolls, event gaps", "overlap_guard": "duration beta and trend", "literature_status": "SOURCE_REVIEWED", "program_status": "IDENTITY_REDESIGN_REQUIRED", "lineage_classification": "IDENTITY_REDESIGN_REQUIRED", "lineage_aliases": [], "lineage_evidence": [ "docs/design/FEASIBILITY_TREASURY_AUCTION_CONCESSION.md", "docs/design/FEASIBILITY_TREASURY_AUCTION_IDENTITY_TIMING.md", "artifacts/feasibility/treasury_auction_concession/calendar_revision_audit.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "treasury_auction_concession" }, { "id": "pre_fomc_announcement_drift__es_futures__2h", "family_id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universe": "es_futures", "horizon": "2h", "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "pre_fomc_announcement_drift" }, { "id": "pre_fomc_announcement_drift__es_futures__6h", "family_id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universe": "es_futures", "horizon": "6h", "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "pre_fomc_announcement_drift" }, { "id": "pre_fomc_announcement_drift__es_futures__1d", "family_id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universe": "es_futures", "horizon": "1d", "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "pre_fomc_announcement_drift" }, { "id": "pre_fomc_announcement_drift__spy_proxy__2h", "family_id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universe": "spy_proxy", "horizon": "2h", "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "pre_fomc_announcement_drift" }, { "id": "pre_fomc_announcement_drift__spy_proxy__6h", "family_id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universe": "spy_proxy", "horizon": "6h", "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "pre_fomc_announcement_drift" }, { "id": "pre_fomc_announcement_drift__spy_proxy__1d", "family_id": "pre_fomc_announcement_drift", "asset_group": "rates_event", "mechanism": "publication-aware pre-announcement equity drift", "universe": "spy_proxy", "horizon": "1d", "point_in_time_data": "PIT meeting schedule and exact release time", "execution_model": "event-window market order simulation", "primary_friction": "schedule changes, spread, announcement gaps", "overlap_guard": "overnight and market beta", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:pre_fomc_announcement_drift" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "pre_fomc_announcement_drift" }, { "id": "swap_spread_dislocation__usd_2y_5y__5d", "family_id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universe": "usd_2y_5y", "horizon": "5d", "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "swap_spread_dislocation" }, { "id": "swap_spread_dislocation__usd_2y_5y__21d", "family_id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universe": "usd_2y_5y", "horizon": "21d", "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "swap_spread_dislocation" }, { "id": "swap_spread_dislocation__usd_2y_5y__63d", "family_id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universe": "usd_2y_5y", "horizon": "63d", "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "swap_spread_dislocation" }, { "id": "swap_spread_dislocation__usd_10y_30y__5d", "family_id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universe": "usd_10y_30y", "horizon": "5d", "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "swap_spread_dislocation" }, { "id": "swap_spread_dislocation__usd_10y_30y__21d", "family_id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universe": "usd_10y_30y", "horizon": "21d", "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "swap_spread_dislocation" }, { "id": "swap_spread_dislocation__usd_10y_30y__63d", "family_id": "swap_spread_dislocation", "asset_group": "rates", "mechanism": "Treasury-swap relative value and dealer balance-sheet pressure", "universe": "usd_10y_30y", "horizon": "63d", "point_in_time_data": "PIT swaps, Treasury deliverables and funding", "execution_model": "DV01-neutral spread basket", "primary_friction": "financing, roll, clearing and convexity", "overlap_guard": "duration and auction concession", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "swap_spread_dislocation" }, { "id": "inflation_breakeven_relative_value__tips_2y_5y__21d", "family_id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universe": "tips_2y_5y", "horizon": "21d", "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "inflation_breakeven_relative_value" }, { "id": "inflation_breakeven_relative_value__tips_2y_5y__63d", "family_id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universe": "tips_2y_5y", "horizon": "63d", "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "inflation_breakeven_relative_value" }, { "id": "inflation_breakeven_relative_value__tips_2y_5y__126d", "family_id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universe": "tips_2y_5y", "horizon": "126d", "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "inflation_breakeven_relative_value" }, { "id": "inflation_breakeven_relative_value__tips_5y_10y__21d", "family_id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universe": "tips_5y_10y", "horizon": "21d", "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "inflation_breakeven_relative_value" }, { "id": "inflation_breakeven_relative_value__tips_5y_10y__63d", "family_id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universe": "tips_5y_10y", "horizon": "63d", "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "inflation_breakeven_relative_value" }, { "id": "inflation_breakeven_relative_value__tips_5y_10y__126d", "family_id": "inflation_breakeven_relative_value", "asset_group": "rates", "mechanism": "inflation