28 Decoupling Review — Automated Scan

A dated, reverse-chronological record of the automated scan of this book’s chapters against the authoring standard.

28.1 What this record is, and what it is not

This record carries the lint half of the periodic decoupling review only. It does not discharge the judgement half, which remains a human pass.

The scan decides what a machine can decide: internal identifiers left in visible prose, vocabulary belonging to the instrument rather than to the science, links that leave the book, and spellings outside our register. It cannot decide whether a chapter is organised around a question or around a component, whether a hypothesis is statable without our own private vocabulary, or whether an enquiry is motivated by the argument rather than by what happened to become possible. Those symptoms remain a human read before publication.

A clean scan therefore never means “the decoupling review passed”. It means only that nothing mechanically decidable was found on that date.

28.2 How entries are written

Each scan writes its findings into a dated managed block, newest first, below this header. Hand-authored text outside those blocks is never rewritten — so a note added here by hand, recording what a human read found and what was done about it, survives every subsequent scan.

28.3 Entries

28.3.1 Scan of 2026-10-04

Scanned 45 chapter(s) of the book against the authoring standard.

Deterministic findings. 248 across 4 check(s). Each row gives the chapter and line, then the offending text.

Infrastructure vocabulary in the research layer (standard §3.1)

appendix/capability-map.qmd:3 — research-programme-register mirror of the operator dashboard's capability landscape. It is
appendix/capability-map.qmd:4 — maintained by hand and must be kept in step with that dashboard poster: same
appendix/capability-map.qmd:15 — operator dashboard, so that the written programme and the running system describe the same
appendix/capability-map.qmd:16 — apparatus. Where a chapter refers to "the factor-promotion gate", "the survivorship correction",
appendix/capability-map.qmd:30 — The instrument is built for a **single human operator** running a nightly, end-of-day pipeline
appendix/capability-map.qmd:34 — venue per asset class, and makes strategy decisions on a daily-or-slower clock — the signals we
appendix/capability-map.qmd:67 — (exercised in production for at least one asset class), **partially built** (materially incomplete,
appendix/capability-map.qmd:68 — or built for some asset classes only), or **not yet built**. We state these in words throughout,
appendix/capability-map.qmd:81 — implemented**: vendor ingestion through bulk and per-symbol pulls with audit-first failure
appendix/capability-map.qmd:82 — handling, schema validation and idempotent promotion against an investable allowlist, and a
appendix/capability-map.qmd:83 — star-schema analytical layer with point-in-time joins that guarantee a historical date sees only
appendix/capability-map.qmd:95 — a distinct asset class. **Data-quality and lineage auditing is partially built** — run-level
appendix/capability-map.qmd:96 — sidecars and harvested run bundles exist, while column-level lineage and schema-drift alarms do not.
appendix/capability-map.qmd:114 — estimate. The factor-promotion gate consumes corrected evidence: a panel false-discovery correction
appendix/capability-map.qmd:118 — permutation test, so factor promotion is structurally a deep-run, high-permutation decision, and the
appendix/capability-map.qmd:119 — nightly cycle is monitoring rather than promotion. The survivorship sub-layer that feeds the haircut
appendix/capability-map.qmd:133 — valuation spread, and attach a report-only caution at the promotion gate. Crowding is the violent-
appendix/capability-map.qmd:155 — broker-true backtest cost model, and a net-of-cost information-coefficient column feeding the gate —
appendix/capability-map.qmd:163 — net-asset-value and tearsheet production, a fan-out runner, and per-strategy sidecars. The remaining
appendix/capability-map.qmd:177 — clean-nightly, and metric-band gates. The paper stage is in service: a bound strategy accrues real
appendix/capability-map.qmd:190 — the comparison carries a cost-adjusted column, because a genuinely tradeable illiquid edge and an
appendix/capability-map.qmd:198 — service: a real paper-account round-trip — not a simulator — with submission and fill capture, an
appendix/capability-map.qmd:200 — against the broker account, all wired into the nightly cycle and surfaced on the operator dashboard.
appendix/capability-map.qmd:202 — A **cryptocurrency venue bridge** is **not yet built** and waits on that asset class. Two execution
appendix/capability-map.qmd:209 — **Orchestration and reliability-and-telemetry are fully implemented**: a pipeline executor with a
appendix/capability-map.qmd:210 — nightly flow tree, per-task sidecars, run-mode awareness, and a debug runner; and pre-flight checks,
appendix/capability-map.qmd:222 — page dashboard with a run calendar, per-stage drill-downs, factor-lifecycle pages, and coverage
appendix/capability-map.qmd:242 — multiply**: event capture and portfolio mechanics both pay back across every subsequent asset class,
appendix/capability-map.qmd:243 — so they precede the heavy asset-class builds. And **the multi-asset risk model comes last**, because
appendix/capability-map.qmd:246 — classes came online.
appendix/capability-map.qmd:264 — without reversing it. The excluded strategy classes stay excluded; but risk-premium factors may
appendix/capability-map.qmd:273 — arbitrage** — equity pairs and cointegrated baskets — is a decayed class whose realistic net Sharpe
appendix/capability-map.qmd:310 — *This inventory mirrors the operator dashboard's capability landscape and is maintained in step with
appendix/study-population.qmd:8 — signatures, class and table names, package boundaries, config paths. Under §3.1
appendix/study-population.qmd:47 — **The deployment population** is what a strategy may actually hold. It applies its own, stricter
appendix/study-population.qmd:56 — The research-and-deployment relationship is the one to keep in view: **research is a superset of
appendix/study-population.qmd:57 — deployment by design**. A factor premium that exists only in names below the deployment floors is
appendix/study-population.qmd:203 — carry a cost-adjusted column, and until it does, a genuinely tradeable illiquid edge and an
code/README.md:24 — [end-to-end pipeline](../research-platform/02-end-to-end-pipeline.md).
data-catalog/README.md:8 — FMP, FRED, and FINRA, with Bronze/Silver/Gold table mappings and per-dataset
data-catalog/README.md:28 — from the dataset reference's per-dataset ` ` column.
data-catalog/licensing.md:20 — service used.
data-catalog/refresh-schedules.md:5 — (the ` ` column, e.g. "Daily (1)", "Quarterly (90)"). This page exists
data-catalog/refresh-schedules.md:8 — per-dataset table each time.
data-catalog/refresh-schedules.md:13 — | ` ` | Daily ingestion, quarterly content | New rows land daily but reflect quarterly filings — season-gated: the
data-catalog/refresh-schedules.md:19 — for the ownership/supply-chain network layers. Update this table when that
data-catalog/refresh-schedules.md:20 — ingestion exists.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:39 — The empirical fields in the catalogue are drawn from the existing five-sidecar diagnostic
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:45 — hypothesis class, expected sign, source table and column, and current lifecycle status.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:52 — price-level source columns. The "cleanest permutation result in the library" turned out to
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:65 — Neither t-statistic exists in any current sidecar — the information-coefficient, permutation,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:80 — - **Neither is a promotion gate.** As set out in
investable-habitat.md:31 — achability at the operator's actual capital**, and that the same population be used for both measurement and deployment.
investable-habitat.md:33 — g an edge that others cannot see. We are claiming that a class of edges is visible to everyone and *actionable* only bel
investable-habitat.md:47 — he resulting baseline is **not settled**: a subsequent promotion of a small-capitalisation variant was recorded, but car
investable-habitat.md:107 — actor quality between the research population and each deployment tier is indistinguishable from unity. Transfer holds,
journal/2026/2026-08-03.md:48 — - I re-projected the existing five-sidecar run of 26 May 2026 (already
journal/2026/2026-08-03.md:50 — pulled style, hypothesis class, and expected sign from the factor
journal/2026/2026-08-03.md:52 — - I added two columns at the operator's request: a naive mean-return
journal/2026/2026-08-03.md:58 — - Both t-statistic columns are **specified but not computed** — no sidecar
journal/2026/2026-08-03.md:62 — - I surfaced two things worth acting on before this table is trusted:
journal/2026/2026-08-03.md:75 — (full permutation counts), so the permutation-test column stops being pre-fix
journal/2026/2026-08-03.md:81 — by family, list-style rather than wide tables, each factor self-contained
journal/2026/2026-08-03.md:82 — (justification, source table/column, empirical results together) — and to stop
journal/2026/2026-08-03.md:88 — ` `, hypothesis class and expected sign, lifecycle status, information
journal/2026/2026-08-03.md:93 — file instead of the table.
journal/2026/2026-08-03.md:98 — - I added two factors the original 13-row table didn't cover but the run data
journal/2026/2026-08-09.md:7 — an infrastructure dead end in the platform's factor pipeline, not a research
journal/2026/2026-08-09.md:10 — **Context.** Factor values are lifted from each Gold feature table into one
journal/2026/2026-08-09.md:11 — narrow fact table, ` ` (~1.02 billion rows), keyed by
journal/2026/2026-08-09.md:15 — of memory on the largest source tables, and I blamed the UPSERT's
journal/2026/2026-08-09.md:34 — annual/quarterly factors — including ones the live pipeline depends on —
library/index.qmd:75 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment** — [source](https://doi.org/10.1145/321738.321743) —
phd/factor-catalog.md:37 — ve signal, and where that signal currently sits in the promotion funnel — with the finding leading and the construction
phd/factor-catalog.md:108 — - **Theory fields** (economic justification, style, anchor citation, hypothesis class,
phd/factor-catalog.md:109 — expected sign, source table/column, lifecycle status) are drawn directly from the
phd/factor-catalog.md:123 — - **Two diagnostic columns — a naive t-statistic and a heteroskedasticity-and-autocorrelation-consistent
phd/factor-catalog.md:125 — emits them; the [Method](#method-the-pending-t-stat-columns) section states exactly how
phd/factor-catalog.md:133 — columns carrying a look-ahead defect in the price series they are built on, not a
phd/factor-catalog.md:145 — ## Method: the pending t-stat columns
phd/factor-catalog.md:164 — - **Neither is a promotion gate.** As established in
phd/factor-catalog.md:167 — multiple-testing critique targets. The platform's actual promotion gate combines the
phd/factor-catalog.md:169 — trial count; these two columns are diagnostic context, not a second gate.
phd/factor-catalog.md:171 — streams, not the per-factor return panel; computing these columns requires a small new
phd/factor-catalog.md:238 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:338 — to fourteen digits; the alias survives only as a raw feature-column name inside the
phd/factor-catalog.md:350 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:363 — ` *(not in the original 13-row citation table — included here because it carries the strongest result i
phd/factor-catalog.md:372 — name, which carries zero rows because no service computes its composite recipe. Consumers
phd/factor-catalog.md:402 — pre-blended z-score column computed upstream, not a true composite, so it always registers
phd/factor-catalog.md:486 — on promotion.
phd/factor-catalog.md:610 — An asset's *own* past 12-1 return predicts its next-month return across asset classes —
phd/factor-catalog.md:658 — ### ` ` *(superseded predecessor — not in the original 13-row table, retained for the correction it forces)*
phd/factor-catalog.md:671 — - **Lifecycle**: **deprecated for cause** (20 July 2026) — a raw price-level source column
phd/factor-catalog.md:692 — 3. Backfill the hypothesis class and expected sign for the factors missing them in
phd/factor-catalog.md:706 — with its universe, sizing, promotion gates, and backtest status.
phd/factor-catalog.md:715 — why no single column above (including the t-statistics, once filled in) should be read as
phd/factor-models-and-benchmarks.md:7 — * **Grounding:** every concept is tied to the module, table, or config that implements it in this repository. Code refer
phd/factor-models-and-benchmarks.md:70 — with ` ` dropped as the baseline), holding the column count stable at **K = 20** (10 style + 10 non-baseline s
phd/factor-models-and-benchmarks.md:135 — (used to sanity-check construction against the literature). Keeping them separate is deliberate — see the summary table.
phd/factor-models-and-benchmarks.md:185 — is (§3.4). A ` ` α is greyed out on the operator dashboard as "≈ beta" — indistinguishable from cheap market expos
phd/factor-models-and-benchmarks.md:195 — eighted market excess ` ` (free, Dartmouth) → ` ` | ` `; French table |
phd/factor-models-and-benchmarks.md:196 — ` (free) → ` `; French ` ` column (free) | ` `, `
phd/factor-models-and-benchmarks.md:243 — `, ` `). A factor only earns promotion to back a live strategy after clearing IC, permutation-
phd/factor-models-and-benchmarks.md:247 — **5. Size and route.** Construction applies executability floors (price ≥ \$5, \$1M ADV), leverage/position caps, and op
phd/factor-models-and-benchmarks.md:249 — nic → (only if the factor has proven IC) → band → size → route.* The factor supplies the **ranking**; the mechanic and g
phd/factor-models-and-benchmarks.md:257 — d daily closes, sourced from **FMP** ` ` / ` `). From that one column:
phd/factor-models-and-benchmarks.md:267 — ading to signal.** The wide ` ` column is lifted narrow into ` ` (`
phd/factor-models-and-benchmarks.md:299 — hly, vol-scaled-momentum replica run through the *real* pipeline (` `). It is no
phd/factor-models-and-benchmarks.md:362 — 12-1 return predicts its next-month return across asset classes — trend-following / slow-diffusion premium. | Moskowitz-
phd/proposal.md:65 — The apparatus proposed to test the hypotheses is a four-stage pipeline; it is described here in the
phd/proposal.md:66 — detail needed to judge feasibility, and it remains to be built. The pipeline would ingest empirical
phd/proposal.md:70 — | Pipeline Stage | Subsystems & Architectural Components | Key Processes & Mathematical Tasks |
phd/proposal.md:72 — | 1. Data Ingestion Engine | • Factor Loadings • Supply Chain Dependencies • Institutional Fund Portfolios | Ingests con
phd/proposal.md:87 — The proposed implementation environment relies on GPU-accelerated tensor math and specialised
phd/proposal.md:119 — controlled proof of concept: an environment in which known systemic shocks can be injected, so that
phd/proposal.md:129 — We model a synthetic environment with N=100 Stocks, F=5 Factors, and I=10 Institutional Funds.
phd/strategy-catalog.md:16 — factor → strategy, never the reverse. Strategy promotion — the passage through
phd/strategy-catalog.md:41 — n-sample backtest metrics from each strategy's backtest sidecar. The Gate column is a deterministic read of Sharpe clear
phd/strategy-catalog.md:46 — - **Config fields** (` `, ` `, ` `, universe, benchmark, promotion
phd/strategy-catalog.md:54 — backtest sidecar (surfaced on the operator dashboard's Strategies hub) and, where a
phd/strategy-catalog.md:61 — evaluated purely by nightly/research-day backtest plus promotion-gate comparison
phd/strategy-catalog.md:76 — strategies), producing a net-asset-value series, tearsheet, and cost-drag sidecar.
phd/strategy-catalog.md:82 — The same epistemic caveat as the Factor Catalogue's t-statistic columns applies here: a
phd/strategy-catalog.md:84 — - **The actual promotion bar** is the ` ` block (` `,
phd/strategy-catalog.md:86 — strategy state by the strategy-promotion lifecycle machinery — not any single backtest
phd/strategy-catalog.md:88 — - **Where to look**: the operator dashboard's Strategies hub surfaces the current run's
phd/strategy-catalog.md:112 — - **Lifecycle**: ` `. Promotion gate: ` `,
phd/strategy-catalog.md:115 — ` ` so the configuration honestly names the column the backtest
phd/strategy-catalog.md:119 — operator dashboard renders that status honestly rather than a validated factor it
phd/strategy-catalog.md:134 — promotion gate as ` `.
phd/strategy-catalog.md:150 — - **Lifecycle**: ` `. Same promotion gate as ` `.
phd/strategy-catalog.md:163 — - **Lifecycle**: ` `, but **not a promotion candidate** — a fixed
phd/strategy-catalog.md:188 — single-asset-class cross-section — the 11 SPDR sector ETFs rather than 500 individual
phd/strategy-catalog.md:203 — Promotion gate is looser than the equity family: ` `,
phd/strategy-catalog.md:206 — cross-sectional-momentum mechanic works on a thin, single-asset-class cross-section once
phd/strategy-catalog.md:226 — long-history instrument per asset class (SPY/QQQ/IWM equity, EFA/EEM international,
phd/strategy-catalog.md:235 — be on. Promotion gate: ` `, ` `.
phd/strategy-catalog.md:255 — the *deprecated* composite ` `, which the platform has no service
phd/strategy-catalog.md:262 — - **Lifecycle**: ` `, ` `. Promotion
phd/strategy-catalog.md:267 — and strategy-level backtest promotion are evaluated on separate cadences and neither
phd/strategy-catalog.md:289 — promotion gate as ` ` (` `, ` `).
phd/strategy-catalog.md:299 — 1. Compile a per-strategy empirical table analogous to the Factor Catalogue's diagnostic-run
phd/strategy-catalog.md:322 — canonical platform doc for the ` ` promotion state machine
references/bibliography.md:90 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment. | [10.1145/321738.321743](https://doi.org/10.1145/321
research-platform/01-platform-as-research-substrate.md:4 — apter 01 of this part; follows the [overview](README.md), precedes [the end-to-end pipeline](02-end-to-end-pipeline.md).
research-platform/01-platform-as-research-substrate.md:25 — om the point-in-time analytical layer, inheriting its no-look-ahead guarantee (chapter [02](02-end-to-end-pipeline.md)).
research-platform/01-platform-as-research-substrate.md:27 — l is useful only if it can inform a tradeable book. The pipeline terminates in cost-aware, risk-capped, broker-submitted
research-platform/01-platform-as-research-substrate.md:33 — ultiplex networks, graph neural networks, supply-chain ingestion, or institutional-ownership (13F) data — those are prop
research-platform/02-end-to-end-pipeline.md:1 — # The End-to-End Pipeline: Data to Live Trading
research-platform/02-end-to-end-pipeline.md:6 — h notebook that stops at a backtest. It is a production pipeline that runs each night from raw vendor data to a reconcil
research-platform/02-end-to-end-pipeline.md:10 — ## The nightly pipeline
research-platform/02-end-to-end-pipeline.md:24 — ed subsystem with its own immutable output and its own dashboard view; the chain is what a nightly run actually does, no
research-platform/02-end-to-end-pipeline.md:30 — | **Model** | Star-schema analytical layer with strict point-in-time integrity — on any date, only what was knowable the
research-platform/02-end-to-end-pipeline.md:36 — Orchestration across all seven stages is a single flow under one run identity, so the whole night is one reproducible ex
research-platform/02-end-to-end-pipeline.md:40 — final stage is the one most quant research never reaches. This pipeline reaches it, and we report its status precisely:
research-platform/02-end-to-end-pipeline.md:48 — Three properties of the pipeline are exactly what the proposal's network model needs from a host, and what a standalone
research-platform/02-end-to-end-pipeline.md:51 — is useful only if it can inform a *tradeable* book. The pipeline already turns a signal into cost-aware, capacity-aware,
research-platform/02-end-to-end-pipeline.md:52 — * Each night emits a run identity, per-stage structured sidecars, and a dashboard bundle (chapter [09](09-reproducibilit
research-platform/02-end-to-end-pipeline.md:54 — The proposal's data-ingestion engine and the platform's Acquire→Model stages are the same idea at different maturities.
research-platform/03-multiplex-data-substrate.md:4 — der:** chapter 03 of this part; follows [the end-to-end pipeline](02-end-to-end-pipeline.md), precedes [the factor layer
research-platform/03-multiplex-data-substrate.md:30 — on* to *customer–supplier edge extraction* is a scoped ingestion task, not new infrastructure. It is the least-mature of
research-platform/03-multiplex-data-substrate.md:39 — A 13F ingestion path would reuse the same EDGAR client as Layer 2, so the two proposed layers share a sourcing route.
research-platform/03-multiplex-data-substrate.md:43 — e attaches to a mechanism that is already built: EDGAR ingestion, FINRA sourcing, crowding computation, and a declarativ
research-platform/04-factor-layer-as-multiplex-layer-1.md:18 — dels-and-benchmarks.md) chapter; the factor-engineering pipeline is in the [factor library](../appendix/factors.qmd) app
research-platform/04-factor-layer-as-multiplex-layer-1.md:30 — eatures (rolling price, volatility, factor arrays) | Already columns in the end-of-day and factor stores | implemented |
research-platform/04-factor-layer-as-multiplex-layer-1.md:36 — data evaluation without first building a factor-loading pipeline. The stock–factor layer is the bridgehead; Layers 2 and
research-platform/05-systemic-risk-and-crowding-groundwork.md:36 — y has a report-only, evidence-first grammar — a research table feeding a per-run sidecar feeding a dashboard card, gatin
research-platform/06-integrated-target-architecture.md:34 — | **Data ingestion engine** (L1/L2/L3) | Declarative datasets plus EDGAR and FINRA ingestion | the ingestion and analyti
research-platform/06-integrated-target-architecture.md:37 — acian spectrum) | A spectral producer writing a research table and sidecar | the report-only crowding-producer pattern |
research-platform/06-integrated-target-architecture.md:45 — 3. **A research table, a per-run sidecar, and a dashboard card.** Every producer writes an operational table, emits a st
research-platform/07-gap-analysis-and-research-roadmap.md:14 — | Point-in-time data and analytical model | Feeds all tensors | implemented | chapter [02](02-end-to-end-pipeline.md) |
research-platform/07-gap-analysis-and-research-roadmap.md:19 — | EDGAR and FINRA ingestion machinery | Sourcing path for L2/L3 | partially built | chapter [03](03-multiplex-data-subst
research-platform/07-gap-analysis-and-research-roadmap.md:30 — braic connectivity and spectral radius as a report-only sidecar. Reuses the crowding-producer template end to end. *De-r
research-platform/07-gap-analysis-and-research-roadmap.md:39 — em with real precision limits; the roadmap treats it as a research task with its own evaluation, not a solved ingestion.
research-platform/08-validation-and-anti-overfitting.md:12 — cs of trust" is not aspirational; it gates real factor promotions today, and each check is adopted from the literature r
research-platform/09-reproducibility-and-experiment-infra.md:4 — **Reinforces:** [Proposal §3 — pipeline & evaluation](../phd/proposal.md) · **Reading order:** chapter 09 of this part;
research-platform/09-reproducibility-and-experiment-infra.md:16 — | **Per-stage structured sidecars** | Each producer emits a schema-versioned result blob |
research-platform/09-reproducibility-and-experiment-infra.md:17 — | **Harvested run bundle** | All sidecars rolled into one bundle the dashboard reads |
research-platform/09-reproducibility-and-experiment-infra.md:19 — | **Operator dashboard** | Every run, stage, factor, and signal browsable |
research-platform/09-reproducibility-and-experiment-infra.md:26 — - **Audit-first ingestion.** Every vendor fetch — including failures — is recorded, so "what did we actually have on dat
research-platform/09-reproducibility-and-experiment-infra.md:28 — - **Schema-versioned sidecars.** Producers version their output, so a downstream reader degrades gracefully across runs
research-platform/09-reproducibility-and-experiment-infra.md:36 — ison is a producer whose every run is identity-stamped, sidecar-recorded, and reharvestable — so a reviewer, or a future
research-platform/README.md:22 — | 02 | [The end-to-end pipeline](02-end-to-end-pipeline.md) | Does it really run data → live trading, reproducibly? | §3
research-platform/README.md:36 — runs end to end, data to live trading** — a production pipeline terminating in real broker fills, not a simulator (chap
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:52 — factor → signal → ranked-cross-section pipeline with an honest verdict that
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:89 — report-then-enforce, research evidence and sidecar surfaced on the operator
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:90 — dashboard, evidence-first, no gate at first — the momentum-crowding monitor is the
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:98 — service, plus a close-out producer, a research-evidence table, a sidecar, and one
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:99 — dashboard card). Three tiers:
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:103 — al & directional connectedness index → research-evidence table + sidecar → one regime card. Report-only, no gate. | **~1
research-platform/findings/edgar-pit-integrity-findings.md:24 — fundamentals table stores *fiscal* year and period, so non-December fiscal-year-end
research-platform/findings/edgar-pit-integrity-findings.md:36 — valuation and moat tables): stamped at the platform's cadence-aware
research-platform/findings/edgar-pit-integrity-findings.md:41 — table): stamped at the **fiscal period-end** (e.g. 2020-12-31) with **no
research-platform/findings/edgar-pit-integrity-findings.md:44 — safer. As a method note, the quarterly table stamps knowledge at the fiscal
research-platform/findings/edgar-pit-integrity-findings.md:95 — ` `); no ingestion, no Gold write, no new runtime dependency.
research-platform/findings/edgar-pit-integrity-findings.md:125 — ## 3. Worst-offender table
research-platform/findings/edgar-pit-integrity-findings.md:134 — > **Note.** This table pre-dates the 8-K anchor. The report now emits two
research-platform/findings/edgar-pit-integrity-findings.md:135 — > additional columns — the earlier of the 8-K Item 2.02 earnings release and the
research-platform/findings/edgar-pit-integrity-findings.md:138 — > roughly 14 days less negative than the ` ` shown here. The widened columns
research-platform/findings/edgar-pit-integrity-findings.md:227 — and annual fundamentals, valuation, and moat tables (superseding the

