{
  "note": "Every factor in four published libraries, ranked only on the training window by the mean excess of a ten-name book, reported on the untouched test window. Rebalanced every session, ten sessions held, entry and exit at the open after the signal, legs sealed at the limit on entry dropped, excess measured against the equal-weight eligible universe over the same bars. Costs are excluded and stated as such: on an overlapping series three defensible turnover conventions give three different answers, and a gross number anyone can recompute is worth more than a net one nobody can.",
  "panel": {
    "sessions": 900,
    "symbols": 5266,
    "split": "2024-12-31",
    "train_rebalances": 261,
    "test_rebalances": 376
  },
  "scanned": 456,
  "usable": 456,
  "universe_test_excess_pct": 0.8484,
  "selection_value": {
    "spearman_train_test": 0.4833,
    "spearman_p": 4.53e-28,
    "mean_test_all_pct": -0.714,
    "mean_test_train_top10_pct": -0.2388,
    "mean_test_train_top25_pct": -0.2782,
    "share_positive_all": 0.2127,
    "share_positive_train_top10": 0.3
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