Result Provenance
All public artifacts were derived from the read-only research project and narrowed to the approved result families. No database, raw quotes, proprietary PDF, or exploratory output tree is included.
Canonical source mapping
| Published family | Read-only candidate | Public transformation |
|---|---|---|
| F0/F6 baseline | outputs/02_基准策略_rank | Compact exact copies of daily, drawdown, annual, summary, and figures. |
| Target-vol overlay | outputs/05_目标波动率版本 | Compact exact copies of the matching retained artifacts. |
| L0-L1 and L0-L2 | outputs/54_流动性单信号报告 | Filtered to the common 2019-01-07 to 2026-07-10 performance interval; NAV and drawdown rebuilt from retained net returns. Essential IC files retained. |
| 50/50 separate books | outputs/24_L0L1_L0L2等权组合/full_2019_2026 | Same aligned period and NAV/drawdown rebuild from retained net returns. |
Integrity
Every retained result artifact is listed in the local SHA-256 manifest. The committed tests verify common dates and the pre-cost gross-return identity of the separate-book blend.