Links that leave the book (standard §10)

experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:31 — [factor layer as multiplex Layer 1](../../research-platform/04-factor-layer-as-multiplex-layer-1.md):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:40 — run of **26 May 2026**, synthesised in the [factor platform appendix](../../appendix/factors.qmd)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:81 — [Validation & anti-overfitting](../../research-platform/08-validation-and-anti-overfitting.md),
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:99 — [the journal entry of 2026-08-03](../../journal/2026/2026-08-03.md).
journal/2026/2026-08-03.md:4 — a research-notebook shape: [Vision](../../README.md) → Literature Review →
journal/2026/2026-08-03.md:10 — - The original whitepaper content moved to [whitepaper](../../appendix/whitepaper.qmd)
journal/2026/2026-08-03.md:18 — - Genuinely new: [research-questions.md](../../research-questions.md)
journal/2026/2026-08-03.md:21 — [references/bibliography.md](../../references/bibliography.md) (DOI-normalised,
journal/2026/2026-08-03.md:37 — added [the factor-catalogue empirical-results experiment](../../experiments/2026-08-03-factor-catalogue-empirical-result
journal/2026/2026-08-03.md:40 — [factor-models-and-benchmarks §10](../../phd/factor-models-and-benchmarks.md)
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:152 — [Reference Library](../../library/index.qmd). This paper is open-access (CC-BY);

Spellings outside our register (standard §4b)

data-catalog/licensing.md:7 — - **FMP** (Financial Modeling Prep) — requires ` `; commercial
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/README.md:17 — the empirical fields in the [per-factor, per-family catalogue](../phd/factor-catalog.md).
investable-habitat.md:137 — ed on this population, in [Factor Catalogue](phd/factor-catalog.md); the populations themselves, in [The Study Populatio
journal/2026/2026-08-03.md:6 — Journal → Code → Data Catalog → Academic References.
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
methodology/README.md:9 — - [Data Catalogue](../data-catalog/README.md) — provenance, licensing, refresh
phd/factor-catalog.md:358 — [Strategy Catalogue](strategy-catalog.md#cross-sectional-equity-momentum).
phd/factor-catalog.md:380 — residual-momentum strategy ([Strategy Catalogue §4](strategy-catalog.md#residual-market-neutral-momentum)).
phd/factor-catalog.md:603 — earnings-momentum strategy ([Strategy Catalogue §5](strategy-catalog.md#earnings-momentum-pead)).
phd/factor-catalog.md:629 — [Strategy Catalogue §3](strategy-catalog.md#time-series-momentum-trend).
phd/factor-catalog.md:704 — - [Strategy Catalogue](strategy-catalog.md) — the downstream companion to this chapter:
phd/strategy-catalog.md:4 — on the platform — the downstream companion to the [Factor Catalogue](factor-catalog.md).
phd/strategy-catalog.md:97 — (` `, [Factor Catalogue §4](factor-catalog.md#momentum)) and one
phd/strategy-catalog.md:104 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:124 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:142 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:157 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:193 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:220 — - **Underlying factor**: [` `](factor-catalog.md#tsmom_12_1_vol_scaled)
phd/strategy-catalog.md:254 — [Factor Catalogue](factor-catalog.md#momentum)); note this is the atomic factor id, not
phd/strategy-catalog.md:280 — - **Underlying factor**: [` `](factor-catalog.md#sue) (Standardised Unexpected
phd/strategy-catalog.md:281 — Earnings, [Factor Catalogue §11](factor-catalog.md#earnings-momentum-pead))
phd/strategy-catalog.md:315 — - [Factor Catalogue](factor-catalog.md) — the upstream companion to this chapter: every

Glossary terms defined but unused (standard §11.1)

appendix/glossary.qmd:63 — Spectral gap
appendix/glossary.qmd:67 — Spectral density
appendix/glossary.qmd:80 — Generative mechanism
appendix/glossary.qmd:117 — Look-ahead bias
appendix/glossary.qmd:136 — Null result

Verbatim-include exception (standard §3.4).

5 known verbatim-include shim(s) remain, recorded as one deliberate exception pending rewrite (standard §3.4): appendix/datasets.qmd, appendix/factor-strategy-lifecycle.qmd, appendix/factors.qmd, appendix/portfolio-construction.qmd, appendix/whitepaper.qmd.

Advisory — heuristic, not a deterministic finding.

17 note(s). The cue lists behind these are deliberately narrow, so a note may be a false alarm — read the chapter and judge. These are NOT findings and nothing above depends on them.

appendix/capability-map.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
appendix/glossary.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:1 — # Experiment: Empirical Results for the Canonical Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
index.qmd:1 — # Preface {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-03.md:1 — # 2026-08-03 — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-09.md:1 — # 2026-08-09 — Chapter opening with no statement of contribution (standard §5.3)
journal/decoupling-review.md:1 — # Decoupling Review — Automated Scan — Chapter opening with no statement of contribution (standard §5.3)
library/index.qmd:1 — # Reference Library {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-catalog.md:1 — # Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-models-and-benchmarks.md:1 — # Factor Models, the CAPM Decomposition, and Market Benchmarks — Chapter opening with no statement of contribution (standard §5.3)
phd/proposal.md:1 — # Research Proposal: Dynamic Heterogeneous Multiplex Networks for Factor-Based Systemic Risk & Market Phase Transitions — Chapter opening with no statement of contribution (standard §5.3)
phd/strategy-catalog.md:1 — # Strategy Catalogue — Chapter opening with no statement of contribution (standard §5.3)
references/bibliography.md:1 — # Academic References — Bibliography — Chapter opening with no statement of contribution (standard §5.3)
research-platform/README.md:1 — # SBFoundation as a Research Platform — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:1 — # Asset-Dependency Networks (Econophysics) — Paper Review & Platform Fit Findings — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/edgar-pit-integrity-findings.md:1 — # Point-in-Time Filing-Date Integrity Audit of Vendor Fundamentals — Findings — Chapter opening with no statement of contribution (standard §5.3)
research-questions.md:1 — # Research Questions — Chapter opening with no statement of contribution (standard §5.3)

Standing note. This entry carries the lint half of the periodic decoupling review only. It does not discharge the judgement half, which remains a human pass. A clean scan therefore never means the decoupling review passed — it means only that nothing mechanically decidable was found on this date.

Produced by the close-out scan of the nightly run of 2026-10-02.

28.3.2 Scan of 2026-09-27

Scanned 45 chapter(s) of the book against the authoring standard.

Deterministic findings. 249 across 4 check(s). Each row gives the chapter and line, then the offending text.

Infrastructure vocabulary in the research layer (standard §3.1)

