% run_id: tailrisk_20160719_20260522_20260527T083659Z_commit_7f628ff4
% git_commit: 7f628ff4f66258a36314f492b652cdf7ef594b7e
% config_hash: 874b7125bfae77a6fb261d40af0f987d89e5bae1e5ebc54a3958be66f9c17b4c
% table_scope: predictor_block_coverage_information_transparency
\begin{tabular}{llrllll}
\toprule
block & source & features & examples & mean miss & max miss & role \\
\midrule
Asia proxy & massive\_minute & 60 & eem\_final\_window\_momentum, eem\_late\_30m\_return, eem\_late\_60m\_down\_semivar & 0.000000 & 0.000000 & Asia proxy increment \\
Asia proxy & Asia proxy & 10 & eem\_range, eem\_return, ewh\_range & 0.000000 & 0.000000 & Asia proxy increment \\
Asia proxy & cross\_market\_derived & 1 & xmarket\_asia\_proxy\_return\_dispersion\_1d & 0.000000 & 0.000000 & Asia proxy increment \\
JP proxy & massive\_minute & 24 & dxj\_final\_window\_momentum, dxj\_late\_30m\_return, dxj\_late\_60m\_down\_semivar & 0.003484 & 0.041812 & Japan proxy increment \\
JP proxy & JP proxy & 8 & dxj\_range, dxj\_return, ewj\_range & 0.000000 & 0.000000 & Japan proxy increment \\
JP proxy & cross\_market\_derived & 2 & xmarket\_japan\_proxy\_dxj\_spy\_spread\_1d, xmarket\_japan\_proxy\_ewj\_spy\_spread\_1d & 0.000000 & 0.000000 & Japan proxy increment \\
JP only & JP history & 37 & n225\_contract\_month\_cos, n225\_contract\_month\_sin, n225\_day\_parkinson\_var\_lag\_1 & 0.000047 & 0.000581 & Japan/history anchor \\
JP only & J-Quants N225 options & 30 & n225\_option\_atm\_iv\_change\_20\_lag\_1, n225\_option\_atm\_iv\_lag\_1, n225\_option\_atm\_iv\_medium\_lag\_1 & 0.016047 & 0.146341 & Japan/history anchor \\
FRED credit enriched & FRED credit enriched & 4 & fred\_bamlc0a0cm\_diff, fred\_bamlc0a0cm\_level, fred\_bamlh0a0hym2\_diff & 0.623984 & 0.624274 & Macro/credit enrichment \\
massive\_optional & massive\_optional & 2 & uup\_range, uup\_return & 0.000000 & 0.000000 & Options-risk diagnostic \\
calendar\_controls & event\_calendar & 7 & event\_boj\_same\_ose\_session, event\_cpi\_same\_us\_session, event\_days\_since\_previous\_major & 0.000000 & 0.000000 & Supporting control \\
fx\_core & fx\_core & 4 & fx\_observation\_age\_days, fx\_release\_age\_days, fx\_usdjpy\_level & 0.000000 & 0.000000 & Supporting control \\
US core & massive\_daily & 40 & dia\_range, dia\_return, gld\_range & 0.000015 & 0.000581 & U.S. close core \\
US core & cross\_market\_derived & 2 & xmarket\_us\_core\_return\_mean\_1d, xmarket\_us\_sector\_return\_dispersion\_1d & 0.000000 & 0.000000 & U.S. close core \\
fred\_core & cboe\_volatility & 2 & cboe\_vix\_close, cboe\_vix\_range & 0.000000 & 0.000000 & U.S. close core \\
fred\_core & fred\_core & 9 & fred\_dgs10\_diff, fred\_dgs10\_level, fred\_dgs2\_diff & 0.000000 & 0.000000 & U.S. close core \\
fred\_core & cross\_market\_derived & 2 & xmarket\_vix\_shock\_20d, xmarket\_vix\_shock\_zscore\_60d & 0.000000 & 0.000000 & U.S. close core \\
US late session & massive\_minute & 84 & dia\_final\_window\_momentum, dia\_late\_30m\_return, dia\_late\_60m\_down\_semivar & 0.000000 & 0.000000 & U.S. late-session timing \\
\midrule
\multicolumn{7}{l}{\footnotesize Visible notes: predictor-block coverage is an information-transparency summary, not feature admissibility. Timestamp availability and feature-matrix gates are applied before each refit.} \\
\bottomrule
\end{tabular}
