XLK Covered-Constituent Evidence Lens

Evidence analysis of the YUCLAW-covered 54.6% of disclosed XLK weight. This is not a full-fund inference. XLK is the second sector lens: it was activated because it passed the published admission standard — not because of popularity.

Registered run · protocol e5f9e680f402 · holdings as of 2026-07-29 · last build 2026-08-12 23:01 UTC
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.
Admission and coverage
issuer holdings snapshot ∩ 79-ticker scoring universe · admission per the published standard
EXPLORATORY
admission verdict
5.58
effective issuers
11/76
holdings covered
54.6%
of fund weight covered

Top-1 covered 14.85% · top-3 37.27% · top-5 44.69% of full-fund weight (largest: AAPL).

Uncovered — reasonWeightNames
outside the 79-ticker scoring universe45.34%65
not disclosed / rounding residual0.07%1

Evidence coverage per covered constituent — how much evidence stands under this classification — coverage, not prediction (Evidence Coverage v1, registered protocol). Names outside the 79-name scoring universe print an em-dash: the registered computation covers U79 only.

NameEvidence coverage
AAPL73
AMAT73
AMD95
DELL89
HPE95
INTC79
LRCX90
MRVL94
MSFT96
MU91
NVDA85
Multi-estimand direction-aligned CAR at τ=+20 · backfill era
n=54 events · conservative envelope AND formal two-way, side by side · all-era n=107 disclosed
EstimandMean CARConservative envelopeFormal two-way CI (CGM)Badge
E1 event-weighted-11.14%(-18.66, -4.30)(-17.11, -5.18)PRELIMINARY
E2 issuer-weighted-6.99%(-13.91, -1.74)(-12.98, -1.00)PRELIMINARY
E3 ETF-weighted-6.69%(-12.65, +0.01)(-9.99, -3.38)DESCRIPTIVE
E4 capped-ETF-weighted — PRIMARY-6.92%(-13.39, -1.34)(-10.72, -3.12)PRELIMINARY

Falsification (registered secondaries): event-date-shuffle percentile 0.115; direction sign-flip percentile 0.008; pre-event placebo -0.62%. Extremity is read two-sided. The sign-flip result is extreme while the date-shuffle result is not — the adverse alignment survives direction randomization, but an era-generic component cannot be excluded at this sample. Reported as measured. Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

Evidence structure
story clustering (pre-committed linkage) · effective evidence count

107 events → 4 stories → 16.1 effective (design effect 6.653; issuer-level 77.6). Top story 77.6% of event mass. Many events, fewer stories — statistics on this page use cluster-aware inference accordingly.

Story sizeMassDominant issuerDominant type
8377.6%DELLINSIDER_SELL
2018.7%MRVLINSIDER_SELL
21.9%INTCEXEC_CHANGE
21.9%INTCEXEC_CHANGE
Evidence lifecycle
per-type |CAR| paths day 0→20 · backfill era · n≥15 floor
Event typenPeak dayHalf-life
INSIDER_SELL3420not reached within window

An absolute cumulative path rises mechanically with horizon — a window-edge peak with no half-life is what no-decay looks like under this estimator. Below the floor, listed not plotted: M_AND_A_CLOSE (n=12), EXEC_CHANGE (n=4), OTHER_MATERIAL (n=3), M_AND_A_ANNOUNCE (n=1). Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

Context robustness
secondary cells under the registered robustness protocol · pre-declared grid
Context cellE4 estimateCluster CIBadge
k=5 (backfill)-0.94%(-5.25, +1.01)DESCRIPTIVE
k=10 (backfill)-3.97%(-10.43, -1.03)PRELIMINARY
k=20 backfill (base)-6.92%(-11.45, -2.83)PRELIMINARY
k=60 (backfill only)-7.35%(-23.61, +3.87)DESCRIPTIVE
trend>=0 (k=20 bf)empty — SPY history begins 2026-02-02 (own-data rule)
trend<0 (k=20 bf)empty — SPY history begins 2026-02-02 (own-data rule)
vol-high (k=20 bf)-5.03%(-19.10, +4.46)DESCRIPTIVE
vol-low (k=20 bf)-8.07%(-12.55, -3.01)PRELIMINARY
era: live (k=20)+8.43%(+0.77, +14.63)PRELIMINARY

Sign held 6/7 (coherence 0.857) · breaks: era: live (k=20). Investment implication: none established — no buy, sell, or alpha conclusion is supported by this page.

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.