Universe Catalog

Config: config/strategies/universes/v1.toml

Source: curated from major ETF themes/sectors; not point-in-time

Initial 100-200 ticker universe for atom coverage reports. No backtests reference it.

Config: config/strategies/universes/v2.toml

Source: curated ETF-theme-inspired universe; not point-in-time

Used by:

• K1_FIXED_D63
• K1_2TRIM_FIB_BE_EMA21_D63
• MR_RESET_WASHOUT
• K1_EMATR_2R_4GC_D126
• K1_BREAK_NOWCAST_TOP5_CONFIRM_TRIM25_D126
• CAND_RSI_MR_RSI70_EXIT
• CAND_RSI_MR_GREEN4_EXIT
• CAND_RSI_MR_FH21D
• CAND_RSI_MR_FH63D
• TREND_CONTINUATION_HOT_SECTOR
• HOT_SECTOR_EXHAUSTION_AVOID
• COLD_SECTOR_REBOUND

Primary backtest universe for all Stage 3/4 runs. NOT survivorship-aware —
static hand-picked list that does not account for delistings or sector
rotation over time. Strategies tested here should be re-validated against
U_US_COMMON_LIQUID_PIT_V1 for production promotion.

Config: config/strategies/universes/v3.toml

Source: curated ETF-theme-inspired universe; not point-in-time

Used by:

• EXIT_BROKEN_BELOW_50EMA
• ADD_MOM3_RS_SECTOR_GAP_D21
• ADD_PULLBACK_RESET_LEADER_D21
• RS_BREAKOUT_REBAL42
• EMATR_2R_4GC_MOM3
• ASCENDING_FLAG_D21
• ASCENDING_BASE_GEOMETRY_D21

Expanded universe for exit-variant, momentum-add, vol-target, and ascending
pattern tests. Same survivorship caveat as U_LIQUID_US — re-validate against
U_US_COMMON_BROAD_PIT_V1 for promotion.

Config: config/data/sharadar-universes.toml

Source: Sharadar SEP + DAILY; point-in-time filter on price, market cap, volume

Filter: min_price=$1, min_mktcap=$100M, min_vol_20d=$500K, min_history=63 sessions

DB table: research_universe_membership

Broad point-in-time US common-stock research universe. Survivorship-aware —
membership changes monthly based on Sharadar fundamentals as-of each month start.
NOT yet used in any backtest. This is the proper replacement for U_EXPANDED_V3
for promotion-grade validation.

Config: config/data/sharadar-universes.toml

Source: Sharadar SEP + DAILY; point-in-time filter on price, market cap, volume

Filter: min_price=$3, min_mktcap=$300M, min_vol_20d=$1M, min_history=126 sessions

DB table: research_universe_membership

Liquid point-in-time US common-stock strategy universe. This is the proper
replacement for U_LIQUID_US (curated v2) for promotion-grade validation.
Strategies currently on U_LIQUID_US should be re-tested here before promotion.

Config: config/data/sharadar-universes.toml

Source: Sharadar SEP + DAILY; point-in-time filter with max market cap cap

Filter: min_price=$3, min_mktcap=$300M, max_mktcap=$10B, min_vol_20d=$1M, min_history=126 sessions

DB table: research_universe_membership

Small/mid-cap point-in-time universe. Available for strategies targeting
sub-$10B names. Not yet used in any backtest.

Config: scripts/build_pit_index_proxies.py

Source: Monthly Sharadar PIT liquid membership ranked by point-in-time market cap

Filter: top 200 members of U_US_COMMON_LIQUID_PIT_V1 by monthly PIT market cap

DB table: research_index_proxy_membership

Used by:

• THT uncapped FV breadth matrix

Bias-safe concentrated large-cap proxy; not official index membership.

Config: scripts/build_pit_index_proxies.py

Source: Monthly Sharadar PIT liquid membership ranked by point-in-time market cap

Filter: top 1000 members of U_US_COMMON_LIQUID_PIT_V1 by monthly PIT market cap

DB table: research_index_proxy_membership

Used by:

• THT uncapped FV breadth matrix

Bias-safe intermediate breadth proxy; not official index membership.

Config: scripts/build_pit_index_proxies.py

Source: Monthly Sharadar PIT liquid membership ranked by point-in-time market cap

Filter: top 500 members of U_US_COMMON_LIQUID_PIT_V1 by monthly PIT market cap

DB table: research_index_proxy_membership

Used by:

• THT touch/reclaim matrix

Survivorship-safe large-cap proxy available from 2016-08. This is not exact
S&P 500 membership: it cannot reproduce committee selection, float adjustment,
profitability eligibility, or sector balancing. Never label its results as an
official S&P 500 constituent backtest.

Config: scripts/build_pit_index_proxies.py

Source: Monthly Sharadar PIT liquid NASDAQ membership ranked by point-in-time market cap

Filter: top 100 NASDAQ non-financial members of U_US_COMMON_LIQUID_PIT_V1 by monthly PIT market cap

DB table: research_index_proxy_membership

Used by:

• THT touch/reclaim matrix

Survivorship-safe Nasdaq mega-cap proxy available from 2016-08. This is not
exact Nasdaq-100 membership: it uses Sharadar sector labels, monthly selection,
and domestic common stocks rather than the complete historical NDX methodology.
Never label its results as an official Nasdaq-100 constituent backtest.

Config: scripts/build_pit_index_proxies.py

Source: Deduplicated monthly union of the two PIT proxy universes

Filter: U_US_SP500_PROXY_PIT_V1 OR U_US_NDX100_PROXY_PIT_V1

DB table: research_index_proxy_membership

Used by:

• THT touch/reclaim matrix

Bias-safe proxy for the presenter's combined restriction. In the current
2016-08 through 2026-07 data, every Nasdaq proxy member is also in the top-500
proxy, so the union contains 500 names and is empirically identical to the
top-500 proxy. Exact licensed constituent histories could make the real index
union materially different.

Config: config/strategies/atoms.toml

Used by:

• picker model
• live scanner merit

Dynamic ticker set from the picker model signal. Changes daily.

Config: config/strategies/atoms.toml

Used by:

• selection model

Top candidates from the selection model.

Config: config/strategies/atoms.toml

Used by:

• explosive upside model

Top candidates from the explosive upside model.

Config: config/strategies/atoms.toml

Used by:

• sector RS atoms

Stocks leading their sector by relative strength.

Config: internal/data/entry_universe.go

DB table: entry_universe_membership

Used by:

• entry strategy backtest (dynamic scope)

Computed at runtime from sector relative-strength rankings. Membership
changes per observation date. Built by BuildEntryLeadingSectorUniverse().

Config: internal/data/entry_universe.go

DB table: entry_universe_membership

Used by:

• entry strategy backtest (dynamic scope)

Composite leaders from multi-factor ranking. Computed at runtime.

Config: config/strategies/live-scanner-universe.toml

Used by:

• hus entry strategy live-scan --scope portfolio

Manual holdings and watchlist for the live scanner. Currently NVDA, AAPL,
ARM, PANW plus candidates. Separate from the broad scan universe (which uses
all stock_series tickers with >=220 sessions).