Q19 VR study PROVEN + Q20 eigenanalysis PROVEN (EVIDENCE#034/#035)

2026-08-20 05:19:09 +00:00
parent befcc33702
commit 6145cfeb62
10 changed files with 792 additions and 4 deletions
@@ -0,0 +1,36 @@
+{
+  "N_symbols": 149,
+  "T_days": 72,
+  "q_ratio": 0.48,
+  "mp_bound": 5.9466,
+  "n_signal_eigenvalues": 6,
+  "top_eigenvalues": [
+    38.3649,
+    19.6496,
+    16.599,
+    10.3877,
+    9.5385,
+    6.5538,
+    5.7046,
+    5.2692,
+    3.6853,
+    3.5121
+  ],
+  "top_pct_variance": [
+    25.7,
+    13.2,
+    11.1,
+    7.0,
+    6.4,
+    4.4,
+    3.8,
+    3.5,
+    2.5,
+    2.4
+  ],
+  "participation_ratio": 8.84,
+  "eigenvalues_for_80pct_var": 10,
+  "eigenvalues_for_90pct_var": 17,
+  "cumulative_var_top4": 57.0,
+  "cumulative_var_top10": 80.0
+}