appendix/capability-map.qmd:3 — research-programme-register mirror of the operator dashboard's capability landscape. It is
appendix/capability-map.qmd:4 — maintained by hand and must be kept in step with that dashboard poster: same
appendix/capability-map.qmd:15 — operator dashboard, so that the written programme and the running system describe the same
appendix/capability-map.qmd:16 — apparatus. Where a chapter refers to "the factor-promotion gate", "the survivorship correction",
appendix/capability-map.qmd:30 — The instrument is built for a **single human operator** running a nightly, end-of-day pipeline
appendix/capability-map.qmd:34 — venue per asset class, and makes strategy decisions on a daily-or-slower clock — the signals we
appendix/capability-map.qmd:67 — (exercised in production for at least one asset class), **partially built** (materially incomplete,
appendix/capability-map.qmd:68 — or built for some asset classes only), or **not yet built**. We state these in words throughout,
appendix/capability-map.qmd:81 — implemented**: vendor ingestion through bulk and per-symbol pulls with audit-first failure
appendix/capability-map.qmd:82 — handling, schema validation and idempotent promotion against an investable allowlist, and a
appendix/capability-map.qmd:83 — star-schema analytical layer with point-in-time joins that guarantee a historical date sees only
appendix/capability-map.qmd:95 — a distinct asset class. **Data-quality and lineage auditing is partially built** — run-level
appendix/capability-map.qmd:96 — sidecars and harvested run bundles exist, while column-level lineage and schema-drift alarms do not.
appendix/capability-map.qmd:114 — estimate. The factor-promotion gate consumes corrected evidence: a panel false-discovery correction
appendix/capability-map.qmd:118 — permutation test, so factor promotion is structurally a deep-run, high-permutation decision, and the
appendix/capability-map.qmd:119 — nightly cycle is monitoring rather than promotion. The survivorship sub-layer that feeds the haircut
appendix/capability-map.qmd:133 — valuation spread, and attach a report-only caution at the promotion gate. Crowding is the violent-
appendix/capability-map.qmd:155 — broker-true backtest cost model, and a net-of-cost information-coefficient column feeding the gate —
appendix/capability-map.qmd:163 — net-asset-value and tearsheet production, a fan-out runner, and per-strategy sidecars. The remaining
appendix/capability-map.qmd:177 — clean-nightly, and metric-band gates. The paper stage is in service: a bound strategy accrues real
appendix/capability-map.qmd:190 — the comparison carries a cost-adjusted column, because a genuinely tradeable illiquid edge and an
appendix/capability-map.qmd:198 — service: a real paper-account round-trip — not a simulator — with submission and fill capture, an
appendix/capability-map.qmd:200 — against the broker account, all wired into the nightly cycle and surfaced on the operator dashboard.
appendix/capability-map.qmd:202 — A **cryptocurrency venue bridge** is **not yet built** and waits on that asset class. Two execution
appendix/capability-map.qmd:209 — **Orchestration and reliability-and-telemetry are fully implemented**: a pipeline executor with a
appendix/capability-map.qmd:210 — nightly flow tree, per-task sidecars, run-mode awareness, and a debug runner; and pre-flight checks,
appendix/capability-map.qmd:222 — page dashboard with a run calendar, per-stage drill-downs, factor-lifecycle pages, and coverage
appendix/capability-map.qmd:242 — multiply**: event capture and portfolio mechanics both pay back across every subsequent asset class,
appendix/capability-map.qmd:243 — so they precede the heavy asset-class builds. And **the multi-asset risk model comes last**, because
appendix/capability-map.qmd:246 — classes came online.
appendix/capability-map.qmd:264 — without reversing it. The excluded strategy classes stay excluded; but risk-premium factors may
appendix/capability-map.qmd:273 — arbitrage** — equity pairs and cointegrated baskets — is a decayed class whose realistic net Sharpe
appendix/capability-map.qmd:310 — *This inventory mirrors the operator dashboard's capability landscape and is maintained in step with
appendix/study-population.qmd:8 — signatures, class and table names, package boundaries, config paths. Under §3.1
appendix/study-population.qmd:47 — **The deployment population** is what a strategy may actually hold. It applies its own, stricter
appendix/study-population.qmd:56 — The research-and-deployment relationship is the one to keep in view: **research is a superset of
appendix/study-population.qmd:57 — deployment by design**. A factor premium that exists only in names below the deployment floors is
appendix/study-population.qmd:203 — carry a cost-adjusted column, and until it does, a genuinely tradeable illiquid edge and an
code/README.md:24 — [end-to-end pipeline](../research-platform/02-end-to-end-pipeline.md).
data-catalog/README.md:8 — FMP, FRED, and FINRA, with Bronze/Silver/Gold table mappings and per-dataset
data-catalog/README.md:28 — from the dataset reference's per-dataset ` ` column.
data-catalog/licensing.md:20 — service used.
data-catalog/refresh-schedules.md:5 — (the ` ` column, e.g. "Daily (1)", "Quarterly (90)"). This page exists
data-catalog/refresh-schedules.md:8 — per-dataset table each time.
data-catalog/refresh-schedules.md:13 — | ` ` | Daily ingestion, quarterly content | New rows land daily but reflect quarterly filings — season-gated: the
data-catalog/refresh-schedules.md:19 — for the ownership/supply-chain network layers. Update this table when that
data-catalog/refresh-schedules.md:20 — ingestion exists.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:39 — The empirical fields in the catalogue are drawn from the existing five-sidecar diagnostic
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:45 — hypothesis class, expected sign, source table and column, and current lifecycle status.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:52 — price-level source columns. The "cleanest permutation result in the library" turned out to
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:65 — Neither t-statistic exists in any current sidecar — the information-coefficient, permutation,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:80 — - **Neither is a promotion gate.** As set out in
investable-habitat.md:31 — achability at the operator's actual capital**, and that the same population be used for both measurement and deployment.
investable-habitat.md:33 — g an edge that others cannot see. We are claiming that a class of edges is visible to everyone and *actionable* only bel
investable-habitat.md:47 — he resulting baseline is **not settled**: a subsequent promotion of a small-capitalisation variant was recorded, but car
investable-habitat.md:107 — actor quality between the research population and each deployment tier is indistinguishable from unity. Transfer holds,
journal/2026/2026-08-03.md:48 — - I re-projected the existing five-sidecar run of 26 May 2026 (already
journal/2026/2026-08-03.md:50 — pulled style, hypothesis class, and expected sign from the factor
journal/2026/2026-08-03.md:52 — - I added two columns at the operator's request: a naive mean-return
journal/2026/2026-08-03.md:58 — - Both t-statistic columns are **specified but not computed** — no sidecar
journal/2026/2026-08-03.md:62 — - I surfaced two things worth acting on before this table is trusted:
journal/2026/2026-08-03.md:75 — (full permutation counts), so the permutation-test column stops being pre-fix
journal/2026/2026-08-03.md:81 — by family, list-style rather than wide tables, each factor self-contained
journal/2026/2026-08-03.md:82 — (justification, source table/column, empirical results together) — and to stop
journal/2026/2026-08-03.md:88 — ` `, hypothesis class and expected sign, lifecycle status, information
journal/2026/2026-08-03.md:93 — file instead of the table.
journal/2026/2026-08-03.md:98 — - I added two factors the original 13-row table didn't cover but the run data
journal/2026/2026-08-09.md:7 — an infrastructure dead end in the platform's factor pipeline, not a research
journal/2026/2026-08-09.md:10 — **Context.** Factor values are lifted from each Gold feature table into one
journal/2026/2026-08-09.md:11 — narrow fact table, ` ` (~1.02 billion rows), keyed by
journal/2026/2026-08-09.md:15 — of memory on the largest source tables, and I blamed the UPSERT's
journal/2026/2026-08-09.md:34 — annual/quarterly factors — including ones the live pipeline depends on —
library/index.qmd:75 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment** — [source](https://doi.org/10.1145/321738.321743) —
phd/factor-catalog.md:37 — ve signal, and where that signal currently sits in the promotion funnel — with the finding leading and the construction
phd/factor-catalog.md:46 — - Value and quality factors show the strongest IC‑IR, but none are ready for deployment.
phd/factor-catalog.md:108 — - **Theory fields** (economic justification, style, anchor citation, hypothesis class,
phd/factor-catalog.md:109 — expected sign, source table/column, lifecycle status) are drawn directly from the
phd/factor-catalog.md:123 — - **Two diagnostic columns — a naive t-statistic and a heteroskedasticity-and-autocorrelation-consistent
phd/factor-catalog.md:125 — emits them; the [Method](#method-the-pending-t-stat-columns) section states exactly how
phd/factor-catalog.md:133 — columns carrying a look-ahead defect in the price series they are built on, not a
phd/factor-catalog.md:145 — ## Method: the pending t-stat columns
phd/factor-catalog.md:164 — - **Neither is a promotion gate.** As established in
phd/factor-catalog.md:167 — multiple-testing critique targets. The platform's actual promotion gate combines the
phd/factor-catalog.md:169 — trial count; these two columns are diagnostic context, not a second gate.
phd/factor-catalog.md:171 — streams, not the per-factor return panel; computing these columns requires a small new
phd/factor-catalog.md:238 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:338 — to fourteen digits; the alias survives only as a raw feature-column name inside the
phd/factor-catalog.md:350 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:363 — ` *(not in the original 13-row citation table — included here because it carries the strongest result i
phd/factor-catalog.md:372 — name, which carries zero rows because no service computes its composite recipe. Consumers
phd/factor-catalog.md:402 — pre-blended z-score column computed upstream, not a true composite, so it always registers
phd/factor-catalog.md:486 — on promotion.
phd/factor-catalog.md:610 — An asset's *own* past 12-1 return predicts its next-month return across asset classes —
phd/factor-catalog.md:658 — ### ` ` *(superseded predecessor — not in the original 13-row table, retained for the correction it forces)*
phd/factor-catalog.md:671 — - **Lifecycle**: **deprecated for cause** (20 July 2026) — a raw price-level source column
phd/factor-catalog.md:692 — 3. Backfill the hypothesis class and expected sign for the factors missing them in
phd/factor-catalog.md:706 — with its universe, sizing, promotion gates, and backtest status.
phd/factor-catalog.md:715 — why no single column above (including the t-statistics, once filled in) should be read as
phd/factor-models-and-benchmarks.md:7 — * **Grounding:** every concept is tied to the module, table, or config that implements it in this repository. Code refer
phd/factor-models-and-benchmarks.md:70 — with ` ` dropped as the baseline), holding the column count stable at **K = 20** (10 style + 10 non-baseline s
phd/factor-models-and-benchmarks.md:135 — (used to sanity-check construction against the literature). Keeping them separate is deliberate — see the summary table.
phd/factor-models-and-benchmarks.md:185 — is (§3.4). A ` ` α is greyed out on the operator dashboard as "≈ beta" — indistinguishable from cheap market expos
phd/factor-models-and-benchmarks.md:195 — eighted market excess ` ` (free, Dartmouth) → ` ` | ` `; French table |
phd/factor-models-and-benchmarks.md:196 — ` (free) → ` `; French ` ` column (free) | ` `, `
phd/factor-models-and-benchmarks.md:243 — `, ` `). A factor only earns promotion to back a live strategy after clearing IC, permutation-
phd/factor-models-and-benchmarks.md:247 — **5. Size and route.** Construction applies executability floors (price ≥ \$5, \$1M ADV), leverage/position caps, and op
phd/factor-models-and-benchmarks.md:249 — nic → (only if the factor has proven IC) → band → size → route.* The factor supplies the **ranking**; the mechanic and g
phd/factor-models-and-benchmarks.md:257 — d daily closes, sourced from **FMP** ` ` / ` `). From that one column:
phd/factor-models-and-benchmarks.md:267 — ading to signal.** The wide ` ` column is lifted narrow into ` ` (`
phd/factor-models-and-benchmarks.md:299 — hly, vol-scaled-momentum replica run through the *real* pipeline (` `). It is no
phd/factor-models-and-benchmarks.md:362 — 12-1 return predicts its next-month return across asset classes — trend-following / slow-diffusion premium. | Moskowitz-
phd/proposal.md:65 — The apparatus proposed to test the hypotheses is a four-stage pipeline; it is described here in the
phd/proposal.md:66 — detail needed to judge feasibility, and it remains to be built. The pipeline would ingest empirical
phd/proposal.md:70 — | Pipeline Stage | Subsystems & Architectural Components | Key Processes & Mathematical Tasks |
phd/proposal.md:72 — | 1. Data Ingestion Engine | • Factor Loadings • Supply Chain Dependencies • Institutional Fund Portfolios | Ingests con
phd/proposal.md:87 — The proposed implementation environment relies on GPU-accelerated tensor math and specialised
phd/proposal.md:119 — controlled proof of concept: an environment in which known systemic shocks can be injected, so that
phd/proposal.md:129 — We model a synthetic environment with N=100 Stocks, F=5 Factors, and I=10 Institutional Funds.
phd/strategy-catalog.md:16 — factor → strategy, never the reverse. Strategy promotion — the passage through
phd/strategy-catalog.md:41 — n-sample backtest metrics from each strategy's backtest sidecar. The Gate column is a deterministic read of Sharpe clear
phd/strategy-catalog.md:46 — - **Config fields** (` `, ` `, ` `, universe, benchmark, promotion
phd/strategy-catalog.md:54 — backtest sidecar (surfaced on the operator dashboard's Strategies hub) and, where a
phd/strategy-catalog.md:61 — evaluated purely by nightly/research-day backtest plus promotion-gate comparison
phd/strategy-catalog.md:76 — strategies), producing a net-asset-value series, tearsheet, and cost-drag sidecar.
phd/strategy-catalog.md:82 — The same epistemic caveat as the Factor Catalogue's t-statistic columns applies here: a
phd/strategy-catalog.md:84 — - **The actual promotion bar** is the ` ` block (` `,
phd/strategy-catalog.md:86 — strategy state by the strategy-promotion lifecycle machinery — not any single backtest
phd/strategy-catalog.md:88 — - **Where to look**: the operator dashboard's Strategies hub surfaces the current run's
phd/strategy-catalog.md:112 — - **Lifecycle**: ` `. Promotion gate: ` `,
phd/strategy-catalog.md:115 — ` ` so the configuration honestly names the column the backtest
phd/strategy-catalog.md:119 — operator dashboard renders that status honestly rather than a validated factor it
phd/strategy-catalog.md:134 — promotion gate as ` `.
phd/strategy-catalog.md:150 — - **Lifecycle**: ` `. Same promotion gate as ` `.
phd/strategy-catalog.md:163 — - **Lifecycle**: ` `, but **not a promotion candidate** — a fixed
phd/strategy-catalog.md:188 — single-asset-class cross-section — the 11 SPDR sector ETFs rather than 500 individual
phd/strategy-catalog.md:203 — Promotion gate is looser than the equity family: ` `,
phd/strategy-catalog.md:206 — cross-sectional-momentum mechanic works on a thin, single-asset-class cross-section once
phd/strategy-catalog.md:226 — long-history instrument per asset class (SPY/QQQ/IWM equity, EFA/EEM international,
phd/strategy-catalog.md:235 — be on. Promotion gate: ` `, ` `.
phd/strategy-catalog.md:255 — the *deprecated* composite ` `, which the platform has no service
phd/strategy-catalog.md:262 — - **Lifecycle**: ` `, ` `. Promotion
phd/strategy-catalog.md:267 — and strategy-level backtest promotion are evaluated on separate cadences and neither
phd/strategy-catalog.md:289 — promotion gate as ` ` (` `, ` `).
phd/strategy-catalog.md:299 — 1. Compile a per-strategy empirical table analogous to the Factor Catalogue's diagnostic-run
phd/strategy-catalog.md:322 — canonical platform doc for the ` ` promotion state machine
references/bibliography.md:90 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment. | [10.1145/321738.321743](https://doi.org/10.1145/321
research-platform/01-platform-as-research-substrate.md:4 — apter 01 of this part; follows the [overview](README.md), precedes [the end-to-end pipeline](02-end-to-end-pipeline.md).
research-platform/01-platform-as-research-substrate.md:25 — om the point-in-time analytical layer, inheriting its no-look-ahead guarantee (chapter [02](02-end-to-end-pipeline.md)).
research-platform/01-platform-as-research-substrate.md:27 — l is useful only if it can inform a tradeable book. The pipeline terminates in cost-aware, risk-capped, broker-submitted
research-platform/01-platform-as-research-substrate.md:33 — ultiplex networks, graph neural networks, supply-chain ingestion, or institutional-ownership (13F) data — those are prop
research-platform/02-end-to-end-pipeline.md:1 — # The End-to-End Pipeline: Data to Live Trading
research-platform/02-end-to-end-pipeline.md:6 — h notebook that stops at a backtest. It is a production pipeline that runs each night from raw vendor data to a reconcil
research-platform/02-end-to-end-pipeline.md:10 — ## The nightly pipeline
research-platform/02-end-to-end-pipeline.md:24 — ed subsystem with its own immutable output and its own dashboard view; the chain is what a nightly run actually does, no
research-platform/02-end-to-end-pipeline.md:30 — | **Model** | Star-schema analytical layer with strict point-in-time integrity — on any date, only what was knowable the
research-platform/02-end-to-end-pipeline.md:36 — Orchestration across all seven stages is a single flow under one run identity, so the whole night is one reproducible ex
research-platform/02-end-to-end-pipeline.md:40 — final stage is the one most quant research never reaches. This pipeline reaches it, and we report its status precisely:
research-platform/02-end-to-end-pipeline.md:48 — Three properties of the pipeline are exactly what the proposal's network model needs from a host, and what a standalone
research-platform/02-end-to-end-pipeline.md:51 — is useful only if it can inform a *tradeable* book. The pipeline already turns a signal into cost-aware, capacity-aware,
research-platform/02-end-to-end-pipeline.md:52 — * Each night emits a run identity, per-stage structured sidecars, and a dashboard bundle (chapter [09](09-reproducibilit
research-platform/02-end-to-end-pipeline.md:54 — The proposal's data-ingestion engine and the platform's Acquire→Model stages are the same idea at different maturities.
research-platform/03-multiplex-data-substrate.md:4 — der:** chapter 03 of this part; follows [the end-to-end pipeline](02-end-to-end-pipeline.md), precedes [the factor layer
research-platform/03-multiplex-data-substrate.md:30 — on* to *customer–supplier edge extraction* is a scoped ingestion task, not new infrastructure. It is the least-mature of
research-platform/03-multiplex-data-substrate.md:39 — A 13F ingestion path would reuse the same EDGAR client as Layer 2, so the two proposed layers share a sourcing route.
research-platform/03-multiplex-data-substrate.md:43 — e attaches to a mechanism that is already built: EDGAR ingestion, FINRA sourcing, crowding computation, and a declarativ
research-platform/04-factor-layer-as-multiplex-layer-1.md:18 — dels-and-benchmarks.md) chapter; the factor-engineering pipeline is in the [factor library](../appendix/factors.qmd) app
research-platform/04-factor-layer-as-multiplex-layer-1.md:30 — eatures (rolling price, volatility, factor arrays) | Already columns in the end-of-day and factor stores | implemented |
research-platform/04-factor-layer-as-multiplex-layer-1.md:36 — data evaluation without first building a factor-loading pipeline. The stock–factor layer is the bridgehead; Layers 2 and
research-platform/05-systemic-risk-and-crowding-groundwork.md:36 — y has a report-only, evidence-first grammar — a research table feeding a per-run sidecar feeding a dashboard card, gatin
research-platform/06-integrated-target-architecture.md:34 — | **Data ingestion engine** (L1/L2/L3) | Declarative datasets plus EDGAR and FINRA ingestion | the ingestion and analyti
research-platform/06-integrated-target-architecture.md:37 — acian spectrum) | A spectral producer writing a research table and sidecar | the report-only crowding-producer pattern |
research-platform/06-integrated-target-architecture.md:45 — 3. **A research table, a per-run sidecar, and a dashboard card.** Every producer writes an operational table, emits a st
research-platform/07-gap-analysis-and-research-roadmap.md:14 — | Point-in-time data and analytical model | Feeds all tensors | implemented | chapter [02](02-end-to-end-pipeline.md) |
research-platform/07-gap-analysis-and-research-roadmap.md:19 — | EDGAR and FINRA ingestion machinery | Sourcing path for L2/L3 | partially built | chapter [03](03-multiplex-data-subst
research-platform/07-gap-analysis-and-research-roadmap.md:30 — braic connectivity and spectral radius as a report-only sidecar. Reuses the crowding-producer template end to end. *De-r
research-platform/07-gap-analysis-and-research-roadmap.md:39 — em with real precision limits; the roadmap treats it as a research task with its own evaluation, not a solved ingestion.
research-platform/08-validation-and-anti-overfitting.md:12 — cs of trust" is not aspirational; it gates real factor promotions today, and each check is adopted from the literature r
research-platform/09-reproducibility-and-experiment-infra.md:4 — **Reinforces:** [Proposal §3 — pipeline & evaluation](../phd/proposal.md) · **Reading order:** chapter 09 of this part;
research-platform/09-reproducibility-and-experiment-infra.md:16 — | **Per-stage structured sidecars** | Each producer emits a schema-versioned result blob |
research-platform/09-reproducibility-and-experiment-infra.md:17 — | **Harvested run bundle** | All sidecars rolled into one bundle the dashboard reads |
research-platform/09-reproducibility-and-experiment-infra.md:19 — | **Operator dashboard** | Every run, stage, factor, and signal browsable |
research-platform/09-reproducibility-and-experiment-infra.md:26 — - **Audit-first ingestion.** Every vendor fetch — including failures — is recorded, so "what did we actually have on dat
research-platform/09-reproducibility-and-experiment-infra.md:28 — - **Schema-versioned sidecars.** Producers version their output, so a downstream reader degrades gracefully across runs
research-platform/09-reproducibility-and-experiment-infra.md:36 — ison is a producer whose every run is identity-stamped, sidecar-recorded, and reharvestable — so a reviewer, or a future
research-platform/README.md:22 — | 02 | [The end-to-end pipeline](02-end-to-end-pipeline.md) | Does it really run data → live trading, reproducibly? | §3
research-platform/README.md:36 — runs end to end, data to live trading** — a production pipeline terminating in real broker fills, not a simulator (chap
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:52 — factor → signal → ranked-cross-section pipeline with an honest verdict that
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:89 — report-then-enforce, research evidence and sidecar surfaced on the operator
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:90 — dashboard, evidence-first, no gate at first — the momentum-crowding monitor is the
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:98 — service, plus a close-out producer, a research-evidence table, a sidecar, and one
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:99 — dashboard card). Three tiers:
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:103 — al & directional connectedness index → research-evidence table + sidecar → one regime card. Report-only, no gate. | **~1
research-platform/findings/edgar-pit-integrity-findings.md:24 — fundamentals table stores *fiscal* year and period, so non-December fiscal-year-end
research-platform/findings/edgar-pit-integrity-findings.md:36 — valuation and moat tables): stamped at the platform's cadence-aware
research-platform/findings/edgar-pit-integrity-findings.md:41 — table): stamped at the **fiscal period-end** (e.g. 2020-12-31) with **no
research-platform/findings/edgar-pit-integrity-findings.md:44 — safer. As a method note, the quarterly table stamps knowledge at the fiscal
research-platform/findings/edgar-pit-integrity-findings.md:95 — ` `); no ingestion, no Gold write, no new runtime dependency.
research-platform/findings/edgar-pit-integrity-findings.md:125 — ## 3. Worst-offender table
research-platform/findings/edgar-pit-integrity-findings.md:134 — > **Note.** This table pre-dates the 8-K anchor. The report now emits two
research-platform/findings/edgar-pit-integrity-findings.md:135 — > additional columns — the earlier of the 8-K Item 2.02 earnings release and the
research-platform/findings/edgar-pit-integrity-findings.md:138 — > roughly 14 days less negative than the ` ` shown here. The widened columns
research-platform/findings/edgar-pit-integrity-findings.md:227 — and annual fundamentals, valuation, and moat tables (superseding the

Links that leave the book (standard §10)

experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:31 — [factor layer as multiplex Layer 1](../../research-platform/04-factor-layer-as-multiplex-layer-1.md):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:40 — run of **26 May 2026**, synthesised in the [factor platform appendix](../../appendix/factors.qmd)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:81 — [Validation & anti-overfitting](../../research-platform/08-validation-and-anti-overfitting.md),
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:99 — [the journal entry of 2026-08-03](../../journal/2026/2026-08-03.md).
journal/2026/2026-08-03.md:4 — a research-notebook shape: [Vision](../../README.md) → Literature Review →
journal/2026/2026-08-03.md:10 — - The original whitepaper content moved to [whitepaper](../../appendix/whitepaper.qmd)
journal/2026/2026-08-03.md:18 — - Genuinely new: [research-questions.md](../../research-questions.md)
journal/2026/2026-08-03.md:21 — [references/bibliography.md](../../references/bibliography.md) (DOI-normalised,
journal/2026/2026-08-03.md:37 — added [the factor-catalogue empirical-results experiment](../../experiments/2026-08-03-factor-catalogue-empirical-result
journal/2026/2026-08-03.md:40 — [factor-models-and-benchmarks §10](../../phd/factor-models-and-benchmarks.md)
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:152 — [Reference Library](../../library/index.qmd). This paper is open-access (CC-BY);

Spellings outside our register (standard §4b)

data-catalog/licensing.md:7 — - **FMP** (Financial Modeling Prep) — requires ` `; commercial
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/README.md:17 — the empirical fields in the [per-factor, per-family catalogue](../phd/factor-catalog.md).
investable-habitat.md:137 — ed on this population, in [Factor Catalogue](phd/factor-catalog.md); the populations themselves, in [The Study Populatio
journal/2026/2026-08-03.md:6 — Journal → Code → Data Catalog → Academic References.
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
methodology/README.md:9 — - [Data Catalogue](../data-catalog/README.md) — provenance, licensing, refresh
phd/factor-catalog.md:358 — [Strategy Catalogue](strategy-catalog.md#cross-sectional-equity-momentum).
phd/factor-catalog.md:380 — residual-momentum strategy ([Strategy Catalogue §4](strategy-catalog.md#residual-market-neutral-momentum)).
phd/factor-catalog.md:603 — earnings-momentum strategy ([Strategy Catalogue §5](strategy-catalog.md#earnings-momentum-pead)).
phd/factor-catalog.md:629 — [Strategy Catalogue §3](strategy-catalog.md#time-series-momentum-trend).
phd/factor-catalog.md:704 — - [Strategy Catalogue](strategy-catalog.md) — the downstream companion to this chapter:
phd/strategy-catalog.md:4 — on the platform — the downstream companion to the [Factor Catalogue](factor-catalog.md).
phd/strategy-catalog.md:97 — (` `, [Factor Catalogue §4](factor-catalog.md#momentum)) and one
phd/strategy-catalog.md:104 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:124 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:142 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:157 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:193 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:220 — - **Underlying factor**: [` `](factor-catalog.md#tsmom_12_1_vol_scaled)
phd/strategy-catalog.md:254 — [Factor Catalogue](factor-catalog.md#momentum)); note this is the atomic factor id, not
phd/strategy-catalog.md:280 — - **Underlying factor**: [` `](factor-catalog.md#sue) (Standardised Unexpected
phd/strategy-catalog.md:281 — Earnings, [Factor Catalogue §11](factor-catalog.md#earnings-momentum-pead))
phd/strategy-catalog.md:315 — - [Factor Catalogue](factor-catalog.md) — the upstream companion to this chapter: every

Glossary terms defined but unused (standard §11.1)

appendix/glossary.qmd:63 — Spectral gap
appendix/glossary.qmd:67 — Spectral density
appendix/glossary.qmd:80 — Generative mechanism
appendix/glossary.qmd:117 — Look-ahead bias
appendix/glossary.qmd:136 — Null result

Verbatim-include exception (standard §3.4).

