Residual mean-reversion factor — snapshot + history for one ticker

Phase D residual mean-reversion factor. residual_z_5d is the trailing 5-day cumulative L3 orthogonal residual return, z-scored by the stock's own 60-day residual volatility (negative = oversold, positive = overbought).

A combo-input factor building block for multi-signal alpha stacks — NOT a standalone strategy. Gross Sharpe ~0.79 (decile long-short, 5-day horizon), ~1.28 within the high-subsector-ER quintile; net of market-impact costs, standalone capacity caps near ~$1M book. Every response carries capacity_note with this disclosure.

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