{ "arms": { "dump": { "clock": "published_at (23:59:59Z on the index day)", "curve": [ { "d": "2022-10-31", "v": 100.0000 }, { "d": "2022-11-01", "v": 100.0000 }, { "d": "2022-11-02", "v": 100.6242 }, { "d": "2022-11-03", "v": 100.7858 }, { "d": "2022-11-04", "v": 103.5267 }, { "d": "2022-11-07", "v": 105.2739 }, { "d": "2022-11-08", "v": 107.5418 }, { "d": "2022-11-09", "v": 105.3889 }, { "d": "2022-11-10", "v": 108.8480 }, { "d": "2022-11-11", "v": 109.3285 }, { "d": "2022-11-14", "v": 109.3826 }, { "d": "2022-11-15", "v": 110.0215 }, { "d": "2022-11-16", "v": 108.1450 }, { "d": "2022-11-17", "v": 107.5375 }, { "d": "2022-11-18", "v": 108.7636 }, { "d": "2022-11-21", "v": 108.7641 }, { "d": "2022-11-22", "v": 109.9571 }, { "d": "2022-11-23", "v": 110.3363 }, { "d": "2022-11-25", "v": 111.1834 }, { "d": "2022-11-28", "v": 109.8348 }, { "d": "2022-11-29", "v": 109.1360 }, { "d": "2022-11-30", "v": 112.7529 }, { "d": "2022-12-01", "v": 110.3294 }, { "d": "2022-12-02", "v": 110.5919 }, { "d": "2022-12-05", "v": 106.9720 }, { "d": "2022-12-06", "v": 105.5927 }, { "d": "2022-12-07", "v": 104.4259 }, { "d": "2022-12-08", "v": 104.3565 }, { "d": "2022-12-09", "v": 103.0616 }, { "d": "2022-12-12", "v": 104.7313 }, { "d": "2022-12-13", "v": 103.4955 }, { "d": "2022-12-14", "v": 102.9503 }, { "d": "2022-12-15", "v": 100.8781 }, { "d": "2022-12-16", "v": 100.7047 }, { "d": "2022-12-19", "v": 100.6854 }, { "d": "2022-12-20", "v": 100.9364 }, { "d": "2022-12-21", "v": 102.0581 }, { "d": "2022-12-22", "v": 100.9350 }, { "d": "2022-12-23", "v": 100.8692 }, { "d": "2022-12-27", "v": 100.8518 }, { "d": "2022-12-28", "v": 99.5616 }, { "d": "2022-12-29", "v": 100.0779 }, { "d": "2022-12-30", "v": 100.2065 }, { "d": "2023-01-03", "v": 101.4857 }, { "d": "2023-01-04", "v": 101.4857 }, { "d": "2023-01-05", "v": 100.5271 }, { "d": "2023-01-06", "v": 102.9453 }, { "d": "2023-01-09", "v": 105.5603 }, { "d": "2023-01-10", "v": 106.2835 }, { "d": "2023-01-11", "v": 105.4489 }, { "d": "2023-01-12", "v": 105.5123 }, { "d": "2023-01-13", "v": 106.2659 }, { "d": "2023-01-17", "v": 104.9655 }, { "d": "2023-01-18", "v": 103.0340 }, { "d": "2023-01-19", "v": 102.0400 }, { "d": "2023-01-20", "v": 102.0388 }, { "d": "2023-01-23", "v": 103.1892 }, { "d": "2023-01-24", "v": 103.8234 }, { "d": "2023-01-25", "v": 103.5565 }, { "d": "2023-01-26", "v": 103.4600 }, { "d": "2023-01-27", "v": 104.4766 }, { "d": "2023-01-30", "v": 103.9072 }, { "d": "2023-01-31", "v": 105.3820 }, { "d": "2023-02-01", "v": 105.6977 }, { "d": "2023-02-02", "v": 105.5872 }, { "d": "2023-02-03", "v": 105.3933 }, { "d": "2023-02-06", "v": 105.2347 }, { "d": "2023-02-07", "v": 105.3941 }, { "d": "2023-02-08", "v": 104.3045 }, { "d": "2023-02-09", "v": 102.0639 }, { "d": "2023-02-10", "v": 102.9367 }, { "d": "2023-02-13", "v": 104.2021 }, { "d": "2023-02-14", "v": 103.2349 }, { "d": "2023-02-15", "v": 103.7592 }, { "d": "2023-02-16", "v": 104.3519 }, { "d": "2023-02-17", "v": 104.7375 }, { "d": "2023-02-21", "v": 102.9283 }, { "d": "2023-02-22", "v": 102.5015 }, { "d": "2023-02-23", "v": 102.5988 }, { "d": "2023-02-24", "v": 101.1449 }, { "d": "2023-02-27", "v": 101.2470 }, { "d": "2023-02-28", "v": 101.2090 }, { "d": "2023-03-01", "v": 100.0464 }, { "d": "2023-03-02", "v": 99.2647 }, { "d": "2023-03-03", "v": 100.0746 }, { "d": "2023-03-06", "v": 99.9506 }, { "d": "2023-03-07", "v": 97.8656 }, { "d": "2023-03-08", "v": 97.6605 }, { "d": "2023-03-09", "v": 95.8955 }, { "d": "2023-03-10", "v": 94.0994 }, { "d": "2023-03-13", "v": 92.9314 }, { "d": "2023-03-14", "v": 94.2297 }, { "d": "2023-03-15", "v": 93.8449 }, { "d": "2023-03-16", "v": 95.3105 }, { "d": "2023-03-17", "v": 93.9018 }, { "d": "2023-03-20", "v": 95.8132 }, { "d": "2023-03-21", "v": 97.1886 }, { "d": "2023-03-22", "v": 94.7102 }, { "d": "2023-03-23", "v": 94.5887 }, { "d": "2023-03-24", "v": 95.2162 }, { "d": "2023-03-27", "v": 95.6333 }, { "d": "2023-03-28", "v": 95.4297 }, { "d": "2023-03-29", "v": 95.8417 }, { "d": "2023-03-30", "v": 96.7986 }, { "d": "2023-03-31", "v": 97.9815 } ], "days_invested": 102, "entry": "opening auction of the next session", "label": "Nightly EDGAR dump", "max_drawdown": -0.175796, "reachable": true, "total_return": -0.020185, "trades": 88 }, "leaky": { "clock": "partition date at 00:00:00Z", "curve": [ { "d": "2022-10-31", "v": 100.0000 }, { "d": "2022-11-01", "v": 100.9996 }, { "d": "2022-11-02", "v": 99.9339 }, { "d": "2022-11-03", "v": 99.3807 }, { "d": "2022-11-04", "v": 101.7052 }, { "d": "2022-11-07", "v": 103.1869 }, { "d": "2022-11-08", "v": 105.9440 }, { "d": "2022-11-09", "v": 103.9170 }, { "d": "2022-11-10", "v": 108.9075 }, { "d": "2022-11-11", "v": 109.4549 }, { "d": "2022-11-14", "v": 109.1501 }, { "d": "2022-11-15", "v": 109.5853 }, { "d": "2022-11-16", "v": 108.2788 }, { "d": "2022-11-17", "v": 109.5466 }, { "d": "2022-11-18", "v": 110.6617 }, { "d": "2022-11-21", "v": 110.6981 }, { "d": "2022-11-22", "v": 112.0863 }, { "d": "2022-11-23", "v": 113.1525 }, { "d": "2022-11-25", "v": 113.9286 }, { "d": "2022-11-28", "v": 112.8248 }, { "d": "2022-11-29", "v": 112.4721 }, { "d": "2022-11-30", "v": 117.8892 }, { "d": "2022-12-01", "v": 110.7099 }, { "d": "2022-12-02", "v": 111.0487 }, { "d": "2022-12-05", "v": 107.2460 }, { "d": "2022-12-06", "v": 106.6904 }, { "d": "2022-12-07", "v": 107.6207 }, { "d": "2022-12-08", "v": 106.9739 }, { "d": "2022-12-09", "v": 106.2004 }, { "d": "2022-12-12", "v": 108.4375 }, { "d": "2022-12-13", "v": 108.1966 }, { "d": "2022-12-14", "v": 107.6618 }, { "d": "2022-12-15", "v": 105.7957 }, { "d": "2022-12-16", "v": 105.5369 }, { "d": "2022-12-19", "v": 105.4049 }, { "d": "2022-12-20", "v": 105.5975 }, { "d": "2022-12-21", "v": 106.8499 }, { "d": "2022-12-22", "v": 105.5450 }, { "d": "2022-12-23", "v": 105.4263 }, { "d": "2022-12-27", "v": 105.4477 }, { "d": "2022-12-28", "v": 104.3796 }, { "d": "2022-12-29", "v": 104.9208 }, { "d": "2022-12-30", "v": 104.6551 }, { "d": "2023-01-03", "v": 104.6551 }, { "d": "2023-01-04", "v": 103.4471 }, { "d": "2023-01-05", "v": 101.5921 }, { "d": "2023-01-06", "v": 104.7434 }, { "d": "2023-01-09", "v": 107.4041 }, { "d": "2023-01-10", "v": 107.8452 }, { "d": "2023-01-11", "v": 107.6549 }, { "d": "2023-01-12", "v": 107.0475 }, { "d": "2023-01-13", "v": 110.9373 }, { "d": "2023-01-17", "v": 108.7775 }, { "d": "2023-01-18", "v": 106.4999 }, { "d": "2023-01-19", "v": 105.6035 }, { "d": "2023-01-20", "v": 105.6195 }, { "d": "2023-01-23", "v": 106.5092 }, { "d": "2023-01-24", "v": 106.7901 }, { "d": "2023-01-25", "v": 107.3892 }, { "d": "2023-01-26", "v": 107.2835 }, { "d": "2023-01-27", "v": 108.6008 }, { "d": "2023-01-30", "v": 108.1487 }, { "d": "2023-01-31", "v": 109.3057 }, { "d": "2023-02-01", "v": 109.4107 }, { "d": "2023-02-02", "v": 110.5228 }, { "d": "2023-02-03", "v": 109.7812 }, { "d": "2023-02-06", "v": 109.5011 }, { "d": "2023-02-07", "v": 109.6998 }, { "d": "2023-02-08", "v": 108.5476 }, { "d": "2023-02-09", "v": 106.6940 }, { "d": "2023-02-10", "v": 107.5915 }, { "d": "2023-02-13", "v": 108.9142 }, { "d": "2023-02-14", "v": 107.9033 }, { "d": "2023-02-15", "v": 109.5100 }, { "d": "2023-02-16", "v": 109.7267 }, { "d": "2023-02-17", "v": 109.8640 }, { "d": "2023-02-21", "v": 108.2824 }, { "d": "2023-02-22", "v": 107.8574 }, { "d": "2023-02-23", "v": 107.9815 }, { "d": "2023-02-24", "v": 106.7132 }, { "d": "2023-02-27", "v": 106.5813 }, { "d": "2023-02-28", "v": 104.7519 }, { "d": "2023-03-01", "v": 104.7669 }, { "d": "2023-03-02", "v": 107.0619 }, { "d": "2023-03-03", "v": 108.2803 }, { "d": "2023-03-06", "v": 108.1685 }, { "d": "2023-03-07", "v": 106.0833 }, { "d": "2023-03-08", "v": 105.8642 }, { "d": "2023-03-09", "v": 104.4078 }, { "d": "2023-03-10", "v": 102.7697 }, { "d": "2023-03-13", "v": 101.7938 }, { "d": "2023-03-14", "v": 102.4593 }, { "d": "2023-03-15", "v": 102.2024 }, { "d": "2023-03-16", "v": 103.6820 }, { "d": "2023-03-17", "v": 101.5905 }, { "d": "2023-03-20", "v": 103.6584 }, { "d": "2023-03-21", "v": 104.9297 }, { "d": "2023-03-22", "v": 102.7341 }, { "d": "2023-03-23", "v": 102.6023 }, { "d": "2023-03-24", "v": 103.2301 }, { "d": "2023-03-27", "v": 104.0461 }, { "d": "2023-03-28", "v": 103.6420 }, { "d": "2023-03-29", "v": 104.0894 }, { "d": "2023-03-30", "v": 105.1287 }, { "d": "2023-03-31", "v": 105.1287 } ], "days_invested": 102, "entry": "opening auction of the filing's own index day", "label": "Naive filed-date join", "max_drawdown": -0.138255, "reachable": false, "total_return": 0.051287, "trades": 88 }, "pit": { "clock": "acceptance_at where stamped, published_at otherwise", "curve": [ { "d": "2022-10-31", "v": 100.0000 }, { "d": "2022-11-01", "v": 100.0000 }, { "d": "2022-11-02", "v": 100.6242 }, { "d": "2022-11-03", "v": 100.7858 }, { "d": "2022-11-04", "v": 103.5267 }, { "d": "2022-11-07", "v": 105.2739 }, { "d": "2022-11-08", "v": 107.5418 }, { "d": "2022-11-09", "v": 105.3889 }, { "d": "2022-11-10", "v": 108.8480 }, { "d": "2022-11-11", "v": 109.3285 }, { "d": "2022-11-14", "v": 109.3826 }, { "d": "2022-11-15", "v": 110.2668 }, { "d": "2022-11-16", "v": 108.4687 }, { "d": "2022-11-17", "v": 107.8594 }, { "d": "2022-11-18", "v": 109.0892 }, { "d": "2022-11-21", "v": 109.0896 }, { "d": "2022-11-22", "v": 110.4015 }, { "d": "2022-11-23", "v": 110.7822 }, { "d": "2022-11-25", "v": 111.6327 }, { "d": "2022-11-28", "v": 110.2787 }, { "d": "2022-11-29", "v": 110.1415 }, { "d": "2022-11-30", "v": 114.3558 }, { "d": "2022-12-01", "v": 111.8978 }, { "d": "2022-12-02", "v": 112.2403 }, { "d": "2022-12-05", "v": 108.3968 }, { "d": "2022-12-06", "v": 107.8352 }, { "d": "2022-12-07", "v": 106.6436 }, { "d": "2022-12-08", "v": 106.5727 }, { "d": "2022-12-09", "v": 106.5104 }, { "d": "2022-12-12", "v": 108.1762 }, { "d": "2022-12-13", "v": 107.3939 }, { "d": "2022-12-14", "v": 106.8283 }, { "d": "2022-12-15", "v": 104.6780 }, { "d": "2022-12-16", "v": 104.4981 }, { "d": "2022-12-19", "v": 104.5706 }, { "d": "2022-12-20", "v": 104.6496 }, { "d": "2022-12-21", "v": 105.9404 }, { "d": "2022-12-22", "v": 104.7746 }, { "d": "2022-12-23", "v": 104.7914 }, { "d": "2022-12-27", "v": 104.8126 }, { "d": "2022-12-28", "v": 103.5572 }, { "d": "2022-12-29", "v": 104.0942 }, { "d": "2022-12-30", "v": 104.2280 }, { "d": "2023-01-03", "v": 104.2280 }, { "d": "2023-01-04", "v": 103.0249 }, { "d": "2023-01-05", "v": 100.6263 }, { "d": "2023-01-06", "v": 103.0468 }, { "d": "2023-01-09", "v": 105.6644 }, { "d": "2023-01-10", "v": 106.3883 }, { "d": "2023-01-11", "v": 106.0516 }, { "d": "2023-01-12", "v": 106.1153 }, { "d": "2023-01-13", "v": 109.3236 }, { "d": "2023-01-17", "v": 106.5650 }, { "d": "2023-01-18", "v": 104.5430 }, { "d": "2023-01-19", "v": 103.5794 }, { "d": "2023-01-20", "v": 103.5709 }, { "d": "2023-01-23", "v": 104.5441 }, { "d": "2023-01-24", "v": 105.0875 }, { "d": "2023-01-25", "v": 105.4839 }, { "d": "2023-01-26", "v": 105.5298 }, { "d": "2023-01-27", "v": 106.9749 }, { "d": "2023-01-30", "v": 106.5820 }, { "d": "2023-01-31", "v": 107.9728 }, { "d": "2023-02-01", "v": 108.2157 }, { "d": "2023-02-02", "v": 108.6898 }, { "d": "2023-02-03", "v": 107.7124 }, { "d": "2023-02-06", "v": 107.5504 }, { "d": "2023-02-07", "v": 107.7133 }, { "d": "2023-02-08", "v": 106.7039 }, { "d": "2023-02-09", "v": 104.8818 }, { "d": "2023-02-10", "v": 105.7786 }, { "d": "2023-02-13", "v": 107.0791 }, { "d": "2023-02-14", "v": 106.0852 }, { "d": "2023-02-15", "v": 106.0852 }, { "d": "2023-02-16", "v": 106.6911 }, { "d": "2023-02-17", "v": 107.0854 }, { "d": "2023-02-21", "v": 105.2357 }, { "d": "2023-02-22", "v": 104.7993 }, { "d": "2023-02-23", "v": 104.8988 }, { "d": "2023-02-24", "v": 103.4123 }, { "d": "2023-02-27", "v": 103.5167 }, { "d": "2023-02-28", "v": 103.4778 }, { "d": "2023-03-01", "v": 102.2891 }, { "d": "2023-03-02", "v": 101.4899 }, { "d": "2023-03-03", "v": 102.3179 }, { "d": "2023-03-06", "v": 102.1911 }, { "d": "2023-03-07", "v": 100.0595 }, { "d": "2023-03-08", "v": 99.8498 }, { "d": "2023-03-09", "v": 98.0452 }, { "d": "2023-03-10", "v": 96.2088 }, { "d": "2023-03-13", "v": 95.0146 }, { "d": "2023-03-14", "v": 96.3420 }, { "d": "2023-03-15", "v": 95.9486 }, { "d": "2023-03-16", "v": 97.4471 }, { "d": "2023-03-17", "v": 96.0068 }, { "d": "2023-03-20", "v": 97.9611 }, { "d": "2023-03-21", "v": 99.3672 }, { "d": "2023-03-22", "v": 96.8333 }, { "d": "2023-03-23", "v": 96.7091 }, { "d": "2023-03-24", "v": 97.3506 }, { "d": "2023-03-27", "v": 97.7771 }, { "d": "2023-03-28", "v": 97.5690 }, { "d": "2023-03-29", "v": 97.9902 }, { "d": "2023-03-30", "v": 98.9686 }, { "d": "2023-03-31", "v": 100.1779 } ], "days_invested": 101, "entry": "opening auction after the acceptance receipt", "label": "PIT acceptance clock", "max_drawdown": -0.169131, "reachable": true, "total_return": 0.001779, "trades": 88 } }, "basket": [ { "cik": "318154", "events": 8, "name": "Amgen Inc.", "ticker": "AMGN" }, { "cik": "4962", "events": 11, "name": "American Express Company", "ticker": "AXP" }, { "cik": "12927", "events": 6, "name": "The Boeing Company", "ticker": "BA" }, { "cik": "1108524", "events": 8, "name": "Salesforce, Inc.", "ticker": "CRM" }, { "cik": "858877", "events": 7, "name": "Cisco Systems, Inc.", "ticker": "CSCO" }, { "cik": "886982", "events": 6, "name": "The Goldman Sachs Group, Inc.", "ticker": "GS" }, { "cik": "773840", "events": 7, "name": "Honeywell International Inc.", "ticker": "HON" }, { "cik": "19617", "events": 7, "name": "JPMorgan Chase \u0026 Co.", "ticker": "JPM" }, { "cik": "66740", "events": 6, "name": "3M Company", "ticker": "MMM" }, { "cik": "80424", "events": 6, "name": "The Procter \u0026 Gamble Company", "ticker": "PG" }, { "cik": "1403161", "events": 8, "name": "Visa Inc.", "ticker": "V" }, { "cik": "104169", "events": 8, "name": "Walmart Inc.", "ticker": "WMT" } ], "events": [ { "acceptance_at": "2022-11-02T20:31:27Z", "acceptance_stamped": true, "accession": "0000004962-22-000055", "cik": "4962", "entry_dump": "2022-11-03", "entry_leaky": "2022-11-02", "entry_pit": "2022-11-03", "form": "8-K", "leaky_lookahead_hours": 7.0242, "partition_date": "2022-11-02", "published_at": "2022-11-02T23:59:59Z", "return_dump": 0.033808, "return_leaky": 0.024696, "return_pit": 0.033808, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496222000055/0000004962-22-000055.txt", "ticker": "AXP" }, { "acceptance_at": "2022-11-07T20:44:32Z", "acceptance_stamped": true, "accession": "0000004962-22-000056", "cik": "4962", "entry_dump": "2022-11-08", "entry_leaky": "2022-11-07", "entry_pit": "2022-11-08", "form": "8-K", "leaky_lookahead_hours": 6.2422, "partition_date": "2022-11-07", "published_at": "2022-11-07T23:59:59Z", "return_dump": 0.045374, "return_leaky": 0.059439, "return_pit": 0.045374, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496222000056/0000004962-22-000056.txt", "ticker": "AXP" }, { "acceptance_at": "2022-11-15T17:00:34Z", "acceptance_stamped": true, "accession": "0000004962-22-000057", "cik": "4962", "entry_dump": "2022-11-16", "entry_leaky": "2022-11-15", "entry_pit": "2022-11-16", "form": "8-K", "leaky_lookahead_hours": 2.5094, "partition_date": "2022-11-15", "published_at": "2022-11-15T23:59:59Z", "return_dump": 0.002399, "return_leaky": -0.026440, "return_pit": 0.002399, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496222000057/0000004962-22-000057.txt", "ticker": "AXP" }, { "acceptance_at": "2022-12-08T14:32:59Z", "acceptance_stamped": true, "accession": "0000004962-22-000060", "cik": "4962", "entry_dump": "2022-12-09", "entry_leaky": "2022-12-08", "entry_pit": "2022-12-09", "form": "8-K", "leaky_lookahead_hours": 