{
  "availability_rule": "a date-t factor return is available only after date-t close and can affect exposure at t+1",
  "columns": [
    "date",
    "Mkt_RF",
    "SMB",
    "HML",
    "RMW",
    "CMA",
    "RF",
    "MOM"
  ],
  "dataset": "Fama-French daily factors plus momentum",
  "end": "2025-09-30",
  "local_snapshot": "data/factors/ff5_mom_daily.csv",
  "provenance_note": "the tracked snapshot was added from the public factor library through the project's prior WRDS research workflow; raw firm-level data is neither read nor distributed",
  "publisher": "Kenneth R. French Data Library",
  "return_units": "decimal daily research-portfolio returns",
  "rows": 3960,
  "schema_version": "microalpha.data-manifest.v1",
  "snapshot_sha256": "61b7167569a7fbf86a5b1ac1e3b6a6d2843eccf72f88be33c99d2d9c0fe1fc71",
  "source_url": "https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html",
  "start": "2010-01-04",
  "survivorship_boundary": "published factor series; no firm-level constituent selection or security-level survivorship claim"
}