Phase 2b: Historical S&P 500 universe with delisted names

[JLaborda]

Parent

#85

PRD: spec/prds/phase2/prd.md · Spec: spec/features/011-universe-construction/spec.md

Spec

spec/features/011-universe-construction/spec.md

What to build

Build historical S&P 500 constituent universe including delisted names per run date; share-class dedup; integrate with QV funnel and backtest. Reference CSV in data/reference/. Eliminates survivorship bias for full backtest.

Acceptance criteria

• sp500_constituents.csv (or equivalent) versioned with point-in-time membership
• Universe builder mode produces per-run_date parquet with delisted tickers where applicable
• Delisted/bankrupt names handled in backtest NAV (zero terminal price on delisting date)
• universe-construction.md implementation status updated

Blocked by

• Phase 2: QV funnel orchestrator and production scoring #91