Structural Consensus Analysis of EGX30 and EGX100 EWI: Research Data and Reproduction Package (2022–2026)

EGX Structural Alpha Research Data Package is a reproducibility archive generated from the accompanying notebook-based analysis of the Egyptian Exchange. The package contains raw daily historical data for the EGX30 and EGX100 EWI indices, an aligned dataset of index levels and returns, backtest outputs for the notebook’s causal friction-adjusted cyclical allocation strategy, stochastic simulation arrays, and Bayesian optimization search logs. The archive is structured into three main folders—raw_data, backtest_results, and optimization_logs—and is intended to support verification, replication, and reuse of the notebook’s structural-consensus workflow for EGX market analysis over 2022–2026. The packaged README identifies key workflow settings including a 40-trading-day target cycle, 5,000 stochastic simulation iterations, and transaction friction of 40 basis points per trade turnover.