OmmAlpha · ML Phase 1B

Historical RS reconstruction and market-context coverage audit. Original backtest signals are not modified.

Signal window

2024-10-09First BACKTEST signal

2026-09-25Last BACKTEST signal

7,386Historical signals

484Distinct signal dates

1 · Historical momentum calculation

498 / 498Stocks completed

227,037Historical momentum rows

0Stock errors

100.0%

2 · Cross-sectional RS ranking

480 / 484Signal dates ranked

227,037Ranked stock-date rows

7,380Signals with reconstructed RS

99.9%Signal RS coverage

99.2%

Membership provenance: historical RS is calculated from prices as they existed on each date, but the cross-sectional membership uses the current OmmAlpha NIFTY 500 survivor universe. The exporter labels these rows BACKFILLED_CURRENT_NIFTY500 rather than pretending historical constituent membership is exact.

3 · Breadth coverage

2024-08-23First NIFTY500 breadth date

2026-09-29Last NIFTY500 breadth date

522Breadth sessions stored

YESCovers ML signal window

Breadth covers the complete BACKTEST signal window. Exported breadth rows retain their membership_approximate quality flag.

Processing controls

Current stage: RANK

Start / resume automatically

Automatic mode processes small batches and refreshes the page, keeping shared-hosting requests short and resumable.