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Live Consensus Book · Append-Only Ledger · Model diagnostics
LIVE · 2026-07-06 → 2026-07-14 · 3 days
One observation is one active replay day (one daily basket); the hub's 3 observations are 3 days. Metrics use 252 daily observations/year. Append-only data/twitter.duckdb.book_ledger rows with provenance='live'; 4 ledger sessions since 2026-07-06, 3 settled return sessions, pending ledger dates: 2026-07-17. Daily book returns are equal-weight means of the settled consensus picks. Returns and observation rankings are gross, before execution costs.
Total return-1.9%Span-true compounded return · not annualized
Annualized CAGR—Suppressed because the observed span is under 180 calendar days
QuantStats Sharpe (i.i.d.)-2.02Annualized at 252 daily periods/year
QuantStats Sortino-2.97Same 252-period annualization
Entry-cohort t-stat-0.27Entry-date-cohort bootstrap · 10,000 draws · 3 entry-date cohorts
Sortino convention: QuantStats Sortino is mean return divided by downside deviation, multiplied by √(periods/year). This differs from plain-downside conventions.
Inference note: overlapping holding periods can make an i.i.d. Sharpe optimistic. The t-stat bootstraps entry-date cohorts and preserves every cohort's full marked path.
Best and worst days
Observation return follows the verified construction; a paired trade is the sum of its equal-notional short and synthetic-control legs.
Top 10 best
| Ticker | Entry date | Return |
|---|
| CONSENSUS | 2026-07-13 | +3.59% |
| CONSENSUS | 2026-07-14 | -0.07% |
| CONSENSUS | 2026-07-06 | -5.21% |
Top 10 worst
| Ticker | Entry date | Return |
|---|
| CONSENSUS | 2026-07-06 | -5.21% |
| CONSENSUS | 2026-07-14 | -0.07% |
| CONSENSUS | 2026-07-13 | +3.59% |
Exposure profile
| Measure | Mean | Median | Peak |
|---|
| Daily gross $ | $23,333 | $30,000 | $30,000 |
| Concurrent position count | 2.3 | 3 | 3 |
| Single-name share | — | — | 100.0% · CRWD · 2026-07-06 |
Position count is the number of model trades at each daily mark; one matched-control basket counts as one paired position. Single-name share aggregates repeated ticker exposure before dividing by daily gross.
Daily exposure (3 marks)
| Date | Gross $ | Positions | Top name | Top-name share |
|---|
| 2026-07-06 | $10,000 | 1 | CRWD | 100.0% |
| 2026-07-13 | $30,000 | 3 | AMC | 33.3% |
| 2026-07-14 | $30,000 | 3 | APP | 33.3% |
SPY weekly regime split
SPY direction is local, read-only daily_ohlc close-to-close by Friday week. The final partial week uses its last available close.
| Regime | Weeks | Model total | Avg model week | Hit rate | Ann. Sharpe | Avg SPY week |
|---|
| SPY-up weeks | 1 | -5.2% | -5.21% | 0.0% | — | +1.37% |
| SPY-down weeks | 1 | +3.5% | +3.52% | 100.0% | — | -0.56% |