compensation versus survey and realized-vintage information", "universe": "tips_5y_10y", "horizon": "126d", "point_in_time_data": "PIT TIPS, swaps, CPI vintages and carry", "execution_model": "duration/carry-neutral breakeven basket", "primary_friction": "seasonality, index lag, funding", "overlap_guard": "AlphaVintage and duration", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "inflation_breakeven_relative_value" }, { "id": "mortgage_convexity_pressure__ust_5y_10y__1d", "family_id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universe": "ust_5y_10y", "horizon": "1d", "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "mortgage_convexity_pressure" }, { "id": "mortgage_convexity_pressure__ust_5y_10y__5d", "family_id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universe": "ust_5y_10y", "horizon": "5d", "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "mortgage_convexity_pressure" }, { "id": "mortgage_convexity_pressure__ust_5y_10y__21d", "family_id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universe": "ust_5y_10y", "horizon": "21d", "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "mortgage_convexity_pressure" }, { "id": "mortgage_convexity_pressure__agency_mbs_proxy__1d", "family_id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universe": "agency_mbs_proxy", "horizon": "1d", "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "mortgage_convexity_pressure" }, { "id": "mortgage_convexity_pressure__agency_mbs_proxy__5d", "family_id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universe": "agency_mbs_proxy", "horizon": "5d", "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "mortgage_convexity_pressure" }, { "id": "mortgage_convexity_pressure__agency_mbs_proxy__21d", "family_id": "mortgage_convexity_pressure", "asset_group": "rates", "mechanism": "rate-volatility-driven mortgage hedge rebalancing", "universe": "agency_mbs_proxy", "horizon": "21d", "point_in_time_data": "PIT mortgage universe, durations and rate surface", "execution_model": "DV01-neutral futures/MBS proxy", "primary_friction": "convexity jumps, liquidity, model error", "overlap_guard": "rates trend and volatility", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "mortgage_convexity_pressure" }, { "id": "cross_currency_basis__g10_short_tenor__5d", "family_id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universe": "g10_short_tenor", "horizon": "5d", "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cross_currency_basis" }, { "id": "cross_currency_basis__g10_short_tenor__21d", "family_id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universe": "g10_short_tenor", "horizon": "21d", "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cross_currency_basis" }, { "id": "cross_currency_basis__g10_short_tenor__63d", "family_id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universe": "g10_short_tenor", "horizon": "63d", "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cross_currency_basis" }, { "id": "cross_currency_basis__g10_long_tenor__5d", "family_id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universe": "g10_long_tenor", "horizon": "5d", "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cross_currency_basis" }, { "id": "cross_currency_basis__g10_long_tenor__21d", "family_id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universe": "g10_long_tenor", "horizon": "21d", "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cross_currency_basis" }, { "id": "cross_currency_basis__g10_long_tenor__63d", "family_id": "cross_currency_basis", "asset_group": "fx_rates", "mechanism": "currency funding-demand dislocation", "universe": "g10_long_tenor", "horizon": "63d", "point_in_time_data": "PIT forwards, OIS curves and fixings", "execution_model": "delta/DV01-matched basis basket", "primary_friction": "roll, funding, holidays, fixing risk", "overlap_guard": "FX carry and global dollar beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cross_currency_basis" }, { "id": "fx_option_risk_reversal__g10__7d", "family_id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universe": "g10", "horizon": "7d", "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fx_option_risk_reversal" }, { "id": "fx_option_risk_reversal__g10__30d", "family_id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universe": "g10", "horizon": "30d", "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fx_option_risk_reversal" }, { "id": "fx_option_risk_reversal__g10__90d", "family_id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universe": "g10", "horizon": "90d", "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fx_option_risk_reversal" }, { "id": "fx_option_risk_reversal__liquid_em__7d", "family_id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universe": "liquid_em", "horizon": "7d", "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fx_option_risk_reversal" }, { "id": "fx_option_risk_reversal__liquid_em__30d", "family_id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universe": "liquid_em", "horizon": "30d", "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fx_option_risk_reversal" }, { "id": "fx_option_risk_reversal__liquid_em__90d", "family_id": "fx_option_risk_reversal", "asset_group": "fx_options", "mechanism": "cross-sectional compensation in implied downside asymmetry", "universe": "liquid_em", "horizon": "90d", "point_in_time_data": "PIT surfaces, forwards and calendars", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "wide wings, gap hedging, NDF fixing", "overlap_guard": "FX carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "fx_option_risk_reversal" }, { "id": "cftc_hedging_pressure__energy_metals__7d", "family_id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universe": "energy_metals", "horizon": "7d", "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cftc_hedging_pressure" }, { "id": "cftc_hedging_pressure__energy_metals__28d", "family_id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universe": "energy_metals", "horizon": "28d", "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cftc_hedging_pressure" }, { "id": "cftc_hedging_pressure__energy_metals__84d", "family_id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universe": "energy_metals", "horizon": "84d", "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cftc_hedging_pressure" }, { "id": "cftc_hedging_pressure__agriculture_livestock__7d", "family_id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universe": "agriculture_livestock", "horizon": "7d", "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cftc_hedging_pressure" }, { "id": "cftc_hedging_pressure__agriculture_livestock__28d", "family_id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universe": "agriculture_livestock", "horizon": "28d", "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cftc_hedging_pressure" }, { "id": "cftc_hedging_pressure__agriculture_livestock__84d", "family_id": "cftc_hedging_pressure", "asset_group": "commodity", "mechanism": "commercial hedging-pressure risk transfer", "universe": "agriculture_livestock", "horizon": "84d", "point_in_time_data": "release-lagged COT positions and fixed contract map", "execution_model": "sector-neutral futures basket", "primary_friction": "rolls, limits, crisis spreads", "overlap_guard": "trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "cot_positioning" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:cot_positioning" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "cftc_hedging_pressure" }, { "id": "commodity_calendar_seasonality__energy_metals__5d", "family_id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universe": "energy_metals", "horizon": "5d", "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "commodity_calendar_seasonality" }, { "id": "commodity_calendar_seasonality__energy_metals__21d", "family_id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universe": "energy_metals", "horizon": "21d", "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "commodity_calendar_seasonality" }, { "id": "commodity_calendar_seasonality__energy_metals__63d", "family_id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universe": "energy_metals", "horizon": "63d", "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "commodity_calendar_seasonality" }, { "id": "commodity_calendar_seasonality__agriculture__5d", "family_id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universe": "agriculture", "horizon": "5d", "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "commodity_calendar_seasonality" }, { "id": "commodity_calendar_seasonality__agriculture__21d", "family_id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universe": "agriculture", "horizon": "21d", "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "commodity_calendar_seasonality" }, { "id": "commodity_calendar_seasonality__agriculture__63d", "family_id": "commodity_calendar_seasonality", "asset_group": "commodity", "mechanism": "physical-cycle calendar spread behavior", "universe": "agriculture", "horizon": "63d", "point_in_time_data": "contract-level curves, delivery and roll calendars", "execution_model": "matched calendar spreads", "primary_friction": "delivery squeeze, seasonality decay, limits", "overlap_guard": "curve carry