Corrections

Corrections are made within 30 days of a verified factual error and logged here permanently.

A correction improves the record and costs the author some credibility. That trade is accepted here because the record matters more.

Date	Study	What was wrong	What changed	Flagged by
11 Oct 2026	Insider-buying edge	An earlier version of the pipeline claimed to exclude 10b5-1 plan transactions. It never did: the flag lives in the SEC’s SUBMISSION table and the code looked for it in the transactions table, where it does not exist, and the reader silently dropped the missing column.	The filter is now applied where the field actually is. It exists only from 2023 Q1 (13 of 81 quarters) and removes 3.89% of filing-owner records in those quarters. The two eras are therefore not filtered alike, and the post says so.	Author, before publication
11 Oct 2026	Insider-buying edge	An earlier draft claimed the 63-day horizon told the same story as the 21-day one (2017–2026: −0.41%, t −0.71).	Withdrawn. On the corrected screen the 63-day figure is +0.93% (t 1.45), the opposite sign, and the sign of that 2,715-event result is set by 66 observations. No claim is made about the three-month horizon.	Author, before publication
16 Oct 2026	Disposition effect; portfolio-driven disposition effect	reproduce.py and pdde/reproduce_pdde.py downloaded the CC0 panel with Python’s default client, which Harvard Dataverse refused with HTTP 403, so a clean checkout could not fetch the data.	Both scripts now send an explicit User-Agent and write to a temporary file first; the downloads in volmom/ send the same User-Agent. Re-run end to end from fresh downloads: no figure changed.	Author, on re-run
16 Oct 2026	Volatility-scaled momentum	volmom/reproduce_volmom.py labelled per-side breakeven costs “round-trip”, printed K7 FAIL for all three specifications, and described the 10% drawdown limit as applied.	The script now prints per-side and round-trip breakevens, compares the round trip with K7’s 0.50% floor (S1 pass, S2 fail, S3 pass) and says the limit is counted, not applied. In volmom/README.md the S2 round trip now reads 0.467% (the script’s figure; 0.468% was a doubling of a rounded number), the holdout coverage reads 84.8% as the script prints on a fresh download (85.0% could not be reproduced), and the replication window is labelled November 1927 – December 2011. No computed number changed; the verdict, no specification passes all four, is unchanged.	Author, on re-run
17 Oct 2026	Portfolio-driven disposition effect	The headline said retail traders’ preference for selling winners was “about twice as strong on days their other holdings were mostly down” (ratio 2.041). A pre-registered robustness test that compares each trader with themselves at the same holding day gives 1.03 (95% CI 0.95–1.13), and the specification the study used reports an effect of similar size in synthetic panels that contain none. The headline claim is not supported.	The title, summary, list entries, page description and social card now say the headline did not survive a stricter test. A dated correction box sits at the top of the study and the robustness update is in its body; the original figure is kept there, marked as corrected. The replication verdict recorded on 10 Oct 2026 is kept as the record of what was run; it no longer supports the headline.	Author, pre-registered robustness check
19 Oct 2026	Site-wide; repository READMEs (portfolio-driven disposition effect, disposition effect, insider-buying edge, sample report, sample memo)	(1) The repository’s README.md and pdde/README.md still gave the portfolio-driven disposition effect headline corrected on 17 Oct 2026 (“It replicates”, ratio 2.041; “Result: replicated”). (2) Pages said the scripts behind every headline figure are public; they are public for 4 of the 6 studies. (3) The sample report called its comparison group of 2,262 traders “with at least 30 sell-days”, the same words it used for the 2,264 traders it chose from, and the script it links to, samples/sample_trader_report.py, was not in the repository. (4) Two studies described the author’s own re-computations as “independent passes”. (5) The specimen memo still read “Cohen’s d of 0.49 is the honest magnitude”, wording changed on the study on 17 Oct 2026, and “Both are above.” had lost its “1”. (6) The homepage refund line left out two conditions in the terms: the same script version and the same export. (7) Before 14 Oct 2026, requirements.txt allowed pandas>=1.3, with which a clean checkout did not run, and reproduce.py printed “levels differ by 4-6x; the ratio moves <5%”.	(1) Both READMEs now carry a dated correction (17 Oct 2026) at those statements, linking the corrected study and this log; the original figures are kept, marked as superseded. (2) Now “scripts public for 4 of 6”; the other 2 are listed, with their gaps, on each study. (3) The 2,262 group now reads “with at least 30 sell-days and both a PGR and a PLR defined”; the 2,264 sentence is unchanged. The script is now in the repository and prints the same wording. (4) Now “re-computed three separate times by the author”; the heading “On verification” is now “How this was checked”. (5) Now “the honest magnitude of this measure”, with a link to the study’s robustness update, and “Both are above 1”. (6) Now “(same script version, same export)”; /pricing/ and /for-firms/ use the same conditions as the terms. No price or refund term changed. (7) On 14 Oct 2026, requirements.txt was changed to pandas>=2.2 and the printed claim to “levels differ by nearly 4x; the ratio moves <7%”. That change was not logged here at the time; it is now. Items 1–6 change wording only; no computed number changed.	Author, site review

Log opened 17 Oct 2026. Corrections made before a study was first published are logged when the study itself discloses them, as the two insider-buying entries do. Dated update notes that add context without changing a figure are listed in each study’s Versions section.

Robustness disclosures

A later test that qualifies a published result, without showing a published figure or claim to be false, is listed here and in the study’s Versions section. These are not counted as corrections.

Date	Study	What was added
17 Oct 2026	Disposition effect	A pre-registered test of whether the effect survives when holding age is held fixed, prompted by a method finding on synthetic data. The direction survives; the size depends on how “gain” is timed, and a V-shaped selling pattern is not ruled out. No published figure changed. Two sentences that read as stronger than this now say so: “not an aggregate artifact” and “the honest magnitude”; the study’s Versions section lists the wording.

Complaints log

Date	Complaint	Outcome
None received as of 17 Oct 2026.