The public evidence bundle contains only aggregate portfolio outputs and author-generated figures. It excludes contract-level observations, daily signals, positions, vendor extracts, and licensed research text.
| Public table | Source script | Sample period | Status |
|---|---|---|---|
| Term-structure summaries | reproduce_figures_11_19.py | 2010-01-04 to 2022-02-28 | Local replication using a volume-based main/sub-main approximation |
| Term-structure robustness | reproduce_figures_8_10.py | 2010-01-04 to 2022-02-28 | Local front-next robustness grid |
| Warehouse-receipt summary and robustness | reproduce_figures_36_39.py | 2010-01-04 to 2022-02-28 | Local replication using available warehouse-receipt coverage |
| IC summary and correlation | reproduce_figures_56_58.py | 2010-01-04 to 2022-02-28, factor dependent | Local replication using available factor inputs |
| Multi-factor summary | reproduce_figures_59_63.py | 2010-01-04 to 2022-02-28 | Local adaptation; unavailable components are explicit |
The five charts in this site are author-generated bilingual replication artifacts. Their Chinese on-chart labels are retained for traceability; the English captions and surrounding documentation are the interpretation layer.
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