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"newly_admitted_count": 12, "removed_baseline_count": 17, "new_pnl": 322826.3225000002, "removed_pnl": 112734.90464310991 }, { "name": "rank_rs60", "original": 2185516.3446224285, "median": 2125788.0073724287, "p10": 1606498.3864382976, "p90": 2185516.3446224285, "beats_baseline": 112, "median_paired_delta": 19173.472611131263, "newly_admitted_count": 3, "removed_baseline_count": 6, "new_pnl": -55465.9882499999, "removed_pnl": -47411.3212499999 } ], "sensitivities": [ { "name": "baseline", "costs": 1889733.3784848289, "morning_proceeds": 2248996.6386224288, "next_day_proceeds": 2016505.887371779, "without_welcorp": 1191204.2181882975, "without_rubicon": 1638734.8964382976 }, { "name": "adr_3_to_5", "costs": 2083759.8847190193, "morning_proceeds": 2352394.5096793193, "next_day_proceeds": 2024176.1316793193, "without_welcorp": 1457879.680179319, "without_rubicon": 2107223.939679319 }, { "name": "adr_3_to_6", "costs": 2019857.0385725542, "morning_proceeds": 2156531.1480282294, "next_day_proceeds": 2150045.458174229, "without_welcorp": 1089842.9590282291, "without_rubicon": 1657664.6655282292 }, { "name": "trend_stack", "costs": 1276572.248091754, "morning_proceeds": 1690729.402237129, "next_day_proceeds": 1396825.2514955287, "without_welcorp": 383020.0543326226, "without_rubicon": 895748.6848326226 }, { "name": "stocks_only", "costs": 1867178.368541754, "morning_proceeds": 2016158.283413379, "next_day_proceeds": 1970103.2113342974, "without_welcorp": 691978.9497179226, "without_rubicon": 1171168.1387179226 }, { "name": "one_lot_per_stock", "costs": 1664707.7469089786, "morning_proceeds": 1854417.406318029, "next_day_proceeds": 1403671.7610673788, "without_welcorp": 1304878.1016089788, "without_rubicon": 1315485.8406089789 }, { "name": "rank_low_extension", "costs": 1732045.076193429, "morning_proceeds": 2352349.270268429, "next_day_proceeds": 1479704.782809379, "without_welcorp": 1252261.3525842975, "without_rubicon": 1783371.9623342976 }, { "name": "adr_2_to_5", "costs": 2324747.969669019, "morning_proceeds": 2411702.159479319, "next_day_proceeds": 1993556.505979319, "without_welcorp": 1388442.4149793189, "without_rubicon": 1925984.649479319 }, { "name": "adr_le_5", "costs": 2309251.349219019, "morning_proceeds": 2403662.4294793187, "next_day_proceeds": 1986713.7759793191, "without_welcorp": 1380402.6849793189, "without_rubicon": 1917944.9194793191 }, { "name": "rank_rs60", "costs": 1432350.6536474284, "morning_proceeds": 2185516.3446224285, "next_day_proceeds": 1323962.7869298975, "without_welcorp": 1004794.8579382974, "without_rubicon": 1641552.2114382978 } ], "full_sample_screening": true, "untouched_out_of_sample": false, "limitations": [ "Supplied historical entry stream, not reconstructed complete scanner universe", "Already examined historical sample; chronological checks are retrospective", "Same-day ranking assumes simultaneous candidate availability", "Fixed historical fills and entry-session exclusion retained", "Same-day proceeds assumption; 0.5% exit slippage; full-sample baseline excludes fees", "No archived point-in-time fundamentals, sector breadth or RS percentile universe" ] }