and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "futcarry_xs", "xasset_carry" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:futcarry_xs", "public_kill_ledger#screen_stage_kills:xasset_carry" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "commodity_calendar_seasonality" }, { "id": "electricity_load_weather_spread__pjm_ercot__day_ahead", "family_id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universe": "pjm_ercot", "horizon": "day_ahead", "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "electricity_load_weather_spread" }, { "id": "electricity_load_weather_spread__pjm_ercot__7d", "family_id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universe": "pjm_ercot", "horizon": "7d", "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "electricity_load_weather_spread" }, { "id": "electricity_load_weather_spread__pjm_ercot__28d", "family_id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universe": "pjm_ercot", "horizon": "28d", "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "electricity_load_weather_spread" }, { "id": "electricity_load_weather_spread__miso_isone__day_ahead", "family_id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universe": "miso_isone", "horizon": "day_ahead", "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "electricity_load_weather_spread" }, { "id": "electricity_load_weather_spread__miso_isone__7d", "family_id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universe": "miso_isone", "horizon": "7d", "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "electricity_load_weather_spread" }, { "id": "electricity_load_weather_spread__miso_isone__28d", "family_id": "electricity_load_weather_spread", "asset_group": "power", "mechanism": "forecast error in regional load versus marginal fuel", "universe": "miso_isone", "horizon": "28d", "point_in_time_data": "PIT weather/load forecasts and hub prices", "execution_model": "listed power/gas spread basket", "primary_friction": "nodal basis, extreme weather, thin books", "overlap_guard": "natural-gas trend and seasonality", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#candidates:electricity_load_weather_spread", "docs/design/LITERATURE_ELECTRICITY_LOAD_WEATHER.md", "docs/design/FEASIBILITY_ELECTRICITY_LOAD_WEATHER.md", "artifacts/feasibility/electricity_load_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "electricity_load_weather_spread" }, { "id": "natural_gas_storage_weather__henry_hub__1d", "family_id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universe": "henry_hub", "horizon": "1d", "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "natural_gas_storage_weather" }, { "id": "natural_gas_storage_weather__henry_hub__7d", "family_id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universe": "henry_hub", "horizon": "7d", "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "natural_gas_storage_weather" }, { "id": "natural_gas_storage_weather__henry_hub__28d", "family_id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universe": "henry_hub", "horizon": "28d", "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "natural_gas_storage_weather" }, { "id": "natural_gas_storage_weather__regional_gas__1d", "family_id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universe": "regional_gas", "horizon": "1d", "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "natural_gas_storage_weather" }, { "id": "natural_gas_storage_weather__regional_gas__7d", "family_id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universe": "regional_gas", "horizon": "7d", "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "natural_gas_storage_weather" }, { "id": "natural_gas_storage_weather__regional_gas__28d", "family_id": "natural_gas_storage_weather", "asset_group": "commodity", "mechanism": "storage surprise conditional on forecast-vintage weather", "universe": "regional_gas", "horizon": "28d", "point_in_time_data": "EIA release time and weather forecast vintages", "execution_model": "futures/calendar-spread execution", "primary_friction": "release slippage, revisions, limit moves", "overlap_guard": "energy trend and curve carry", "literature_status": "SOURCE_REVIEWED", "program_status": "DUPLICATE_OVERLAP", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "commodity_inventory_seasonal" ], "lineage_evidence": [ "artifacts/probe/eia_petroleum_inventory/result.json", "docs/design/LITERATURE_NATURAL_GAS_STORAGE_WEATHER.md", "docs/design/FEASIBILITY_NATURAL_GAS_STORAGE_WEATHER.md", "artifacts/feasibility/natural_gas_storage_weather/result.json" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "natural_gas_storage_weather" }, { "id": "carbon_allowance_carry__eu_ets__5d", "family_id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universe": "eu_ets", "horizon": "5d", "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "carbon_allowance_carry" }, { "id": "carbon_allowance_carry__eu_ets__21d", "family_id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universe": "eu_ets", "horizon": "21d", "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "carbon_allowance_carry" }, { "id": "carbon_allowance_carry__eu_ets__63d", "family_id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universe": "eu_ets", "horizon": "63d", "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "carbon_allowance_carry" }, { "id": "carbon_allowance_carry__uk_california__5d", "family_id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universe": "uk_california", "horizon": "5d", "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "carbon_allowance_carry" }, { "id": "carbon_allowance_carry__uk_california__21d", "family_id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universe": "uk_california", "horizon": "21d", "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "carbon_allowance_carry" }, { "id": "carbon_allowance_carry__uk_california__63d", "family_id": "carbon_allowance_carry", "asset_group": "environmental", "mechanism": "regulatory