{ "schema": "OTR-MARKET-CLOSED-HORIZON-CANCELLATIONS-1", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "reason": "The batch deadlines fell during market closure. The horizon assessments are cancelled from scored and pending statistics. Separate post-deadline observations and review records are retained outside the prediction statistics; no HIT or MISS is assigned.", "counts": { "cancelled": 20 }, "cancellations": [ { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-6a935972ab86ef67c78aadea", "call_id": "SCALL-6a935972ab86ef67c78aadea", "signal_id": "PDF-20261008-0821-03-TLT", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-aff7986869dc2289e06476ff", "call_id": "SCALL-aff7986869dc2289e06476ff", "signal_id": "PDF-20261008-0821-04-USO", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-cba1b1855a7cc1bfff0c75c4", "call_id": "SCALL-cba1b1855a7cc1bfff0c75c4", "signal_id": "PDF-20261008-0821-05-XLU", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-9363434e3a0e4a7cdea1ce98", "call_id": "SCALL-9363434e3a0e4a7cdea1ce98", "signal_id": "PDF-20261008-0821-06-META", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-73b8fcd55e68078757090e20", "call_id": "SCALL-73b8fcd55e68078757090e20", "signal_id": "PDF-20261008-0821-07-RDDT", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-a87308621c35b95ef6c74d3b", "call_id": "SCALL-a87308621c35b95ef6c74d3b", "signal_id": "PDF-20261008-0821-10-GOOGL", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-25e322bcfab8bce2adc80495", "call_id": "SCALL-25e322bcfab8bce2adc80495", "signal_id": "PDF-20261008-0821-11-D05", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-f833e395471b5e7821599a2c", "call_id": "SCALL-f833e395471b5e7821599a2c", "signal_id": "PDF-20261008-0821-14-C6L", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-090b40d7efdab03a235af33a", "call_id": "SCALL-090b40d7efdab03a235af33a", "signal_id": "PDF-20261008-0821-16-NVDA", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-e79c17e0dadd44a8bc0067cf", "call_id": "SCALL-e79c17e0dadd44a8bc0067cf", "signal_id": "PDF-20261008-0821-18-AMD", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-BATCH-20261010T003331Z:SCALL-f6bc1af9c93809f577e7e825", "call_id": "SCALL-f6bc1af9c93809f577e7e825", "signal_id": "PDF-20261008-0821-20-CEG", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T00:33:31.000Z", "applied_at_utc": "2026-10-10T00:41:09.108Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261010T011500Z:SCALL-7403f1e856e52a112e175c3a", "call_id": "SCALL-7403f1e856e52a112e175c3a", "signal_id": "RESEARCH-20261008-0915-03", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T01:15:00Z", "applied_at_utc": "2026-10-10T01:34:43.238Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261010T011500Z:SCALL-515a3c2f95e07b3564495146", "call_id": "SCALL-515a3c2f95e07b3564495146", "signal_id": "RESEARCH-20261008-0915-04", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T01:15:00Z", "applied_at_utc": "2026-10-10T01:34:43.238Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261010T033103Z:SCALL-bffbc3220aadd4d45e25d980", "call_id": "SCALL-bffbc3220aadd4d45e25d980", "signal_id": "RESEARCH-20261008-PROCEED-04", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T03:31:03Z", "applied_at_utc": "2026-10-10T03:40:12.230Z" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261010T062440Z:SCALL-8bd41feea817d0e05291032c", "call_id": "SCALL-8bd41feea817d0e05291032c", "signal_id": "PDF-20261008-1244-APPEND-05", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T06:24:40.402Z", "applied_at_utc": "2026-10-10T06:43:25Z", "original_call_sha256": "9a8c97f0fbdf50a3acf092008cb1506bdfcd4d80cc98d74e26ed53e592aa54f8", "source_assessment_sha256": "9c6b2208af7835f88b93595bd1ef0c9c0c1b010029bc70344740bc313180baa8", "market_schedule_source_url": "https://www.nyse.com/trade/hours-calendars", "reason": "The frozen 48-hour NYSE-listed XOM deadline fell Saturday, 10 October 2026 at 02:24:40.402 EDT, outside the NYSE Tape A core session (09:30–16:00 ET). No exact deadline quote is asserted. The horizon assessment is cancelled from scored and pending statistics; no HIT or MISS is assigned. The original BULLISH call, dated