Advisory — heuristic, not a deterministic finding.

17 note(s). The cue lists behind these are deliberately narrow, so a note may be a false alarm — read the chapter and judge. These are NOT findings and nothing above depends on them.

appendix/capability-map.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
appendix/glossary.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:1 — # Experiment: Empirical Results for the Canonical Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
index.qmd:1 — # Preface {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-03.md:1 — # 2026-08-03 — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-09.md:1 — # 2026-08-09 — Chapter opening with no statement of contribution (standard §5.3)
journal/decoupling-review.md:1 — # Decoupling Review — Automated Scan — Chapter opening with no statement of contribution (standard §5.3)
library/index.qmd:1 — # Reference Library {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-catalog.md:1 — # Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-models-and-benchmarks.md:1 — # Factor Models, the CAPM Decomposition, and Market Benchmarks — Chapter opening with no statement of contribution (standard §5.3)
phd/proposal.md:1 — # Research Proposal: Dynamic Heterogeneous Multiplex Networks for Factor-Based Systemic Risk & Market Phase Transitions — Chapter opening with no statement of contribution (standard §5.3)
phd/strategy-catalog.md:1 — # Strategy Catalogue — Chapter opening with no statement of contribution (standard §5.3)
references/bibliography.md:1 — # Academic References — Bibliography — Chapter opening with no statement of contribution (standard §5.3)
research-platform/README.md:1 — # SBFoundation as a Research Platform — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:1 — # Asset-Dependency Networks (Econophysics) — Paper Review & Platform Fit Findings — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/edgar-pit-integrity-findings.md:1 — # Point-in-Time Filing-Date Integrity Audit of Vendor Fundamentals — Findings — Chapter opening with no statement of contribution (standard §5.3)
research-questions.md:1 — # Research Questions — Chapter opening with no statement of contribution (standard §5.3)

Produced by the close-out scan of the nightly run of 2026-09-25.

28.3.3 Scan of 2026-09-19

Scanned 45 chapter(s) of the book against the authoring standard.

Deterministic findings. 248 across 4 check(s). Each row gives the chapter and line, then the offending text.

Infrastructure vocabulary in the research layer (standard §3.1)

appendix/capability-map.qmd:3 — research-programme-register mirror of the operator dashboard's capability landscape. It is
appendix/capability-map.qmd:4 — maintained by hand and must be kept in step with that dashboard poster: same
appendix/capability-map.qmd:15 — operator dashboard, so that the written programme and the running system describe the same
appendix/capability-map.qmd:16 — apparatus. Where a chapter refers to "the factor-promotion gate", "the survivorship correction",
appendix/capability-map.qmd:30 — The instrument is built for a **single human operator** running a nightly, end-of-day pipeline
appendix/capability-map.qmd:34 — venue per asset class, and makes strategy decisions on a daily-or-slower clock — the signals we
appendix/capability-map.qmd:67 — (exercised in production for at least one asset class), **partially built** (materially incomplete,
appendix/capability-map.qmd:68 — or built for some asset classes only), or **not yet built**. We state these in words throughout,
appendix/capability-map.qmd:81 — implemented**: vendor ingestion through bulk and per-symbol pulls with audit-first failure
appendix/capability-map.qmd:82 — handling, schema validation and idempotent promotion against an investable allowlist, and a
appendix/capability-map.qmd:83 — star-schema analytical layer with point-in-time joins that guarantee a historical date sees only
appendix/capability-map.qmd:95 — a distinct asset class. **Data-quality and lineage auditing is partially built** — run-level
appendix/capability-map.qmd:96 — sidecars and harvested run bundles exist, while column-level lineage and schema-drift alarms do not.
appendix/capability-map.qmd:114 — estimate. The factor-promotion gate consumes corrected evidence: a panel false-discovery correction
appendix/capability-map.qmd:118 — permutation test, so factor promotion is structurally a deep-run, high-permutation decision, and the
appendix/capability-map.qmd:119 — nightly cycle is monitoring rather than promotion. The survivorship sub-layer that feeds the haircut
appendix/capability-map.qmd:133 — valuation spread, and attach a report-only caution at the promotion gate. Crowding is the violent-
appendix/capability-map.qmd:155 — broker-true backtest cost model, and a net-of-cost information-coefficient column feeding the gate —
appendix/capability-map.qmd:163 — net-asset-value and tearsheet production, a fan-out runner, and per-strategy sidecars. The remaining
appendix/capability-map.qmd:177 — clean-nightly, and metric-band gates. The paper stage is in service: a bound strategy accrues real
appendix/capability-map.qmd:190 — the comparison carries a cost-adjusted column, because a genuinely tradeable illiquid edge and an
appendix/capability-map.qmd:198 — service: a real paper-account round-trip — not a simulator — with submission and fill capture, an
appendix/capability-map.qmd:200 — against the broker account, all wired into the nightly cycle and surfaced on the operator dashboard.
appendix/capability-map.qmd:202 — A **cryptocurrency venue bridge** is **not yet built** and waits on that asset class. Two execution
appendix/capability-map.qmd:209 — **Orchestration and reliability-and-telemetry are fully implemented**: a pipeline executor with a
appendix/capability-map.qmd:210 — nightly flow tree, per-task sidecars, run-mode awareness, and a debug runner; and pre-flight checks,
appendix/capability-map.qmd:222 — page dashboard with a run calendar, per-stage drill-downs, factor-lifecycle pages, and coverage
appendix/capability-map.qmd:242 — multiply**: event capture and portfolio mechanics both pay back across every subsequent asset class,
appendix/capability-map.qmd:243 — so they precede the heavy asset-class builds. And **the multi-asset risk model comes last**, because
appendix/capability-map.qmd:246 — classes came online.
appendix/capability-map.qmd:264 — without reversing it. The excluded strategy classes stay excluded; but risk-premium factors may
appendix/capability-map.qmd:273 — arbitrage** — equity pairs and cointegrated baskets — is a decayed class whose realistic net Sharpe
appendix/capability-map.qmd:310 — *This inventory mirrors the operator dashboard's capability landscape and is maintained in step with
appendix/study-population.qmd:8 — signatures, class and table names, package boundaries, config paths. Under §3.1
appendix/study-population.qmd:47 — **The deployment population** is what a strategy may actually hold. It applies its own, stricter
appendix/study-population.qmd:56 — The research-and-deployment relationship is the one to keep in view: **research is a superset of
appendix/study-population.qmd:57 — deployment by design**. A factor premium that exists only in names below the deployment floors is
appendix/study-population.qmd:203 — carry a cost-adjusted column, and until it does, a genuinely tradeable illiquid edge and an
code/README.md:24 — [end-to-end pipeline](../research-platform/02-end-to-end-pipeline.md).
data-catalog/README.md:8 — FMP, FRED, and FINRA, with Bronze/Silver/Gold table mappings and per-dataset
data-catalog/README.md:28 — from the dataset reference's per-dataset ` ` column.
data-catalog/licensing.md:20 — service used.
data-catalog/refresh-schedules.md:5 — (the ` ` column, e.g. "Daily (1)", "Quarterly (90)"). This page exists
data-catalog/refresh-schedules.md:8 — per-dataset table each time.
data-catalog/refresh-schedules.md:13 — | ` ` | Daily ingestion, quarterly content | New rows land daily but reflect quarterly filings — season-gated: the
data-catalog/refresh-schedules.md:19 — for the ownership/supply-chain network layers. Update this table when that
data-catalog/refresh-schedules.md:20 — ingestion exists.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:39 — The empirical fields in the catalogue are drawn from the existing five-sidecar diagnostic
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:45 — hypothesis class, expected sign, source table and column, and current lifecycle status.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:52 — price-level source columns. The "cleanest permutation result in the library" turned out to
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:65 — Neither t-statistic exists in any current sidecar — the information-coefficient, permutation,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:80 — - **Neither is a promotion gate.** As set out in
investable-habitat.md:31 — achability at the operator's actual capital**, and that the same population be used for both measurement and deployment.
investable-habitat.md:33 — g an edge that others cannot see. We are claiming that a class of edges is visible to everyone and *actionable* only bel
investable-habitat.md:47 — he resulting baseline is **not settled**: a subsequent promotion of a small-capitalisation variant was recorded, but car
investable-habitat.md:107 — actor quality between the research population and each deployment tier is indistinguishable from unity. Transfer holds,
journal/2026/2026-08-03.md:48 — - I re-projected the existing five-sidecar run of 26 May 2026 (already
journal/2026/2026-08-03.md:50 — pulled style, hypothesis class, and expected sign from the factor
journal/2026/2026-08-03.md:52 — - I added two columns at the operator's request: a naive mean-return
journal/2026/2026-08-03.md:58 — - Both t-statistic columns are **specified but not computed** — no sidecar
journal/2026/2026-08-03.md:62 — - I surfaced two things worth acting on before this table is trusted:
journal/2026/2026-08-03.md:75 — (full permutation counts), so the permutation-test column stops being pre-fix
journal/2026/2026-08-03.md:81 — by family, list-style rather than wide tables, each factor self-contained
journal/2026/2026-08-03.md:82 — (justification, source table/column, empirical results together) — and to stop
journal/2026/2026-08-03.md:88 — ` `, hypothesis class and expected sign, lifecycle status, information
journal/2026/2026-08-03.md:93 — file instead of the table.
journal/2026/2026-08-03.md:98 — - I added two factors the original 13-row table didn't cover but the run data
journal/2026/2026-08-09.md:7 — an infrastructure dead end in the platform's factor pipeline, not a research
journal/2026/2026-08-09.md:10 — **Context.** Factor values are lifted from each Gold feature table into one
journal/2026/2026-08-09.md:11 — narrow fact table, ` ` (~1.02 billion rows), keyed by
journal/2026/2026-08-09.md:15 — of memory on the largest source tables, and I blamed the UPSERT's
journal/2026/2026-08-09.md:34 — annual/quarterly factors — including ones the live pipeline depends on —
library/index.qmd:75 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment** — [source](https://doi.org/10.1145/321738.321743) —
phd/factor-catalog.md:37 — ve signal, and where that signal currently sits in the promotion funnel — with the finding leading and the construction
phd/factor-catalog.md:107 — - **Theory fields** (economic justification, style, anchor citation, hypothesis class,
phd/factor-catalog.md:108 — expected sign, source table/column, lifecycle status) are drawn directly from the
phd/factor-catalog.md:122 — - **Two diagnostic columns — a naive t-statistic and a heteroskedasticity-and-autocorrelation-consistent
phd/factor-catalog.md:124 — emits them; the [Method](#method-the-pending-t-stat-columns) section states exactly how
phd/factor-catalog.md:132 — columns carrying a look-ahead defect in the price series they are built on, not a
phd/factor-catalog.md:144 — ## Method: the pending t-stat columns
phd/factor-catalog.md:163 — - **Neither is a promotion gate.** As established in
phd/factor-catalog.md:166 — multiple-testing critique targets. The platform's actual promotion gate combines the
phd/factor-catalog.md:168 — trial count; these two columns are diagnostic context, not a second gate.
phd/factor-catalog.md:170 — streams, not the per-factor return panel; computing these columns requires a small new
phd/factor-catalog.md:237 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:337 — to fourteen digits; the alias survives only as a raw feature-column name inside the
phd/factor-catalog.md:349 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:362 — ` *(not in the original 13-row citation table — included here because it carries the strongest result i
phd/factor-catalog.md:371 — name, which carries zero rows because no service computes its composite recipe. Consumers
phd/factor-catalog.md:401 — pre-blended z-score column computed upstream, not a true composite, so it always registers
phd/factor-catalog.md:485 — on promotion.
phd/factor-catalog.md:609 — An asset's *own* past 12-1 return predicts its next-month return across asset classes —
phd/factor-catalog.md:657 — ### ` ` *(superseded predecessor — not in the original 13-row table, retained for the correction it forces)*
phd/factor-catalog.md:670 — - **Lifecycle**: **deprecated for cause** (20 July 2026) — a raw price-level source column
phd/factor-catalog.md:691 — 3. Backfill the hypothesis class and expected sign for the factors missing them in
phd/factor-catalog.md:705 — with its universe, sizing, promotion gates, and backtest status.
phd/factor-catalog.md:714 — why no single column above (including the t-statistics, once filled in) should be read as
phd/factor-models-and-benchmarks.md:7 — * **Grounding:** every concept is tied to the module, table, or config that implements it in this repository. Code refer
phd/factor-models-and-benchmarks.md:70 — with ` ` dropped as the baseline), holding the column count stable at **K = 20** (10 style + 10 non-baseline s
phd/factor-models-and-benchmarks.md:135 — (used to sanity-check construction against the literature). Keeping them separate is deliberate — see the summary table.
phd/factor-models-and-benchmarks.md:185 — is (§3.4). A ` ` α is greyed out on the operator dashboard as "≈ beta" — indistinguishable from cheap market expos
phd/factor-models-and-benchmarks.md:195 — eighted market excess ` ` (free, Dartmouth) → ` ` | ` `; French table |
phd/factor-models-and-benchmarks.md:196 — ` (free) → ` `; French ` ` column (free) | ` `, `
phd/factor-models-and-benchmarks.md:243 — `, ` `). A factor only earns promotion to back a live strategy after clearing IC, permutation-
phd/factor-models-and-benchmarks.md:247 — **5. Size and route.** Construction applies executability floors (price ≥ \$5, \$1M ADV), leverage/position caps, and op
phd/factor-models-and-benchmarks.md:249 — nic → (only if the factor has proven IC) → band → size → route.* The factor supplies the **ranking**; the mechanic and g
phd/factor-models-and-benchmarks.md:257 — d daily closes, sourced from **FMP** ` ` / ` `). From that one column:
phd/factor-models-and-benchmarks.md:267 — ading to signal.** The wide ` ` column is lifted narrow into ` ` (`
phd/factor-models-and-benchmarks.md:299 — hly, vol-scaled-momentum replica run through the *real* pipeline (` `). It is no
phd/factor-models-and-benchmarks.md:362 — 12-1 return predicts its next-month return across asset classes — trend-following / slow-diffusion premium. | Moskowitz-
phd/proposal.md:65 — The apparatus proposed to test the hypotheses is a four-stage pipeline; it is described here in the
phd/proposal.md:66 — detail needed to judge feasibility, and it remains to be built. The pipeline would ingest empirical
phd/proposal.md:70 — | Pipeline Stage | Subsystems & Architectural Components | Key Processes & Mathematical Tasks |
phd/proposal.md:72 — | 1. Data Ingestion Engine | • Factor Loadings • Supply Chain Dependencies • Institutional Fund Portfolios | Ingests con
phd/proposal.md:87 — The proposed implementation environment relies on GPU-accelerated tensor math and specialised
phd/proposal.md:119 — controlled proof of concept: an environment in which known systemic shocks can be injected, so that
phd/proposal.md:129 — We model a synthetic environment with N=100 Stocks, F=5 Factors, and I=10 Institutional Funds.
phd/strategy-catalog.md:16 — factor → strategy, never the reverse. Strategy promotion — the passage through
phd/strategy-catalog.md:38 — n-sample backtest metrics from each strategy's backtest sidecar. The Gate column is a deterministic read of Sharpe clear
phd/strategy-catalog.md:43 — - **Config fields** (` `, ` `, ` `, universe, benchmark, promotion
phd/strategy-catalog.md:51 — backtest sidecar (surfaced on the operator dashboard's Strategies hub) and, where a
phd/strategy-catalog.md:58 — evaluated purely by nightly/research-day backtest plus promotion-gate comparison
phd/strategy-catalog.md:73 — strategies), producing a net-asset-value series, tearsheet, and cost-drag sidecar.
phd/strategy-catalog.md:79 — The same epistemic caveat as the Factor Catalogue's t-statistic columns applies here: a
phd/strategy-catalog.md:81 — - **The actual promotion bar** is the ` ` block (` `,
phd/strategy-catalog.md:83 — strategy state by the strategy-promotion lifecycle machinery — not any single backtest
phd/strategy-catalog.md:85 — - **Where to look**: the operator dashboard's Strategies hub surfaces the current run's
phd/strategy-catalog.md:109 — - **Lifecycle**: ` `. Promotion gate: ` `,
phd/strategy-catalog.md:112 — ` ` so the configuration honestly names the column the backtest
phd/strategy-catalog.md:116 — operator dashboard renders that status honestly rather than a validated factor it
phd/strategy-catalog.md:131 — promotion gate as ` `.
phd/strategy-catalog.md:147 — - **Lifecycle**: ` `. Same promotion gate as ` `.
phd/strategy-catalog.md:160 — - **Lifecycle**: ` `, but **not a promotion candidate** — a fixed
phd/strategy-catalog.md:185 — single-asset-class cross-section — the 11 SPDR sector ETFs rather than 500 individual
phd/strategy-catalog.md:200 — Promotion gate is looser than the equity family: ` `,
phd/strategy-catalog.md:203 — cross-sectional-momentum mechanic works on a thin, single-asset-class cross-section once
phd/strategy-catalog.md:223 — long-history instrument per asset class (SPY/QQQ/IWM equity, EFA/EEM international,
phd/strategy-catalog.md:232 — be on. Promotion gate: ` `, ` `.
phd/strategy-catalog.md:252 — the *deprecated* composite ` `, which the platform has no service
phd/strategy-catalog.md:259 — - **Lifecycle**: ` `, ` `. Promotion
phd/strategy-catalog.md:264 — and strategy-level backtest promotion are evaluated on separate cadences and neither
phd/strategy-catalog.md:286 — promotion gate as ` ` (` `, ` `).
phd/strategy-catalog.md:296 — 1. Compile a per-strategy empirical table analogous to the Factor Catalogue's diagnostic-run
phd/strategy-catalog.md:319 — canonical platform doc for the ` ` promotion state machine
references/bibliography.md:90 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment. | [10.1145/321738.321743](https://doi.org/10.1145/321
research-platform/01-platform-as-research-substrate.md:4 — apter 01 of this part; follows the [overview](README.md), precedes [the end-to-end pipeline](02-end-to-end-pipeline.md).
research-platform/01-platform-as-research-substrate.md:25 — om the point-in-time analytical layer, inheriting its no-look-ahead guarantee (chapter [02](02-end-to-end-pipeline.md)).
research-platform/01-platform-as-research-substrate.md:27 — l is useful only if it can inform a tradeable book. The pipeline terminates in cost-aware, risk-capped, broker-submitted
research-platform/01-platform-as-research-substrate.md:33 — ultiplex networks, graph neural networks, supply-chain ingestion, or institutional-ownership (13F) data — those are prop
research-platform/02-end-to-end-pipeline.md:1 — # The End-to-End Pipeline: Data to Live Trading
research-platform/02-end-to-end-pipeline.md:6 — h notebook that stops at a backtest. It is a production pipeline that runs each night from raw vendor data to a reconcil
research-platform/02-end-to-end-pipeline.md:10 — ## The nightly pipeline
research-platform/02-end-to-end-pipeline.md:24 — ed subsystem with its own immutable output and its own dashboard view; the chain is what a nightly run actually does, no
research-platform/02-end-to-end-pipeline.md:30 — | **Model** | Star-schema analytical layer with strict point-in-time integrity — on any date, only what was knowable the
research-platform/02-end-to-end-pipeline.md:36 — Orchestration across all seven stages is a single flow under one run identity, so the whole night is one reproducible ex
research-platform/02-end-to-end-pipeline.md:40 — final stage is the one most quant research never reaches. This pipeline reaches it, and we report its status precisely:
research-platform/02-end-to-end-pipeline.md:48 — Three properties of the pipeline are exactly what the proposal's network model needs from a host, and what a standalone
research-platform/02-end-to-end-pipeline.md:51 — is useful only if it can inform a *tradeable* book. The pipeline already turns a signal into cost-aware, capacity-aware,
research-platform/02-end-to-end-pipeline.md:52 — * Each night emits a run identity, per-stage structured sidecars, and a dashboard bundle (chapter [09](09-reproducibilit
research-platform/02-end-to-end-pipeline.md:54 — The proposal's data-ingestion engine and the platform's Acquire→Model stages are the same idea at different maturities.
research-platform/03-multiplex-data-substrate.md:4 — der:** chapter 03 of this part; follows [the end-to-end pipeline](02-end-to-end-pipeline.md), precedes [the factor layer
research-platform/03-multiplex-data-substrate.md:30 — on* to *customer–supplier edge extraction* is a scoped ingestion task, not new infrastructure. It is the least-mature of
research-platform/03-multiplex-data-substrate.md:39 — A 13F ingestion path would reuse the same EDGAR client as Layer 2, so the two proposed layers share a sourcing route.
research-platform/03-multiplex-data-substrate.md:43 — e attaches to a mechanism that is already built: EDGAR ingestion, FINRA sourcing, crowding computation, and a declarativ
research-platform/04-factor-layer-as-multiplex-layer-1.md:18 — dels-and-benchmarks.md) chapter; the factor-engineering pipeline is in the [factor library](../appendix/factors.qmd) app
research-platform/04-factor-layer-as-multiplex-layer-1.md:30 — eatures (rolling price, volatility, factor arrays) | Already columns in the end-of-day and factor stores | implemented |
research-platform/04-factor-layer-as-multiplex-layer-1.md:36 — data evaluation without first building a factor-loading pipeline. The stock–factor layer is the bridgehead; Layers 2 and
research-platform/05-systemic-risk-and-crowding-groundwork.md:36 — y has a report-only, evidence-first grammar — a research table feeding a per-run sidecar feeding a dashboard card, gatin
research-platform/06-integrated-target-architecture.md:34 — | **Data ingestion engine** (L1/L2/L3) | Declarative datasets plus EDGAR and FINRA ingestion | the ingestion and analyti
research-platform/06-integrated-target-architecture.md:37 — acian spectrum) | A spectral producer writing a research table and sidecar | the report-only crowding-producer pattern |
research-platform/06-integrated-target-architecture.md:45 — 3. **A research table, a per-run sidecar, and a dashboard card.** Every producer writes an operational table, emits a st
research-platform/07-gap-analysis-and-research-roadmap.md:14 — | Point-in-time data and analytical model | Feeds all tensors | implemented | chapter [02](02-end-to-end-pipeline.md) |
research-platform/07-gap-analysis-and-research-roadmap.md:19 — | EDGAR and FINRA ingestion machinery | Sourcing path for L2/L3 | partially built | chapter [03](03-multiplex-data-subst
research-platform/07-gap-analysis-and-research-roadmap.md:30 — braic connectivity and spectral radius as a report-only sidecar. Reuses the crowding-producer template end to end. *De-r
research-platform/07-gap-analysis-and-research-roadmap.md:39 — em with real precision limits; the roadmap treats it as a research task with its own evaluation, not a solved ingestion.
research-platform/08-validation-and-anti-overfitting.md:12 — cs of trust" is not aspirational; it gates real factor promotions today, and each check is adopted from the literature r
research-platform/09-reproducibility-and-experiment-infra.md:4 — **Reinforces:** [Proposal §3 — pipeline & evaluation](../phd/proposal.md) · **Reading order:** chapter 09 of this part;
research-platform/09-reproducibility-and-experiment-infra.md:16 — | **Per-stage structured sidecars** | Each producer emits a schema-versioned result blob |
research-platform/09-reproducibility-and-experiment-infra.md:17 — | **Harvested run bundle** | All sidecars rolled into one bundle the dashboard reads |
research-platform/09-reproducibility-and-experiment-infra.md:19 — | **Operator dashboard** | Every run, stage, factor, and signal browsable |
research-platform/09-reproducibility-and-experiment-infra.md:26 — - **Audit-first ingestion.** Every vendor fetch — including failures — is recorded, so "what did we actually have on dat
research-platform/09-reproducibility-and-experiment-infra.md:28 — - **Schema-versioned sidecars.** Producers version their output, so a downstream reader degrades gracefully across runs
research-platform/09-reproducibility-and-experiment-infra.md:36 — ison is a producer whose every run is identity-stamped, sidecar-recorded, and reharvestable — so a reviewer, or a future
research-platform/README.md:22 — | 02 | [The end-to-end pipeline](02-end-to-end-pipeline.md) | Does it really run data → live trading, reproducibly? | §3
research-platform/README.md:36 — runs end to end, data to live trading** — a production pipeline terminating in real broker fills, not a simulator (chap
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:52 — factor → signal → ranked-cross-section pipeline with an honest verdict that
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:89 — report-then-enforce, research evidence and sidecar surfaced on the operator
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:90 — dashboard, evidence-first, no gate at first — the momentum-crowding monitor is the
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:98 — service, plus a close-out producer, a research-evidence table, a sidecar, and one
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:99 — dashboard card). Three tiers:
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:103 — al & directional connectedness index → research-evidence table + sidecar → one regime card. Report-only, no gate. | **~1
research-platform/findings/edgar-pit-integrity-findings.md:24 — fundamentals table stores *fiscal* year and period, so non-December fiscal-year-end
research-platform/findings/edgar-pit-integrity-findings.md:36 — valuation and moat tables): stamped at the platform's cadence-aware
research-platform/findings/edgar-pit-integrity-findings.md:41 — table): stamped at the **fiscal period-end** (e.g. 2020-12-31) with **no
research-platform/findings/edgar-pit-integrity-findings.md:44 — safer. As a method note, the quarterly table stamps knowledge at the fiscal
research-platform/findings/edgar-pit-integrity-findings.md:95 — ` `); no ingestion, no Gold write, no new runtime dependency.
research-platform/findings/edgar-pit-integrity-findings.md:125 — ## 3. Worst-offender table
research-platform/findings/edgar-pit-integrity-findings.md:134 — > **Note.** This table pre-dates the 8-K anchor. The report now emits two
research-platform/findings/edgar-pit-integrity-findings.md:135 — > additional columns — the earlier of the 8-K Item 2.02 earnings release and the
research-platform/findings/edgar-pit-integrity-findings.md:138 — > roughly 14 days less negative than the ` ` shown here. The widened columns
research-platform/findings/edgar-pit-integrity-findings.md:227 — and annual fundamentals, valuation, and moat tables (superseding the