0.0497, "partition_date": "2022-12-08", "published_at": "2022-12-08T23:59:59Z", "return_dump": -0.024482, "return_leaky": -0.011418, "return_pit": -0.024482, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496222000060/0000004962-22-000060.txt", "ticker": "AXP" }, { "acceptance_at": "2022-12-15T17:02:28Z", "acceptance_stamped": true, "accession": "0000004962-22-000062", "cik": "4962", "entry_dump": "2022-12-16", "entry_leaky": "2022-12-15", "entry_pit": "2022-12-16", "form": "8-K", "leaky_lookahead_hours": 2.5411, "partition_date": "2022-12-15", "published_at": "2022-12-15T23:59:59Z", "return_dump": -0.022074, "return_leaky": -0.030003, "return_pit": -0.022074, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496222000062/0000004962-22-000062.txt", "ticker": "AXP" }, { "acceptance_at": "2023-01-17T17:00:22Z", "acceptance_stamped": true, "accession": "0000004962-23-000002", "cik": "4962", "entry_dump": "2023-01-18", "entry_leaky": "2023-01-17", "entry_pit": "2023-01-18", "form": "8-K", "leaky_lookahead_hours": 2.5061, "partition_date": "2023-01-17", "published_at": "2023-01-17T23:59:59Z", "return_dump": 0.005437, "return_leaky": -0.009901, "return_pit": 0.005437, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496223000002/0000004962-23-000002.txt", "ticker": "AXP" }, { "acceptance_at": "2023-01-27T12:01:52Z", "acceptance_stamped": true, "accession": "0000004962-23-000004", "cik": "4962", "entry_dump": "2023-01-30", "entry_leaky": "2023-01-27", "entry_pit": "2023-01-27", "form": "8-K", "leaky_lookahead_hours": -2.4689, "partition_date": "2023-01-27", "published_at": "2023-01-27T23:59:59Z", "return_dump": 0.023285, "return_leaky": 0.037950, "return_pit": 0.037950, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496223000004/0000004962-23-000004.txt", "ticker": "AXP" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000004962-23-000007", "cik": "4962", "entry_dump": "2023-02-16", "entry_leaky": "2023-02-15", "entry_pit": "2023-02-16", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-15", "published_at": "2023-02-15T23:59:59Z", "return_dump": -0.024181, "return_leaky": -0.023586, "return_pit": -0.024181, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496223000007/0000004962-23-000007.txt", "ticker": "AXP" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000004962-23-000009", "cik": "4962", "entry_dump": "2023-02-17", "entry_leaky": "2023-02-16", "entry_pit": "2023-02-17", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-16", "published_at": "2023-02-16T23:59:59Z", "return_dump": -0.010224, "return_leaky": -0.024181, "return_pit": -0.010224, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496223000009/0000004962-23-000009.txt", "ticker": "AXP" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000004962-23-000010", "cik": "4962", "entry_dump": "2023-03-09", "entry_leaky": "2023-03-08", "entry_pit": "2023-03-09", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-08", "published_at": "2023-03-08T23:59:59Z", "return_dump": -0.110189, "return_leaky": -0.067793, "return_pit": -0.110189, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496223000010/0000004962-23-000010.txt", "ticker": "AXP" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000004962-23-000011", "cik": "4962", "entry_dump": "2023-03-16", "entry_leaky": "2023-03-15", "entry_pit": "2023-03-16", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-15", "published_at": "2023-03-15T23:59:59Z", "return_dump": 0.029672, "return_leaky": 0.042113, "return_pit": 0.029672, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/4962/000000496223000011/0000004962-23-000011.txt", "ticker": "AXP" }, { "acceptance_at": "2022-11-28T22:53:20Z", "acceptance_stamped": true, "accession": "0000012927-22-000077", "cik": "12927", "entry_dump": "2022-11-30", "entry_leaky": "2022-11-29", "entry_pit": "2022-11-29", "form": "8-K", "leaky_lookahead_hours": -15.6111, "partition_date": "2022-11-29", "published_at": "2022-11-29T23:59:59Z", "return_dump": 0.002416, "return_leaky": 0.070685, "return_pit": 0.070685, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/12927/000001292722000077/0000012927-22-000077.txt", "ticker": "BA" }, { "acceptance_at": "2022-12-12T22:04:07Z", "acceptance_stamped": true, "accession": "0000012927-22-000080", "cik": "12927", "entry_dump": "2022-12-13", "entry_leaky": "2022-12-12", "entry_pit": "2022-12-13", "form": "8-K", "leaky_lookahead_hours": 7.5686, "partition_date": "2022-12-12", "published_at": "2022-12-12T23:59:59Z", "return_dump": -0.028413, "return_leaky": 0.021571, "return_pit": -0.028413, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/12927/000001292722000080/0000012927-22-000080.txt", "ticker": "BA" }, { "acceptance_at": "2022-12-22T19:01:16Z", "acceptance_stamped": true, "accession": "0000012927-22-000082", "cik": "12927", "entry_dump": "2022-12-23", "entry_leaky": "2022-12-22", "entry_pit": "2022-12-23", "form": "8-K", "leaky_lookahead_hours": 4.5211, "partition_date": "2022-12-22", "published_at": "2022-12-22T23:59:59Z", "return_dump": 0.011899, "return_leaky": -0.025333, "return_pit": 0.011899, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/12927/000001292722000082/0000012927-22-000082.txt", "ticker": "BA" }, { "acceptance_at": "2023-01-25T12:36:42Z", "acceptance_stamped": true, "accession": "0000012927-23-000003", "cik": "12927", "entry_dump": "2023-01-26", "entry_leaky": "2023-01-25", "entry_pit": "2023-01-25", "form": "8-K", "leaky_lookahead_hours": -1.8883, "partition_date": "2023-01-25", "published_at": "2023-01-25T23:59:59Z", "return_dump": 0.005949, "return_leaky": 0.034985, "return_pit": 0.034985, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/12927/000001292723000003/0000012927-23-000003.txt", "ticker": "BA" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000012927-23-000011", "cik": "12927", "entry_dump": "2023-02-21", "entry_leaky": "2023-02-17", "entry_pit": "2023-02-21", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-17", "published_at": "2023-02-17T23:59:59Z", "return_dump": -0.040815, "return_leaky": -0.061834, "return_pit": -0.040815, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/12927/000001292723000011/0000012927-23-000011.txt", "ticker": "BA" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000012927-23-000013", "cik": "12927", "entry_dump": "2023-03-16", "entry_leaky": "2023-03-15", "entry_pit": "2023-03-16", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-15", "published_at": "2023-03-15T23:59:59Z", "return_dump": -0.000255, "return_leaky": 0.013768, "return_pit": -0.000255, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/12927/000001292723000013/0000012927-23-000013.txt", "ticker": "BA" }, { "acceptance_at": "2023-01-13T11:45:26Z", "acceptance_stamped": true, "accession": "0000019617-23-000063", "cik": "19617", "entry_dump": "2023-01-17", "entry_leaky": "2023-01-13", "entry_pit": "2023-01-13", "form": "8-K", "leaky_lookahead_hours": -2.7428, "partition_date": "2023-01-13", "published_at": "2023-01-13T23:59:59Z", "return_dump": -0.027626, "return_leaky": -0.003835, "return_pit": -0.003835, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000001961723000063/0000019617-23-000063.txt", "ticker": "JPM" }, { "acceptance_at": "2023-01-13T14:50:32Z", "acceptance_stamped": true, "accession": "0000019617-23-000077", "cik": "19617", "entry_dump": "2023-01-17", "entry_leaky": "2023-01-13", "entry_pit": "2023-01-17", "form": "8-K", "leaky_lookahead_hours": 