reference and all publication/deadline clocks remain unchanged.", "original_record_sha256": "5866b8ca16e3bf8970ee4f2a354dbe13dda6b90486da038a4bd91f810ce8c7e6" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261010T151700Z:SCALL-4e0757b1cefd921fc300fddf", "call_id": "SCALL-4e0757b1cefd921fc300fddf", "signal_id": "INV-20261007-2317-MU", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T15:17:00Z", "applied_at_utc": "2026-10-10T15:21:01Z", "original_call_sha256": "d418702fe18c2afb6939e6d1ef2e756c3e865c6cbd541910ab03c48112b01fc9", "source_assessment_sha256": "3c3c5d1f72cef397d7a58d65063eeb319cc00b95e2f3f907851ddd980c3f2bef", "market_schedule_source_url": "https://www.nasdaq.com/market-activity/stock-market-holiday-schedule", "reason": "The frozen 72-hour NASDAQ deadline fell on Saturday, 10 October 2026 at 11:17 EDT, when the listed venue was closed. The independent review confirms the exchange schedule and notes Nasdaq 23/5 trading has not launched (planned for 6 December 2026). No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS. Preserve the original BULLISH call, supplied reference, issue/publication clocks and all verification/activation flags.", "original_record_sha256": "b8a58ac74b4ace75c7fc7103225890192329ef22a6744a97897a00c0ff168600" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261010T151700Z:SCALL-0252e5062a597a671744fb0b", "call_id": "SCALL-0252e5062a597a671744fb0b", "signal_id": "INV-20261007-2317-XLU", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-10T15:17:00Z", "applied_at_utc": "2026-10-10T15:21:01Z", "original_call_sha256": "f40debff604c108fd24af760104e37b27ce40c06248f24728898f103f81a47c3", "source_assessment_sha256": "b62366fc2a52aa466ac140397dad60938c72290ff73aed87f436de7f5a8f5ce5", "market_schedule_source_url": "https://www.nyse.com/trade/hours-calendars", "reason": "The frozen 72-hour NYSE Arca deadline fell on Saturday, 10 October 2026 at 11:17 EDT, outside the listed venue sessions. The independent review confirms the official 2026 calendar marks Saturday as closed. No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS. Preserve the original BULLISH call, supplied reference, issue/publication clocks and all verification/activation flags.", "original_record_sha256": "c97c6044d2e44cc87736fa058908fcb8d733fc76a87a608e669f6fe10bd742cb" }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z:SCALL-d1d2987f254c2a068bfc1790", "call_id": "SCALL-d1d2987f254c2a068bfc1790", "signal_id": "RESEARCH-20261008-PROCEED-02", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-11T03:31:03Z", "applied_at_utc": "2026-10-11T03:52:30Z", "original_record_sha256": "fcf9b57d51313e903ff8a67454737f78af5e009cff80ea2293cb0e19c96629d5", "original_call_sha256": "3944fe6b8baeeaddc17bf7f61a086e5b11f061444b03929162bed3bd20d360b4", "source_assessment_artifact": "/data/signals/market-session-assessments/OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z.json", "source_assessment_sha256": "1bec7f4c81abaa3eacf26f0bedbfb8acbc16b1a48e92a6ad74ad3e0ca5d30f9f", "market_schedule_source_urls": [ "https://www.londonstockexchange.com/securities-trading/trading-access/business-days", "https://www.londonstockexchange.com/stock/HAS/hays-plc" ], "market_session_status_at_deadline": "CLOSED", "venue": "London Stock Exchange", "currency": "GBX", "preserved_frozen_source_reference": { "classification": "DATED PRE-ISSUE REFERENCE; NOT THE EXPIRY PRICE", "quote": { "display": "GBX 63.10", "price": 63.1, "as_of_utc": "2026-10-07T09:04:00Z", "as_of_display": "Most recent available dated reference: 2026-10-07T17:04:00+08:00. delayed October7 intraday reference; NOT current publication entry. This is not a live execution price.", "verification_status": "CHECKED_REFERENCE_NOT_EXACT_PUBLICATION_TICK", "observation_time_verified": true, "change_24h_percent": null }, "source_links": [ "https://www.rec.uk.com/our-view/news/press-releases/report-jobs-recruitment-activity-increases-slightly-september-pay-growth-softens2", "https://www.rics.org/news-insights/uk-residential-survey-september-2026", "https://www.haysplc.com/investors/events-calendar", "https://stockanalysis.com/quote/lon/HAS/history/" ], "unchanged_release_id": "OTR-SIGNALS-20261008-PROCEED20", "release_sha256": "cd1037e11dfa85864053adf30b04f45fc822d8f0ca5f854842524012aeb365ab" }, "reason": "The