{
  "mode": "prod",
  "generatedAt": "2026-07-07T13:54:04.018Z",
  "exportMetadata": {
    "auditLogPath": "/opt/philidor/research_reports/honest-backtest-figures/data/prod-export/2026-07-07T13-54-03-142Z-honest-backtest-figures/query-audit.jsonl",
    "database": {
      "database": "notara",
      "host": "localhost",
      "port": "5432",
      "user": "<set>"
    },
    "exportName": "honest-backtest-figures",
    "generatedAt": "2026-07-07T13:54:03.142Z",
    "outputDir": "/opt/philidor/research_reports/honest-backtest-figures/data/prod-export/2026-07-07T13-54-03-142Z-honest-backtest-figures",
    "readOnlyGuarantees": {
      "clientRejectsNonSelectSql": true,
      "everySqlStatementLogged": true,
      "postgresDefaultTransactionReadOnly": true,
      "writesLocalArtifactsOnly": true
    },
    "repoRoot": "/opt/philidor",
    "runId": "2026-07-07T13-54-03-142Z-honest-backtest-figures",
    "linearIssue": "PHI-70",
    "migration": "180_predictive_risk_research_engine.sql",
    "metricSource": "apps/indexer/src/research/predictive-risk.ts",
    "labelNames": ["risk_downgrade_30d", "withdrawal_impairment_30d"],
    "labelVersions": ["risk-downgrade-30d-v0.1.0", "withdrawal-impairment-30d-v0.1.0"]
  },
  "evaluationRules": {
    "naive": {
      "labelUsableAt": "event_time",
      "universe": "vaults active today",
      "featureCutoff": "latest snapshot at event time for positives"
    },
    "pointInTime": {
      "labelUsableAt": "known_after",
      "universe": "feature snapshots frozen at prediction time",
      "featureCutoff": "risk_feature_snapshots.known_after <= prediction_time"
    }
  },
  "naive": {
    "observations": 196,
    "metrics": {
      "sampleCount": 196,
      "positiveCount": 179,
      "negativeCount": 17,
      "baseRate": 0.913265,
      "brierScore": 0.832684,
      "logLoss": 3.05174,
      "auroc": 0.531876,
      "expectedCalibrationError": 0.867263,
      "precisionAtTopDecile": 1,
      "recallAtTopDecile": 0.111732,
      "falseNegativeRateAt5Pct": 0.793296,
      "severeFalseNegativeRateAt5Pct": 0.724771,
      "meanLeadTimeDays": 3.750034
    }
  },
  "pit": {
    "observations": 41,
    "metrics": {
      "sampleCount": 41,
      "positiveCount": 27,
      "negativeCount": 14,
      "baseRate": 0.658537,
      "brierScore": 0.617025,
      "logLoss": 2.285526,
      "auroc": 0.515873,
      "expectedCalibrationError": 0.623161,
      "precisionAtTopDecile": 0.2,
      "recallAtTopDecile": 0.037037,
      "falseNegativeRateAt5Pct": 0.925926,
      "severeFalseNegativeRateAt5Pct": 0.75,
      "meanLeadTimeDays": 1.704483
    }
  }
}