0.3422, "partition_date": "2023-01-13", "published_at": "2023-01-13T23:59:59Z", "return_dump": -0.027626, "return_leaky": -0.003835, "return_pit": -0.027626, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000001961723000077/0000019617-23-000077.txt", "ticker": "JPM" }, { "acceptance_at": "2023-01-17T21:20:44Z", "acceptance_stamped": true, "accession": "0000019617-23-000082", "cik": "19617", "entry_dump": "2023-01-18", "entry_leaky": "2023-01-17", "entry_pit": "2023-01-18", "form": "8-K", "leaky_lookahead_hours": 6.8456, "partition_date": "2023-01-17", "published_at": "2023-01-17T23:59:59Z", "return_dump": -0.003383, "return_leaky": -0.027626, "return_pit": -0.003383, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000001961723000082/0000019617-23-000082.txt", "ticker": "JPM" }, { "acceptance_at": "2023-01-17T21:21:50Z", "acceptance_stamped": true, "accession": "0000019617-23-000083", "cik": "19617", "entry_dump": "2023-01-18", "entry_leaky": "2023-01-17", "entry_pit": "2023-01-18", "form": "8-K", "leaky_lookahead_hours": 6.8639, "partition_date": "2023-01-17", "published_at": "2023-01-17T23:59:59Z", "return_dump": -0.003383, "return_leaky": -0.027626, "return_pit": -0.003383, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000001961723000083/0000019617-23-000083.txt", "ticker": "JPM" }, { "acceptance_at": "2023-01-19T21:22:00Z", "acceptance_stamped": true, "accession": "0000019617-23-000104", "cik": "19617", "entry_dump": "2023-01-20", "entry_leaky": "2023-01-19", "entry_pit": "2023-01-20", "form": "8-K", "leaky_lookahead_hours": 6.8667, "partition_date": "2023-01-19", "published_at": "2023-01-19T23:59:59Z", "return_dump": 0.035661, "return_leaky": 0.028081, "return_pit": 0.035661, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000001961723000104/0000019617-23-000104.txt", "ticker": "JPM" }, { "acceptance_at": "2022-11-14T22:22:43Z", "acceptance_stamped": true, "accession": "0000066740-22-000080", "cik": "66740", "entry_dump": "2022-11-15", "entry_leaky": "2022-11-14", "entry_pit": "2022-11-15", "form": "8-K", "leaky_lookahead_hours": 7.8786, "partition_date": "2022-11-14", "published_at": "2022-11-14T23:59:59Z", "return_dump": -0.036900, "return_leaky": -0.043682, "return_pit": -0.036900, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/66740/000006674022000080/0000066740-22-000080.txt", "ticker": "MMM" }, { "acceptance_at": "2022-12-20T11:33:50Z", "acceptance_stamped": true, "accession": "0000066740-22-000085", "cik": "66740", "entry_dump": "2022-12-21", "entry_leaky": "2022-12-20", "entry_pit": "2022-12-20", "form": "8-K", "leaky_lookahead_hours": -2.9361, "partition_date": "2022-12-20", "published_at": "2022-12-20T23:59:59Z", "return_dump": -0.029057, "return_leaky": -0.014509, "return_pit": -0.014509, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/66740/000006674022000085/0000066740-22-000085.txt", "ticker": "MMM" }, { "acceptance_at": "2023-01-24T11:32:44Z", "acceptance_stamped": true, "accession": "0000066740-23-000003", "cik": "66740", "entry_dump": "2023-01-25", "entry_leaky": "2023-01-24", "entry_pit": "2023-01-24", "form": "8-K", "leaky_lookahead_hours": -2.9544, "partition_date": "2023-01-24", "published_at": "2023-01-24T23:59:59Z", "return_dump": 0.005065, "return_leaky": -0.029817, "return_pit": -0.029817, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/66740/000006674023000003/0000066740-23-000003.txt", "ticker": "MMM" }, { "acceptance_at": "2023-02-08T13:33:30Z", "acceptance_stamped": true, "accession": "0000066740-23-000010", "cik": "66740", "entry_dump": "2023-02-09", "entry_leaky": "2023-02-08", "entry_pit": "2023-02-08", "form": "8-K", "leaky_lookahead_hours": -0.9417, "partition_date": "2023-02-08", "published_at": "2023-02-08T23:59:59Z", "return_dump": -0.014086, "return_leaky": -0.016872, "return_pit": -0.016872, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/66740/000006674023000010/0000066740-23-000010.txt", "ticker": "MMM" }, { "acceptance_at": "2023-02-08T13:37:32Z", "acceptance_stamped": true, "accession": "0000066740-23-000011", "cik": "66740", "entry_dump": "2023-02-09", "entry_leaky": "2023-02-08", "entry_pit": "2023-02-08", "form": "8-K", "leaky_lookahead_hours": -0.8744, "partition_date": "2023-02-08", "published_at": "2023-02-08T23:59:59Z", "return_dump": -0.014086, "return_leaky": -0.016872, "return_pit": -0.016872, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/66740/000006674023000011/0000066740-23-000011.txt", "ticker": "MMM" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000066740-23-000018", "cik": "66740", "entry_dump": "2023-02-22", "entry_leaky": "2023-02-21", "entry_pit": "2023-02-22", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-21", "published_at": "2023-02-21T23:59:59Z", "return_dump": -0.016343, "return_leaky": -0.033304, "return_pit": -0.016343, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/66740/000006674023000018/0000066740-23-000018.txt", "ticker": "MMM" }, { "acceptance_at": "2022-12-13T21:27:49Z", "acceptance_stamped": true, "accession": "0000080424-22-000109", "cik": "80424", "entry_dump": "2022-12-14", "entry_leaky": "2022-12-13", "entry_pit": "2022-12-14", "form": "8-K", "leaky_lookahead_hours": 6.9636, "partition_date": "2022-12-13", "published_at": "2022-12-13T23:59:59Z", "return_dump": -0.015250, "return_leaky": -0.019621, "return_pit": -0.015250, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/80424/000008042422000109/0000080424-22-000109.txt", "ticker": "PG" }, { "acceptance_at": "2023-01-10T21:17:40Z", "acceptance_stamped": true, "accession": "0000080424-23-000003", "cik": "80424", "entry_dump": "2023-01-11", "entry_leaky": "2023-01-10", "entry_pit": "2023-01-11", "form": "8-K", "leaky_lookahead_hours": 6.7944, "partition_date": "2023-01-10", "published_at": "2023-01-10T23:59:59Z", "return_dump": -0.038800, "return_leaky": -0.010914, "return_pit": -0.038800, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/80424/000008042423000003/0000080424-23-000003.txt", "ticker": "PG" }, { "acceptance_at": "2023-01-19T12:01:48Z", "acceptance_stamped": true, "accession": "0000080424-23-000008", "cik": "80424", "entry_dump": "2023-01-20", "entry_leaky": "2023-01-19", "entry_pit": "2023-01-19", "form": "8-K", "leaky_lookahead_hours": -2.4700, "partition_date": "2023-01-19", "published_at": "2023-01-19T23:59:59Z", "return_dump": -0.008221, "return_leaky": -0.011095, "return_pit": -0.011095, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/80424/000008042423000008/0000080424-23-000008.txt", "ticker": "PG" }, { "acceptance_at": "2023-01-19T16:21:54Z", "acceptance_stamped": true, "accession": "0000080424-23-000010", "cik": "80424", "entry_dump": "2023-01-20", "entry_leaky": "2023-01-19", "entry_pit": "2023-01-20", "form": "8-K", "leaky_lookahead_hours": 1.8650, "partition_date": "2023-01-19", "published_at": "2023-01-19T23:59:59Z", "return_dump": -0.008221, "return_leaky": -0.011095, "return_pit": -0.008221, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/80424/000008042423000010/0000080424-23-000010.txt", "ticker": "PG" }, { "acceptance_at": "2022-11-15T12:00:41Z", "acceptance_stamped": true, "accession": "0000104169-22-000077", "cik": "104169", "entry_dump": "2022-11-16", "entry_leaky": "2022-11-15", "entry_pit": "2022-11-15", "form": "8-K", "leaky_lookahead_hours": -2.4886, "partition_date": "2022-11-15", "published_at": "2022-11-15T23:59:59Z", "return_dump": 0.025764, "return_leaky": 0.038047, "return_pit": 0.038047, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416922000077/0000104169-22-000077.txt", "ticker": "WMT" }, { "acceptance_at": "2022-11-16T22:03:35Z", "acceptance_stamped": true, "accession": "0000104169-22-000080", "cik": "104169", "entry_dump": "2022-11-17", "entry_leaky": "2022-11-16", "entry_pit": "2022-11-17", "form": "8-K", "leaky_lookahead_hours": 