Weights formed from close[t] now earn the t→t+1 return: forward returns
are computed on the full market calendar before selecting signal dates,
so a sparse signal grid earns the next available return rather than the
next signal date, and the final signal date (no forward return) is
dropped. Signal pct_change uses fill_method=None so suspended names do
not inherit stale prices.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Yuxuan Yan
0a6f367fbf