frozen 72-hour deadline was Sunday, 11 October 2026 at 04:31:03 BST. The London Stock Exchange generally operates its trading services on weekdays, so no LSE session was open at that deadline. No eligible expiry quote is asserted. Cancel only the horizon assessment from scored and pending statistics; do not score HIT or MISS." }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z:SCALL-e46ca88621a62df4377f4327", "call_id": "SCALL-e46ca88621a62df4377f4327", "signal_id": "RESEARCH-20261008-PROCEED-03", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-11T03:31:03Z", "applied_at_utc": "2026-10-11T03:52:30Z", "original_record_sha256": "0a88148620633813b0a887b4cc87757e36026b1e83804b57d33b6296342a44ba", "original_call_sha256": "8fe5deb687c8b8c7ed98e27fd7ebb26db5cf844bd1be87b9ca1339ea5427dc58", "source_assessment_artifact": "/data/signals/market-session-assessments/OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z.json", "source_assessment_sha256": "1bec7f4c81abaa3eacf26f0bedbfb8acbc16b1a48e92a6ad74ad3e0ca5d30f9f", "market_schedule_source_urls": [ "https://www.sec.gov/Archives/edgar/data/1035002/000162828026011499/vlo-20251231.htm", "https://www.nyse.com/trade/hours-calendars" ], "market_session_status_at_deadline": "CLOSED", "venue": "New York Stock Exchange", "currency": "USD", "preserved_frozen_source_reference": { "classification": "DATED PRE-ISSUE REFERENCE; NOT THE EXPIRY PRICE", "quote": { "display": "US$424.10", "price": 424.1, "as_of_utc": "2026-10-07T23:54:04Z", "as_of_display": "Most recent available dated reference: 2026-10-08T07:54:04+08:00. latest retrieved market-feed trade; venue/session unqualified; NOT exact future publish entry. This is not a live execution price.", "verification_status": "CHECKED_REFERENCE_NOT_EXACT_PUBLICATION_TICK", "observation_time_verified": true, "change_24h_percent": null }, "source_links": [ "https://www.iea.org/news/statement-by-iea-executive-director-on-meeting-of-iea-member-governments-on-7-october-2026", "https://www.eia.gov/dnav/pet/PET_STOC_WSTK_A_EPDXL0_SAE_MBBL_W.htm", "https://www.valero.com/investors" ], "unchanged_release_id": "OTR-SIGNALS-20261008-PROCEED20", "release_sha256": "cd1037e11dfa85864053adf30b04f45fc822d8f0ca5f854842524012aeb365ab" }, "reason": "The frozen 72-hour deadline was Saturday, 10 October 2026 at 23:31:03 EDT, outside the NYSE-listed equity trading session; the NYSE Tape A core session is 09:30–16:00 ET on business days. No eligible expiry quote is asserted. Cancel only the horizon assessment from scored and pending statistics; do not score HIT or MISS." }, { "cancellation_id": "OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z:SCALL-40314a234817eb31f4a1dc1f", "call_id": "SCALL-40314a234817eb31f4a1dc1f", "signal_id": "RESEARCH-20261008-PROCEED-05", "status": "CANCELLED_MARKET_CLOSED", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "effective_at_utc": "2026-10-11T03:31:03Z", "applied_at_utc": "2026-10-11T03:52:30Z", "original_record_sha256": "7eb8f94365590e6a17af15fe8b1797b256830c788cd5ef4f3fcae9f05e686ba2", "original_call_sha256": "8c9f5528359a20e23fa51d344b29d243f8135b5d20661b9b3c23de9b6f51e784", "source_assessment_artifact": "/data/signals/market-session-assessments/OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z.json", "source_assessment_sha256": "1bec7f4c81abaa3eacf26f0bedbfb8acbc16b1a48e92a6ad74ad3e0ca5d30f9f", "market_schedule_source_urls": [ "https://www.ishares.com/us/products/239565/hyg-ishares-iboxx-high-yield-corporate-bond-etf", "https://www.nyse.com/trade/hours-calendars", "https://www.nyse.com/publicdocs/nyse/NYSE_Extended_Hours_Trading_FAQ.pdf" ], "market_session_status_at_deadline": "CLOSED", "venue": "NYSE Arca", "currency": "USD", "preserved_frozen_source_reference": { "classification": "DATED PRE-ISSUE REFERENCE; NOT THE EXPIRY PRICE", "quote": { "display": "US$77.18", "price": 77.18, "as_of_utc": "2026-10-08T00:15:00Z", "as_of_display": "Most recent available dated reference: 2026-10-08T08:15:00+08:00. latest retrieved market-feed trade; venue/session