The coordinator is scored on excess return vs SPY starting at the information
cutoff, so the announcement move sits outside the scored window. That move is
the best documented conditioner for post event drift and we were discarding it.
This measures whether keeping it would buy us anything, before any of it gets
wired into the cohort key or the prompt.
Reaction is measured from the last close before the event's first article up to
the outcome's own entry price, so the reaction and forward windows touch but
never overlap. Read only, and it caches price history so it can be re-run cheaply
as more outcomes mature.
T1 and T2 are pre-registered in the header because sweeping buckets over 611
outcomes that are half one ticker will always turn up something.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01WnNxwxfXSbeNtjvtz5gayb
