{
  "screen_start": "2025-09-11",
  "screen_end": "2025-11-11",
  "pairs": 2775,
  "eligible_pairs": 535,
  "ranking": "Descending TWAP price-level Pearson correlation; eligibility requires both correlations with at least 30 shared observations.",
  "return_definition": "Simple split-adjusted daily closing-price returns on adjacent observed market dates within screen window; no filling; no dividends.",
  "interpretation": "Correlation screen only; no test of spread stationarity or mean reversion, no trading rule, hedge ratio, costs or profitability estimate.",
  "backtest_split": "No observations after 2025-11-11 enter this screen. A subsequent backtest must start after this date to avoid reusing the selection window."
}