Residual mean-reversion factor — user-defined basket aggregate

Aggregate the Phase D L3 residual mean-reversion signal across a user-supplied basket of up to 500 tickers. Returns the weighted aggregate of residual_z_5d, signal_strength, industry_percentile, residual_autocorr_5d, and l3_subsector_er, plus decile and signal-quality-quintile histograms and per-member rows. Equal-weight default; supply weights[] aligned 1:1 with tickers for custom weighting. Optional signal_quality_min_quintile (1–5) gates members below that quintile out of the aggregate while keeping them visible in the members[] rows.

Trust contract: tickers not present in ds_erm3_residual_signal at the latest teo are silently dropped — the upstream mask is the source of truth for "good" rows. The response's coverage block surfaces what was requested, what landed in the basket, and which tickers were missing.

Companion to:

• GET /residual-signal/{ticker} — per-name snapshot + history.
• GET /residual-signal/latest — full universe cross-section.
• GET /residual-signal/decile/{n} — one decile bucket.

Combo-input factor — see the per-ticker route for the framing and capacity disclosure that's repeated on every response.

Billing: $0.02 per request.