unqualified; NOT exact future publish entry. This is not a live execution price.", "verification_status": "CHECKED_REFERENCE_NOT_EXACT_PUBLICATION_TICK", "observation_time_verified": true, "change_24h_percent": null }, "source_links": [ "https://www.federalreserve.gov/monetarypolicy/fomcminutes20260916.htm", "https://www.ishares.com/us/products/239565/hyg-ishares-iboxx-high-yield-corporate-bond-etf" ], "unchanged_release_id": "OTR-SIGNALS-20261008-PROCEED20", "release_sha256": "cd1037e11dfa85864053adf30b04f45fc822d8f0ca5f854842524012aeb365ab" }, "reason": "The frozen 72-hour deadline was Saturday, 10 October 2026 at 23:31:03 EDT, outside NYSE Arca’s 04:00–20:00 ET weekday sessions. No overnight session began on Saturday; the published future overnight window starts on Sunday evenings. No eligible expiry quote is asserted. Cancel only the horizon assessment from scored and pending statistics; do not score HIT or MISS." } ], "additional_batches": [ { "source_proposal_sha256": "d99d9d57ec52da33fec571cc09cd4e7f7ac4f70aa10728fb850f666d51f7303b", "source_assessment_sha256": "4eafddf70f0ce1b8679d51016cb1b7aca06f52fd49d3333b74da8372198f4fef", "source_release_sha256": "51420aa44453675c565b6edfdd9342006db5ae16a7aba885132450d98b1e0568", "prepared_at_utc": "2026-10-10T01:16:43.682Z", "applied_at_utc": "2026-10-10T01:34:43.238Z", "effective_at_utc": "2026-10-10T01:15:00Z", "count": 2, "call_ids": [ "SCALL-7403f1e856e52a112e175c3a", "SCALL-515a3c2f95e07b3564495146" ], "reason": "Both frozen 48-hour deadlines occurred 75 minutes after their exchanges ended Friday extended trading. The owner-directed market-closed horizon cancellation policy excludes them from scored and pending totals; no HIT or MISS is assigned." }, { "source_assessment_sha256": "bd409bea231c53925a0682e427a6be8458f74ab9bba9b207763c02c0bb54dffc", "applied_at_utc": "2026-10-10T03:40:12.230Z", "effective_at_utc": "2026-10-10T03:31:03Z", "count": 1, "call_ids": [ "SCALL-bffbc3220aadd4d45e25d980" ], "reason": "DHI 48-hour horizon deadline occurred after NYSE core and listed extended trading closed; cancelled under the existing market-closed policy." }, { "source_assessment_sha256": "9c6b2208af7835f88b93595bd1ef0c9c0c1b010029bc70344740bc313180baa8", "source_assessment": { "schema": "OTR-MARKET-CLOSED-HORIZON-ASSESSMENT-1", "call_id": "SCALL-8bd41feea817d0e05291032c", "signal_id": "PDF-20261008-1244-APPEND-05", "original_call_sha256": "9a8c97f0fbdf50a3acf092008cb1506bdfcd4d80cc98d74e26ed53e592aa54f8", "venue": "NYSE", "currency": "USD", "deadline_utc": "2026-10-10T06:24:40.402Z", "deadline_local": "2026-10-10T02:24:40.402-04:00", "market_schedule_source_url": "https://www.nyse.com/trade/hours-calendars", "market_schedule_finding": "NYSE Tape A lists its Core Trading Session as 9:30 a.m. to 4:00 p.m. ET. The frozen XOM deadline fell Saturday at 2:24 a.m. EDT, outside that session.", "determination": "The horizon expired while the NYSE market was closed. No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS.", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "original_record_sha256": "5866b8ca16e3bf8970ee4f2a354dbe13dda6b90486da038a4bd91f810ce8c7e6" }, "applied_at_utc": "2026-10-10T06:43:25Z", "effective_at_utc": "2026-10-10T06:24:40.402Z", "count": 1, "call_ids": [ "SCALL-8bd41feea817d0e05291032c" ], "reason": "The frozen 48-hour NYSE-listed XOM deadline fell Saturday, 10 October 2026 at 02:24:40.402 EDT, outside the NYSE Tape A core session (09:30–16:00 ET). No exact deadline quote is asserted. The horizon assessment is cancelled from scored and pending statistics; no HIT or MISS is assigned. The original BULLISH call, dated reference and all publication/deadline clocks remain unchanged." }, { "source_assessment_sha256": "3c3c5d1f72cef397d7a58d65063eeb319cc00b95e2f3f907851ddd980c3f2bef", "source_assessment": { "schema": "OTR-MARKET-CLOSED-HORIZON-ASSESSMENT-1", "call_id": "SCALL-4e0757b1cefd921fc300fddf", "signal_id": "INV-20261007-2317-MU", "original_call_sha256": "d418702fe18c2afb6939e6d1ef2e756c3e865c6cbd541910ab03c48112b01fc9", "original_record_sha256": "b8a58ac74b4ace75c7fc7103225890192329ef22a6744a97897a00c0ff168600", "venue": "NASDAQ", "currency": "USD", "deadline_utc": "2026-10-10T15:17:00Z", "deadline_local": "2026-10-10T11:17:00-04:00", "market_schedule_source_url": "https://www.nasdaq.com/market-activity/stock-market-holiday-schedule", "market_schedule_finding": "NASDAQ and NYSE Arca closed on Saturday; listed-venue session does not exist at the frozen deadline.", "source_refs": [ { "title": "Nasdaq official US stock market schedule", "url": "https://www.nasdaq.com/market-activity/stock-market-holiday-schedule", "supports": "Nasdaq stock-market regular and extended sessions run Monday through Friday; regular hours9:30–16:00ET." }, { "title": "NYSE official holidays and trading hours", "url": "https://www.nyse.com/trade/hours-calendars", "supports": "NYSE Arca early4–9:30ET,core9:30–16ET,late16–20ET; exchange trading-calendar links retained." }, { "title": "NYSE official 2026 trading calendar", "url": "https://www.nyse.com/publicdocs/nyse/ICE_NYSE_2026_Yearly_Trading_Calendar.pdf", "supports": "October10 appears in Saturday column; October12 marked bank holiday with NYSE open. Text read, calendar screenshot not independently viewed." }, { "title": "Nasdaq official23/5 information hub", "url": "https://www.nasdaq.com/23-5-trading", "supports": "New night-session launch plannedDecember6,2026, not activeOctober10; even future schedule closesFriday20ET toSunday21ET." } ], "independent_review_sha256": "1651af71879fbed402f7e9b66b7e7b43facb0cb8b0132e79ee9cc421edc37de6", "independent_review_prepared_at_utc": "2026-10-10T15:16:54.659224+00:00", "determination": "The frozen horizon expired while the listed market was closed. No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS.", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1" }, "applied_at_utc": "2026-10-10T15:21:01Z", "effective_at_utc": "2026-10-10T15:17:00Z", "count": 1, "call_ids": [ "SCALL-4e0757b1cefd921fc300fddf" ], "reason": "The frozen 72-hour NASDAQ deadline fell on Saturday, 10 October 2026 at 11:17 EDT, when the listed venue was closed. The independent review confirms the exchange schedule and notes Nasdaq 23/5 trading has not launched (planned for 6 December 2026). No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS. Preserve the original BULLISH call, supplied reference, issue/publication clocks and all verification/activation flags." }, { "source_assessment_sha256": "b62366fc2a52aa466ac140397dad60938c72290ff73aed87f436de7f5a8f5ce5", "source_assessment": { "schema": "OTR-MARKET-CLOSED-HORIZON-ASSESSMENT-1", "call_id": "SCALL-0252e5062a597a671744fb0b", "signal_id": "INV-20261007-2317-XLU", "original_call_sha256": "f40debff604c108fd24af760104e37b27ce40c06248f24728898f103f81a47c3", "original_record_sha256": "c97c6044d2e44cc87736fa058908fcb8d733fc76a87a608e669f6fe10bd742cb", "venue": "NYSE Arca", "currency": "USD", "deadline_utc": "2026-10-10T15:17:00Z", "deadline_local": "2026-10-10T11:17:00-04:00", "market_schedule_source_url": "https://www.nyse.com/trade/hours-calendars", "market_schedule_finding": "NASDAQ and NYSE Arca closed on Saturday; listed-venue session does not exist at the frozen deadline.", "source_refs": [ { "title": "Nasdaq official US stock market schedule", "url": "https://www.nasdaq.com/market-activity/stock-market-holiday-schedule", "supports": "Nasdaq stock-market regular and extended sessions run Monday through Friday; regular hours9:30–16:00ET." }, { "title": "NYSE official holidays and trading hours", "url": "https://www.nyse.com/trade/hours-calendars", "supports": "NYSE Arca early4–9:30ET,core9:30–16ET,late16–20ET; exchange trading-calendar links retained." }, { "title": "NYSE official 2026 trading calendar", "url": "https://www.nyse.com/publicdocs/nyse/ICE_NYSE_2026_Yearly_Trading_Calendar.pdf", "supports": "October10 appears in Saturday column; October12 marked bank holiday with NYSE open. Text read, calendar screenshot not independently viewed." }, { "title": "Nasdaq official23/5 information hub", "url": "https://www.nasdaq.com/23-5-trading", "supports": "New night-session launch plannedDecember6,2026, not activeOctober10; even future schedule closesFriday20ET