Links that leave the book (standard §10)

experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:31 — [factor layer as multiplex Layer 1](../../research-platform/04-factor-layer-as-multiplex-layer-1.md):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:40 — run of **26 May 2026**, synthesised in the [factor platform appendix](../../appendix/factors.qmd)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:81 — [Validation & anti-overfitting](../../research-platform/08-validation-and-anti-overfitting.md),
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:99 — [the journal entry of 2026-08-03](../../journal/2026/2026-08-03.md).
journal/2026/2026-08-03.md:4 — a research-notebook shape: [Vision](../../README.md) → Literature Review →
journal/2026/2026-08-03.md:10 — - The original whitepaper content moved to [whitepaper](../../appendix/whitepaper.qmd)
journal/2026/2026-08-03.md:18 — - Genuinely new: [research-questions.md](../../research-questions.md)
journal/2026/2026-08-03.md:21 — [references/bibliography.md](../../references/bibliography.md) (DOI-normalised,
journal/2026/2026-08-03.md:37 — added [the factor-catalogue empirical-results experiment](../../experiments/2026-08-03-factor-catalogue-empirical-result
journal/2026/2026-08-03.md:40 — [factor-models-and-benchmarks §10](../../phd/factor-models-and-benchmarks.md)
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:152 — [Reference Library](../../library/index.qmd). This paper is open-access (CC-BY);

Spellings outside our register (standard §4b)

data-catalog/licensing.md:7 — - **FMP** (Financial Modeling Prep) — requires ` `; commercial
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/README.md:17 — the empirical fields in the [per-factor, per-family catalogue](../phd/factor-catalog.md).
investable-habitat.md:137 — ed on this population, in [Factor Catalogue](phd/factor-catalog.md); the populations themselves, in [The Study Populatio
journal/2026/2026-08-03.md:6 — Journal → Code → Data Catalog → Academic References.
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
methodology/README.md:9 — - [Data Catalogue](../data-catalog/README.md) — provenance, licensing, refresh
phd/factor-catalog.md:357 — [Strategy Catalogue](strategy-catalog.md#cross-sectional-equity-momentum).
phd/factor-catalog.md:379 — residual-momentum strategy ([Strategy Catalogue §4](strategy-catalog.md#residual-market-neutral-momentum)).
phd/factor-catalog.md:602 — earnings-momentum strategy ([Strategy Catalogue §5](strategy-catalog.md#earnings-momentum-pead)).
phd/factor-catalog.md:628 — [Strategy Catalogue §3](strategy-catalog.md#time-series-momentum-trend).
phd/factor-catalog.md:703 — - [Strategy Catalogue](strategy-catalog.md) — the downstream companion to this chapter:
phd/strategy-catalog.md:4 — on the platform — the downstream companion to the [Factor Catalogue](factor-catalog.md).
phd/strategy-catalog.md:94 — (` `, [Factor Catalogue §4](factor-catalog.md#momentum)) and one
phd/strategy-catalog.md:101 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:121 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:139 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:154 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:190 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:217 — - **Underlying factor**: [` `](factor-catalog.md#tsmom_12_1_vol_scaled)
phd/strategy-catalog.md:251 — [Factor Catalogue](factor-catalog.md#momentum)); note this is the atomic factor id, not
phd/strategy-catalog.md:277 — - **Underlying factor**: [` `](factor-catalog.md#sue) (Standardised Unexpected
phd/strategy-catalog.md:278 — Earnings, [Factor Catalogue §11](factor-catalog.md#earnings-momentum-pead))
phd/strategy-catalog.md:312 — - [Factor Catalogue](factor-catalog.md) — the upstream companion to this chapter: every

Glossary terms defined but unused (standard §11.1)

appendix/glossary.qmd:63 — Spectral gap
appendix/glossary.qmd:67 — Spectral density
appendix/glossary.qmd:80 — Generative mechanism
appendix/glossary.qmd:117 — Look-ahead bias
appendix/glossary.qmd:136 — Null result

Verbatim-include exception (standard §3.4).

Advisory — heuristic, not a deterministic finding.

17 note(s). The cue lists behind these are deliberately narrow, so a note may be a false alarm — read the chapter and judge. These are NOT findings and nothing above depends on them.

appendix/capability-map.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
appendix/glossary.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:1 — # Experiment: Empirical Results for the Canonical Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
index.qmd:1 — # Preface {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-03.md:1 — # 2026-08-03 — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-09.md:1 — # 2026-08-09 — Chapter opening with no statement of contribution (standard §5.3)
journal/decoupling-review.md:1 — # Decoupling Review — Automated Scan — Chapter opening with no statement of contribution (standard §5.3)
library/index.qmd:1 — # Reference Library {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-catalog.md:1 — # Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-models-and-benchmarks.md:1 — # Factor Models, the CAPM Decomposition, and Market Benchmarks — Chapter opening with no statement of contribution (standard §5.3)
phd/proposal.md:1 — # Research Proposal: Dynamic Heterogeneous Multiplex Networks for Factor-Based Systemic Risk & Market Phase Transitions — Chapter opening with no statement of contribution (standard §5.3)
phd/strategy-catalog.md:1 — # Strategy Catalogue — Chapter opening with no statement of contribution (standard §5.3)
references/bibliography.md:1 — # Academic References — Bibliography — Chapter opening with no statement of contribution (standard §5.3)
research-platform/README.md:1 — # SBFoundation as a Research Platform — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:1 — # Asset-Dependency Networks (Econophysics) — Paper Review & Platform Fit Findings — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/edgar-pit-integrity-findings.md:1 — # Point-in-Time Filing-Date Integrity Audit of Vendor Fundamentals — Findings — Chapter opening with no statement of contribution (standard §5.3)
research-questions.md:1 — # Research Questions — Chapter opening with no statement of contribution (standard §5.3)

Produced by the close-out scan of the nightly run of 2026-09-18.

28.3.4 Scan of 2026-09-13

Scanned 45 chapter(s) of the book against the authoring standard.

Deterministic findings. 248 across 4 check(s). Each row gives the chapter and line, then the offending text.

Infrastructure vocabulary in the research layer (standard §3.1)

