{"schemaVersion":1,"strategy":"beta","displayName":"Zeus Beta — Diversified portfolio signal","modelVersion":"multi-sleeve-market-confirmed-riskoff-v1","researchStatus":"research-candidate","statusLabel":"Research candidate — public validation in progress","headlineDelay":0,"generatedAt":"2026-07-16T16:16:37.000Z","dataThrough":"2026-07-01","primaryWindow":{"start":"2018-01-02","end":"2026-07-01"},"execution":{"delay0":"Signal computed after the US market close; the resulting allocation is executed at the next market open.","delay1":"Signal computed after the US market close; execution is delayed by one additional trading session and occurs at the following market open."},"publication":{"delayDays":14,"definition":"Forward observations are released 14 calendar days after computation. This embargo is separate from execution-delay assumptions."},"assumptions":{"accounting":"total_return_adjusted_ohlc","feePct":0.1,"borrowPct":5,"cashYieldPct":0},"metrics":{"delay0":{"delay":0,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":819.0521885849099,"cagrPct":29.846439265123337,"maxDrawdownPct":-16.963474556286474,"calmar":1.7594531807790863,"exposurePct":96.30740393626968,"entries":28,"exits":27},"delay1":{"delay":1,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":770.3394101378077,"cagrPct":29.01647078658844,"maxDrawdownPct":-17.474987716388355,"calmar":1.660457292303346,"exposurePct":96.31208997188354,"entries":28,"exits":27}},"benchmark":{"name":"SPMO | Buy & Hold","metrics":{"delay0":{"delay":0,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":375.32196131062767,"cagrPct":20.14702771568839,"maxDrawdownPct":-30.947531895671343,"calmar":0.6510059601394699,"exposurePct":100,"entries":1,"exits":0},"delay1":{"delay":1,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":375.32196131062767,"cagrPct":20.14702771568839,"maxDrawdownPct":-30.947531895671343,"calmar":0.6510059601394699,"exposurePct":100,"entries":1,"exits":0}}},"robustness":{"laterStarts":[{"start":"2020-01-02","end":"2026-07-01","metrics":{"delay0":{"delay":0,"start":"2020-01-02","end":"2026-07-01","totalReturnPct":586.0563069270421,"cagrPct":34.51973544686957,"maxDrawdownPct":-16.963474556286428,"calmar":2.034944865353486,"exposurePct":92.7007970570199,"entries":25,"exits":24},"delay1":{"delay":1,"start":"2020-01-02","end":"2026-07-01","totalReturnPct":550.3400056137741,"cagrPct":33.416826372727,"maxDrawdownPct":-17.474987716388345,"calmar":1.91226608653854,"exposurePct":92.7099938687918,"entries":25,"exits":24}},"benchmarkMetrics":{"delay0":{"delay":0,"start":"2020-01-02","end":"2026-07-01","totalReturnPct":299.3359381063648,"cagrPct":23.764610505521368,"maxDrawdownPct":-30.947531895671354,"calmar":0.7679000246493108,"exposurePct":100,"entries":1,"exits":0},"delay1":{"delay":1,"start":"2020-01-02","end":"2026-07-01","totalReturnPct":299.3359381063648,"cagrPct":23.764610505521368,"maxDrawdownPct":-30.947531895671354,"calmar":0.7679000246493108,"exposurePct":100,"entries":1,"exits":0}}},{"start":"2022-01-03","end":"2026-07-01","metrics":{"delay0":{"delay":0,"start":"2022-01-03","end":"2026-07-01","totalReturnPct":263.42835737390556,"cagrPct":33.294670999662166,"maxDrawdownPct":-16.96347455628645,"calmar":1.9627270869058828,"exposurePct":82.36234458259237,"entries":21,"exits":20},"delay1":{"delay":1,"start":"2022-01-03","end":"2026-07-01","totalReturnPct