{
  "date": "2026-09-03",
  "timezone": "America/New_York (ET, UTC-4 on this date)",
  "symbol_universe_count": 72,
  "symbols": [
    "ACHR",
    "ADT",
    "AEG",
    "AGNC",
    "AI",
    "ALMS",
    "ALOY",
    "AMPL",
    "ATAI",
    "AVTR",
    "BB",
    "BTG",
    "CHPT",
    "CLF",
    "CLSK",
    "COMP",
    "CRCT",
    "CRML",
    "CRSR",
    "CWK",
    "EQX",
    "EXK",
    "F",
    "FLNC",
    "FSM",
    "FUBO",
    "FWDI",
    "GGB",
    "GNW",
    "HAFN",
    "IBRX",
    "INFQ",
    "JOBY",
    "KLAR",
    "LION",
    "LYG",
    "MARA",
    "NEWT",
    "NOK",
    "NVAX",
    "NXE",
    "ONDS",
    "OSS",
    "OWL",
    "PCG",
    "PSFE",
    "PSKY",
    "QS",
    "RCAT",
    "RDW",
    "RGNX",
    "RIG",
    "RKT",
    "RSKD",
    "RUM",
    "SBET",
    "SHLS",
    "SLS",
    "SMPL",
    "SMR",
    "SNAP",
    "STLA",
    "TLYS",
    "TTD",
    "TU",
    "UAA",
    "USDE",
    "UUUU",
    "WLTH",
    "WSE",
    "WULF",
    "XHLD"
  ],
  "derivation": "Union of every symbol that appeared in logs/sip_bot_2026-09-03.log's [HEALTH], [CONFIRMATION], [REPLACEMENT]-selected, or [ENTRY] lines, plus the top 30 symbols by total_score from data/premarket/2026-09-03_candidates_20.json (the initial premarket scan's ranked output) -- i.e. every symbol the live bot's premarket_20 pool actually held or evaluated at some point that day, verified to cover all 14 real trades.",
  "notes": [
    "Price data is sourced from Yahoo Finance (query1.finance.yahoo.com), 1-minute granularity, fetched via a 5-day range request and filtered down to 2026-09-03 only (Yahoo's 1d range always returns the MOST RECENT day, not an arbitrary past date -- this file's fetch had to use range=5d + date filtering instead of simulate_regime_strategies.py's original build_snapshot.py pattern, which only worked because it ran ON the day it was snapshotting).",
    "May differ slightly from the bot's live Alpaca SIP feed used for actual fills."
  ]
}