{
  "schema_version": "eur-swing-study.v2",
  "spec": {
    "version": 2,
    "reference_close": "2026-09-07",
    "anchor": "2021-09-07",
    "horizon_sessions": 10,
    "sensitivity_horizon": 5,
    "entry": "open of first session of each disjoint local-calendar block",
    "exit": "close of tenth held session; no intraperiod stop or profit target",
    "adjustment": "Yahoo quote OHLC: split-adjusted, not dividend-adjusted; price-only ranking and technical levels",
    "roundtrip_friction": 0.002,
    "friction_sensitivity": [
      0.001,
      0.003
    ],
    "tax_convention": "current issuer purchase tax applied to every historical episode; not actual historical tax",
    "ranking": "descending mean price return after modeled costs, among eligible current uptrend candidates; p*gain displayed alongside losses",
    "min_episodes": 30,
    "bootstrap_replicates": 2000,
    "bootstrap_block": 5,
    "seed": 1729,
    "current_filters": {
      "sma_sessions": 200,
      "median_20_turnover_min_eur": 5000000,
      "extension_from_sma20_atr_min": -1.5,
      "extension_from_sma20_atr_max": 2.0
    },
    "conditional_cohort": "entry previous price close above its SMA200; non-overlapping blocks, dependence addressed by block bootstrap",
    "limitations": [
      "current holdings selection and survivorship bias",
      "no out-of-sample future calibration",
      "ranking across many names creates selection bias",
      "bootstrap intervals are pointwise, not simultaneous",
      "no actual stop/target backtest",
      "before personal taxation and dividend purification"
    ]
  },
  "algorithm_sha256": "bfeab9bcc090ba21fd905d94d59c06aeb6da7e68125d2f9495036de055bb89bc",
  "universe_sha256": "a635290e474c87c50ecbaf85d01e81a0b931f5e35f413dacd544233c1ee2d429",
  "tax_mapping_sha256": "d226e8ca5abf4fa62066c426e7292c1f7b48930ebe870e74723b6ac917626bf5",
  "universe_count": 65,
  "analyzed_count": 64,
  "eligible_count": 19,
  "ranking": [
    "NESTE.HE",
    "ASML.AS",
    "SAP.DE",
    "MT.AS",
    "LOTB.BR",
    "PRY.MI",
    "ASM.AS",
    "ORNBV.HE",
    "RWE.DE",
    "METSO.HE",
    "ITX.MC",
    "RACE.MI",
    "G1A.DE",
    "ELE.MC",
    "OMV.VI",
    "GALP.LS",
    "REP.MC",
    "STMPA.PA",
    "TEN.MI"
  ],
  "results": [
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      "marketCurrencyCode": "EUR",
      "ticker": "ASML",
      "isin": "NL0010273215",
      "exchange": "Euronext Amsterdam",
      "issueName": "ASML HOLDING",
      "countryOfRisk": "Netherlands",
      "sectorName": "Information Technology",
      "country": "Netherlands",
      "yahoo_symbol_candidate": "ASML.AS",
      "yahoo_mapping_status": "inferred_from_provider_exchange_requires_identity_validation",
      "provider_index": 5,
      "share_class_review": "no_preferred_flag_in_provider_name_not_contract_certification",
      "yahoo_symbol": "ASML.AS",
      "vendor_name": "ASML Holding N.V.",
      "raw_sha256": "9cd950e1764a60f4de621ef51fd34de349a6b9c94fb7620c20275aecd4167318",
      "identity_check": "symbol, venue, EUR, equity type checked; provider ISIN retained; issuer-name review remains editorial",
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}
