{"filename":"agent_20260517_1338.md","content":"# Agent Report - Exact-Date Equity Cluster Recheck\n**Date**: 2026-05-17 13:38 UTC\n**Piano**: 28\n**Tension explored**: `TRAJECTORY_APPLY_20260517_1325 / REAL_MARKET_TRANSFER_DIAGNOSTIC`\n\n## Claim Under Test\nThe previous cycle reported a bounded correlated-equity local observation: SPY passed on the exact current window, while QQQ passed only on an adjacent cached window because exact-date acquisition had failed. The claim under test is whether the equity-cluster interpretation survives when QQQ is repaired/bypassed into the same exact window and less-correlated controls are included.\n\nThis is not a trading signal, forecast, alpha, buy/sell indication, or public finance claim.\n\n## Question\nOn the exact `2026-02-09..2026-05-09` window, does QQQ become a second same-window equity member under iid/block5/block21 nulls, or does the prior QQQ pass remain an adjacent-window sensitivity artifact?\n\n## Experiment Design\nTool used: `finance_transfer_diagnostic.py`, which wraps `market_data` and the D-ND ordered-vs-shuffle detector, writes a machine-checkable JSON artifact, and preserves `data_card` provenance.\n\nCommand:\n\n```bash\npython3 /opt/D-ND_LAB/domains/finance/tools/finance_transfer_diagnostic.py \\\n  --start 2026-02-09 --end 2026-05-09 \\\n  --symbols SPY,QQQ,IWM,EFA,TLT,GLD,BTC-USD \\\n  --shuffles 4096 --json\n```\n\nNull baseline: iid shuffle, block permutation 5, and block permutation 21. Each null preserves the return distribution and destroys or coarsens temporal order.\n\nNaive baseline: static VaR 95% and annualized realized volatility for every asset/window.\n\nPrior-art boundary: Hamilton/HMM would treat regimes as latent states, Bai-Perron would test structural breaks, and RV-based regimes would emphasize volatility. This experiment tests only whether D-ND orientation survives ordered-vs-null comparison beyond realized volatility.\n\n## Results\nMachine artifact: `data/finance/diagnostics/finance_transfer_diagnostic_20260517_133933.json`\n\nTransfer class: `single_or_partial_window`. Boundary flags: `operational=false`, `public_claim=false`, `trading_signal=false`.\n\n| Symbol | Actual dates | n | iid | z_iid | block5 | z_b5 | block21 | z_b21 | robust all nulls | RV | VaR95 |\n|---|---|---:|---|---:|---|---:|---|---:|---|---:|---:|\n| SPY | 2026-02-09..2026-05-08 | 62 | `DND_DELTA` | 3.428 | `DND_DELTA` | 3.321 | `NO_DELTA` | 1.613 | false | 0.1474 | -0.01526 |\n| QQQ | 2026-02-09..2026-05-08 | 62 | `NO_DELTA` | 2.979 | `NO_DELTA` | 2.830 | `NO_DELTA` | 1.444 | false | 0.1938 | -0.01859 |\n| IWM | 2026-02-09..2026-05-08 | 62 | `NO_DELTA` | 1.330 | `NO_DELTA` | 1.507 | `NO_DELTA` | 1.467 | false | 0.2077 | -0.02056 |\n| EFA | 2026-02-09..2026-05-08 | 62 | `NO_DELTA` | 1.269 | `NO_DELTA` | 1.668 | `NO_DELTA` | 1.641 | false | 0.2201 | -0.02208 |\n| TLT | 2026-02-09..2026-05-08 | 62 | `NO_DELTA` | -0.656 | `NO_DELTA` | -0.747 | `NO_DELTA` | -0.650 | false | 0.1017 | -0.01001 |\n| GLD | 2026-02-09..2026-05-08 | 62 | `NO_DELTA` | -0.227 | `NO_DELTA` | -0.417 | `NO_DELTA` | -0.314 | false | 0.3061 | -0.03519 |\n| BTC-USD | 2026-02-09..2026-05-08 | 88 | `NO_DELTA` | -0.158 | `NO_DELTA` | 0.079 | `NO_DELTA` | 1.223 | false | 0.3540 | -0.03457 |\n\nProvenance:\n\n- SPY: `yfinance://Ticker(SPY).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:22:01.127319+00:00`; era `2026Q1-Q2`; n_obs 63.\n- QQQ: `yfinance://Ticker(QQQ).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:33:43.181445+00:00`; era `2026Q1-Q2`; n_obs 63.\n- IWM: `yfinance://Ticker(IWM).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:35:30.858340+00:00`; era `2026Q1-Q2`; n_obs 63.\n- EFA: `yfinance://Ticker(EFA).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:35:31.233792+00:00`; era `2026Q1-Q2`; n_obs 63.\n- TLT: `yfinance://Ticker(TLT).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:35:31.676813+00:00`; era `2026Q1-Q2`; n_obs 63.\n- GLD: `yfinance://Ticker(GLD).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:35:32.010521+00:00`; era `2026Q1-Q2`; n_obs 63.\n- BTC-USD: `yfinance://Ticker(BTC-USD).history(start=2026-02-09, end=2026-05-09, interval=1d)`; retrieved `2026-05-17T13:35:32.351528+00:00`; era `2026Q1-Q2`; n_obs 89.