Industry ETF 52-Week-High Anchoring Spread with Explicit Expanding Eligibility

Hypothesis

Derived by the Research Lead from the submitted industry-level high-anchoring hypothesis. Preserve daily bars, the 20-ETF candidate set, monthly ranking, equal-dollar longs in the three ETFs nearest their trailing high, and shorts in the three furthest below it. Repair the executable contract by requiring config.parameters.point_in_time_universe=true in initial, optimization, refit and replay configurations. Historical window selection must use the primary ETF's available history without truncating it to a later extra-leg inception. Each ETF joins only after its own lookback has warmed. Separate panel-dependent ranking from portfolio risk monitoring and outstanding-target management. Decisions at session close fill at the next session open, as supported by the supplied execution registry. These corrections preserve the intended experiment; advisory smoke-window losses do not establish failure over its intended history. The fixed surviving-ETF candidate list retains selection bias, and dividends and borrow costs are not fully represented.