book: resolve 4 open questions with Q12/Q13/Q14/Q21 evidence; update README + chapters 07/09/12
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@@ -40,10 +40,15 @@ The refuted runs were as valuable as the passes: the label-horizon result (22d l
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## Open questions
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- `TODO(evidence-needed: reproduce exp 39 weekly rebalance on a second window, then a live round)`
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- `TODO(evidence-needed: long-horizon label at weekly cadence — the proven signal edge with the proven low-turnover construction)`
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- `TODO(evidence-needed: out-of-universe (non-ETF) validation of the compact stochastic set)`
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- `TODO(evidence-needed: realized-cost reconciliation of the weekly construction against the 5bp/15bp/$5 model once live)`
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- `TODO(evidence-needed: a second live round beyond round 3, to confirm slippage and funnel hold under a different market regime)`
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- `TODO(evidence-needed: reconcile realized cost against the 5bp/15bp/$5 backtest model over a full position window)`
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- `TODO(evidence-needed: whether sp_sharpe_22 still helps when combined with the weekly-rebalance construction of ch. 08)`
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### Settled open questions
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- ~~`reproduce exp 39 weekly rebalance on a second window, then a live round`~~ — **ANSWERED (negatively):** Q13 (exp 45) tested weekly on 2025 OOS: net −4.21% IR −0.52. The edge is window-dependent, not robust. `EVIDENCE#037`.
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- ~~`long-horizon label at weekly cadence — the proven signal edge with the proven low-turnover construction`~~ — **ANSWERED:** Q12 (exp 44): 22d+weekly net −4.88% IR −0.566. Q21 (exp 51): 10d+weekly net +1.19% IR 0.148. Both below IR 0.5 acceptance. Weekly is a universal cost lever (~10pp improvement) but the5d label remains the sweet spot. `EVIDENCE#036/042`.
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- ~~`out-of-universe (non-ETF) validation of the compact stochastic set`~~ — **ANSWERED (negatively):** Q14 (exp 50): RankIC −0.02, ICIR −0.07 on 30 liquid single-stock names. Signal is noise outside the 50-ETF panel. `EVIDENCE#033`.
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## Evidence cited in this chapter
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