{
  "date": "2026-05-05",
  "dow": "Tuesday",
  "tier": "STRONG_BOOST",
  "badges": [
    "HIGH\u00d7MEGA-BMO"
  ],
  "rationale": "HIGH density (263 reports) \u00d7 megacap BMO (PFE) \u2192 \u0394+0.56%/trade (p=0.025)",
  "earn_count_today": 263,
  "density_tertile": "HIGH",
  "megacap_today_bmo": [
    "PFE"
  ],
  "megacap_today_amc": [
    "AMD"
  ],
  "megacap_yesterday_amc": [
    "VRTX"
  ],
  "expected_delta_pct": 0.559,
  "expected_daily_sharpe": 19.49,
  "p_value": 0.025,
  "baseline_mean_pct": 1.933,
  "baseline_daily_sharpe": 17.73,
  "calendar_source": "earnings_calendar_forward.parquet",
  "overlay_version": "may01_5y_research"
}