Point-in-Time Dynamic Universe

Moved from a fixed list to a daily, auditable research-eligibility boundary.

Before

Formal research used a fixed universe, creating survivorship and historical-membership risk.

4,860 trading dates, 1,457,940 constituent records, and 904 historical securities.

Membership, 60-day listing age, non-ST, non-suspension, and price availability are stored separately.

Produced a 4,860 × 904 eligibility mask and excluded the incomplete market-data boundary.

The data layer is complete but not yet integrated into formal ranking, weight_df generation, or backtesting.

ELIGIBILITY RULE

eligible = member ∩ listed≥60d ∩ not ST ∩ not suspended ∩ price exists