7.5597, "partition_date": "2022-11-16", "published_at": "2022-11-16T23:59:59Z", "return_dump": 0.036800, "return_leaky": 0.025764, "return_pit": 0.036800, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416922000080/0000104169-22-000080.txt", "ticker": "WMT" }, { "acceptance_at": "2022-12-20T18:37:38Z", "acceptance_stamped": true, "accession": "0000104169-22-000085", "cik": "104169", "entry_dump": "2022-12-21", "entry_leaky": "2022-12-20", "entry_pit": "2022-12-21", "form": "8-K", "leaky_lookahead_hours": 4.1272, "partition_date": "2022-12-20", "published_at": "2022-12-20T23:59:59Z", "return_dump": -0.020995, "return_leaky": 0.006227, "return_pit": -0.020995, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416922000085/0000104169-22-000085.txt", "ticker": "WMT" }, { "acceptance_at": "2022-12-23T13:26:20Z", "acceptance_stamped": true, "accession": "0000104169-22-000088", "cik": "104169", "entry_dump": "2022-12-27", "entry_leaky": "2022-12-23", "entry_pit": "2022-12-23", "form": "8-K", "leaky_lookahead_hours": -1.0611, "partition_date": "2022-12-23", "published_at": "2022-12-23T23:59:59Z", "return_dump": -0.003055, "return_leaky": -0.008808, "return_pit": -0.008808, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416922000088/0000104169-22-000088.txt", "ticker": "WMT" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000104169-23-000010", "cik": "104169", "entry_dump": "2023-02-22", "entry_leaky": "2023-02-21", "entry_pit": "2023-02-22", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-21", "published_at": "2023-02-21T23:59:59Z", "return_dump": -0.031614, "return_leaky": -0.010078, "return_pit": -0.031614, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416923000010/0000104169-23-000010.txt", "ticker": "WMT" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000104169-23-000013", "cik": "104169", "entry_dump": "2023-02-27", "entry_leaky": "2023-02-24", "entry_pit": "2023-02-27", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-24", "published_at": "2023-02-24T23:59:59Z", "return_dump": -0.014295, "return_leaky": -0.002414, "return_pit": -0.014295, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416923000013/0000104169-23-000013.txt", "ticker": "WMT" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000104169-23-000015", "cik": "104169", "entry_dump": "2023-03-07", "entry_leaky": "2023-03-06", "entry_pit": "2023-03-07", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-06", "published_at": "2023-03-06T23:59:59Z", "return_dump": -0.026987, "return_leaky": -0.025125, "return_pit": -0.026987, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416923000015/0000104169-23-000015.txt", "ticker": "WMT" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000104169-23-000022", "cik": "104169", "entry_dump": "2023-03-27", "entry_leaky": "2023-03-24", "entry_pit": "2023-03-27", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-24", "published_at": "2023-03-24T23:59:59Z", "return_dump": 0.032635, "return_leaky": 0.033047, "return_pit": 0.032635, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/104169/000010416923000022/0000104169-23-000022.txt", "ticker": "WMT" }, { "acceptance_at": "2022-11-03T20:16:57Z", "acceptance_stamped": true, "accession": "0000318154-22-000053", "cik": "318154", "entry_dump": "2022-11-04", "entry_leaky": "2022-11-03", "entry_pit": "2022-11-04", "form": "8-K", "leaky_lookahead_hours": 6.7825, "partition_date": "2022-11-03", "published_at": "2022-11-03T23:59:59Z", "return_dump": 0.110980, "return_leaky": 0.078650, "return_pit": 0.110980, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000031815422000053/0000318154-22-000053.txt", "ticker": "AMGN" }, { "acceptance_at": "2023-01-31T21:15:33Z", "acceptance_stamped": true, "accession": "0000318154-23-000011", "cik": "318154", "entry_dump": "2023-02-01", "entry_leaky": "2023-01-31", "entry_pit": "2023-02-01", "form": "8-K", "leaky_lookahead_hours": 6.7592, "partition_date": "2023-01-31", "published_at": "2023-01-31T23:59:59Z", "return_dump": -0.020710, "return_leaky": -0.039431, "return_pit": -0.020710, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000031815423000011/0000318154-23-000011.txt", "ticker": "AMGN" }, { "acceptance_at": "2023-02-02T11:33:38Z", "acceptance_stamped": true, "accession": "0000773840-23-000004", "cik": "773840", "entry_dump": "2023-02-03", "entry_leaky": "2023-02-02", "entry_pit": "2023-02-02", "form": "8-K", "leaky_lookahead_hours": -2.9394, "partition_date": "2023-02-02", "published_at": "2023-02-02T23:59:59Z", "return_dump": -0.038514, "return_leaky": 0.016436, "return_pit": 0.016436, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000077384023000004/0000773840-23-000004.txt", "ticker": "HON" }, { "acceptance_at": "2022-12-09T21:15:09Z", "acceptance_stamped": true, "accession": "0000858877-22-000027", "cik": "858877", "entry_dump": "2022-12-12", "entry_leaky": "2022-12-09", "entry_pit": "2022-12-12", "form": "8-K", "leaky_lookahead_hours": 6.7525, "partition_date": "2022-12-09", "published_at": "2022-12-09T23:59:59Z", "return_dump": -0.020287, "return_leaky": -0.019348, "return_pit": -0.020287, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000085887722000027/0000858877-22-000027.txt", "ticker": "CSCO" }, { "acceptance_at": "2022-12-16T21:14:49Z", "acceptance_stamped": true, "accession": "0000858877-22-000029", "cik": "858877", "entry_dump": "2022-12-19", "entry_leaky": "2022-12-16", "entry_pit": "2022-12-19", "form": "8-K", "leaky_lookahead_hours": 6.7469, "partition_date": "2022-12-16", "published_at": "2022-12-16T23:59:59Z", "return_dump": -0.003777, "return_leaky": -0.001898, "return_pit": -0.003777, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000085887722000029/0000858877-22-000029.txt", "ticker": "CSCO" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000858877-23-000006", "cik": "858877", "entry_dump": "2023-02-22", "entry_leaky": "2023-02-21", "entry_pit": "2023-02-22", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-21", "published_at": "2023-02-21T23:59:59Z", "return_dump": -0.028686, "return_leaky": -0.039046, "return_pit": -0.028686, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000085887723000006/0000858877-23-000006.txt", "ticker": "CSCO" }, { "acceptance_at": "2023-03-10T21:18:21Z", "acceptance_stamped": true, "accession": "0000858877-23-000009", "cik": "858877", "entry_dump": "2023-03-13", "entry_leaky": "2023-03-10", "entry_pit": "2023-03-13", "form": "8-K", "leaky_lookahead_hours": 6.8058, "partition_date": "2023-03-10", "published_at": "2023-03-10T23:59:59Z", "return_dump": 0.034206, "return_leaky": 0.025159, "return_pit": 0.034206, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000085887723000009/0000858877-23-000009.txt", "ticker": "CSCO" }, { "acceptance_at": "2022-11-17T21:25:25Z", "acceptance_stamped": true, "accession": "0000898822-22-000008", "cik": "1403161", "entry_dump": "2022-11-18", "entry_leaky": "2022-11-17", "entry_pit": "2022-11-18", "form": "8-K", "leaky_lookahead_hours": 6.9236, "partition_date": "2022-11-17", "published_at": "2022-11-17T23:59:59Z", "return_dump": 0.002908, "return_leaky": 0.018128, "return_pit": 0.002908, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000089882222000008/0000898822-22-000008.txt", "ticker": "V" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0000898822-23-000007", "cik": "1403161", "entry_dump": "2023-02-17", "entry_leaky": "2023-02-16", "entry_pit": "2023-02-17", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-16", "published_at": "2023-02-16T23:59:59Z", "return_dump": -0.020653, "return_leaky": -0.021852, "return_pit": -0.020653, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000089882223000007/0000898822-23-000007.txt", "ticker": "V" }, { "acceptance_at": "2022-11-10T21:31:59Z", "acceptance_stamped": true, "accession": "0001108524-22-000049", "cik": "1108524", "entry_dump": "2022-11-11", "entry_leaky": "2022-11-10", "entry_pit": "2022-11-11", "form": "8-K", "leaky_lookahead_hours": 