appendix/capability-map.qmd:3 — research-programme-register mirror of the operator dashboard's capability landscape. It is
appendix/capability-map.qmd:4 — maintained by hand and must be kept in step with that dashboard poster: same
appendix/capability-map.qmd:15 — operator dashboard, so that the written programme and the running system describe the same
appendix/capability-map.qmd:16 — apparatus. Where a chapter refers to "the factor-promotion gate", "the survivorship correction",
appendix/capability-map.qmd:30 — The instrument is built for a **single human operator** running a nightly, end-of-day pipeline
appendix/capability-map.qmd:34 — venue per asset class, and makes strategy decisions on a daily-or-slower clock — the signals we
appendix/capability-map.qmd:67 — (exercised in production for at least one asset class), **partially built** (materially incomplete,
appendix/capability-map.qmd:68 — or built for some asset classes only), or **not yet built**. We state these in words throughout,
appendix/capability-map.qmd:81 — implemented**: vendor ingestion through bulk and per-symbol pulls with audit-first failure
appendix/capability-map.qmd:82 — handling, schema validation and idempotent promotion against an investable allowlist, and a
appendix/capability-map.qmd:83 — star-schema analytical layer with point-in-time joins that guarantee a historical date sees only
appendix/capability-map.qmd:95 — a distinct asset class. **Data-quality and lineage auditing is partially built** — run-level
appendix/capability-map.qmd:96 — sidecars and harvested run bundles exist, while column-level lineage and schema-drift alarms do not.
appendix/capability-map.qmd:114 — estimate. The factor-promotion gate consumes corrected evidence: a panel false-discovery correction
appendix/capability-map.qmd:118 — permutation test, so factor promotion is structurally a deep-run, high-permutation decision, and the
appendix/capability-map.qmd:119 — nightly cycle is monitoring rather than promotion. The survivorship sub-layer that feeds the haircut
appendix/capability-map.qmd:133 — valuation spread, and attach a report-only caution at the promotion gate. Crowding is the violent-
appendix/capability-map.qmd:155 — broker-true backtest cost model, and a net-of-cost information-coefficient column feeding the gate —
appendix/capability-map.qmd:163 — net-asset-value and tearsheet production, a fan-out runner, and per-strategy sidecars. The remaining
appendix/capability-map.qmd:177 — clean-nightly, and metric-band gates. The paper stage is in service: a bound strategy accrues real
appendix/capability-map.qmd:190 — the comparison carries a cost-adjusted column, because a genuinely tradeable illiquid edge and an
appendix/capability-map.qmd:198 — service: a real paper-account round-trip — not a simulator — with submission and fill capture, an
appendix/capability-map.qmd:200 — against the broker account, all wired into the nightly cycle and surfaced on the operator dashboard.
appendix/capability-map.qmd:202 — A **cryptocurrency venue bridge** is **not yet built** and waits on that asset class. Two execution
appendix/capability-map.qmd:209 — **Orchestration and reliability-and-telemetry are fully implemented**: a pipeline executor with a
appendix/capability-map.qmd:210 — nightly flow tree, per-task sidecars, run-mode awareness, and a debug runner; and pre-flight checks,
appendix/capability-map.qmd:222 — page dashboard with a run calendar, per-stage drill-downs, factor-lifecycle pages, and coverage
appendix/capability-map.qmd:242 — multiply**: event capture and portfolio mechanics both pay back across every subsequent asset class,
appendix/capability-map.qmd:243 — so they precede the heavy asset-class builds. And **the multi-asset risk model comes last**, because
appendix/capability-map.qmd:246 — classes came online.
appendix/capability-map.qmd:264 — without reversing it. The excluded strategy classes stay excluded; but risk-premium factors may
appendix/capability-map.qmd:273 — arbitrage** — equity pairs and cointegrated baskets — is a decayed class whose realistic net Sharpe
appendix/capability-map.qmd:310 — *This inventory mirrors the operator dashboard's capability landscape and is maintained in step with
appendix/study-population.qmd:8 — signatures, class and table names, package boundaries, config paths. Under §3.1
appendix/study-population.qmd:47 — **The deployment population** is what a strategy may actually hold. It applies its own, stricter
appendix/study-population.qmd:56 — The research-and-deployment relationship is the one to keep in view: **research is a superset of
appendix/study-population.qmd:57 — deployment by design**. A factor premium that exists only in names below the deployment floors is
appendix/study-population.qmd:203 — carry a cost-adjusted column, and until it does, a genuinely tradeable illiquid edge and an
code/README.md:24 — [end-to-end pipeline](../research-platform/02-end-to-end-pipeline.md).
data-catalog/README.md:8 — FMP, FRED, and FINRA, with Bronze/Silver/Gold table mappings and per-dataset
data-catalog/README.md:28 — from the dataset reference's per-dataset ` ` column.
data-catalog/licensing.md:20 — service used.
data-catalog/refresh-schedules.md:5 — (the ` ` column, e.g. "Daily (1)", "Quarterly (90)"). This page exists
data-catalog/refresh-schedules.md:8 — per-dataset table each time.
data-catalog/refresh-schedules.md:13 — | ` ` | Daily ingestion, quarterly content | New rows land daily but reflect quarterly filings — season-gated: the
data-catalog/refresh-schedules.md:19 — for the ownership/supply-chain network layers. Update this table when that
data-catalog/refresh-schedules.md:20 — ingestion exists.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:39 — The empirical fields in the catalogue are drawn from the existing five-sidecar diagnostic
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:45 — hypothesis class, expected sign, source table and column, and current lifecycle status.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:52 — price-level source columns. The "cleanest permutation result in the library" turned out to
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:65 — Neither t-statistic exists in any current sidecar — the information-coefficient, permutation,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:80 — - **Neither is a promotion gate.** As set out in
investable-habitat.md:31 — achability at the operator's actual capital**, and that the same population be used for both measurement and deployment.
investable-habitat.md:33 — g an edge that others cannot see. We are claiming that a class of edges is visible to everyone and *actionable* only bel
investable-habitat.md:47 — he resulting baseline is **not settled**: a subsequent promotion of a small-capitalisation variant was recorded, but car
investable-habitat.md:107 — actor quality between the research population and each deployment tier is indistinguishable from unity. Transfer holds,
journal/2026/2026-08-03.md:48 — - I re-projected the existing five-sidecar run of 26 May 2026 (already
journal/2026/2026-08-03.md:50 — pulled style, hypothesis class, and expected sign from the factor
journal/2026/2026-08-03.md:52 — - I added two columns at the operator's request: a naive mean-return
journal/2026/2026-08-03.md:58 — - Both t-statistic columns are **specified but not computed** — no sidecar
journal/2026/2026-08-03.md:62 — - I surfaced two things worth acting on before this table is trusted:
journal/2026/2026-08-03.md:75 — (full permutation counts), so the permutation-test column stops being pre-fix
journal/2026/2026-08-03.md:81 — by family, list-style rather than wide tables, each factor self-contained
journal/2026/2026-08-03.md:82 — (justification, source table/column, empirical results together) — and to stop
journal/2026/2026-08-03.md:88 — ` `, hypothesis class and expected sign, lifecycle status, information
journal/2026/2026-08-03.md:93 — file instead of the table.
journal/2026/2026-08-03.md:98 — - I added two factors the original 13-row table didn't cover but the run data
journal/2026/2026-08-09.md:7 — an infrastructure dead end in the platform's factor pipeline, not a research
journal/2026/2026-08-09.md:10 — **Context.** Factor values are lifted from each Gold feature table into one
journal/2026/2026-08-09.md:11 — narrow fact table, ` ` (~1.02 billion rows), keyed by
journal/2026/2026-08-09.md:15 — of memory on the largest source tables, and I blamed the UPSERT's
journal/2026/2026-08-09.md:34 — annual/quarterly factors — including ones the live pipeline depends on —
library/index.qmd:75 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment** — [source](https://doi.org/10.1145/321738.321743) —
phd/factor-catalog.md:37 — ve signal, and where that signal currently sits in the promotion funnel — with the finding leading and the construction
phd/factor-catalog.md:107 — - **Theory fields** (economic justification, style, anchor citation, hypothesis class,
phd/factor-catalog.md:108 — expected sign, source table/column, lifecycle status) are drawn directly from the
phd/factor-catalog.md:122 — - **Two diagnostic columns — a naive t-statistic and a heteroskedasticity-and-autocorrelation-consistent
phd/factor-catalog.md:124 — emits them; the [Method](#method-the-pending-t-stat-columns) section states exactly how
phd/factor-catalog.md:132 — columns carrying a look-ahead defect in the price series they are built on, not a
phd/factor-catalog.md:144 — ## Method: the pending t-stat columns
phd/factor-catalog.md:163 — - **Neither is a promotion gate.** As established in
phd/factor-catalog.md:166 — multiple-testing critique targets. The platform's actual promotion gate combines the
phd/factor-catalog.md:168 — trial count; these two columns are diagnostic context, not a second gate.
phd/factor-catalog.md:170 — streams, not the per-factor return panel; computing these columns requires a small new
phd/factor-catalog.md:237 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:337 — to fourteen digits; the alias survives only as a raw feature-column name inside the
phd/factor-catalog.md:349 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:362 — ` *(not in the original 13-row citation table — included here because it carries the strongest result i
phd/factor-catalog.md:371 — name, which carries zero rows because no service computes its composite recipe. Consumers
phd/factor-catalog.md:401 — pre-blended z-score column computed upstream, not a true composite, so it always registers
phd/factor-catalog.md:485 — on promotion.
phd/factor-catalog.md:609 — An asset's *own* past 12-1 return predicts its next-month return across asset classes —
phd/factor-catalog.md:657 — ### ` ` *(superseded predecessor — not in the original 13-row table, retained for the correction it forces)*
phd/factor-catalog.md:670 — - **Lifecycle**: **deprecated for cause** (20 July 2026) — a raw price-level source column
phd/factor-catalog.md:691 — 3. Backfill the hypothesis class and expected sign for the factors missing them in
phd/factor-catalog.md:705 — with its universe, sizing, promotion gates, and backtest status.
phd/factor-catalog.md:714 — why no single column above (including the t-statistics, once filled in) should be read as
phd/factor-models-and-benchmarks.md:7 — * **Grounding:** every concept is tied to the module, table, or config that implements it in this repository. Code refer
phd/factor-models-and-benchmarks.md:70 — with ` ` dropped as the baseline), holding the column count stable at **K = 20** (10 style + 10 non-baseline s
phd/factor-models-and-benchmarks.md:135 — (used to sanity-check construction against the literature). Keeping them separate is deliberate — see the summary table.
phd/factor-models-and-benchmarks.md:185 — is (§3.4). A ` ` α is greyed out on the operator dashboard as "≈ beta" — indistinguishable from cheap market expos
phd/factor-models-and-benchmarks.md:195 — eighted market excess ` ` (free, Dartmouth) → ` ` | ` `; French table |
phd/factor-models-and-benchmarks.md:196 — ` (free) → ` `; French ` ` column (free) | ` `, `
phd/factor-models-and-benchmarks.md:243 — `, ` `). A factor only earns promotion to back a live strategy after clearing IC, permutation-
phd/factor-models-and-benchmarks.md:247 — **5. Size and route.** Construction applies executability floors (price ≥ \$5, \$1M ADV), leverage/position caps, and op
phd/factor-models-and-benchmarks.md:249 — nic → (only if the factor has proven IC) → band → size → route.* The factor supplies the **ranking**; the mechanic and g
phd/factor-models-and-benchmarks.md:257 — d daily closes, sourced from **FMP** ` ` / ` `). From that one column:
phd/factor-models-and-benchmarks.md:267 — ading to signal.** The wide ` ` column is lifted narrow into ` ` (`
phd/factor-models-and-benchmarks.md:299 — hly, vol-scaled-momentum replica run through the *real* pipeline (` `). It is no
phd/factor-models-and-benchmarks.md:362 — 12-1 return predicts its next-month return across asset classes — trend-following / slow-diffusion premium. | Moskowitz-
phd/proposal.md:65 — The apparatus proposed to test the hypotheses is a four-stage pipeline; it is described here in the
phd/proposal.md:66 — detail needed to judge feasibility, and it remains to be built. The pipeline would ingest empirical
phd/proposal.md:70 — | Pipeline Stage | Subsystems & Architectural Components | Key Processes & Mathematical Tasks |
phd/proposal.md:72 — | 1. Data Ingestion Engine | • Factor Loadings • Supply Chain Dependencies • Institutional Fund Portfolios | Ingests con
phd/proposal.md:87 — The proposed implementation environment relies on GPU-accelerated tensor math and specialised
phd/proposal.md:119 — controlled proof of concept: an environment in which known systemic shocks can be injected, so that
phd/proposal.md:129 — We model a synthetic environment with N=100 Stocks, F=5 Factors, and I=10 Institutional Funds.
phd/strategy-catalog.md:16 — factor → strategy, never the reverse. Strategy promotion — the passage through
phd/strategy-catalog.md:41 — n-sample backtest metrics from each strategy's backtest sidecar. The Gate column is a deterministic read of Sharpe clear
phd/strategy-catalog.md:46 — - **Config fields** (` `, ` `, ` `, universe, benchmark, promotion
phd/strategy-catalog.md:54 — backtest sidecar (surfaced on the operator dashboard's Strategies hub) and, where a
phd/strategy-catalog.md:61 — evaluated purely by nightly/research-day backtest plus promotion-gate comparison
phd/strategy-catalog.md:76 — strategies), producing a net-asset-value series, tearsheet, and cost-drag sidecar.
phd/strategy-catalog.md:82 — The same epistemic caveat as the Factor Catalogue's t-statistic columns applies here: a
phd/strategy-catalog.md:84 — - **The actual promotion bar** is the ` ` block (` `,
phd/strategy-catalog.md:86 — strategy state by the strategy-promotion lifecycle machinery — not any single backtest
phd/strategy-catalog.md:88 — - **Where to look**: the operator dashboard's Strategies hub surfaces the current run's
phd/strategy-catalog.md:112 — - **Lifecycle**: ` `. Promotion gate: ` `,
phd/strategy-catalog.md:115 — ` ` so the configuration honestly names the column the backtest
phd/strategy-catalog.md:119 — operator dashboard renders that status honestly rather than a validated factor it
phd/strategy-catalog.md:134 — promotion gate as ` `.
phd/strategy-catalog.md:150 — - **Lifecycle**: ` `. Same promotion gate as ` `.
phd/strategy-catalog.md:163 — - **Lifecycle**: ` `, but **not a promotion candidate** — a fixed
phd/strategy-catalog.md:188 — single-asset-class cross-section — the 11 SPDR sector ETFs rather than 500 individual
phd/strategy-catalog.md:203 — Promotion gate is looser than the equity family: ` `,
phd/strategy-catalog.md:206 — cross-sectional-momentum mechanic works on a thin, single-asset-class cross-section once
phd/strategy-catalog.md:226 — long-history instrument per asset class (SPY/QQQ/IWM equity, EFA/EEM international,
phd/strategy-catalog.md:235 — be on. Promotion gate: ` `, ` `.
phd/strategy-catalog.md:255 — the *deprecated* composite ` `, which the platform has no service
phd/strategy-catalog.md:262 — - **Lifecycle**: ` `, ` `. Promotion
phd/strategy-catalog.md:267 — and strategy-level backtest promotion are evaluated on separate cadences and neither
phd/strategy-catalog.md:289 — promotion gate as ` ` (` `, ` `).
phd/strategy-catalog.md:299 — 1. Compile a per-strategy empirical table analogous to the Factor Catalogue's diagnostic-run
phd/strategy-catalog.md:322 — canonical platform doc for the ` ` promotion state machine
references/bibliography.md:90 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment. | [10.1145/321738.321743](https://doi.org/10.1145/321
research-platform/01-platform-as-research-substrate.md:4 — apter 01 of this part; follows the [overview](README.md), precedes [the end-to-end pipeline](02-end-to-end-pipeline.md).
research-platform/01-platform-as-research-substrate.md:25 — om the point-in-time analytical layer, inheriting its no-look-ahead guarantee (chapter [02](02-end-to-end-pipeline.md)).
research-platform/01-platform-as-research-substrate.md:27 — l is useful only if it can inform a tradeable book. The pipeline terminates in cost-aware, risk-capped, broker-submitted
research-platform/01-platform-as-research-substrate.md:33 — ultiplex networks, graph neural networks, supply-chain ingestion, or institutional-ownership (13F) data — those are prop
research-platform/02-end-to-end-pipeline.md:1 — # The End-to-End Pipeline: Data to Live Trading
research-platform/02-end-to-end-pipeline.md:6 — h notebook that stops at a backtest. It is a production pipeline that runs each night from raw vendor data to a reconcil
research-platform/02-end-to-end-pipeline.md:10 — ## The nightly pipeline
research-platform/02-end-to-end-pipeline.md:24 — ed subsystem with its own immutable output and its own dashboard view; the chain is what a nightly run actually does, no
research-platform/02-end-to-end-pipeline.md:30 — | **Model** | Star-schema analytical layer with strict point-in-time integrity — on any date, only what was knowable the
research-platform/02-end-to-end-pipeline.md:36 — Orchestration across all seven stages is a single flow under one run identity, so the whole night is one reproducible ex
research-platform/02-end-to-end-pipeline.md:40 — final stage is the one most quant research never reaches. This pipeline reaches it, and we report its status precisely:
research-platform/02-end-to-end-pipeline.md:48 — Three properties of the pipeline are exactly what the proposal's network model needs from a host, and what a standalone
research-platform/02-end-to-end-pipeline.md:51 — is useful only if it can inform a *tradeable* book. The pipeline already turns a signal into cost-aware, capacity-aware,
research-platform/02-end-to-end-pipeline.md:52 — * Each night emits a run identity, per-stage structured sidecars, and a dashboard bundle (chapter [09](09-reproducibilit
research-platform/02-end-to-end-pipeline.md:54 — The proposal's data-ingestion engine and the platform's Acquire→Model stages are the same idea at different maturities.
research-platform/03-multiplex-data-substrate.md:4 — der:** chapter 03 of this part; follows [the end-to-end pipeline](02-end-to-end-pipeline.md), precedes [the factor layer
research-platform/03-multiplex-data-substrate.md:30 — on* to *customer–supplier edge extraction* is a scoped ingestion task, not new infrastructure. It is the least-mature of
research-platform/03-multiplex-data-substrate.md:39 — A 13F ingestion path would reuse the same EDGAR client as Layer 2, so the two proposed layers share a sourcing route.
research-platform/03-multiplex-data-substrate.md:43 — e attaches to a mechanism that is already built: EDGAR ingestion, FINRA sourcing, crowding computation, and a declarativ
research-platform/04-factor-layer-as-multiplex-layer-1.md:18 — dels-and-benchmarks.md) chapter; the factor-engineering pipeline is in the [factor library](../appendix/factors.qmd) app
research-platform/04-factor-layer-as-multiplex-layer-1.md:30 — eatures (rolling price, volatility, factor arrays) | Already columns in the end-of-day and factor stores | implemented |
research-platform/04-factor-layer-as-multiplex-layer-1.md:36 — data evaluation without first building a factor-loading pipeline. The stock–factor layer is the bridgehead; Layers 2 and
research-platform/05-systemic-risk-and-crowding-groundwork.md:36 — y has a report-only, evidence-first grammar — a research table feeding a per-run sidecar feeding a dashboard card, gatin
research-platform/06-integrated-target-architecture.md:34 — | **Data ingestion engine** (L1/L2/L3) | Declarative datasets plus EDGAR and FINRA ingestion | the ingestion and analyti
research-platform/06-integrated-target-architecture.md:37 — acian spectrum) | A spectral producer writing a research table and sidecar | the report-only crowding-producer pattern |
research-platform/06-integrated-target-architecture.md:45 — 3. **A research table, a per-run sidecar, and a dashboard card.** Every producer writes an operational table, emits a st
research-platform/07-gap-analysis-and-research-roadmap.md:14 — | Point-in-time data and analytical model | Feeds all tensors | implemented | chapter [02](02-end-to-end-pipeline.md) |
research-platform/07-gap-analysis-and-research-roadmap.md:19 — | EDGAR and FINRA ingestion machinery | Sourcing path for L2/L3 | partially built | chapter [03](03-multiplex-data-subst
research-platform/07-gap-analysis-and-research-roadmap.md:30 — braic connectivity and spectral radius as a report-only sidecar. Reuses the crowding-producer template end to end. *De-r
research-platform/07-gap-analysis-and-research-roadmap.md:39 — em with real precision limits; the roadmap treats it as a research task with its own evaluation, not a solved ingestion.
research-platform/08-validation-and-anti-overfitting.md:12 — cs of trust" is not aspirational; it gates real factor promotions today, and each check is adopted from the literature r
research-platform/09-reproducibility-and-experiment-infra.md:4 — **Reinforces:** [Proposal §3 — pipeline & evaluation](../phd/proposal.md) · **Reading order:** chapter 09 of this part;
research-platform/09-reproducibility-and-experiment-infra.md:16 — | **Per-stage structured sidecars** | Each producer emits a schema-versioned result blob |
research-platform/09-reproducibility-and-experiment-infra.md:17 — | **Harvested run bundle** | All sidecars rolled into one bundle the dashboard reads |
research-platform/09-reproducibility-and-experiment-infra.md:19 — | **Operator dashboard** | Every run, stage, factor, and signal browsable |
research-platform/09-reproducibility-and-experiment-infra.md:26 — - **Audit-first ingestion.** Every vendor fetch — including failures — is recorded, so "what did we actually have on dat
research-platform/09-reproducibility-and-experiment-infra.md:28 — - **Schema-versioned sidecars.** Producers version their output, so a downstream reader degrades gracefully across runs
research-platform/09-reproducibility-and-experiment-infra.md:36 — ison is a producer whose every run is identity-stamped, sidecar-recorded, and reharvestable — so a reviewer, or a future
research-platform/README.md:22 — | 02 | [The end-to-end pipeline](02-end-to-end-pipeline.md) | Does it really run data → live trading, reproducibly? | §3
research-platform/README.md:36 — runs end to end, data to live trading** — a production pipeline terminating in real broker fills, not a simulator (chap
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:52 — factor → signal → ranked-cross-section pipeline with an honest verdict that
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:89 — report-then-enforce, research evidence and sidecar surfaced on the operator
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:90 — dashboard, evidence-first, no gate at first — the momentum-crowding monitor is the
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:98 — service, plus a close-out producer, a research-evidence table, a sidecar, and one
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:99 — dashboard card). Three tiers:
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:103 — al & directional connectedness index → research-evidence table + sidecar → one regime card. Report-only, no gate. | **~1
research-platform/findings/edgar-pit-integrity-findings.md:24 — fundamentals table stores *fiscal* year and period, so non-December fiscal-year-end
research-platform/findings/edgar-pit-integrity-findings.md:36 — valuation and moat tables): stamped at the platform's cadence-aware
research-platform/findings/edgar-pit-integrity-findings.md:41 — table): stamped at the **fiscal period-end** (e.g. 2020-12-31) with **no
research-platform/findings/edgar-pit-integrity-findings.md:44 — safer. As a method note, the quarterly table stamps knowledge at the fiscal
research-platform/findings/edgar-pit-integrity-findings.md:95 — ` `); no ingestion, no Gold write, no new runtime dependency.
research-platform/findings/edgar-pit-integrity-findings.md:125 — ## 3. Worst-offender table
research-platform/findings/edgar-pit-integrity-findings.md:134 — > **Note.** This table pre-dates the 8-K anchor. The report now emits two
research-platform/findings/edgar-pit-integrity-findings.md:135 — > additional columns — the earlier of the 8-K Item 2.02 earnings release and the
research-platform/findings/edgar-pit-integrity-findings.md:138 — > roughly 14 days less negative than the ` ` shown here. The widened columns
research-platform/findings/edgar-pit-integrity-findings.md:227 — and annual fundamentals, valuation, and moat tables (superseding the

