{
  "publication_date": "2026-09-17",
  "source": "Green Machine Research Memo 006",
  "data_type": "Synthetic deterministic fixtures; not market observations or performance results",
  "configuration": {
    "min_sessions": 20,
    "min_chain_rows_per_session": 50,
    "max_feature_null_rate": 0.05,
    "max_crossed_market_rate": 0.0,
    "max_wide_spread_rate": 0.15,
    "wide_spread_pct": 0.2
  },
  "limitations": [
    "Date coverage is a union of input dates, not matched timestamp coverage.",
    "Weekday fixtures do not implement an exchange calendar.",
    "Row counts do not establish complete strike or expiration coverage.",
    "This screen does not establish quote freshness, executable fills, point-in-time inputs, or a trading edge."
  ],
  "results": {
    "complete_synthetic_fixture": {
      "verdict": "PASS",
      "session_count": 25,
      "chain_rows": 1250,
      "feature_rows": 125,
      "chain_rows_per_session_min": 50,
      "feature_null_rate": 0.0,
      "crossed_market_rate": 0.0,
      "wide_spread_rate": 0.0,
      "missing_chain_columns": [],
      "missing_feature_columns": [],
      "blockers": [],
      "warnings": [],
      "next_action": "Dataset is ready for a controlled label/return study, still not live trading."
    },
    "wide_spread_synthetic_fixture": {
      "verdict": "WARN",
      "session_count": 25,
      "chain_rows": 1250,
      "feature_rows": 125,
      "chain_rows_per_session_min": 50,
      "feature_null_rate": 0.0,
      "crossed_market_rate": 0.0,
      "wide_spread_rate": 0.2,
      "missing_chain_columns": [],
      "missing_feature_columns": [],
      "blockers": [],
      "warnings": [
        "wide-spread rate 20.00%; above warning threshold 15.00%"
      ],
      "next_action": "Run only exploratory diagnostics; calibrate slippage before performance claims."
    },
    "short_history_synthetic_fixture": {
      "verdict": "FAIL",
      "session_count": 3,
      "chain_rows": 150,
      "feature_rows": 15,
      "chain_rows_per_session_min": 50,
      "feature_null_rate": 0.0,
      "crossed_market_rate": 0.0,
      "wide_spread_rate": 0.0,
      "missing_chain_columns": [],
      "missing_feature_columns": [],
      "blockers": [
        "only 3 sessions; need at least 20"
      ],
      "warnings": [],
      "next_action": "Repair data quality before making any P&L or edge claim."
    }
  }
}