Consolidated equity bars
1,255 completed SIP sessions for HOOD, SPY, QQQ, XLF, COIN, IBKR, and SCHW, joined by exchange session with no missing rows.
MODEL 2 · STEP 2Source
Source
the data.
Join HOOD with broad-market, sector, peer, crypto, and event context while keeping every field behind the decision-time boundary.
MARKET CONTEXT · OUTSIDE MODEL FREEZEHOOD
These readings update independently. They are not model inputs, deployment evidence, or a trading recommendation.
- Latest price
- $122.11 · fallback
- 20D momentum
- +30.9% Close-to-close · 20 completed sessions
- RSI 14
- 65.9 neutral · Wilder method
- Relative volume
- 1.2× Versus the prior 20 completed sessions
TECHNICALS THROUGH · TIMESTAMPED FALLBACK
What was genuinely known at each HOOD close?
The data contract joins market and event context only after their availability timestamps. Price history is useful only when its clock is just as explicit as its values.
FROZEN DATA SNAPSHOT29 Jul 2021 — 29 Jul 2026
Seven aligned equities, one safely lagged crypto series, and 30 post-close SEC events support the five-session HOOD target.
SOURCE STACK
Broader context, stricter clocks.
Model 2 expands beyond Model 1's price-only context while keeping availability rules readable and auditable.
Lagged Bitcoin context
US crypto daily bars are shifted by one UTC calendar day before the equity join, preventing the rest of the same crypto day from leaking forward.
SEC event clock
Thirty post-close earnings or operating-data events become usable only from the next completed market session.
Point-in-time freeze
The study stops at 29 July 2026. Q2 results released after that close are intentionally absent from the model state.
MODEL 2 DATA CONTRACThood_market_context_v1
VALIDATEDEquity sessions1,255
Equities7
BTC daily bars1,830 · lagged
SEC events30 · next-session only
- Equity symbols
- HOOD · SPY · QQQ · XLF · COIN · IBKR · SCHW
- Fields per equity
- OHLC · volume · trade count · VWAP
- Join result
- 1,255 unique, increasing sessions · no missing symbol joins
- Event rule
- No same-session use of post-close disclosures
- Corporate action
- IBKR's 18 Jun 2025 four-for-one split is adjusted for feature continuity; raw source fields remain preserved
QUALITY RESULT
No blocking join failures.
The raw equity panel is complete. Remaining missing feature values are expected warm-up periods from trailing calculations.
- 01
Dates are unique, strictly increasing, and frozen to 29 July 2026.
- 02
OHLC relationships, volume, and symbol coverage pass structural checks.
- 03
Bitcoin is delayed before joining to the US equity session.
- 04
Post-close SEC events appear only from the following session.
- 05
Pre-split IBKR prices and VWAP are divided by four, and volume is multiplied by four, before feature calculation.
COMPANY CONTEXT · NOT A MODEL INPUT
Scale at the freeze.
Robinhood reported 27.7 million funded customers, $377 billion of total platform assets, and 27% trailing-twelve-month net-deposit growth as of 31 May 2026. These values document company context and provenance; they are not features in the frozen price model. Official operating data ↗
KNOWN EVENT · OUTSIDE THE FREEZE
Q2 results followed the close.
Robinhood's 2 July notice scheduled Q2 2026 results for after the 29 July close. The frozen prices, labels, features, and simulation do not contain that outcome. Official event notice ↗
Alpaca consolidated stock bars · Alpaca US crypto bars · Alpaca corporate-action announcements · Robinhood SEC filings · Robinhood investor relations. The Excel file preserves the source ledger and frozen outputs.
NEXTStep 3 · Build features
Continue through the frozen Model 2 workflow.