{
  "archive_files": [
    "C:\\Users\\kunth\\Gitea\\SET Trade system\\data\\raw\\siamchart\\set-archive_EOD_1970-LAST.zip",
    "C:\\Users\\kunth\\Gitea\\SET Trade system\\data\\raw\\siamchart\\set-archive_EOD.zip",
    "C:\\Users\\kunth\\Gitea\\SET Trade system\\data\\raw\\siamchart\\set-archive_EOD_LAST.zip"
  ],
  "evaluation_start": "2026-01-01",
  "evaluation_end_exclusive": "2026-09-29",
  "daily_sessions_loaded": 643,
  "equity_like_symbols": 307,
  "action_symbols_with_dividend_history": 118,
  "cash_dividend_events_loaded": 2966,
  "split_events_price_confirmed_or_inferred": 1,
  "archive_read_issues": [],
  "universe": "top 100 symbols by trailing 20-session average value turnover, at least THB 20m/day, price >= THB 2, as-of each signal close",
  "primary_union": {
    "models": [
      "donchian_55_20",
      "ema50_200_cross"
    ],
    "entry_rule": "hold a symbol selected by either model",
    "weighting": "equal weight across unique active symbols; overlapping selections count once",
    "maximum_positions": 20
  },
  "known_non_stock_tickers_excluded": [
    "1DIV",
    "3BBIF",
    "ABFTH",
    "BSET100",
    "BTSGIF",
    "CHINA",
    "DIF",
    "EBANK",
    "ECOMM",
    "EFOOD",
    "ENERG",
    "ESET50",
    "GLD",
    "JASIF",
    "JDF",
    "JPF",
    "MAI",
    "SET",
    "SET100",
    "SET50",
    "SETCLMV",
    "SETESG",
    "SETHD",
    "SETWB",
    "SSET",
    "TDEX",
    "TFFIF"
  ],
  "notes": [
    "Universe membership is constructed from contemporaneous market-wide EOD records; no current-constituent list is backfilled.",
    "A small ticker exclusion list removes indices and known funds; the archive has no instrument-type field, so other equity-like symbols can remain.",
    "Cash dividends are applied where SiamChart sidecars exist, with covered-period SET reference values overriding sidecars.",
    "Par-value share ratios are used only when price data corroborates a split; missing corporate-action histories remain a data risk.",
    "Portfolio weights are fractional and daily value marks are adjusted; board lots and market impact are not modeled in this screening pass.",
    "The low-volatility momentum, EMA 50/200 and Donchian finalists also have a separate validation using 100-share board lots, raw prices, split-adjusted quantities, and dividend cash where available.",
    "A security with no daily bar cannot be sold in the simulator; its last observed close is carried forward and stale_position_days is reported for board-lot validation.",
    "A separate conservative board-lot sensitivity writes the entire position value to zero after 60 consecutive sessions without a bar; this is a delisting-risk stress, not an assumed exchange settlement rule.",
    "One unreadable daily archive entry is omitted and listed in archive_read_issues; the source archive is not modified."
  ]
}