toSunday21ET." } ], "independent_review_sha256": "1651af71879fbed402f7e9b66b7e7b43facb0cb8b0132e79ee9cc421edc37de6", "independent_review_prepared_at_utc": "2026-10-10T15:16:54.659224+00:00", "determination": "The frozen horizon expired while the listed market was closed. No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS.", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1" }, "applied_at_utc": "2026-10-10T15:21:01Z", "effective_at_utc": "2026-10-10T15:17:00Z", "count": 1, "call_ids": [ "SCALL-0252e5062a597a671744fb0b" ], "reason": "The frozen 72-hour NYSE Arca deadline fell on Saturday, 10 October 2026 at 11:17 EDT, outside the listed venue sessions. The independent review confirms the official 2026 calendar marks Saturday as closed. No exact deadline quote is asserted. Cancel this horizon assessment from scored and pending statistics; assign neither HIT nor MISS. Preserve the original BULLISH call, supplied reference, issue/publication clocks and all verification/activation flags." }, { "batch_id": "OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z", "source_assessment_artifact": "/data/signals/market-session-assessments/OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z.json", "source_assessment_sha256": "1bec7f4c81abaa3eacf26f0bedbfb8acbc16b1a48e92a6ad74ad3e0ca5d30f9f", "source_assessment": { "schema": "OTR-MARKET-CLOSED-HORIZON-ASSESSMENT-BATCH-1", "batch_id": "OTR-MARKET-CLOSED-DEADLINE-20261011T033103Z", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "deadline_utc": "2026-10-11T03:31:03Z", "reviewed_at_utc": "2026-10-11T03:47:45Z", "applied_at_utc": "2026-10-11T03:52:30Z", "timezone_validation": { "deadline_utc": "2026-10-11T03:31:03Z", "london": "Sunday, 11/10/2026, 04:31:03 BST", "america_new_york": "Saturday, 10/10/2026, 23:31:03 GMT-4", "method": "Intl.DateTimeFormat with named IANA time zones" }, "assessment_count": 3, "assessments": [ { "call_id": "SCALL-d1d2987f254c2a068bfc1790", "signal_id": "RESEARCH-20261008-PROCEED-02", "ticker": "HAS.L", "canonical_inventory_venue": "London Stock Exchange", "verified_listing_venue": "London Stock Exchange", "currency": "GBX", "direction": "BULLISH", "original_record_sha256": "fcf9b57d51313e903ff8a67454737f78af5e009cff80ea2293cb0e19c96629d5", "original_call_sha256": "3944fe6b8baeeaddc17bf7f61a086e5b11f061444b03929162bed3bd20d360b4", "frozen_issue_utc": "2026-10-08T03:31:03Z", "frozen_deadline_utc": "2026-10-11T03:31:03Z", "frozen_horizon_hours": 72, "deadline_local": "2026-10-11T04:31:03+01:00", "deadline_weekday": "Sunday", "venue_timezone": "Europe/London", "market_session_status_at_deadline": "CLOSED", "finding": "The frozen 72-hour deadline was Sunday, 11 October 2026 at 04:31:03 BST. The London Stock Exchange generally operates its trading services on weekdays, so no LSE session was open at that deadline. No eligible expiry quote is asserted. Cancel only the horizon assessment from scored and pending statistics; do not score HIT or MISS.", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "checked_at_utc": "2026-10-11T03:47:45Z", "applied_at_utc": "2026-10-11T03:52:30Z", "effective_at_utc": "2026-10-11T03:31:03Z", "source_refs": [ { "title": "Business days | London Stock Exchange", "url": "https://www.londonstockexchange.com/securities-trading/trading-access/business-days", "supports": "The LSE generally operates its Trading Services each weekday." }, { "title": "Hays PLC HAS Stock | London Stock Exchange", "url": "https://www.londonstockexchange.com/stock/HAS/hays-plc", "supports": "Hays PLC is the HAS ORD 1P instrument on MIC XLON." } ], "preserved_frozen_source_reference": { "classification": "DATED PRE-ISSUE REFERENCE; NOT THE EXPIRY PRICE", "quote": { "display": "GBX 63.10", "price": 63.1, "as_of_utc": "2026-10-07T09:04:00Z", "as_of_display": "Most recent available dated reference: 2026-10-07T17:04:00+08:00. delayed October7 intraday reference; NOT current publication entry. This is not a live execution price.", "verification_status": "CHECKED_REFERENCE_NOT_EXACT_PUBLICATION_TICK", "observation_time_verified": true, "change_24h_percent": null }, "source_links": [ "https://www.rec.uk.com/our-view/news/press-releases/report-jobs-recruitment-activity-increases-slightly-september-pay-growth-softens2", "https://www.rics.org/news-insights/uk-residential-survey-september-2026", "https://www.haysplc.com/investors/events-calendar", "https://stockanalysis.com/quote/lon/HAS/history/" ], "unchanged_release_id": "OTR-SIGNALS-20261008-PROCEED20", "release_sha256": "cd1037e11dfa85864053adf30b04f45fc822d8f0ca5f854842524012aeb365ab" }, "prior_assessment_state": { "status": "PENDING", "baseline": null, "outcome": null, "baseline_verified": false, "outcome_verified": false, "baseline_issue": null, "outcome_issue": null, "checked_at_utc": "2026-10-09T16:06:10Z" }, "expiry_price": { "status": "NOT_OBSERVED_CLOSED_MARKET", "price": null, "source": null }, "price_handling": "The frozen call and prior dated source reference remain unchanged. Do not substitute a Friday close, current widget, or unrelated post-deadline quote for the exact frozen deadline; do not create baseline/outcome prices or change verification flags.", "resulting_status": "CANCELLED_MARKET_CLOSED", "scored": false }, { "call_id": "SCALL-e46ca88621a62df4377f4327", "signal_id": "RESEARCH-20261008-PROCEED-03", "ticker": "VLO", "canonical_inventory_venue": "US listed market", "verified_listing_venue": "New York Stock Exchange", "currency": "USD", "direction": "BULLISH", "original_record_sha256": "0a88148620633813b0a887b4cc87757e36026b1e83804b57d33b6296342a44ba", "original_call_sha256": "8fe5deb687c8b8c7ed98e27fd7ebb26db5cf844bd1be87b9ca1339ea5427dc58", "frozen_issue_utc": "2026-10-08T03:31:03Z", "frozen_deadline_utc": "2026-10-11T03:31:03Z", "frozen_horizon_hours": 72, "deadline_local": "2026-10-10T23:31:03-04:00", "deadline_weekday": "Saturday", "venue_timezone": "America/New_York", "market_session_status_at_deadline": "CLOSED", "finding": "The frozen 72-hour deadline was Saturday, 10 October 2026 at 23:31:03 EDT, outside the NYSE-listed equity trading session; the NYSE Tape A core session is 09:30–16:00 ET on business days. No eligible expiry quote is asserted. Cancel only the horizon assessment from scored and pending statistics; do not score HIT or MISS.", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "checked_at_utc": "2026-10-11T03:47:45Z", "applied_at_utc": "2026-10-11T03:52:30Z", "effective_at_utc": "2026-10-11T03:31:03Z", "source_refs": [ { "title": "Valero Energy Corporation 2025 Form 10-K", "url": "https://www.sec.gov/Archives/edgar/data/1035002/000162828026011499/vlo-20251231.htm", "supports": "The SEC filing lists Valero common stock, ticker VLO, on the NYSE." }, { "title": "Holidays & Trading Hours | NYSE", "url": "https://www.nyse.com/trade/hours-calendars", "supports": "NYSE Tape A core session is 9:30 a.m. to 4:00 p.m. ET." } ], "preserved_frozen_source_reference": { "classification": "DATED PRE-ISSUE REFERENCE; NOT THE EXPIRY PRICE", "quote": { "display": "US$424.10", "price": 424.1, "as_of_utc": "2026-10-07T23:54:04Z", "as_of_display": "Most recent available dated reference: 2026-10-08T07:54:04+08:00. latest retrieved market-feed trade; venue/session unqualified; NOT exact future publish entry. This is not a live execution price.", "verification_status": "CHECKED_REFERENCE_NOT_EXACT_PUBLICATION_TICK", "observation_time_verified": true, "change_24h_percent": null }, "source_links": [ "https://www.iea.org/news/statement-by-iea-executive-director-on-meeting-of-iea-member-governments-on-7-october-2026", "https://www.eia.gov/dnav/pet/PET_STOC_WSTK_A_EPDXL0_SAE_MBBL_W.htm", "https://www.valero.com/investors" ], "unchanged_release_id": "OTR-SIGNALS-20261008-PROCEED20", "release_sha256": "cd1037e11dfa85864053adf30b04f45fc822d8f0ca5f854842524012aeb365ab" }, "prior_assessment_state": { "status": "PENDING", "baseline": null, "outcome": null, "baseline_verified": false, "outcome_verified": false, "baseline_issue": null, "outcome_issue": null, "checked_at_utc": "2026-10-09T16:06:10Z" }, "expiry_price": { "status": "NOT_OBSERVED_CLOSED_MARKET", "price": null, "source": null }, "price_handling": "The frozen call and prior dated source reference remain unchanged. Do not substitute a Friday close, current widget, or unrelated post-deadline quote for the exact frozen deadline; do not create baseline/outcome prices or change verification