Clarify IPO short-exit strategy horizon
Request: - Emphasize that the analyst model is for selling allocated IPO shares in T2 grey market or on D1, not for long-term holding. Changes: - Add explicit T2/D1 sell discipline to the analyst skill. - Update ipo_score_v0 targets and holding policy so D1 sell return is primary and T2 is the intended extension when reliable grey-market data exists. - Clarify that D5/D20/D60 are review labels only, not planned holding targets. - Update the model report, single-ticker report generator, README, and the 06106 report language to reflect the short-exit horizon. Verification: - Rebuilt the model report with the same dataset timestamp and confirmed the analysis dataset did not change. - Ran py_compile for build_analysis_dataset.py and generate_ipo_report.py. - Generated a 06106 dry-run report showing T2/D1 exit discipline. - Ran git diff --check. Next useful context: - T2 is still disabled in v0 until archivist approves a reliable grey-market data source; D1 remains the live modeled sell label.
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@@ -611,9 +611,9 @@ def write_report(
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"## What This Model Does",
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"This is the first analyst model built from the downloaded archive. It creates a repeatable feature table, scores each IPO using stage-safe rules, and calibrates the score buckets against archived D1 outcomes. It is intentionally transparent: the output includes every score component and the archived source paths used for each ticker.",
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"This is the first analyst model built from the downloaded archive. It creates a repeatable feature table, scores each IPO using stage-safe rules, and calibrates the score buckets against archived D1 sell outcomes. It is intentionally transparent: the output includes every score component and the archived source paths used for each ticker.",
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"",
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"The model does not use grey-market data in v0 because T2 currently has no approved reproducible source. It also does not use post-listing returns as inputs; returns are labels only.",
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"The model is built for a short IPO allocation trade: sell in T2 grey market when reliable executable data exists, or sell on D1 otherwise. It does not use grey-market data in v0 because T2 currently has no approved reproducible source. It also does not use post-listing returns as inputs; D1 is the primary sell label, while D5/D20/D60 are review labels only.",
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"## Data Inventory",
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@@ -652,7 +652,8 @@ def write_report(
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"1. Run `scripts/build_analysis_dataset.py` after archivist updates the database.",
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"2. Use `t0_score` for prospectus-stage watchlisting.",
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"3. Use `total_score`, `decision_band`, and `calibrated_d1_positive_rate` for T1-stage subscription cards.",
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"4. Treat D1/D5/D20/D60 columns as review labels only, never as prediction inputs.",
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"4. Frame live decisions around a T2 or D1 sell, not long-term holding.",
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"5. Treat D5/D20/D60 columns as review labels only, never as prediction inputs or holding targets.",
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"",
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"## Known Gaps",
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"",
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