7.0331, "partition_date": "2022-11-10", "published_at": "2022-11-10T23:59:59Z", "return_dump": -0.043453, "return_leaky": 0.027285, "return_pit": -0.043453, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852422000049/0001108524-22-000049.txt", "ticker": "CRM" }, { "acceptance_at": "2022-11-23T21:21:23Z", "acceptance_stamped": true, "accession": "0001108524-22-000054", "cik": "1108524", "entry_dump": "2022-11-25", "entry_leaky": "2022-11-23", "entry_pit": "2022-11-25", "form": "8-K", "leaky_lookahead_hours": 6.8564, "partition_date": "2022-11-23", "published_at": "2022-11-23T23:59:59Z", "return_dump": -0.033340, "return_leaky": 0.085558, "return_pit": -0.033340, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852422000054/0001108524-22-000054.txt", "ticker": "CRM" }, { "acceptance_at": "2022-11-30T21:06:17Z", "acceptance_stamped": true, "accession": "0001108524-22-000058", "cik": "1108524", "entry_dump": "2022-12-01", "entry_leaky": "2022-11-30", "entry_pit": "2022-12-01", "form": "8-K", "leaky_lookahead_hours": 6.6047, "partition_date": "2022-11-30", "published_at": "2022-11-30T23:59:59Z", "return_dump": -0.115690, "return_leaky": -0.115954, "return_pit": -0.115690, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852422000058/0001108524-22-000058.txt", "ticker": "CRM" }, { "acceptance_at": "2022-11-30T21:08:40Z", "acceptance_stamped": true, "accession": "0001108524-22-000059", "cik": "1108524", "entry_dump": "2022-12-01", "entry_leaky": "2022-11-30", "entry_pit": "2022-12-01", "form": "8-K", "leaky_lookahead_hours": 6.6444, "partition_date": "2022-11-30", "published_at": "2022-11-30T23:59:59Z", "return_dump": -0.115690, "return_leaky": -0.115954, "return_pit": -0.115690, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852422000059/0001108524-22-000059.txt", "ticker": "CRM" }, { "acceptance_at": "2022-12-16T21:33:56Z", "acceptance_stamped": true, "accession": "0001108524-22-000063", "cik": "1108524", "entry_dump": "2022-12-19", "entry_leaky": "2022-12-16", "entry_pit": "2022-12-19", "form": "8-K", "leaky_lookahead_hours": 7.0656, "partition_date": "2022-12-16", "published_at": "2022-12-16T23:59:59Z", "return_dump": 0.013070, "return_leaky": 0.002094, "return_pit": 0.013070, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852422000063/0001108524-22-000063.txt", "ticker": "CRM" }, { "acceptance_at": "2023-01-04T11:23:46Z", "acceptance_stamped": true, "accession": "0001108524-23-000003", "cik": "1108524", "entry_dump": "2023-01-05", "entry_leaky": "2023-01-04", "entry_pit": "2023-01-04", "form": "8-K", "leaky_lookahead_hours": -3.1039, "partition_date": "2023-01-04", "published_at": "2023-01-04T23:59:59Z", "return_dump": 0.052746, "return_leaky": 0.044045, "return_pit": 0.044045, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852423000003/0001108524-23-000003.txt", "ticker": "CRM" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001108524-23-000007", "cik": "1108524", "entry_dump": "2023-03-02", "entry_leaky": "2023-03-01", "entry_pit": "2023-03-02", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-01", "published_at": "2023-03-01T23:59:59Z", "return_dump": -0.052662, "return_leaky": 0.124732, "return_pit": -0.052662, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000110852423000007/0001108524-23-000007.txt", "ticker": "CRM" }, { "acceptance_at": "2022-11-01T20:29:36Z", "acceptance_stamped": true, "accession": "0001193125-22-274963", "cik": "886982", "entry_dump": "2022-11-02", "entry_leaky": "2022-11-01", "entry_pit": "2022-11-02", "form": "8-K", "leaky_lookahead_hours": 6.9933, "partition_date": "2022-11-01", "published_at": "2022-11-01T23:59:59Z", "return_dump": 0.047178, "return_leaky": 0.050503, "return_pit": 0.047178, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/886982/000119312522274963/0001193125-22-274963.txt", "ticker": "GS" }, { "acceptance_at": "2022-11-02T21:13:10Z", "acceptance_stamped": true, "accession": "0001193125-22-275920", "cik": "773840", "entry_dump": "2022-11-03", "entry_leaky": "2022-11-02", "entry_pit": "2022-11-03", "form": "8-K", "leaky_lookahead_hours": 7.7194, "partition_date": "2022-11-02", "published_at": "2022-11-02T23:59:59Z", "return_dump": 0.041224, "return_leaky": 0.039441, "return_pit": 0.041224, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000119312522275920/0001193125-22-275920.txt", "ticker": "HON" }, { "acceptance_at": "2022-11-16T21:19:56Z", "acceptance_stamped": true, "accession": "0001193125-22-286782", "cik": "858877", "entry_dump": "2022-11-17", "entry_leaky": "2022-11-16", "entry_pit": "2022-11-17", "form": "8-K", "leaky_lookahead_hours": 6.8322, "partition_date": "2022-11-16", "published_at": "2022-11-16T23:59:59Z", "return_dump": 0.051526, "return_leaky": 0.076547, "return_pit": 0.051526, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000119312522286782/0001193125-22-286782.txt", "ticker": "CSCO" }, { "acceptance_at": "2022-11-18T19:37:07Z", "acceptance_stamped": true, "accession": "0001193125-22-288789", "cik": "773840", "entry_dump": "2022-11-21", "entry_leaky": "2022-11-18", "entry_pit": "2022-11-21", "form": "8-K", "leaky_lookahead_hours": 5.1186, "partition_date": "2022-11-18", "published_at": "2022-11-18T23:59:59Z", "return_dump": 0.003581, "return_leaky": 0.016914, "return_pit": 0.003581, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000119312522288789/0001193125-22-288789.txt", "ticker": "HON" }, { "acceptance_at": "2022-11-21T22:14:07Z", "acceptance_stamped": true, "accession": "0001193125-22-290052", "cik": "773840", "entry_dump": "2022-11-22", "entry_leaky": "2022-11-21", "entry_pit": "2022-11-22", "form": "8-K", "leaky_lookahead_hours": 7.7353, "partition_date": "2022-11-21", "published_at": "2022-11-21T23:59:59Z", "return_dump": -0.001888, "return_leaky": 0.003581, "return_pit": -0.001888, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000119312522290052/0001193125-22-290052.txt", "ticker": "HON" }, { "acceptance_at": "2022-12-02T13:31:08Z", "acceptance_stamped": true, "accession": "0001193125-22-297131", "cik": "318154", "entry_dump": "2022-12-05", "entry_leaky": "2022-12-02", "entry_pit": "2022-12-02", "form": "8-K", "leaky_lookahead_hours": -0.9811, "partition_date": "2022-12-02", "published_at": "2022-12-02T23:59:59Z", "return_dump": -0.018112, "return_leaky": 0.005316, "return_pit": 0.005316, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000119312522297131/0001193125-22-297131.txt", "ticker": "AMGN" }, { "acceptance_at": "2022-12-12T12:32:39Z", "acceptance_stamped": true, "accession": "0001193125-22-302256", "cik": "318154", "entry_dump": "2022-12-13", "entry_leaky": "2022-12-12", "entry_pit": "2022-12-12", "form": "8-K", "leaky_lookahead_hours": -1.9558, "partition_date": "2022-12-12", "published_at": "2022-12-12T23:59:59Z", "return_dump": -0.057868, "return_leaky": -0.019830, "return_pit": -0.019830, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000119312522302256/0001193125-22-302256.txt", "ticker": "AMGN" }, { "acceptance_at": "2022-12-14T21:07:58Z", "acceptance_stamped": true, "accession": "0001193125-22-304797", "cik": "773840", "entry_dump": "2022-12-15", "entry_leaky": "2022-12-14", "entry_pit": "2022-12-15", "form": "8-K", "leaky_lookahead_hours": 