flags.", "resulting_status": "CANCELLED_MARKET_CLOSED", "scored": false }, { "call_id": "SCALL-40314a234817eb31f4a1dc1f", "signal_id": "RESEARCH-20261008-PROCEED-05", "ticker": "HYG", "canonical_inventory_venue": "US listed market", "verified_listing_venue": "NYSE Arca", "currency": "USD", "direction": "BEARISH", "original_record_sha256": "7eb8f94365590e6a17af15fe8b1797b256830c788cd5ef4f3fcae9f05e686ba2", "original_call_sha256": "8c9f5528359a20e23fa51d344b29d243f8135b5d20661b9b3c23de9b6f51e784", "frozen_issue_utc": "2026-10-08T03:31:03Z", "frozen_deadline_utc": "2026-10-11T03:31:03Z", "frozen_horizon_hours": 72, "deadline_local": "2026-10-10T23:31:03-04:00", "deadline_weekday": "Saturday", "venue_timezone": "America/New_York", "market_session_status_at_deadline": "CLOSED", "finding": "The frozen 72-hour deadline was Saturday, 10 October 2026 at 23:31:03 EDT, outside NYSE Arca’s 04:00–20:00 ET weekday sessions. No overnight session began on Saturday; the published future overnight window starts on Sunday evenings. No eligible expiry quote is asserted. Cancel only the horizon assessment from scored and pending statistics; do not score HIT or MISS.", "policy_version": "OTR-MARKET-CLOSED-HORIZON-CANCELLATION-20261010-1", "label": "Market closed at deadline: horizon assessment cancelled and excluded from prediction statistics.", "checked_at_utc": "2026-10-11T03:47:45Z", "applied_at_utc": "2026-10-11T03:52:30Z", "effective_at_utc": "2026-10-11T03:31:03Z", "source_refs": [ { "title": "iShares iBoxx $ High Yield Corporate Bond ETF | HYG", "url": "https://www.ishares.com/us/products/239565/hyg-ishares-iboxx-high-yield-corporate-bond-etf", "supports": "The issuer identifies HYG as listed on NYSE Arca." }, { "title": "Holidays & Trading Hours | NYSE", "url": "https://www.nyse.com/trade/hours-calendars", "supports": "NYSE Arca Equities sessions are 4:00–9:30 a.m., 9:30 a.m.–4:00 p.m., and 4:00–8:00 p.m. ET." }, { "title": "NYSE Extended Hours Trading FAQ", "url": "https://www.nyse.com/publicdocs/nyse/NYSE_Extended_Hours_Trading_FAQ.pdf", "supports": "The then-future overnight session was scheduled for Sunday through Thursday evenings; it does not cover Saturday 11:31 p.m. ET." } ], "preserved_frozen_source_reference": { "classification": "DATED PRE-ISSUE REFERENCE; NOT THE EXPIRY PRICE", "quote": { "display": "US$77.18", "price": 77.18, "as_of_utc": "2026-10-08T00:15:00Z", "as_of_display": "Most recent available dated reference: 2026-10-08T08:15:00+08:00. latest retrieved market-feed trade; venue/session unqualified; NOT exact future publish entry. This is not a live execution price.", "verification_status": "CHECKED_REFERENCE_NOT_EXACT_PUBLICATION_TICK", "observation_time_verified": true, "change_24h_percent": null }, "source_links": [ "https://www.federalreserve.gov/monetarypolicy/fomcminutes20260916.htm", "https://www.ishares.com/us/products/239565/hyg-ishares-iboxx-high-yield-corporate-bond-etf" ], "unchanged_release_id": "OTR-SIGNALS-20261008-PROCEED20", "release_sha256": "cd1037e11dfa85864053adf30b04f45fc822d8f0ca5f854842524012aeb365ab" }, "prior_assessment_state": { "status": "PENDING", "baseline": null, "outcome": null, "baseline_verified": false, "outcome_verified": false, "baseline_issue": null, "outcome_issue": null, "checked_at_utc": "2026-10-09T16:06:10Z" }, "expiry_price": { "status": "NOT_OBSERVED_CLOSED_MARKET", "price": null, "source": null }, "price_handling": "The frozen call and prior dated source reference remain unchanged. Do not substitute a Friday close, current widget, or unrelated post-deadline quote for the exact frozen deadline; do not create baseline/outcome prices or change verification flags.", "resulting_status": "CANCELLED_MARKET_CLOSED", "scored": false } ] }, "applied_at_utc": "2026-10-11T03:52:30Z", "effective_at_utc": "2026-10-11T03:31:03Z", "count": 3, "call_ids": [ "SCALL-d1d2987f254c2a068bfc1790", "SCALL-e46ca88621a62df4377f4327", "SCALL-40314a234817eb31f4a1dc1f" ], "reason": "Three frozen 72-hour deadlines occurred while their exact listed venues were closed. No exact deadline quote is asserted. Source-card dated references are retained but are not treated as expiry prices; assign neither HIT nor MISS." } ] }