inventory and convenience yield in allowance curves", "universe": "uk_california", "horizon": "63d", "point_in_time_data": "PIT contract rules, registry and curve quotes", "execution_model": "listed futures spread basket", "primary_friction": "policy gaps, venue access, roll liquidity", "overlap_guard": "energy prices and commodity carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "carbon_allowance_carry" }, { "id": "freight_derivative_dislocation__dry_bulk__5d", "family_id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universe": "dry_bulk", "horizon": "5d", "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "freight_derivative_dislocation" }, { "id": "freight_derivative_dislocation__dry_bulk__21d", "family_id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universe": "dry_bulk", "horizon": "21d", "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "freight_derivative_dislocation" }, { "id": "freight_derivative_dislocation__dry_bulk__63d", "family_id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universe": "dry_bulk", "horizon": "63d", "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "freight_derivative_dislocation" }, { "id": "freight_derivative_dislocation__tanker_container__5d", "family_id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universe": "tanker_container", "horizon": "5d", "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "freight_derivative_dislocation" }, { "id": "freight_derivative_dislocation__tanker_container__21d", "family_id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universe": "tanker_container", "horizon": "21d", "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "freight_derivative_dislocation" }, { "id": "freight_derivative_dislocation__tanker_container__63d", "family_id": "freight_derivative_dislocation", "asset_group": "freight", "mechanism": "shipping capacity imbalance in forward freight agreements", "universe": "tanker_container", "horizon": "63d", "point_in_time_data": "PIT route assessments, contracts and quotes", "execution_model": "cleared FFA basket", "primary_friction": "assessment timing, sparse liquidity, margin", "overlap_guard": "commodity trend and global growth", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "freight_derivative_dislocation" }, { "id": "crypto_liquidation_pressure__btc_eth__15m", "family_id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universe": "btc_eth", "horizon": "15m", "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_liquidation_pressure" }, { "id": "crypto_liquidation_pressure__btc_eth__4h", "family_id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universe": "btc_eth", "horizon": "4h", "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_liquidation_pressure" }, { "id": "crypto_liquidation_pressure__btc_eth__1d", "family_id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universe": "btc_eth", "horizon": "1d", "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_liquidation_pressure" }, { "id": "crypto_liquidation_pressure__liquid_alt_perps__15m", "family_id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universe": "liquid_alt_perps", "horizon": "15m", "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_liquidation_pressure" }, { "id": "crypto_liquidation_pressure__liquid_alt_perps__4h", "family_id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universe": "liquid_alt_perps", "horizon": "4h", "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_liquidation_pressure" }, { "id": "crypto_liquidation_pressure__liquid_alt_perps__1d", "family_id": "crypto_liquidation_pressure", "asset_group": "crypto", "mechanism": "forced deleveraging and order-book recovery", "universe": "liquid_alt_perps", "horizon": "1d", "point_in_time_data": "exchange trades, liquidations and book snapshots", "execution_model": "latency/partial-fill event simulator", "primary_friction": "outages, queue, impact, clawbacks", "overlap_guard": "funding carry and