fix(hypotheses): use correct 7-trading-day exit index in comparison
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@ -44,7 +44,7 @@ def compute_7d_return(ticker: str, pick_date: str) -> Tuple[Optional[float], Opt
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return None, None
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close = df["Close"]
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entry_price = float(close.iloc[0])
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exit_idx = min(5, len(close) - 1)
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exit_idx = min(6, len(close) - 1)
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exit_price = float(close.iloc[exit_idx])
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if entry_price <= 0:
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return None, None
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