YUCLAW v5.0.0 Open Index Evidence
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Data through 2026-07-23 (last completed U.S. trading day) · regenerated daily after market close · last build 2026-07-23 23:00 UTC
Disclaimer — Research event-study analysis — hypothetical illustration, not investment advice, not performance advertising. Classifications, not recommendations.

Does SEC-filing evidence on semiconductor-theme constituents carry information that precedes full price adjustment? This module aggregates YUCLAW's evidence stream to the theme level and tests the question as a classic event study — cumulative abnormal returns (CAR) around evidence events, with the sector factor removed by a peer-benchmark model. The result below is reported exactly as measured, including where it is adverse to the hypothesis. Scope note: this is research on the SEC-filing constituents of a published index fund's holdings list — an evidence study of companies, not analysis, promotion, or an offering of any fund or product.

Theme coverage · SMH (VanEck Semiconductor ETF)
constituents as of 2026-07-03 (issuer fund disclosure) · coverage = constituents ∩ YUCLAW 79-ticker universe
8/25
disclosed holdings covered
50.24%
of fund weight covered
471
accepted evidence events (filings)
82
events, trailing 30 days

Why not 100%? 17 disclosed constituents are outside the universe, including the foreign-domiciled issuers ASML, NXPI, STM, TSM — they file annual 20-F / occasional 6-K, not the 8-K + Form 4 event stream this pipeline consumes, so they produce almost no EDGAR event substrate. The same constraint puts foreign-holdings ETFs (e.g. KORU-class country funds) methodologically out of scope: their constituents do not file EDGAR at all, so there is no evidence stream to aggregate — a scope statement, not a caveat.

Current evidence posture · covered constituents
latest signal snapshots as of 2026-07-23 · weighted by SMH weight (renormalized over the covered 50.24%)
-0.098
weighted composite score
-0.391
weighted C6 (evidence/risk channel)
TickerSMH weightSignal labelComposite scoreC6Evidence gradeEvent history (type×count)30d
NVDA19.01%RISK_FLAG (weakening)-0.119-0.527Grade BINSIDER_SELL×42, EXEC_CHANGE×4, OTHER_MATERIAL×2, M_AND_A_CLOSE×11
AMD5.58%RISK_FLAG (weakening)-0.065-0.462Grade BINSIDER_SELL×87, M_AND_A_ANNOUNCE×1, EXEC_CHANGE×1, OTHER_MATERIAL×1, M_AND_A_CLOSE×12
MU5.34%RISK_FLAG (weakening)-0.137-0.445Grade BINSIDER_SELL×160, OTHER_MATERIAL×4, EXEC_CHANGE×1, M_AND_A_CLOSE×168
AMAT5.33%RISK_FLAG (weakening)-0.046-0.462Grade BINSIDER_SELL×38, M_AND_A_CLOSE×13
INTC4.88%WATCH+0.033+0.436Grade BM_AND_A_CLOSE×2, EXEC_CHANGE×2, INSIDER_SELL×2, OTHER_MATERIAL×1, EARNINGS_BEAT×11
LRCX4.68%RISK_FLAG (weakening)-0.178-0.462Grade BINSIDER_SELL×51, M_AND_A_CLOSE×12
MRVL4.27%RISK_FLAG (weakening)-0.112-0.382Grade BINSIDER_SELL×20, OTHER_MATERIAL×3, EXEC_CHANGE×2, M_AND_A_CLOSE×1, DIVIDEND_CHANGE×15
ARM1.15%RISK_FLAG (weakening)-0.169-0.462Grade BINSIDER_SELL×37, M_AND_A_CLOSE×1, GUIDANCE_RAISE×10

Research classifications, not recommendations. C6 is the evidence-impact component of the composite score; the C6 deep-dive concluded its defensible role is a risk gate, not a near-term return signal (see methodology).

Event study · does evidence detection precede price adjustment?ADVERSE RESULT SHOWN AS MEASURED
market-model CAR, window [−5, +20] event-time days · dedup: 471 filings → 115 distinct (ticker, type, day) events → 93 with a ≥30-obs estimation window
Headline finding (backfill era, Feb 18 – May 15): the hypothesis is NOT supported at this sample.

Direction-aligned pooled CAR (peer model, n=45 events) is -12.0% at τ=+20 (95% CI -19.7% to -4.3%) — significantly negative: prices moved against the evidence direction. The sample is dominated by INSIDER_SELL clusters during a sector melt-up (insiders sold the strongest names, which kept outperforming peers). This replicates the C6 deep-dive conclusion that insider-sale flow is a risk gate, not a near-term direction signal. Live-detected events since forward Day 0: n=45 directional — far too few for inference; this panel accrues with the live record.

