addedOutput schema / $defs / FieldDoc / properties / best_horizon_hours
Added value: +{
+ "description": "Horizon (hours) at which the field's signal is strongest/most durable.",
+ "format": "uint32",
+ "minimum": 0,
+ "nullable": true,
+ "type": "integer"
+}
addedOutput schema / $defs / FieldDoc / properties / class
Added value: +{
+ "description": "Which signal class the field belongs to, when it has been measured:\n`state` (durable, 24 h horizon, retention ≈ 1), `microstructure`\n(same-bar, decays under the entry delay), `momentum` (short-term\nreversal that survives the delay) or `no_signal`. Absent for stored\ncolumns that were never measured on their own.",
+ "nullable": true,
+ "type": "string"
+}
addedOutput schema / $defs / FieldDoc / properties / delay_retention
Added value: +{
+ "description": "Share of `ic_fwd` left when entry is delayed by the source's real\npublication lag (~2 h). Near 1 means durable; near 0 means same-bar only.",
+ "format": "double",
+ "nullable": true,
+ "type": "number"
+}
addedOutput schema / $defs / FieldDoc / properties / horizon_hours
Added value: +{
+ "description": "Horizon (hours) at which `ic_fwd`, `ic_back` and `delay_retention` are\nstated.",
+ "format": "uint32",
+ "minimum": 0,
+ "nullable": true,
+ "type": "integer"
+}
addedOutput schema / $defs / FieldDoc / properties / ic_back
Added value: +{
+ "description": "Backward-placebo IC at `horizon_hours`: large values mean the forward IC\nis partly contemporaneous with the return, not predictive of it.",
+ "format": "double",
+ "nullable": true,
+ "type": "number"
+}
addedOutput schema / $defs / FieldDoc / properties / ic_fwd
Added value: +{
+ "description": "Forward cross-sectional rank IC at `horizon_hours`.",
+ "format": "double",
+ "nullable": true,
+ "type": "number"
+}