Links that leave the book (standard §10)

experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:31 — [factor layer as multiplex Layer 1](../../research-platform/04-factor-layer-as-multiplex-layer-1.md):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:40 — run of **26 May 2026**, synthesised in the [factor platform appendix](../../appendix/factors.qmd)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:81 — [Validation & anti-overfitting](../../research-platform/08-validation-and-anti-overfitting.md),
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:99 — [the journal entry of 2026-08-03](../../journal/2026/2026-08-03.md).
journal/2026/2026-08-03.md:4 — a research-notebook shape: [Vision](../../README.md) → Literature Review →
journal/2026/2026-08-03.md:10 — - The original whitepaper content moved to [whitepaper](../../appendix/whitepaper.qmd)
journal/2026/2026-08-03.md:18 — - Genuinely new: [research-questions.md](../../research-questions.md)
journal/2026/2026-08-03.md:21 — [references/bibliography.md](../../references/bibliography.md) (DOI-normalised,
journal/2026/2026-08-03.md:37 — added [the factor-catalogue empirical-results experiment](../../experiments/2026-08-03-factor-catalogue-empirical-result
journal/2026/2026-08-03.md:40 — [factor-models-and-benchmarks §10](../../phd/factor-models-and-benchmarks.md)
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:152 — [Reference Library](../../library/index.qmd). This paper is open-access (CC-BY);

Spellings outside our register (standard §4b)

data-catalog/licensing.md:7 — - **FMP** (Financial Modeling Prep) — requires ` `; commercial
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/README.md:17 — the empirical fields in the [per-factor, per-family catalogue](../phd/factor-catalog.md).
investable-habitat.md:137 — ed on this population, in [Factor Catalogue](phd/factor-catalog.md); the populations themselves, in [The Study Populatio
journal/2026/2026-08-03.md:6 — Journal → Code → Data Catalog → Academic References.
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
methodology/README.md:9 — - [Data Catalogue](../data-catalog/README.md) — provenance, licensing, refresh
phd/factor-catalog.md:357 — [Strategy Catalogue](strategy-catalog.md#cross-sectional-equity-momentum).
phd/factor-catalog.md:379 — residual-momentum strategy ([Strategy Catalogue §4](strategy-catalog.md#residual-market-neutral-momentum)).
phd/factor-catalog.md:602 — earnings-momentum strategy ([Strategy Catalogue §5](strategy-catalog.md#earnings-momentum-pead)).
phd/factor-catalog.md:628 — [Strategy Catalogue §3](strategy-catalog.md#time-series-momentum-trend).
phd/factor-catalog.md:703 — - [Strategy Catalogue](strategy-catalog.md) — the downstream companion to this chapter:
phd/strategy-catalog.md:4 — on the platform — the downstream companion to the [Factor Catalogue](factor-catalog.md).
phd/strategy-catalog.md:97 — (` `, [Factor Catalogue §4](factor-catalog.md#momentum)) and one
phd/strategy-catalog.md:104 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:124 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:142 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:157 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:193 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:220 — - **Underlying factor**: [` `](factor-catalog.md#tsmom_12_1_vol_scaled)
phd/strategy-catalog.md:254 — [Factor Catalogue](factor-catalog.md#momentum)); note this is the atomic factor id, not
phd/strategy-catalog.md:280 — - **Underlying factor**: [` `](factor-catalog.md#sue) (Standardised Unexpected
phd/strategy-catalog.md:281 — Earnings, [Factor Catalogue §11](factor-catalog.md#earnings-momentum-pead))
phd/strategy-catalog.md:315 — - [Factor Catalogue](factor-catalog.md) — the upstream companion to this chapter: every

Glossary terms defined but unused (standard §11.1)

appendix/glossary.qmd:63 — Spectral gap
appendix/glossary.qmd:67 — Spectral density
appendix/glossary.qmd:80 — Generative mechanism
appendix/glossary.qmd:117 — Look-ahead bias
appendix/glossary.qmd:136 — Null result

Verbatim-include exception (standard §3.4).

Advisory — heuristic, not a deterministic finding.

17 note(s). The cue lists behind these are deliberately narrow, so a note may be a false alarm — read the chapter and judge. These are NOT findings and nothing above depends on them.

appendix/capability-map.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
appendix/glossary.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:1 — # Experiment: Empirical Results for the Canonical Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
index.qmd:1 — # Preface {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-03.md:1 — # 2026-08-03 — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-09.md:1 — # 2026-08-09 — Chapter opening with no statement of contribution (standard §5.3)
journal/decoupling-review.md:1 — # Decoupling Review — Automated Scan — Chapter opening with no statement of contribution (standard §5.3)
library/index.qmd:1 — # Reference Library {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-catalog.md:1 — # Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-models-and-benchmarks.md:1 — # Factor Models, the CAPM Decomposition, and Market Benchmarks — Chapter opening with no statement of contribution (standard §5.3)
phd/proposal.md:1 — # Research Proposal: Dynamic Heterogeneous Multiplex Networks for Factor-Based Systemic Risk & Market Phase Transitions — Chapter opening with no statement of contribution (standard §5.3)
phd/strategy-catalog.md:1 — # Strategy Catalogue — Chapter opening with no statement of contribution (standard §5.3)
references/bibliography.md:1 — # Academic References — Bibliography — Chapter opening with no statement of contribution (standard §5.3)
research-platform/README.md:1 — # SBFoundation as a Research Platform — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:1 — # Asset-Dependency Networks (Econophysics) — Paper Review & Platform Fit Findings — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/edgar-pit-integrity-findings.md:1 — # Point-in-Time Filing-Date Integrity Audit of Vendor Fundamentals — Findings — Chapter opening with no statement of contribution (standard §5.3)
research-questions.md:1 — # Research Questions — Chapter opening with no statement of contribution (standard §5.3)

Produced by the close-out scan of the nightly run of 2026-09-11.

28.3.5 Scan of 2026-09-06

Scanned 45 chapter(s) of the book against the authoring standard.

Deterministic findings. 248 across 4 check(s). Each row gives the chapter and line, then the offending text.

Infrastructure vocabulary in the research layer (standard §3.1)