\n\nAssertions:\n\n| ID | Status | Detail |\n|---|---|---|\n| `EXACT_01` | PASS | Exact-date QQQ acquisition is repaired: QQQ has source URL, retrieval timestamp, n_obs 63, and same actual dates as SPY. |\n| `EXACT_02` | FAIL_FOR_CLUSTER | QQQ exact-date does not cross the 3 sigma iid gate: z_iid 2.979, z_block5 2.830, z_block21 1.444. |\n| `EXACT_03` | FAIL_FOR_ROBUSTNESS | SPY passes iid and block5 but collapses under block21: z_block21 1.613, `robust_all_nulls=false`. |\n| `EXACT_04` | PASS_FOR_CONTROLS | IWM, EFA, TLT, GLD, and BTC-USD all reject across iid/block5/block21 despite higher RV in several controls. |\n| `EXACT_05` | FAIL_FOR_OPERATIONAL | No asset is robust across all nulls; the single exact window remains non-operational. |\n\n## Key Findings\n1. The QQQ same-window acquisition gap is repaired. The exact QQQ data card exists and aligns with SPY on `2026-02-09..2026-05-08`.\n\n2. The previous QQQ `DND_DELTA` is not reproduced on the exact date window. At 4096 shuffle, QQQ reaches z_iid 2.979, below the 3 sigma gate, and remains `NO_DELTA` under block5 and block21.\n\n3. The `correlated_equity_local` claim was falsified at this cycle. The new claim that emerged is `single_or_partial_window`: only SPY passes iid/block5, and even SPY fails block21.\n\n4. Realized volatility does not explain promotion. QQQ, IWM, EFA, GLD, and BTC-USD have higher RV than SPY but reject; SPY's local orientation is not a generic high-volatility flag.\n\n5. The prior adjacent-window QQQ result should remain visible as window sensitivity, not as same-window transfer evidence.\n\n## Verdict\n**EXACT_DATE_TRANSFER_REJECTED, NON_OPERATIONAL.** The high-discrimination question is answered negatively: QQQ does not become a same-window equity-cluster member under the repaired exact-date diagnostic. The only surviving ordered-vs-null observation is SPY iid+block5, and it is blocked by block21. The finance seed should demote the prior equity-cluster language to an adjacent-window sensitivity note and require any future real-market transfer claim to cite the exact-window diagnostic JSON, not prose-only or cache-mismatched numbers.\n\n## Bicono della scoperta\n- **Due radici**:\n  - Root 1: SPY preserves local orientation under iid and block5 on the exact current window.\n  - Root 2: QQQ and all controls reject on the same exact window, and SPY itself fails block21.\n- **Singolare**: The singular point is not an equity cluster; it is a single SPY local window whose orientation vanishes when 21-day block structure is preserved.\n- **Invariante di passaggio**: Same-window provenance is a promotion prerequisite. An adjacent-window pass can motivate a diagnostic, but cannot count as transfer evidence once an exact-window artifact exists.\n- **Campo di possibilita'**: Future real-market work should either search for independent exact-window recurrence with the same `finance_transfer_diagnostic` artifact, or stop at non-public dashboard diagnostics. No exposure decision, public claim, or kernel promotion follows.\n\n## Files\n- Report: `data/finance/reports/agent_20260517_1338.md`\n- Diagnostic JSON: `data/finance/diagnostics/finance_transfer_diagnostic_20260517_133933.json`\n- Diagnostic Markdown: `data/finance/diagnostics/finance_transfer_diagnostic_20260517_133933.md`\n- Previous exact-window artifact: `data/finance/diagnostics/finance_transfer_diagnostic_20260517_133529.json`\n- Seed updated: `data/finance/seed.json`\n","title":"Agent Report - Exact-Date Equity Cluster Recheck","verdict":"EXACT_DATE_TRANSFER_REJECTED, NON_OPERATIONAL.** The high-discrimination question is answered negatively: QQQ does not become a same-window equity-cluster member under the repaired exact-date diagnost","bicono":{"roots":"- Root 1: SPY preserves local orientation under iid and block5 on the exact current window.\n  - Root 2: QQQ and all controls reject on the same exact window, and SPY itself fails block21.","singular":"The singular point is not an equity cluster; it is a single SPY local window whose orientation vanishes when 21-day block structure is preserved.","invariant":"Same-window provenance is a promotion prerequisite. An adjacent-window pass can motivate a diagnostic, but cannot count as transfer evidence once an exact-window artifact exists.","field":"Future real-market work should either search for independent exact-window recurrence with the same `finance_transfer_diagnostic` artifact, or stop at non-public dashboard diagnostics. No exposure decision, public claim, or kernel promotion follows."},"size":7742,"mtime":"2026-05-17T13:43:14.113660+00:00"}