factor_census measures all 86 lab factors one way on the post-Tiingo PIT
S&P 500 panel (IC, quintile spread, top-20 alpha vs EW). One class A
(low_svr21, 2018+), two class B (accruals, rev_5), 69 N, no |t| >= 3.
Momentum and overnight_mom have no quintile spread; the house edge sits
in the top 10. --part construction compares the live construction.
rotation.factor_ranks reused ranks_us.pkl regardless of the panel. The
cache predated the Tiingo merge (643 of 787 columns), so callers silently
dropped the backfilled delisted names. The cache now carries a key file
(panel calendar, tickers, membership, factors.py hash) and is rebuilt
when it does not match.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