Direction-aligned pooled CAR · backfill era · n=45
event day 0-19.7%+1.9%-5+0+5+10+15+20event-time trading days (τ)SPY model -11.1%peer model -12.0%n(τ=+0)=45, n(τ=+10)=45, n(τ=+20)=45
INSIDER_SELL mean CAR (unsigned) · n=67
0%event day 0-0.8%+16.0%-5+0+5+10+15+20event-time trading days (τ)SPY model +10.4%peer model +9.0%n(τ=+0)=67, n(τ=+10)=64, n(τ=+20)=58
M_AND_A_CLOSE mean CAR (unsigned) · n=9 ⚠ small n — illustrative
0%event day 0-13.2%+28.8%-5+0+5+10+15+20event-time trading days (τ)SPY model +18.1%peer model +8.6%n(τ=+0)=9, n(τ=+10)=9, n(τ=+20)=9
Event typen eventsPeer-model CAR τ=+2095% CISPY-model CAR τ=+20n @ τ=+20Event window
INSIDER_SELL67+9.0%(+1.9%, +16.0%)+10.4%582026-03-26 → 2026-07-17
EXEC_CHANGE9-2.5%(-32.8%, +27.9%)-3.3%62026-04-03 → 2026-07-02
M_AND_A_CLOSE9+8.6%(-11.0%, +28.2%)+18.1%92026-04-08 → 2026-05-14
OTHER_MATERIAL6-4.8%(-26.1%, +16.4%)-2.3%52026-04-01 → 2026-07-09
M_AND_A_ANNOUNCE1-21.4%n too small for CI-0.8%12026-05-15 → 2026-05-15
EARNINGS_BEAT1-3.5%n too small for CI+2.5%12026-07-23 → 2026-07-23

CIs assume independent events; distinct ticker-days can still share calendar days across tickers, so the intervals are optimistic — stated, not hidden. Types with n < 10 are shown for completeness and are statistically uninformative. Form 4 (insider) events are a parsed batch covering 2026-02-18 to 2026-05-15; live Form-4 ingestion is a tracked pipeline item, so the live-era sample is 8-K derived and small.

Methodology summary

Events: accepted L1 evidence events on covered constituents, deduplicated to one observation per (ticker, event type, direction, day). Day 0 = first trading day on/after the event timestamp's date. Abnormal returns: two models, never averaged — peer model (market = equal-weight of the other covered constituents that day; removes the sector factor; the fair test) and SPY market model (classic; in a strong sector regime its "abnormal" return is dominated by the sector factor, which is what it shows). Estimation: up to 60 trading days ending 6 days pre-event, minimum 30 observations (22 events skipped for insufficient estimation history — early-window events; count disclosed). CAR window [−5, +20]; mean CAR with a normal-approximation 95% CI across events; n disclosed at every horizon. Direction alignment: AR × direction for direction ≠ 0 events, so "evidence direction predicts abnormal return" is a positive number if true.

Backfill-era events (before forward Day 0 = 2026-05-18) were extracted retrospectively and carry the same parametric look-ahead disclosure as the in-sample panel of the Validation Lab; live-era events are detected in real time. The two eras are never blended. Derived statistics only — no raw prices. Constituent weights are issuer fund disclosures as of 2026-07-03.

Download evidence packet

Everything this page derives, as files — YUCLAW-derived data only (derived statistics, counts, classifications; never raw vendor price/options data). Regenerated in the daily chain.

Download packet (.zip)

Cite this page
YUCLAW Open Index Evidence, v5.0.0, data through 2026-07-23, built 2026-07-23, commit 4e9c15cde2f1; evidence-tier names excluded from scoring universe.
Use YUCLAW in your research
1 · Verify the record

pip install yuclaw then yuclaw replay-lab.
No install: tools/replay_lab.py (stdlib only) against the published bundle.
Exit 0 = every statistic and ledger root reproduced. How to report a replication →

2 · Inspect one evidence trace

One real Suncor 6-K, end to end:
filing → exhibit → extracted prose → event type → grade → C6 posture.
Open the trace → · example evidence memo (Suncor) →

3 · Cite a research lens

Every evidence packet ships a ready citation snippet
(version, data-through, build date, source commit).
Get the citation →

Status — proven · not proven · accruing

Rendered from one shared source (v3/web/useful_blocks.py) on every page that shows it, so the copies cannot drift. Statuses are measured, not aspirational.

Proven (verifiable today)
  • Replay works — one command reproduces every Lab statistic and ledger root from published data
  • Ledger anchored daily — sha-256 daily roots committed to a public git repository before pages update
  • Evidence traces to filings — every accepted event carries a source URL, accession number, and verified excerpt
  • Coverage measured — SEC-filer weight per lens is stated as measured, never rounded up
  • Snapshots are point-in-time — daily as-of writes, zero retroactive edits (outage window disclosed, not repaired)
  • Evidence-tier names are never scored — enforced by positive gating and a standing negative check
Not proven
  • Forward alpha — no spread, IC, or alpha significant at 5% with adequate power
  • C6 risk-gate sign — rareness confirmed OOS 2026-07-06 (22% fire rate, n=9 held-out); sign confirmation pending (elevated arm n=2; accrual live from 2026-07-16)
  • Peer-model CAR lead — event-study lead over peer models is not established; live-era sample remains small
Accruing
  • · Forward out-of-sample record — one period per trading day, accruing daily
  • · Matured CAR events — each accepted event matures into the event study after its forward window completes
  • · C6 elevated arm — live Form-4 ingestion since 2026-07-16 restores the insider stream to production inputs
  • · External replications — the replication log accrues as independent runs are reported
Disclaimer — Hypothetical research illustration. Not investment advice, not performance advertising, not an offer of any product. Research classifications, not recommendations. Past results — in-sample or forward-tracked — do not predict future performance.