{
  "project": "Open Market Rank Pattern Lab",
  "methodology_version": "2026-08-12.1",
  "generated_at": "2026-10-11T18:40:24.363977+00:00",
  "purpose": "Research conditional future-return distributions after historically similar price shapes; not a price target or trading recommendation.",
  "source": {
    "provider": "Yahoo Finance via yfinance",
    "raw_history_publicly_redistributed": false,
    "note": "Only derived statistics are published; cached OHLC-derived close histories stay server-side."
  },
  "methodology": {
    "shape": "z-normalized log-price windows",
    "candidate_search": "STUMPY MASS distance profile",
    "rerank": "tslearn Dynamic Time Warping",
    "windows_days": [
      20,
      60,
      120
    ],
    "horizons_days": [
      1,
      5,
      20
    ],
    "max_analogs": 40,
    "non_overlap": "historical analogue window plus maximum forward horizon must end before the current query window starts",
    "matched_control": "same instrument; historical windows nearest in simple momentum/volatility feature space; geometry is not used",
    "random_control": "1000 label permutations compare analogue-vs-matched-control mean-return separation",
    "caveat": "Analogue observations can remain statistically dependent; p-values are diagnostics, not formal proof of tradable alpha."
  },
  "toolkit": {
    "stumpy": "1.14.1",
    "tslearn": "0.9.0",
    "aeon": "1.5.0",
    "vectorbt": "1.0.0",
    "pyqlib": "0.9.7",
    "yfinance": "1.5.2",
    "numpy": "2.3.5",
    "pandas": "2.3.3",
    "scipy": "1.17.1",
    "duckdb": "1.4.5",
    "pyarrow": "25.0.1"
  },
  "assets": [
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      "name": "S&P 500",
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      "first_date": "1927-12-30",
      "last_date": "2026-10-09",
      "last_close": 7811.54003906,
      "regime": {
        "trend": "up",
        "volatility": "normal",
        "momentum_20d": 0.025139,
        "annualized_vol_20d": 0.096828,
        "volatility_percentile": 0.307258
      },
      "windows": [
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          },
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          "mean_dtw": 0.332873,
          "mean_mass": 0.472866,
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            {
              "horizon": 1,
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                "p10": -0.00549416,
                "p90": 0.00778566
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              "matched_control": {
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                "p90": 0.00812903
              },
              "unconditional": {
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            {
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              "matched_control": {
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              "unconditional": {
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        },
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      ]
    },
    {
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      ]
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    {
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              "matched_control": {
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}