6.6328, "partition_date": "2022-12-14", "published_at": "2022-12-14T23:59:59Z", "return_dump": 0.010381, "return_leaky": -0.021876, "return_pit": 0.010381, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000119312522304797/0001193125-22-304797.txt", "ticker": "HON" }, { "acceptance_at": "2022-12-15T21:16:17Z", "acceptance_stamped": true, "accession": "0001193125-22-305905", "cik": "19617", "entry_dump": "2022-12-16", "entry_leaky": "2022-12-15", "entry_pit": "2022-12-16", "form": "8-K", "leaky_lookahead_hours": 6.7714, "partition_date": "2022-12-15", "published_at": "2022-12-15T23:59:59Z", "return_dump": 0.011692, "return_leaky": 0.007701, "return_pit": 0.011692, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000119312522305905/0001193125-22-305905.txt", "ticker": "JPM" }, { "acceptance_at": "2022-12-22T21:43:02Z", "acceptance_stamped": true, "accession": "0001193125-22-311112", "cik": "318154", "entry_dump": "2022-12-23", "entry_leaky": "2022-12-22", "entry_pit": "2022-12-23", "form": "8-K", "leaky_lookahead_hours": 7.2172, "partition_date": "2022-12-22", "published_at": "2022-12-22T23:59:59Z", "return_dump": -0.008457, "return_leaky": -0.009932, "return_pit": -0.008457, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000119312522311112/0001193125-22-311112.txt", "ticker": "AMGN" }, { "acceptance_at": "2023-01-13T00:42:36Z", "acceptance_stamped": true, "accession": "0001193125-23-007362", "cik": "886982", "entry_dump": "2023-01-17", "entry_leaky": "2023-01-13", "entry_pit": "2023-01-13", "form": "8-K", "leaky_lookahead_hours": -13.7900, "partition_date": "2023-01-13", "published_at": "2023-01-13T23:59:59Z", "return_dump": -0.042928, "return_leaky": -0.059561, "return_pit": -0.059561, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/886982/000119312523007362/0001193125-23-007362.txt", "ticker": "GS" }, { "acceptance_at": "2023-01-17T12:25:45Z", "acceptance_stamped": true, "accession": "0001193125-23-008906", "cik": "886982", "entry_dump": "2023-01-18", "entry_leaky": "2023-01-17", "entry_pit": "2023-01-17", "form": "8-K", "leaky_lookahead_hours": -2.0708, "partition_date": "2023-01-17", "published_at": "2023-01-17T23:59:59Z", "return_dump": 0.000029, "return_leaky": -0.042928, "return_pit": -0.042928, "sessions_leaky_ahead_of_pit": 0, "sessions_pit_ahead_of_dump": 1, "source_locator": "https://www.sec.gov/Archives/edgar/data/886982/000119312523008906/0001193125-23-008906.txt", "ticker": "GS" }, { "acceptance_at": "2023-01-26T21:30:11Z", "acceptance_stamped": true, "accession": "0001193125-23-016270", "cik": "80424", "entry_dump": "2023-01-27", "entry_leaky": "2023-01-26", "entry_pit": "2023-01-27", "form": "8-K", "leaky_lookahead_hours": 7.0031, "partition_date": "2023-01-26", "published_at": "2023-01-26T23:59:59Z", "return_dump": 0.007797, "return_leaky": 0.010301, "return_pit": 0.007797, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/80424/000119312523016270/0001193125-23-016270.txt", "ticker": "PG" }, { "acceptance_at": "2023-01-27T16:02:35Z", "acceptance_stamped": true, "accession": "0001193125-23-017091", "cik": "886982", "entry_dump": "2023-01-30", "entry_leaky": "2023-01-27", "entry_pit": "2023-01-30", "form": "8-K", "leaky_lookahead_hours": 1.5431, "partition_date": "2023-01-27", "published_at": "2023-01-27T23:59:59Z", "return_dump": 0.047157, "return_leaky": 0.049780, "return_pit": 0.047157, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/886982/000119312523017091/0001193125-23-017091.txt", "ticker": "GS" }, { "acceptance_at": "2023-01-27T21:47:07Z", "acceptance_stamped": true, "accession": "0001193125-23-017661", "cik": "1108524", "entry_dump": "2023-01-30", "entry_leaky": "2023-01-27", "entry_pit": "2023-01-30", "form": "8-K", "leaky_lookahead_hours": 7.2853, "partition_date": "2023-01-27", "published_at": "2023-01-27T23:59:59Z", "return_dump": 0.042482, "return_leaky": 0.058104, "return_pit": 0.042482, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1108524/000119312523017661/0001193125-23-017661.txt", "ticker": "CRM" }, { "acceptance_at": "2023-02-03T21:46:38Z", "acceptance_stamped": true, "accession": "0001193125-23-024268", "cik": "80424", "entry_dump": "2023-02-06", "entry_leaky": "2023-02-03", "entry_pit": "2023-02-06", "form": "8-K", "leaky_lookahead_hours": 7.2772, "partition_date": "2023-02-03", "published_at": "2023-02-03T23:59:59Z", "return_dump": -0.026407, "return_leaky": -0.040132, "return_pit": -0.026407, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/80424/000119312523024268/0001193125-23-024268.txt", "ticker": "PG" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-040212", "cik": "858877", "entry_dump": "2023-02-16", "entry_leaky": "2023-02-15", "entry_pit": "2023-02-16", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-15", "published_at": "2023-02-15T23:59:59Z", "return_dump": -0.015603, "return_leaky": 0.038105, "return_pit": -0.015603, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000119312523040212/0001193125-23-040212.txt", "ticker": "CSCO" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-040753", "cik": "318154", "entry_dump": "2023-02-17", "entry_leaky": "2023-02-16", "entry_pit": "2023-02-17", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-16", "published_at": "2023-02-16T23:59:59Z", "return_dump": -0.007139, "return_leaky": -0.003523, "return_pit": -0.007139, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000119312523040753/0001193125-23-040753.txt", "ticker": "AMGN" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-052354", "cik": "886982", "entry_dump": "2023-03-01", "entry_leaky": "2023-02-28", "entry_pit": "2023-03-01", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-02-28", "published_at": "2023-02-28T23:59:59Z", "return_dump": -0.009474, "return_leaky": -0.024454, "return_pit": -0.009474, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/886982/000119312523052354/0001193125-23-052354.txt", "ticker": "GS" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-056441", "cik": "19617", "entry_dump": "2023-03-02", "entry_leaky": "2023-03-01", "entry_pit": "2023-03-02", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-01", "published_at": "2023-03-01T23:59:59Z", "return_dump": -0.031215, "return_leaky": -0.024490, "return_pit": -0.031215, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/19617/000119312523056441/0001193125-23-056441.txt", "ticker": "JPM" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-058235", "cik": "318154", "entry_dump": "2023-03-03", "entry_leaky": "2023-03-02", "entry_pit": "2023-03-03", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-02", "published_at": "2023-03-02T23:59:59Z", "return_dump": -0.039192, "return_leaky": -0.032568, "return_pit": -0.039192, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000119312523058235/0001193125-23-058235.txt", "ticker": "AMGN" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-061472", "cik": "886982", "entry_dump": "2023-03-07", "entry_leaky": "2023-03-06", "entry_pit": "2023-03-07", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-06", "published_at": "2023-03-06T23:59:59Z", "return_dump": -0.112614, "return_leaky": -0.084874, "return_pit": -0.112614, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/886982/000119312523061472/0001193125-23-061472.txt", "ticker": "GS" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-066144", "cik": "318154", "entry_dump": "2023-03-10", "entry_leaky": "2023-03-09", "entry_pit": "2023-03-10", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-09", "published_at": "2023-03-09T23:59:59Z", "return_dump": 0.034396, "return_leaky": 0.023574, "return_pit": 