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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.
This commit is contained in:
2026-06-15 14:20:56 +00:00
parent bd5a06465d
commit 29ed22e476
8 changed files with 96 additions and 34 deletions
+4 -3
View File
@@ -611,9 +611,9 @@ def write_report(
"",
"## What This Model Does",
"",
"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.",
"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.",
"",
"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.",
"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.",
"",
"## Data Inventory",
"",
@@ -652,7 +652,8 @@ def write_report(
"1. Run `scripts/build_analysis_dataset.py` after archivist updates the database.",
"2. Use `t0_score` for prospectus-stage watchlisting.",
"3. Use `total_score`, `decision_band`, and `calibrated_d1_positive_rate` for T1-stage subscription cards.",
"4. Treat D1/D5/D20/D60 columns as review labels only, never as prediction inputs.",
"4. Frame live decisions around a T2 or D1 sell, not long-term holding.",
"5. Treat D5/D20/D60 columns as review labels only, never as prediction inputs or holding targets.",
"",
"## Known Gaps",
"",