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Model build 2026-08-22b (PRISM-US-MH-0.9 + SH)

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@wanxinwanxin wanxinwanxin released this 22 Aug 03:24
· 19 commits to main since this release

v0.9: growth style, leverage composite, FF30 industries (K=40), coverage 2,987 → 6,307 (estimation pinned at the liquid ~2,800). Mean daily R² ~0.21; scoreboard at ideal (bias 0.99, |z|>1.96 5.2%, 135 weeks). Dividend yield measured and rejected; two failed coverage attempts documented. Short-horizon variant included. Evidence: docs/DECISIONS.md §13–15. Not investment advice.