momentum", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_liquidation_pressure" }, { "id": "crypto_cross_venue_basis__btc_eth__1h", "family_id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universe": "btc_eth", "horizon": "1h", "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_cross_venue_basis" }, { "id": "crypto_cross_venue_basis__btc_eth__1d", "family_id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universe": "btc_eth", "horizon": "1d", "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_cross_venue_basis" }, { "id": "crypto_cross_venue_basis__btc_eth__7d", "family_id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universe": "btc_eth", "horizon": "7d", "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_cross_venue_basis" }, { "id": "crypto_cross_venue_basis__stablecoin_pairs__1h", "family_id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universe": "stablecoin_pairs", "horizon": "1h", "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_cross_venue_basis" }, { "id": "crypto_cross_venue_basis__stablecoin_pairs__1d", "family_id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universe": "stablecoin_pairs", "horizon": "1d", "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_cross_venue_basis" }, { "id": "crypto_cross_venue_basis__stablecoin_pairs__7d", "family_id": "crypto_cross_venue_basis", "asset_group": "crypto", "mechanism": "temporary collateral and inventory segmentation across venues", "universe": "stablecoin_pairs", "horizon": "7d", "point_in_time_data": "synchronized books, fees and transfer state", "execution_model": "inventory-prefunded cross-venue book", "primary_friction": "withdrawal halts, latency, counterparty risk", "overlap_guard": "funding carry", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "RETIRED_KILLED", "lineage_aliases": [ "multivenue_funding", "crypto_dated_basis", "funding_termstructure" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:multivenue_funding", "public_kill_ledger#screen_stage_kills:crypto_dated_basis", "public_kill_ledger#screen_stage_kills:funding_termstructure" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_cross_venue_basis" }, { "id": "stablecoin_dislocation__usdc_usd_centralized__intraday", "family_id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universe": "usdc_usd_centralized", "horizon": "intraday", "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "stablecoin_dislocation" }, { "id": "stablecoin_dislocation__usdc_usd_centralized__1d", "family_id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universe": "usdc_usd_centralized", "horizon": "1d", "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "stablecoin_dislocation" }, { "id": "stablecoin_dislocation__usdc_usd_centralized__to_fiat_settlement", "family_id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universe": "usdc_usd_centralized", "horizon": "to_fiat_settlement", "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "stablecoin_dislocation" }, { "id": "stablecoin_dislocation__usdc_usd_onchain__intraday", "family_id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universe": "usdc_usd_onchain", "horizon": "intraday", "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "stablecoin_dislocation" }, { "id": "stablecoin_dislocation__usdc_usd_onchain__1d", "family_id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universe": "usdc_usd_onchain", "horizon": "1d", "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "stablecoin_dislocation" }, { "id": "stablecoin_dislocation__usdc_usd_onchain__to_fiat_settlement", "family_id": "stablecoin_dislocation", "asset_group": "crypto", "mechanism": "institution-eligible USDC secondary-to-primary redemption dislocation", "universe": "usdc_usd_onchain", "horizon": "to_fiat_settlement", "point_in_time_data": "effective-dated issuer eligibility, terms, venue books, chain and bank state", "execution_model": "prefunded purchase, canonical-chain transfer and direct issuer redemption", "primary_friction": "depeg gaps, blocked redemption, venue/issuer/bank loss and transfer delay", "overlap_guard": "crypto funding, venue credit and banking stress", "literature_status": "SOURCE_REVIEWED", "program_status": "ACTIVE_FEASIBILITY", "lineage_classification": "ACTIVE_FEASIBILITY", "lineage_aliases": [], "lineage_evidence": [ "config/sleeve_discovery.json#feasibility_reviews:stablecoin_dislocation", "docs/design/LITERATURE_STABLECOIN_DISLOCATION.md", "docs/design/FEASIBILITY_STABLECOIN_DISLOCATION.md" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "stablecoin_dislocation" }, { "id": "crypto_options_surface__btc_options__7d", "family_id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universe": "btc_options", "horizon": "7d", "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_options_surface" }, { "id": "crypto_options_surface__btc_options__30d", "family_id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universe": "btc_options", "horizon": "30d", "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_options_surface" }, { "id": "crypto_options_surface__btc_options__60d", "family_id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universe": "btc_options", "horizon": "60d", "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_options_surface" }, { "id": "crypto_options_surface__eth_options__7d", "family_id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universe": "eth_options", "horizon": "7d", "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_options_surface" }, { "id": "crypto_options_surface__eth_options__30d", "family_id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universe": "eth_options", "horizon": "30d", "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_options_surface" }, { "id": "crypto_options_surface__eth_options__60d", "family_id": "crypto_options_surface", "asset_group": "crypto_options", "mechanism": "relative