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OmmAlpha · ML Phase 1B
Historical RS reconstruction and market-context coverage audit.
Original backtest signals are not modified.
Production dataset scope: BACKTEST Run #1. Readiness and coverage figures on this page are scoped to that official run. The historical RS cache itself is reusable by stock/date, so its background processing queue may contain rows useful to other experiments too.
Signal window
2024-10-09First BACKTEST signal
2026-09-25Last BACKTEST signal
4,662Historical signals
480Distinct signal dates
1 · Historical momentum calculation
498 / 498Stocks completed
227,037Historical momentum rows
0Stock errors
100.0%
2 · Cross-sectional RS ranking
484 / 484Signal dates ranked
227,037Ranked stock-date rows
4,662Signals with reconstructed RS
100.0%Signal RS coverage
100.0%
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
2026-09-30Last NIFTY500 breadth date
523Breadth 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:
COMPLETE