{
  "architecture": {
    "model_horizon_days": 20,
    "persistence_buffer_rank": 15,
    "portfolio_top_n": 10,
    "rebalance_every_days": 10,
    "universe": "Liquid-500"
  },
  "disclosures": [
    "This is a committed out-of-sample research cross-section, not a live market feed.",
    "Model scores are relative ranking outputs, not price targets, expected-return guarantees, or trade instructions.",
    "The release portfolio applies a Top-10 selection, rank-15 persistence buffer, covariance-aware weighting, position limits, and portfolio-level exposure controls after ranking.",
    "Historical research remains subject to data, model, universe-selection, transaction-cost, and regime risks."
  ],
  "generated_at_utc": "2026-08-11T23:14:25.528490+00:00",
  "latest_signal_state": {
    "count": 25,
    "date": "2026-06-10",
    "rankings": [
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 1,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0449036588699233,
        "score_percentile": 1.0,
        "ticker": "FTNT",
        "volatility_20d": 0.0296521401889051
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 2,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0438821581503719,
        "score_percentile": 0.998,
        "ticker": "SITM",
        "volatility_20d": 0.0424047289038823
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 3,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.043015757516456,
        "score_percentile": 0.996,
        "ticker": "CNC",
        "volatility_20d": 0.0236689857883999
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 4,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0422551528789549,
        "score_percentile": 0.994,
        "ticker": "KTOS",
        "volatility_20d": 0.0546203570698911
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 5,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0405311899900258,
        "score_percentile": 0.992,
        "ticker": "HOOD",
        "volatility_20d": 0.0512690064464072
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 6,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0404691504890575,
        "score_percentile": 0.99,
        "ticker": "AMKR",
        "volatility_20d": 0.0492515610717236
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 7,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.040468951029842,
        "score_percentile": 0.988,
        "ticker": "TEM",
        "volatility_20d": 0.048233381407318
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 8,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0402192039892718,
        "score_percentile": 0.986,
        "ticker": "NOW",
        "volatility_20d": 0.0580825347348581
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 9,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0398687591175989,
        "score_percentile": 0.984,
        "ticker": "F",
        "volatility_20d": 0.0511201335276802
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 10,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0397896658762445,
        "score_percentile": 0.982,
        "ticker": "WULF",
        "volatility_20d": 0.0523245743670472
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 11,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0396964597465547,
        "score_percentile": 0.98,
        "ticker": "CASY",
        "volatility_20d": 0.049936766230664
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 12,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0396903269754864,
        "score_percentile": 0.978,
        "ticker": "W",
        "volatility_20d": 0.0458586330876651
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 13,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0394275713178526,
        "score_percentile": 0.976,
        "ticker": "MARA",
        "volatility_20d": 0.049688176305577
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 14,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0393690668049141,
        "score_percentile": 0.974,
        "ticker": "HIMS",
        "volatility_20d": 0.0438886129333063
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 15,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0391101035800172,
        "score_percentile": 0.972,
        "ticker": "RDDT",
        "volatility_20d": 0.0444099522324483
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 16,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0389033386920479,
        "score_percentile": 0.97,
        "ticker": "IBM",
        "volatility_20d": 0.0498659362002521
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 17,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0388210666757776,
        "score_percentile": 0.968,
        "ticker": "PATH",
        "volatility_20d": 0.0431020813572735
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 18,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0388061090923391,
        "score_percentile": 0.966,
        "ticker": "HPQ",
        "volatility_20d": 0.0507180076515347
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 19,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0387867204113452,
        "score_percentile": 0.964,
        "ticker": "DLTR",
        "volatility_20d": 0.0463350313622691
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 20,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0385444690070402,
        "score_percentile": 0.962,
        "ticker": "WDAY",
        "volatility_20d": 0.0437957350399244
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 21,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0384827398594949,
        "score_percentile": 0.96,
        "ticker": "INTC",
        "volatility_20d": 0.0485779092820897
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 22,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0384110492634122,
        "score_percentile": 0.958,
        "ticker": "HUBS",
        "volatility_20d": 0.0634021357441954
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 23,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.038309916499786,
        "score_percentile": 0.956,
        "ticker": "ORCL",
        "volatility_20d": 0.0488519653705275
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 24,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0378405357752968,
        "score_percentile": 0.954,
        "ticker": "MOD",
        "volatility_20d": 0.0568884649116845
      },
      {
        "model_configuration": "governed_technical_hardened_horizon_20d",
        "rank": 25,
        "regime_is_confident": true,
        "risk_state": "risk_off",
        "score": 0.0377050702042807,
        "score_percentile": 0.952,
        "ticker": "AXON",
        "volatility_20d": 0.0421658436023922
      }
    ],
    "universe_count": 500
  },
  "model": {
    "configuration": "governed_technical_hardened_horizon_20d",
    "latest_cross_section_rows": 500,
    "source_rows": 667815,
    "target_horizon_days": 20,
    "test_year": 2026
  },
  "provenance": {
    "git_branch": "release/salarium-1.0-web-production",
    "git_commit": "5c614670ddfd9b873dd3565e9a882ee7f0402e4e",
    "git_dirty": false,
    "source_path": "results/horizon_walkforward/horizon_20d/walkforward_oos_scores.csv"
  },
  "schema_version": "1.0",
  "system": {
    "name": "Salarium",
    "status": "committed_research_artifact",
    "surface": "Release Ranking Snapshot"
  }
}