appendix/capability-map.qmd:3 — research-programme-register mirror of the operator dashboard's capability landscape. It is
appendix/capability-map.qmd:4 — maintained by hand and must be kept in step with that dashboard poster: same
appendix/capability-map.qmd:15 — operator dashboard, so that the written programme and the running system describe the same
appendix/capability-map.qmd:16 — apparatus. Where a chapter refers to "the factor-promotion gate", "the survivorship correction",
appendix/capability-map.qmd:30 — The instrument is built for a **single human operator** running a nightly, end-of-day pipeline
appendix/capability-map.qmd:34 — venue per asset class, and makes strategy decisions on a daily-or-slower clock — the signals we
appendix/capability-map.qmd:67 — (exercised in production for at least one asset class), **partially built** (materially incomplete,
appendix/capability-map.qmd:68 — or built for some asset classes only), or **not yet built**. We state these in words throughout,
appendix/capability-map.qmd:81 — implemented**: vendor ingestion through bulk and per-symbol pulls with audit-first failure
appendix/capability-map.qmd:82 — handling, schema validation and idempotent promotion against an investable allowlist, and a
appendix/capability-map.qmd:83 — star-schema analytical layer with point-in-time joins that guarantee a historical date sees only
appendix/capability-map.qmd:95 — a distinct asset class. **Data-quality and lineage auditing is partially built** — run-level
appendix/capability-map.qmd:96 — sidecars and harvested run bundles exist, while column-level lineage and schema-drift alarms do not.
appendix/capability-map.qmd:114 — estimate. The factor-promotion gate consumes corrected evidence: a panel false-discovery correction
appendix/capability-map.qmd:118 — permutation test, so factor promotion is structurally a deep-run, high-permutation decision, and the
appendix/capability-map.qmd:119 — nightly cycle is monitoring rather than promotion. The survivorship sub-layer that feeds the haircut
appendix/capability-map.qmd:133 — valuation spread, and attach a report-only caution at the promotion gate. Crowding is the violent-
appendix/capability-map.qmd:155 — broker-true backtest cost model, and a net-of-cost information-coefficient column feeding the gate —
appendix/capability-map.qmd:163 — net-asset-value and tearsheet production, a fan-out runner, and per-strategy sidecars. The remaining
appendix/capability-map.qmd:177 — clean-nightly, and metric-band gates. The paper stage is in service: a bound strategy accrues real
appendix/capability-map.qmd:190 — the comparison carries a cost-adjusted column, because a genuinely tradeable illiquid edge and an
appendix/capability-map.qmd:198 — service: a real paper-account round-trip — not a simulator — with submission and fill capture, an
appendix/capability-map.qmd:200 — against the broker account, all wired into the nightly cycle and surfaced on the operator dashboard.
appendix/capability-map.qmd:202 — A **cryptocurrency venue bridge** is **not yet built** and waits on that asset class. Two execution
appendix/capability-map.qmd:209 — **Orchestration and reliability-and-telemetry are fully implemented**: a pipeline executor with a
appendix/capability-map.qmd:210 — nightly flow tree, per-task sidecars, run-mode awareness, and a debug runner; and pre-flight checks,
appendix/capability-map.qmd:222 — page dashboard with a run calendar, per-stage drill-downs, factor-lifecycle pages, and coverage
appendix/capability-map.qmd:242 — multiply**: event capture and portfolio mechanics both pay back across every subsequent asset class,
appendix/capability-map.qmd:243 — so they precede the heavy asset-class builds. And **the multi-asset risk model comes last**, because
appendix/capability-map.qmd:246 — classes came online.
appendix/capability-map.qmd:264 — without reversing it. The excluded strategy classes stay excluded; but risk-premium factors may
appendix/capability-map.qmd:273 — arbitrage** — equity pairs and cointegrated baskets — is a decayed class whose realistic net Sharpe
appendix/capability-map.qmd:310 — *This inventory mirrors the operator dashboard's capability landscape and is maintained in step with
appendix/study-population.qmd:8 — signatures, class and table names, package boundaries, config paths. Under §3.1
appendix/study-population.qmd:47 — **The deployment population** is what a strategy may actually hold. It applies its own, stricter
appendix/study-population.qmd:56 — The research-and-deployment relationship is the one to keep in view: **research is a superset of
appendix/study-population.qmd:57 — deployment by design**. A factor premium that exists only in names below the deployment floors is
appendix/study-population.qmd:203 — carry a cost-adjusted column, and until it does, a genuinely tradeable illiquid edge and an
code/README.md:24 — [end-to-end pipeline](../research-platform/02-end-to-end-pipeline.md).
data-catalog/README.md:8 — FMP, FRED, and FINRA, with Bronze/Silver/Gold table mappings and per-dataset
data-catalog/README.md:28 — from the dataset reference's per-dataset ` ` column.
data-catalog/licensing.md:20 — service used.
data-catalog/refresh-schedules.md:5 — (the ` ` column, e.g. "Daily (1)", "Quarterly (90)"). This page exists
data-catalog/refresh-schedules.md:8 — per-dataset table each time.
data-catalog/refresh-schedules.md:13 — | ` ` | Daily ingestion, quarterly content | New rows land daily but reflect quarterly filings — season-gated: the
data-catalog/refresh-schedules.md:19 — for the ownership/supply-chain network layers. Update this table when that
data-catalog/refresh-schedules.md:20 — ingestion exists.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:39 — The empirical fields in the catalogue are drawn from the existing five-sidecar diagnostic
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:45 — hypothesis class, expected sign, source table and column, and current lifecycle status.
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:52 — price-level source columns. The "cleanest permutation result in the library" turned out to
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:65 — Neither t-statistic exists in any current sidecar — the information-coefficient, permutation,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:80 — - **Neither is a promotion gate.** As set out in
investable-habitat.md:31 — achability at the operator's actual capital**, and that the same population be used for both measurement and deployment.
investable-habitat.md:33 — g an edge that others cannot see. We are claiming that a class of edges is visible to everyone and *actionable* only bel
investable-habitat.md:47 — he resulting baseline is **not settled**: a subsequent promotion of a small-capitalisation variant was recorded, but car
investable-habitat.md:107 — actor quality between the research population and each deployment tier is indistinguishable from unity. Transfer holds,
journal/2026/2026-08-03.md:48 — - I re-projected the existing five-sidecar run of 26 May 2026 (already
journal/2026/2026-08-03.md:50 — pulled style, hypothesis class, and expected sign from the factor
journal/2026/2026-08-03.md:52 — - I added two columns at the operator's request: a naive mean-return
journal/2026/2026-08-03.md:58 — - Both t-statistic columns are **specified but not computed** — no sidecar
journal/2026/2026-08-03.md:62 — - I surfaced two things worth acting on before this table is trusted:
journal/2026/2026-08-03.md:75 — (full permutation counts), so the permutation-test column stops being pre-fix
journal/2026/2026-08-03.md:81 — by family, list-style rather than wide tables, each factor self-contained
journal/2026/2026-08-03.md:82 — (justification, source table/column, empirical results together) — and to stop
journal/2026/2026-08-03.md:88 — ` `, hypothesis class and expected sign, lifecycle status, information
journal/2026/2026-08-03.md:93 — file instead of the table.
journal/2026/2026-08-03.md:98 — - I added two factors the original 13-row table didn't cover but the run data
journal/2026/2026-08-09.md:7 — an infrastructure dead end in the platform's factor pipeline, not a research
journal/2026/2026-08-09.md:10 — **Context.** Factor values are lifted from each Gold feature table into one
journal/2026/2026-08-09.md:11 — narrow fact table, ` ` (~1.02 billion rows), keyed by
journal/2026/2026-08-09.md:15 — of memory on the largest source tables, and I blamed the UPSERT's
journal/2026/2026-08-09.md:34 — annual/quarterly factors — including ones the live pipeline depends on —
library/index.qmd:75 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment** — [source](https://doi.org/10.1145/321738.321743) —
phd/factor-catalog.md:37 — ve signal, and where that signal currently sits in the promotion funnel — with the finding leading and the construction
phd/factor-catalog.md:108 — - **Theory fields** (economic justification, style, anchor citation, hypothesis class,
phd/factor-catalog.md:109 — expected sign, source table/column, lifecycle status) are drawn directly from the
phd/factor-catalog.md:123 — - **Two diagnostic columns — a naive t-statistic and a heteroskedasticity-and-autocorrelation-consistent
phd/factor-catalog.md:125 — emits them; the [Method](#method-the-pending-t-stat-columns) section states exactly how
phd/factor-catalog.md:133 — columns carrying a look-ahead defect in the price series they are built on, not a
phd/factor-catalog.md:145 — ## Method: the pending t-stat columns
phd/factor-catalog.md:164 — - **Neither is a promotion gate.** As established in
phd/factor-catalog.md:167 — multiple-testing critique targets. The platform's actual promotion gate combines the
phd/factor-catalog.md:169 — trial count; these two columns are diagnostic context, not a second gate.
phd/factor-catalog.md:171 — streams, not the per-factor return panel; computing these columns requires a small new
phd/factor-catalog.md:238 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:338 — to fourteen digits; the alias survives only as a raw feature-column name inside the
phd/factor-catalog.md:350 — - **Lifecycle**: experimental, promotion candidate.
phd/factor-catalog.md:363 — ` *(not in the original 13-row citation table — included here because it carries the strongest result i
phd/factor-catalog.md:372 — name, which carries zero rows because no service computes its composite recipe. Consumers
phd/factor-catalog.md:402 — pre-blended z-score column computed upstream, not a true composite, so it always registers
phd/factor-catalog.md:486 — on promotion.
phd/factor-catalog.md:610 — An asset's *own* past 12-1 return predicts its next-month return across asset classes —
phd/factor-catalog.md:658 — ### ` ` *(superseded predecessor — not in the original 13-row table, retained for the correction it forces)*
phd/factor-catalog.md:671 — - **Lifecycle**: **deprecated for cause** (20 July 2026) — a raw price-level source column
phd/factor-catalog.md:692 — 3. Backfill the hypothesis class and expected sign for the factors missing them in
phd/factor-catalog.md:706 — with its universe, sizing, promotion gates, and backtest status.
phd/factor-catalog.md:715 — why no single column above (including the t-statistics, once filled in) should be read as
phd/factor-models-and-benchmarks.md:7 — * **Grounding:** every concept is tied to the module, table, or config that implements it in this repository. Code refer
phd/factor-models-and-benchmarks.md:70 — with ` ` dropped as the baseline), holding the column count stable at **K = 20** (10 style + 10 non-baseline s
phd/factor-models-and-benchmarks.md:135 — (used to sanity-check construction against the literature). Keeping them separate is deliberate — see the summary table.
phd/factor-models-and-benchmarks.md:185 — is (§3.4). A ` ` α is greyed out on the operator dashboard as "≈ beta" — indistinguishable from cheap market expos
phd/factor-models-and-benchmarks.md:195 — eighted market excess ` ` (free, Dartmouth) → ` ` | ` `; French table |
phd/factor-models-and-benchmarks.md:196 — ` (free) → ` `; French ` ` column (free) | ` `, `
phd/factor-models-and-benchmarks.md:243 — `, ` `). A factor only earns promotion to back a live strategy after clearing IC, permutation-
phd/factor-models-and-benchmarks.md:247 — **5. Size and route.** Construction applies executability floors (price ≥ \$5, \$1M ADV), leverage/position caps, and op
phd/factor-models-and-benchmarks.md:249 — nic → (only if the factor has proven IC) → band → size → route.* The factor supplies the **ranking**; the mechanic and g
phd/factor-models-and-benchmarks.md:257 — d daily closes, sourced from **FMP** ` ` / ` `). From that one column:
phd/factor-models-and-benchmarks.md:267 — ading to signal.** The wide ` ` column is lifted narrow into ` ` (`
phd/factor-models-and-benchmarks.md:299 — hly, vol-scaled-momentum replica run through the *real* pipeline (` `). It is no
phd/factor-models-and-benchmarks.md:362 — 12-1 return predicts its next-month return across asset classes — trend-following / slow-diffusion premium. | Moskowitz-
phd/proposal.md:65 — The apparatus proposed to test the hypotheses is a four-stage pipeline; it is described here in the
phd/proposal.md:66 — detail needed to judge feasibility, and it remains to be built. The pipeline would ingest empirical
phd/proposal.md:70 — | Pipeline Stage | Subsystems & Architectural Components | Key Processes & Mathematical Tasks |
phd/proposal.md:72 — | 1. Data Ingestion Engine | • Factor Loadings • Supply Chain Dependencies • Institutional Fund Portfolios | Ingests con
phd/proposal.md:87 — The proposed implementation environment relies on GPU-accelerated tensor math and specialised
phd/proposal.md:119 — controlled proof of concept: an environment in which known systemic shocks can be injected, so that
phd/proposal.md:129 — We model a synthetic environment with N=100 Stocks, F=5 Factors, and I=10 Institutional Funds.
phd/strategy-catalog.md:16 — factor → strategy, never the reverse. Strategy promotion — the passage through
phd/strategy-catalog.md:41 — n-sample backtest metrics from each strategy's backtest sidecar. The Gate column is a deterministic read of Sharpe clear
phd/strategy-catalog.md:46 — - **Config fields** (` `, ` `, ` `, universe, benchmark, promotion
phd/strategy-catalog.md:54 — backtest sidecar (surfaced on the operator dashboard's Strategies hub) and, where a
phd/strategy-catalog.md:61 — evaluated purely by nightly/research-day backtest plus promotion-gate comparison
phd/strategy-catalog.md:76 — strategies), producing a net-asset-value series, tearsheet, and cost-drag sidecar.
phd/strategy-catalog.md:82 — The same epistemic caveat as the Factor Catalogue's t-statistic columns applies here: a
phd/strategy-catalog.md:84 — - **The actual promotion bar** is the ` ` block (` `,
phd/strategy-catalog.md:86 — strategy state by the strategy-promotion lifecycle machinery — not any single backtest
phd/strategy-catalog.md:88 — - **Where to look**: the operator dashboard's Strategies hub surfaces the current run's
phd/strategy-catalog.md:112 — - **Lifecycle**: ` `. Promotion gate: ` `,
phd/strategy-catalog.md:115 — ` ` so the configuration honestly names the column the backtest
phd/strategy-catalog.md:119 — operator dashboard renders that status honestly rather than a validated factor it
phd/strategy-catalog.md:134 — promotion gate as ` `.
phd/strategy-catalog.md:150 — - **Lifecycle**: ` `. Same promotion gate as ` `.
phd/strategy-catalog.md:163 — - **Lifecycle**: ` `, but **not a promotion candidate** — a fixed
phd/strategy-catalog.md:188 — single-asset-class cross-section — the 11 SPDR sector ETFs rather than 500 individual
phd/strategy-catalog.md:203 — Promotion gate is looser than the equity family: ` `,
phd/strategy-catalog.md:206 — cross-sectional-momentum mechanic works on a thin, single-asset-class cross-section once
phd/strategy-catalog.md:226 — long-history instrument per asset class (SPY/QQQ/IWM equity, EFA/EEM international,
phd/strategy-catalog.md:235 — be on. Promotion gate: ` `, ` `.
phd/strategy-catalog.md:255 — the *deprecated* composite ` `, which the platform has no service
phd/strategy-catalog.md:262 — - **Lifecycle**: ` `, ` `. Promotion
phd/strategy-catalog.md:267 — and strategy-level backtest promotion are evaluated on separate cadences and neither
phd/strategy-catalog.md:289 — promotion gate as ` ` (` `, ` `).
phd/strategy-catalog.md:299 — 1. Compile a per-strategy empirical table analogous to the Factor Catalogue's diagnostic-run
phd/strategy-catalog.md:322 — canonical platform doc for the ` ` promotion state machine
references/bibliography.md:90 — g Algorithms for Multiprogramming in a Hard-Real-Time Environment. | [10.1145/321738.321743](https://doi.org/10.1145/321
research-platform/01-platform-as-research-substrate.md:4 — apter 01 of this part; follows the [overview](README.md), precedes [the end-to-end pipeline](02-end-to-end-pipeline.md).
research-platform/01-platform-as-research-substrate.md:25 — om the point-in-time analytical layer, inheriting its no-look-ahead guarantee (chapter [02](02-end-to-end-pipeline.md)).
research-platform/01-platform-as-research-substrate.md:27 — l is useful only if it can inform a tradeable book. The pipeline terminates in cost-aware, risk-capped, broker-submitted
research-platform/01-platform-as-research-substrate.md:33 — ultiplex networks, graph neural networks, supply-chain ingestion, or institutional-ownership (13F) data — those are prop
research-platform/02-end-to-end-pipeline.md:1 — # The End-to-End Pipeline: Data to Live Trading
research-platform/02-end-to-end-pipeline.md:6 — h notebook that stops at a backtest. It is a production pipeline that runs each night from raw vendor data to a reconcil
research-platform/02-end-to-end-pipeline.md:10 — ## The nightly pipeline
research-platform/02-end-to-end-pipeline.md:24 — ed subsystem with its own immutable output and its own dashboard view; the chain is what a nightly run actually does, no
research-platform/02-end-to-end-pipeline.md:30 — | **Model** | Star-schema analytical layer with strict point-in-time integrity — on any date, only what was knowable the
research-platform/02-end-to-end-pipeline.md:36 — Orchestration across all seven stages is a single flow under one run identity, so the whole night is one reproducible ex
research-platform/02-end-to-end-pipeline.md:40 — final stage is the one most quant research never reaches. This pipeline reaches it, and we report its status precisely:
research-platform/02-end-to-end-pipeline.md:48 — Three properties of the pipeline are exactly what the proposal's network model needs from a host, and what a standalone
research-platform/02-end-to-end-pipeline.md:51 — is useful only if it can inform a *tradeable* book. The pipeline already turns a signal into cost-aware, capacity-aware,
research-platform/02-end-to-end-pipeline.md:52 — * Each night emits a run identity, per-stage structured sidecars, and a dashboard bundle (chapter [09](09-reproducibilit
research-platform/02-end-to-end-pipeline.md:54 — The proposal's data-ingestion engine and the platform's Acquire→Model stages are the same idea at different maturities.
research-platform/03-multiplex-data-substrate.md:4 — der:** chapter 03 of this part; follows [the end-to-end pipeline](02-end-to-end-pipeline.md), precedes [the factor layer
research-platform/03-multiplex-data-substrate.md:30 — on* to *customer–supplier edge extraction* is a scoped ingestion task, not new infrastructure. It is the least-mature of
research-platform/03-multiplex-data-substrate.md:39 — A 13F ingestion path would reuse the same EDGAR client as Layer 2, so the two proposed layers share a sourcing route.
research-platform/03-multiplex-data-substrate.md:43 — e attaches to a mechanism that is already built: EDGAR ingestion, FINRA sourcing, crowding computation, and a declarativ
research-platform/04-factor-layer-as-multiplex-layer-1.md:18 — dels-and-benchmarks.md) chapter; the factor-engineering pipeline is in the [factor library](../appendix/factors.qmd) app
research-platform/04-factor-layer-as-multiplex-layer-1.md:30 — eatures (rolling price, volatility, factor arrays) | Already columns in the end-of-day and factor stores | implemented |
research-platform/04-factor-layer-as-multiplex-layer-1.md:36 — data evaluation without first building a factor-loading pipeline. The stock–factor layer is the bridgehead; Layers 2 and
research-platform/05-systemic-risk-and-crowding-groundwork.md:36 — y has a report-only, evidence-first grammar — a research table feeding a per-run sidecar feeding a dashboard card, gatin
research-platform/06-integrated-target-architecture.md:34 — | **Data ingestion engine** (L1/L2/L3) | Declarative datasets plus EDGAR and FINRA ingestion | the ingestion and analyti
research-platform/06-integrated-target-architecture.md:37 — acian spectrum) | A spectral producer writing a research table and sidecar | the report-only crowding-producer pattern |
research-platform/06-integrated-target-architecture.md:45 — 3. **A research table, a per-run sidecar, and a dashboard card.** Every producer writes an operational table, emits a st
research-platform/07-gap-analysis-and-research-roadmap.md:14 — | Point-in-time data and analytical model | Feeds all tensors | implemented | chapter [02](02-end-to-end-pipeline.md) |
research-platform/07-gap-analysis-and-research-roadmap.md:19 — | EDGAR and FINRA ingestion machinery | Sourcing path for L2/L3 | partially built | chapter [03](03-multiplex-data-subst
research-platform/07-gap-analysis-and-research-roadmap.md:30 — braic connectivity and spectral radius as a report-only sidecar. Reuses the crowding-producer template end to end. *De-r
research-platform/07-gap-analysis-and-research-roadmap.md:39 — em with real precision limits; the roadmap treats it as a research task with its own evaluation, not a solved ingestion.
research-platform/08-validation-and-anti-overfitting.md:12 — cs of trust" is not aspirational; it gates real factor promotions today, and each check is adopted from the literature r
research-platform/09-reproducibility-and-experiment-infra.md:4 — **Reinforces:** [Proposal §3 — pipeline & evaluation](../phd/proposal.md) · **Reading order:** chapter 09 of this part;
research-platform/09-reproducibility-and-experiment-infra.md:16 — | **Per-stage structured sidecars** | Each producer emits a schema-versioned result blob |
research-platform/09-reproducibility-and-experiment-infra.md:17 — | **Harvested run bundle** | All sidecars rolled into one bundle the dashboard reads |
research-platform/09-reproducibility-and-experiment-infra.md:19 — | **Operator dashboard** | Every run, stage, factor, and signal browsable |
research-platform/09-reproducibility-and-experiment-infra.md:26 — - **Audit-first ingestion.** Every vendor fetch — including failures — is recorded, so "what did we actually have on dat
research-platform/09-reproducibility-and-experiment-infra.md:28 — - **Schema-versioned sidecars.** Producers version their output, so a downstream reader degrades gracefully across runs
research-platform/09-reproducibility-and-experiment-infra.md:36 — ison is a producer whose every run is identity-stamped, sidecar-recorded, and reharvestable — so a reviewer, or a future
research-platform/README.md:22 — | 02 | [The end-to-end pipeline](02-end-to-end-pipeline.md) | Does it really run data → live trading, reproducibly? | §3
research-platform/README.md:36 — runs end to end, data to live trading** — a production pipeline terminating in real broker fills, not a simulator (chap
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:52 — factor → signal → ranked-cross-section pipeline with an honest verdict that
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:89 — report-then-enforce, research evidence and sidecar surfaced on the operator
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:90 — dashboard, evidence-first, no gate at first — the momentum-crowding monitor is the
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:98 — service, plus a close-out producer, a research-evidence table, a sidecar, and one
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:99 — dashboard card). Three tiers:
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:103 — al & directional connectedness index → research-evidence table + sidecar → one regime card. Report-only, no gate. | **~1
research-platform/findings/edgar-pit-integrity-findings.md:24 — fundamentals table stores *fiscal* year and period, so non-December fiscal-year-end
research-platform/findings/edgar-pit-integrity-findings.md:36 — valuation and moat tables): stamped at the platform's cadence-aware
research-platform/findings/edgar-pit-integrity-findings.md:41 — table): stamped at the **fiscal period-end** (e.g. 2020-12-31) with **no
research-platform/findings/edgar-pit-integrity-findings.md:44 — safer. As a method note, the quarterly table stamps knowledge at the fiscal
research-platform/findings/edgar-pit-integrity-findings.md:95 — ` `); no ingestion, no Gold write, no new runtime dependency.
research-platform/findings/edgar-pit-integrity-findings.md:125 — ## 3. Worst-offender table
research-platform/findings/edgar-pit-integrity-findings.md:134 — > **Note.** This table pre-dates the 8-K anchor. The report now emits two
research-platform/findings/edgar-pit-integrity-findings.md:135 — > additional columns — the earlier of the 8-K Item 2.02 earnings release and the
research-platform/findings/edgar-pit-integrity-findings.md:138 — > roughly 14 days less negative than the ` ` shown here. The widened columns
research-platform/findings/edgar-pit-integrity-findings.md:227 — and annual fundamentals, valuation, and moat tables (superseding the

Links that leave the book (standard §10)

experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:31 — [factor layer as multiplex Layer 1](../../research-platform/04-factor-layer-as-multiplex-layer-1.md):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:40 — run of **26 May 2026**, synthesised in the [factor platform appendix](../../appendix/factors.qmd)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:81 — [Validation & anti-overfitting](../../research-platform/08-validation-and-anti-overfitting.md),
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:99 — [the journal entry of 2026-08-03](../../journal/2026/2026-08-03.md).
journal/2026/2026-08-03.md:4 — a research-notebook shape: [Vision](../../README.md) → Literature Review →
journal/2026/2026-08-03.md:10 — - The original whitepaper content moved to [whitepaper](../../appendix/whitepaper.qmd)
journal/2026/2026-08-03.md:18 — - Genuinely new: [research-questions.md](../../research-questions.md)
journal/2026/2026-08-03.md:21 — [references/bibliography.md](../../references/bibliography.md) (DOI-normalised,
journal/2026/2026-08-03.md:37 — added [the factor-catalogue empirical-results experiment](../../experiments/2026-08-03-factor-catalogue-empirical-result
journal/2026/2026-08-03.md:40 — [factor-models-and-benchmarks §10](../../phd/factor-models-and-benchmarks.md)
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:152 — [Reference Library](../../library/index.qmd). This paper is open-access (CC-BY);

Spellings outside our register (standard §4b)

data-catalog/licensing.md:7 — - **FMP** (Financial Modeling Prep) — requires ` `; commercial
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:18 — > [per-factor, per-family factor catalogue](../../phd/factor-catalog.md) as a single,
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:26 — The [factor catalogue](../../phd/factor-catalog.md) lists the platform's canonical factors
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:70 — [Method section](../../phd/factor-catalog.md#method-the-pending-t-stat-columns):
experiments/README.md:17 — the empirical fields in the [per-factor, per-family catalogue](../phd/factor-catalog.md).
investable-habitat.md:137 — ed on this population, in [Factor Catalogue](phd/factor-catalog.md); the populations themselves, in [The Study Populatio
journal/2026/2026-08-03.md:6 — Journal → Code → Data Catalog → Academic References.
journal/2026/2026-08-03.md:86 — - I created [the factor catalogue](../../phd/factor-catalog.md): 13 family
methodology/README.md:9 — - [Data Catalogue](../data-catalog/README.md) — provenance, licensing, refresh
phd/factor-catalog.md:358 — [Strategy Catalogue](strategy-catalog.md#cross-sectional-equity-momentum).
phd/factor-catalog.md:380 — residual-momentum strategy ([Strategy Catalogue §4](strategy-catalog.md#residual-market-neutral-momentum)).
phd/factor-catalog.md:603 — earnings-momentum strategy ([Strategy Catalogue §5](strategy-catalog.md#earnings-momentum-pead)).
phd/factor-catalog.md:629 — [Strategy Catalogue §3](strategy-catalog.md#time-series-momentum-trend).
phd/factor-catalog.md:704 — - [Strategy Catalogue](strategy-catalog.md) — the downstream companion to this chapter:
phd/strategy-catalog.md:4 — on the platform — the downstream companion to the [Factor Catalogue](factor-catalog.md).
phd/strategy-catalog.md:97 — (` `, [Factor Catalogue §4](factor-catalog.md#momentum)) and one
phd/strategy-catalog.md:104 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:124 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:142 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:157 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:193 — - **Underlying factor**: [` `](factor-catalog.md#momentum_12_1_vol_scaled)
phd/strategy-catalog.md:220 — - **Underlying factor**: [` `](factor-catalog.md#tsmom_12_1_vol_scaled)
phd/strategy-catalog.md:254 — [Factor Catalogue](factor-catalog.md#momentum)); note this is the atomic factor id, not
phd/strategy-catalog.md:280 — - **Underlying factor**: [` `](factor-catalog.md#sue) (Standardised Unexpected
phd/strategy-catalog.md:281 — Earnings, [Factor Catalogue §11](factor-catalog.md#earnings-momentum-pead))
phd/strategy-catalog.md:315 — - [Factor Catalogue](factor-catalog.md) — the upstream companion to this chapter: every

Glossary terms defined but unused (standard §11.1)

appendix/glossary.qmd:63 — Spectral gap
appendix/glossary.qmd:67 — Spectral density
appendix/glossary.qmd:80 — Generative mechanism
appendix/glossary.qmd:117 — Look-ahead bias
appendix/glossary.qmd:136 — Null result

Verbatim-include exception (standard §3.4).

Advisory — heuristic, not a deterministic finding.

16 note(s). The cue lists behind these are deliberately narrow, so a note may be a false alarm — read the chapter and judge. These are NOT findings and nothing above depends on them.

appendix/capability-map.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
appendix/glossary.qmd:1 — <!-- — Chapter opening with no statement of contribution (standard §5.3)
experiments/2026-08-03-factor-catalogue-empirical-results/README.md:1 — # Experiment: Empirical Results for the Canonical Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
index.qmd:1 — # Preface {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-03.md:1 — # 2026-08-03 — Chapter opening with no statement of contribution (standard §5.3)
journal/2026/2026-08-09.md:1 — # 2026-08-09 — Chapter opening with no statement of contribution (standard §5.3)
library/index.qmd:1 — # Reference Library {.unnumbered} — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-catalog.md:1 — # Factor Catalogue — Chapter opening with no statement of contribution (standard §5.3)
phd/factor-models-and-benchmarks.md:1 — # Factor Models, the CAPM Decomposition, and Market Benchmarks — Chapter opening with no statement of contribution (standard §5.3)
phd/proposal.md:1 — # Research Proposal: Dynamic Heterogeneous Multiplex Networks for Factor-Based Systemic Risk & Market Phase Transitions — Chapter opening with no statement of contribution (standard §5.3)
phd/strategy-catalog.md:1 — # Strategy Catalogue — Chapter opening with no statement of contribution (standard §5.3)
references/bibliography.md:1 — # Academic References — Bibliography — Chapter opening with no statement of contribution (standard §5.3)
research-platform/README.md:1 — # SBFoundation as a Research Platform — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/asset-dependency-networks-econophysics-review-findings.md:1 — # Asset-Dependency Networks (Econophysics) — Paper Review & Platform Fit Findings — Chapter opening with no statement of contribution (standard §5.3)
research-platform/findings/edgar-pit-integrity-findings.md:1 — # Point-in-Time Filing-Date Integrity Audit of Vendor Fundamentals — Findings — Chapter opening with no statement of contribution (standard §5.3)
research-questions.md:1 — # Research Questions — Chapter opening with no statement of contribution (standard §5.3)

Produced by the close-out scan of the nightly run of 2026-09-04.