0.034396, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/318154/000119312523066144/0001193125-23-066144.txt", "ticker": "AMGN" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-069598", "cik": "773840", "entry_dump": "2023-03-15", "entry_leaky": "2023-03-14", "entry_pit": "2023-03-15", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-14", "published_at": "2023-03-14T23:59:59Z", "return_dump": 0.005735, "return_leaky": -0.031521, "return_pit": 0.005735, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000119312523069598/0001193125-23-069598.txt", "ticker": "HON" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001193125-23-075746", "cik": "773840", "entry_dump": "2023-03-22", "entry_leaky": "2023-03-21", "entry_pit": "2023-03-22", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-21", "published_at": "2023-03-21T23:59:59Z", "return_dump": -0.019821, "return_leaky": -0.016120, "return_pit": -0.019821, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/773840/000119312523075746/0001193125-23-075746.txt", "ticker": "HON" }, { "acceptance_at": "2022-11-23T22:01:10Z", "acceptance_stamped": true, "accession": "0001403161-22-000083", "cik": "1403161", "entry_dump": "2022-11-25", "entry_leaky": "2022-11-23", "entry_pit": "2022-11-25", "form": "8-K", "leaky_lookahead_hours": 7.5194, "partition_date": "2022-11-23", "published_at": "2022-11-23T23:59:59Z", "return_dump": 0.024987, "return_leaky": 0.033333, "return_pit": 0.024987, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000140316122000083/0001403161-22-000083.txt", "ticker": "V" }, { "acceptance_at": "2023-01-05T21:07:29Z", "acceptance_stamped": true, "accession": "0001403161-23-000003", "cik": "1403161", "entry_dump": "2023-01-06", "entry_leaky": "2023-01-05", "entry_pit": "2023-01-06", "form": "8-K", "leaky_lookahead_hours": 6.6247, "partition_date": "2023-01-05", "published_at": "2023-01-05T23:59:59Z", "return_dump": 0.044953, "return_leaky": 0.038821, "return_pit": 0.044953, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000140316123000003/0001403161-23-000003.txt", "ticker": "V" }, { "acceptance_at": "2023-01-25T22:11:52Z", "acceptance_stamped": true, "accession": "0001403161-23-000008", "cik": "1403161", "entry_dump": "2023-01-26", "entry_leaky": "2023-01-25", "entry_pit": "2023-01-26", "form": "8-K", "leaky_lookahead_hours": 7.6978, "partition_date": "2023-01-25", "published_at": "2023-01-25T23:59:59Z", "return_dump": 0.021681, "return_leaky": 0.038760, "return_pit": 0.021681, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000140316123000008/0001403161-23-000008.txt", "ticker": "V" }, { "acceptance_at": "2023-01-26T21:05:49Z", "acceptance_stamped": true, "accession": "0001403161-23-000010", "cik": "1403161", "entry_dump": "2023-01-27", "entry_leaky": "2023-01-26", "entry_pit": "2023-01-27", "form": "8-K", "leaky_lookahead_hours": 6.5969, "partition_date": "2023-01-26", "published_at": "2023-01-26T23:59:59Z", "return_dump": 0.006842, "return_leaky": 0.021681, "return_pit": 0.006842, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000140316123000010/0001403161-23-000010.txt", "ticker": "V" }, { "acceptance_at": "2023-02-01T21:10:22Z", "acceptance_stamped": true, "accession": "0001403161-23-000017", "cik": "1403161", "entry_dump": "2023-02-02", "entry_leaky": "2023-02-01", "entry_pit": "2023-02-02", "form": "8-K", "leaky_lookahead_hours": 6.6728, "partition_date": "2023-02-01", "published_at": "2023-02-01T23:59:59Z", "return_dump": -0.016071, "return_leaky": 0.008502, "return_pit": -0.016071, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000140316123000017/0001403161-23-000017.txt", "ticker": "V" }, { "acceptance_at": null, "acceptance_stamped": false, "accession": "0001403161-23-000022", "cik": "1403161", "entry_dump": "2023-03-06", "entry_leaky": "2023-03-03", "entry_pit": "2023-03-06", "form": "8-K", "leaky_lookahead_hours": null, "partition_date": "2023-03-03", "published_at": "2023-03-03T23:59:59Z", "return_dump": -0.034788, "return_leaky": -0.000863, "return_pit": -0.034788, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/1403161/000140316123000022/0001403161-23-000022.txt", "ticker": "V" }, { "acceptance_at": "2022-11-16T21:24:05Z", "acceptance_stamped": true, "accession": "0001628280-22-030151", "cik": "858877", "entry_dump": "2022-11-17", "entry_leaky": "2022-11-16", "entry_pit": "2022-11-17", "form": "8-K", "leaky_lookahead_hours": 6.9014, "partition_date": "2022-11-16", "published_at": "2022-11-16T23:59:59Z", "return_dump": 0.051526, "return_leaky": 0.076547, "return_pit": 0.051526, "sessions_leaky_ahead_of_pit": 1, "sessions_pit_ahead_of_dump": 0, "source_locator": "https://www.sec.gov/Archives/edgar/data/858877/000162828022030151/0001628280-22-030151.txt", "ticker": "CSCO" } ], "exclusions": [ { "detail": "SVB Financial Group (CIK 719739) filed inside the window, but Yahoo Finance daily bars returns no bars for SIVB, so it is out of the basket and out of all three curves.", "reason": "no_price_series", "ticker": "SIVB" }, { "detail": "Walgreens Boots Alliance, Inc. (CIK 1618921) filed inside the window, but Yahoo Finance daily bars returns no bars for WBA, so it is out of the basket and out of all three curves.", "reason": "no_price_series", "ticker": "WBA" } ], "meta": { "basket_rule": "Of the Dow Jones Industrial Average as constituted for the whole window, keep the members the price vendor still carries, rank them by how many 8-Ks they filed inside the window, and take the top twelve. Ties break on ticker. Nothing in the rule reads a price or a return.", "corpus_end": "2023-03-31", "corpus_start": "2022-11-01", "form": "8-K", "hold_sessions": 5, "notes": [ "All three arms share one basket, one strategy, one price series and one session calendar. The clock is the only input that changes between them, so the gap between the curves is the clock.", "No costs, no slippage, no borrow, no dividends, no taxes and no shorts. Prices are split-adjusted; none of the basket split inside the window.", "Absolute returns belong to the basket and the window. The chart measures the size of a timing error, not a return anyone could have earned.", "On 47 of the 64 filings that carry an acceptance receipt, the leaky arm's entry auction opened a mean of 6.05 hours before EDGAR accepted the filing, so that curve was never reachable.", "The PIT and dump arms enter on different sessions for 17 of the 88 filings. Across those the per-trade difference averages +0.95% with a standard deviation of 2.92%, and 9 of 17 go the PIT arm's way, so this sample sizes the effect rather than establishing its sign.", "Sample: 88 8-K filings from 12 issuers, 2022-11-01 to 2023-03-31, found in 287,929 corpus rows." ], "price_pull_date": "2026-08-27", "price_source": "Yahoo Finance daily bars", "price_source_url": "https://query1.finance.yahoo.com/v8/finance/chart/{SYMBOL}?interval=1d", "schema_version": 1, "universe": "Dow Jones Industrial Average, 2020-08-31 to 2024-02-26 composition (30 members, unchanged across the corpus window)." }, "stats": { "acceptance_fallback": 24, "acceptance_stamped": 64, "events": 88, "lookahead_inflation": 0.049508, "lookahead_inflation_vs_dump": 0.071472, "pit_advantage": 0.021964, "rows_scanned": 287929, "sessions": 105 }, "timing_advantage": { "leaky_entries_before_acceptance": 47, "max_leaky_lookahead_hours": 7.8786, "mean_leaky_lookahead_hours": 6.0465, "mean_sessions_leaky_ahead_of_pit": 0.8068, "mean_sessions_pit_ahead_of_dump": 0.1932, "pit_minus_dump_per_trade": { "mean": 0.009508, "negative": 8, "positive": 9, "samples": 17, "stdev": 0.029152 }, "sessions_leaky_ahead_of_pit": [ { "count": 17, "value": 0 }, { "count": 71, "value": 1 } ], "sessions_pit_ahead_of_dump": [ { "count": 71, "value": 0 }, { "count": 17, "value": 1 } ] } }