skew/term compensation with defined loss", "universe": "eth_options", "horizon": "60d", "point_in_time_data": "quote-level surfaces, expiries and DVOL state", "execution_model": "delta-hedged defined-risk structures", "primary_friction": "24/7 gaps, spread, exchange default", "overlap_guard": "crypto variance premium and trend", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "DUPLICATE_OVERLAP", "lineage_aliases": [ "crypto_vrp" ], "lineage_evidence": [ "public_kill_ledger#screen_stage_kills:crypto_vrp" ], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "crypto_options_surface" }, { "id": "catastrophe_bond_event_risk__us_wind_exposed__monthly", "family_id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universe": "us_wind_exposed", "horizon": "monthly", "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "catastrophe_bond_event_risk" }, { "id": "catastrophe_bond_event_risk__us_wind_exposed__quarterly", "family_id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universe": "us_wind_exposed", "horizon": "quarterly", "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "catastrophe_bond_event_risk" }, { "id": "catastrophe_bond_event_risk__us_wind_exposed__annual", "family_id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universe": "us_wind_exposed", "horizon": "annual", "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "catastrophe_bond_event_risk" }, { "id": "catastrophe_bond_event_risk__global_multi_peril__monthly", "family_id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universe": "global_multi_peril", "horizon": "monthly", "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "catastrophe_bond_event_risk" }, { "id": "catastrophe_bond_event_risk__global_multi_peril__quarterly", "family_id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universe": "global_multi_peril", "horizon": "quarterly", "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "catastrophe_bond_event_risk" }, { "id": "catastrophe_bond_event_risk__global_multi_peril__annual", "family_id": "catastrophe_bond_event_risk", "asset_group": "insurance_linked", "mechanism": "seasonal/event insurance risk transfer", "universe": "global_multi_peril", "horizon": "annual", "point_in_time_data": "security triggers, event notices and executable marks", "execution_model": "diversified security-level basket", "primary_friction": "mark staleness, trapped collateral, trigger basis", "overlap_guard": "credit beta and climate seasonality", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "catastrophe_bond_event_risk" }, { "id": "sovereign_cds_fx_dislocation__liquid_em_ig__5d", "family_id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universe": "liquid_em_ig", "horizon": "5d", "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "sovereign_cds_fx_dislocation" }, { "id": "sovereign_cds_fx_dislocation__liquid_em_ig__21d", "family_id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universe": "liquid_em_ig", "horizon": "21d", "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "sovereign_cds_fx_dislocation" }, { "id": "sovereign_cds_fx_dislocation__liquid_em_ig__63d", "family_id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universe": "liquid_em_ig", "horizon": "63d", "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "sovereign_cds_fx_dislocation" }, { "id": "sovereign_cds_fx_dislocation__liquid_em_hy__5d", "family_id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universe": "liquid_em_hy", "horizon": "5d", "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "sovereign_cds_fx_dislocation" }, { "id": "sovereign_cds_fx_dislocation__liquid_em_hy__21d", "family_id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universe": "liquid_em_hy", "horizon": "21d", "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "sovereign_cds_fx_dislocation" }, { "id": "sovereign_cds_fx_dislocation__liquid_em_hy__63d", "family_id": "sovereign_cds_fx_dislocation", "asset_group": "sovereign", "mechanism": "local FX versus sovereign credit repricing mismatch", "universe": "liquid_em_hy", "horizon": "63d", "point_in_time_data": "PIT CDS, NDF/FX, curves and events", "execution_model": "beta/duration-neutral matched-country basket", "primary_friction": "jump risk, capital controls, liquidity", "overlap_guard": "EM carry and global risk beta", "literature_status": "PENDING_SOURCE_REVIEW", "program_status": "ATLAS_ONLY", "lineage_classification": "NOVEL_ATLAS", "lineage_aliases": [], "lineage_evidence": [], "forward_experiment": null, "screen_state": "UNSCREENED_NO_RETURN", "return_data_opened": false, "return_hypotheses_spent": 0, "family_trial_account": "sovereign_cds_fx_dislocation" } ], "content_hash": "sha256:c8d87bf1f16af1b3815da7d01e1b5871770cd490a62be65a92b5fe23725a6a5b" }