research: commit the 2026-10-07/08 studies left in the working tree, overnight mid/small (STOP)

Studies run by earlier sessions and documented in CLAUDE.md, but never
committed: FINRA short volume (SVR) and the research-only svr_momentum veto,
SEC fails-to-deliver, 13D activists and the 13D event sleeve, 13F
institutional flow, GDELT news volume, S&P 400/600 Form 4 insiders,
union_shield, shield_lab; plus the mid/small insider and Tiingo fetcher
changes and midsmall_rebuild.

overnight_midsmall: the overnight-only momentum book on S&P 400/600 earns
0.93 net Sharpe at 3 bp a side (2019-26) with corr 0.83 to the S&P 500 book
(STOP).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

research/lab/fetch_tiingo.py

@@ -5,8 +5,10 @@ Used for: (1) completing delisted/missing names in the research panels,
 from TIINGO_API_KEY (environment or .env) and is never logged or written.
 
 Writes data/research/tiingo/<ticker>.csv (resume-safe; a cached symbol never
-counts against the monthly quota again). Columns: as-traded open/high/low/
-close/volume (Tiingo's close is NOT split-adjusted), split/dividend-adjusted
+counts against the monthly quota again) and <ticker>.miss for symbols Tiingo
+does not serve (also skipped on later runs, so dead names do not re-burn the
+500-symbol monthly quota). Columns: as-traded open/high/low/close/volume
+(Tiingo's close is NOT split-adjusted), split/dividend-adjusted
 adjOpen..adjVolume, plus splitFactor and divCash.
 
     PYTHONPATH=. uv run python -m research.lab.fetch_tiingo TICKER [TICKER ...]
@@ -91,7 +93,8 @@ def main() -> None:
 
     os.makedirs(DIR, exist_ok=True)
     key = api_key()
-    todo = [t for t in tickers if not os.path.exists(os.path.join(DIR, f"{t.upper()}.csv"))]
+    todo = [t for t in tickers if not os.path.exists(os.path.join(DIR, f"{t.upper()}.csv"))
+            and not os.path.exists(os.path.join(DIR, f"{t.upper()}.miss"))]
     print(f"{len(tickers)} tickers, {len(todo)} to fetch", flush=True)
     fetched = failed = 0
     last = 0.0
@@ -107,6 +110,8 @@ def main() -> None:
             continue
         if df is None:
             failed += 1
+            with open(os.path.join(DIR, f"{t.upper()}.miss"), "w") as fh:
+                fh.write("404\n")
             print(f"[{i + 1}/{len(todo)}] {t:8s} not found", flush=True)
             continue
         df.to_csv(os.path.join(DIR, f"{t.upper()}.csv"))