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Remove next-day availability lookahead from public validation - #78
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Summary
Both public validation scripts used the forward-label mask (
tandt+1observed) for portfolio selection and out-of-sample prediction. A stock halted tomorrow therefore disappeared from today's portfolio. This separates signal-date eligibility from historical label eligibility in both paths; training and trailing IC retain forward-label filtering, while selection and inference use today's mask.A same-input synthetic replay shows the affected equal-weight position moving from zero to 1/12 on the day before the halt, with zero on the actual halt. Returns change in both directions; this is a causality fix, not performance evidence. New metadata records
availability_protocol, and archived reports and README headline results link the protocol caveat.Evidence and limitations
docs/audits/public-revalidation-20261017/preserves the predeclared scope, environment and dependency freeze, exact commands, checksums, old-code assertion failures, and replay script/results.Validation
ccdcf16for the affected zero holding and pass after the fix.git diff --check: passed.Type: bug fix, tests, documentation. Solo contribution; no external messages or market data publication.