":240.82165693495855,"cagrPct":31.40168895778408,"maxDrawdownPct":-17.47498771638837,"calmar":1.79695055970397,"exposurePct":82.37122557726376,"entries":21,"exits":20}},"benchmarkMetrics":{"delay0":{"delay":0,"start":"2022-01-03","end":"2026-07-01","totalReturnPct":151.79541253942654,"cagrPct":22.834037729911103,"maxDrawdownPct":-22.736173518063907,"calmar":1.0043043395921238,"exposurePct":100,"entries":1,"exits":0},"delay1":{"delay":1,"start":"2022-01-03","end":"2026-07-01","totalReturnPct":151.79541253942654,"cagrPct":22.834037729911103,"maxDrawdownPct":-22.736173518063907,"calmar":1.0043043395921238,"exposurePct":100,"entries":1,"exits":0}}},{"start":"2024-01-02","end":"2026-07-01","metrics":{"delay0":{"delay":0,"start":"2024-01-02","end":"2026-07-01","totalReturnPct":196.25512327745457,"cagrPct":54.56331767529608,"maxDrawdownPct":-16.963474556286506,"calmar":3.2165177891032597,"exposurePct":113.8239999999992,"entries":6,"exits":5},"delay1":{"delay":1,"start":"2024-01-02","end":"2026-07-01","totalReturnPct":189.99487771075093,"cagrPct":53.24543974014371,"maxDrawdownPct":-17.47498771638838,"calmar":3.046951483130893,"exposurePct":113.8479999999992,"entries":6,"exits":5}},"benchmarkMetrics":{"delay0":{"delay":0,"start":"2024-01-02","end":"2026-07-01","totalReturnPct":144.4566964655194,"cagrPct":43.10110376874936,"maxDrawdownPct":-20.12715601032127,"calmar":2.1414403379517197,"exposurePct":100,"entries":1,"exits":0},"delay1":{"delay":1,"start":"2024-01-02","end":"2026-07-01","totalReturnPct":144.4566964655194,"cagrPct":43.10110376874936,"maxDrawdownPct":-20.12715601032127,"calmar":2.1414403379517197,"exposurePct":100,"entries":1,"exits":0}}}],"topTradeRemoval":[{"delay":0,"removedTopWinners":1,"metrics":{"delay":0,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":395.0462704290884,"cagrPct":20.723603643076594,"maxDrawdownPct":-18.42655646458182,"calmar":1.124659601098555,"exposurePct":69.74695407685061,"entries":27,"exits":26}},{"delay":0,"removedTopWinners":3,"metrics":{"delay":0,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":96.01321704651848,"cagrPct":8.246935790956655,"maxDrawdownPct":-18.42655646458182,"calmar":0.44755707919753274,"exposurePct":37.509372071227304,"entries":25,"exits":24}},{"delay":0,"removedTopWinners":5,"metrics":{"delay":0,"start":"2018-01-02","end":"2026-07-01","totalReturnPct":23.17081582249394,"cagrPct":2.4842174342376566,"maxDrawdownPct":-12.643085519223906,"calmar":0.1964882251615229,"exposurePct":18.00609184629805,"entries":23,"exits":23}}]},"sourceArtifacts":[{"name":"audit_market_confirmed_beta_v1_metrics.csv","sha256":"1cec0f6aadd9037799bbb9836e6e8c19a61003b9c183f419af6df7ad054f6a99"},{"name":"audit_market_confirmed_beta_v1_top_trade_removal.csv","sha256":"621e6456070a923b0bab5123414b82bf5ba28800892a8490d63dac5826ef8fdf"},{"name":"audit_market_confirmed_beta_v1_daily_equity.csv","sha256":"fc131b053af9e2feeefb73a0576e8781055d6a4b47473e5cbc594f5b863f5ff9"}],"sourceRunDigest":"7995bc969d71a8010857abcf888891deee00ebe3e5e4c7f4caa165316f5f4f5f","freshness":{"status":"stale","sourceDate":"2026-07-01","checkedAt":"2026-07-21T20:40:13.876Z","ageCalendarDays":20,"staleAfterCalendarDays":7,"publicStateAvailability":"unavailable","reason":"Evidence source is 20 calendar days old, beyond the 7-day freshness limit. Current public state is unavailable until the canonical audit refreshes."}}