Pre-register the offside-capitulation evaluation and hand off its execution - #113
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Pre-register the offside-capitulation evaluation and hand off its execution#113mspinola wants to merge 3 commits into
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Defines offside (adverse >=1-sigma 4-week move against a trailing NPF extreme) and capitulation (top-decile one-week unwind of the crowded net) on the 8 Legacy markets of the NPF variance check, and freezes a two-sided event study - the washout and stampede folk claims disagree on the sign, so the sign is the question. Controls and the recentred block-bootstrap p inherit the forced-flow verdict's mean-reversion lesson from the start. This sandbox's network policy blocks cftc.gov and every probed price host, so execution is handed to a trusted-network session per the CLAUDE.md precedent; the script degrades to COT-only descriptives and reports a blocked run as blocked, never as a null. Co-Authored-By: Claude <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01RMg9W6WCCNS69zx3cEaCKb
Co-Authored-By: Claude <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01RMg9W6WCCNS69zx3cEaCKb
The author's point: the data already lives in the stores this repo produces. COT now comes from COTDATA_STORE via cotdata.get_cot and daily closes from MARKETDATA_STORE via marketdata.get_bars (propadj, then backadj, logged), with the cftc.gov and stooq downloads demoted to fallback for store-less environments. Verified against the npf fixture store: gold loads 1,829 weeks through the real read path. Section 4 of the handoff is untouched; the amendment is recorded in section 5, dated and pre-execution. Co-Authored-By: Claude <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01RMg9W6WCCNS69zx3cEaCKb
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Description
"Offside capitulation evaluation": the phrase names a concept the workspace has vocabulary for but no measurement of — crowdmon's offside term (crowding = lopsided / offside / trapped) and the npf/cotmetrics capitulation signal family. This PR pre-registers a first-look event study and hands its execution to a trusted-network session, because this sandbox's network policy blocks cftc.gov and every probed price host (the same block the NPF variance check hit).
docs/handoffs/2026-08-23-offside-capitulation-evaluation.md— the frozen design. Offside = adverse ≥1σ 4-week move against a trailing NPF extreme; capitulation = top-decile one-week unwind of the crowded net; outcome = forward σ-scaled returns signed so the washout (claim A) and stampede (claim B) folk readings — both of which cotmetrics itself carries, inFLAG_BULL_CAPITULATIONvsCAPITULATION/COMMS_CAPITULATION— predict opposite signs. Controls and the recentred block-bootstrap p inherit the forced-flow verdict's mean-reversion lesson up front. Declared readings: 18; primaries: the two 4-week event readings; pre-committed verdict rules including an "insufficient data" outcome.scripts/offside_capitulation_check.py— the executable form, in thenpf_check.pymold: downloads CFTC Legacy zips (same URLs asproviders/cftc.py) and stooq daily continuous closes, with a local-CSV fallback and an honest degraded COT-only mode.--selftestruns the full pipeline on synthetic data offline and passes in this sandbox in ~0.5s..gitignore— excludes the script's download cache.Results, when the executing session pushes them, land as new dated
docs/analysis/files on this branch; §§1–5 of the handoff and the script's frozen parameters are not to be edited.Fixes # (no linked issue — task arrived as a branch assignment)
Type of change
Checklist:
pytest) and they pass locally — the existing suite is untouched by this additive change; the new script's--selftestpassesGenerated by Claude Code