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"2026-08-17 00:00:00+00:00", "exit_price": 772.6699829101562, "exit_time": "2026-08-17 00:00:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -49.22159549004479, "side": 1, "strategy_version": "2:ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be"}], "portfolio": {"cash": 99698.08071236058, "created_at": "2026-08-16T22:55:38.863724+00:00", "realized_pnl": -301.91928763943315, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:20:17.391985+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "market_open_long", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "747f4b6189083e9979ceb538ba2e88a8388bd2c02e526fa4e7281126943e13d4", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", 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["Buy at 09:30 ET.", "Remain long during the regular session.", "Exit at 16:00 ET.", "Repeat each trading session."], "strategy_id": "market_open_long", "strategy_spec_hash": "ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be", "symbol": "SPY"}, "strategy_version": "2:ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be", "updated_at": "2026-09-30T19:20:17.421600+00:00", "version_current": true}, "strategy": {"best_conditions": "Persistent bullish intraday drift with transaction costs below the average open-to-close return.", "caveat": "SPY daily open-to-close is the free-data equivalent of the ES implementation.", "data_requirement": "ohlcv", "exact_with_yahoo": true, "example": "SPY opens at 600 and closes at 603, producing a 0.50% gross session return. The next day starts a completely new trade regardless of the prior result.", "execution_code_sha256": "747f4b6189083e9979ceb538ba2e88a8388bd2c02e526fa4e7281126943e13d4", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "how_it_works": "This is a benchmark, not a sophisticated signal. It measures only the regular-session component of S&P returns by buying the open and selling the close every day.", "id": "market_open_long", "interval": "1d", "main_risks": ["Trades every day without selectivity", "Daily costs compound heavily", "Misses overnight returns", "SPY and ES have different financing and execution characteristics"], "name": "S&P regular-session long", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "747f4b6189083e9979ceb538ba2e88a8388bd2c02e526fa4e7281126943e13d4", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "1d", "name": "S&P regular-session long", "paper_allocation": 0.1, "paper_spec_id": "2:ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be", "paper_version": "2", "qualification_benchmark": "SPY adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Buy at 09:30 ET.", "Remain long during the regular session.", "Exit at 16:00 ET.", "Repeat each trading session."], "strategy_id": "market_open_long", "strategy_spec_hash": "ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be", "symbol": "SPY"}, "paper_version": "2", "qualification": {"eligible_for_ai_label": false, "evidence_id": null, "gates": [], "policy": {"minimum_base_cost_bps": 4.0, "minimum_locked_calendar_days": 180, "minimum_locked_trades": 100, "minimum_stress_cost_bps": 8.0}, "status": "not_submitted", "strategy_id": "market_open_long"}, "qualification_benchmark": "SPY adjusted close", "rules": ["Buy at 09:30 ET.", "Remain long during the regular session.", "Exit at 16:00 ET.", "Repeat each trading session."], "strategy_spec_hash": "ffd1811438deca4d4c6a46de986685da628f351b4f12b2191ae3504d0f3ec5be", "summary": "A baseline measuring the S&P 500 regular-session open-to-close return.", "symbol": "SPY"}}