Every trading day receives exactly one label. Labels are mutually exclusive and collectively exhaustive.
Full risk budget available. Standard monitoring cadence.
Reduce exposure, heighten monitoring. Review driver attribution for source of stress.
Defensive posture, minimum exposure. Dwell-hold prevents premature de-escalation.
Every output artifact is a self-contained computational receipt.
Labels are mutually exclusive and collectively exhaustive. Every trading day receives exactly one label.
All regime assessments apply to a fixed 20-trading-day forward window from the as-of date.
The label for date t uses only information available by market close on date t. No future data may influence the output.
Given the same model version, region, and as-of date, the artifact is byte-for-byte reproducible.
Every artifact embeds versioning and verification fields for auditability.
| Field | Purpose |
|---|---|
| schema_version | Bumped on any breaking field change |
| model_version | Bumped on any logic or calibration change |
| run_id | Unique identifier for each generation run |
| artifact_hash | SHA-256 of canonical JSON for verification |
Every system has edges. We document ours.
| Failure mode | Description | Mitigation |
|---|---|---|
| Flash events | Intraday crashes may not appear until next EOD | Use real-time feeds for intraday alerts |
| Novel regimes | Unprecedented events may not match historical analogs | Human override layer recommended |
| Data staleness | Weekend / holiday gaps require forward-fill | data_health field indicates issues |