{
  "dataset_version": "2026-11-11-r2",
  "range": [
    "1990-01-02",
    "2025-12-31"
  ],
  "rows": 9067,
  "valid_feature_rows": 9064,
  "market_file": "market.csv",
  "market_sha256": "def85f0bfb30c1554d14ed4156304b5cbeabcfff5f081ae4e6f99cdbb0e9ba7a",
  "feature_sha256": "29c29b07e23a992055c8bfad3af31549a652c877ccbed558853f1ed10cf54507",
  "rules_version": "public_backtest_v1.2",
  "sources": [
    {
      "name": "Yahoo Finance S&P 500 (^GSPC), base history with 9 explicitly reconciled closes",
      "url": "https://finance.yahoo.com/quote/%5EGSPC/history/"
    },
    {
      "name": "FRED SP500, publisher S&P Dow Jones Indices; 2,296-day overlap",
      "url": "https://fred.stlouisfed.org/series/SP500"
    },
    {
      "name": "Yahoo Finance SPY, frozen 2026-11-11 snapshot",
      "url": "https://finance.yahoo.com/quote/SPY/history/"
    },
    {
      "name": "Cboe VIX historical data",
      "url": "https://www.cboe.com/tradable-products/vix/vix-historical-data"
    },
    {
      "name": "FRED DGS3MO / Federal Reserve H.15",
      "url": "https://fred.stlouisfed.org/series/DGS3MO"
    },
    {
      "name": "FRED VIXCLS, Cboe-origin consistency check and one fallback",
      "url": "https://fred.stlouisfed.org/series/VIXCLS"
    }
  ],
  "limitations": [
    "当前下载的历史版本，不是严格的当时可得档案；不能仅据此声称完全排除历史修订偏差。",
    "SPX与FRED发布商来源序列复核覆盖2,296个交易日（2016-11-11至2025-12-31），并非完整1990—2025年独立复核；9处差异及来源选择公开记录。",
    "SPY行情从1993-01-29开始，基金成立日是1993-01-22；更早指数仅用于模型数据，不虚构ETF成交。",
    "SPY复权价为供应商含分红收益代理；复权开盘由当日调整因子推算，份额不是真实交易股数，不再重复加分红。",
    "现代SPX期权方法VIX于2003年推出，1990年至推出前为事后回算；FRED VIX来自Cboe，仅为同源分发核对。",
    "现金采用严格早于交易日的最近利率观测，是年化报价收益率代理；不保证该历史值在当时开盘前已公布，ACT/365计息是统一假设，并非实际国债总收益。",
    "三天VIX缺失保持空值，不插值或前值填充；连续片段跨缺失日与训练/验证/测试边界断开。",
    "没有覆盖全期的第二供应商SPY复核，也未包含模型概率或拟合过程，不能由数据检查推断模型无泄漏或有预测能力。"
  ],
  "feature_file": "three_features.csv",
  "warmup_file": "warmup_spx.csv",
  "warmup_sha256": "608c2e2949e1194aea311aea0b380091867002edf670fcb80cd09d91dd742ea8",
  "warmup_rows": 20,
  "correction_ledger_file": "spx_corrections.csv",
  "correction_ledger_sha256": "b4597fbedf2fd1dc99ce75044548c66b1ed073c3da331f24a1acdd043bc91540",
  "spx_correction_count": 9,
  "original_sha256": {
    "market.csv": "360b9fb9c83a1b97cae446b2e7d535c49b4226b1be292f03adec01945e279368",
    "three_features.csv": "8c2c51b31b3edfc1b8ff1732f3b9b4abda1758eb824b547896ac14eadc733362"
  },
  "audit_download": "../downloads/spylab-data-audit.zip",
  "source_precedence": {
    "spx": "Retain frozen Yahoo SPX except the 9 documented dates in spx_corrections.csv. On the 2,296-day FRED overlap, the FRED-distributed S&P DJI publisher series has precedence at 2 decimal places. Two larger differences have additional documentary corroboration; seven small differences are explicit source selection, not independently proven vendor errors.",
    "spy": "Retain frozen Yahoo 2026-11-11 snapshot. Fresh adjusted-close floating variations up to $0.000244140625 are disclosed, not silently substituted.",
    "vix": "Cboe primary; FRED VIXCLS only if Cboe missing; unresolved values remain empty. FRED VIXCLS is distributed from Cboe, not an independent index calculation.",
    "cash": "Most recent nonmissing DGS3MO observation with date strictly less than the execution date. Observation-date lag is verified; historical publication availability and revisions are not reconstructed."
  },
  "frozen_source_snapshots": [
    {
      "name": "vix_cboe.csv",
      "url": "https://cdn.cboe.com/api/global/us_indices/daily_prices/VIX_History.csv",
      "retrieved_utc": "2026-11-11T12:07:29.870563+00:00",
      "bytes": 474706,
      "sha256": "61c9c1cbfbdafab080bbfebe70549636c8d046ccdf10062ece9f5b037c526545"
    },
    {
      "name": "dgs3mo_fred.csv",
      "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DGS3MO&cosd=1989-01-01&coed=2025-12-31",
      "retrieved_utc": "2026-11-11T12:07:21.692255+00:00",
      "bytes": 152868,
      "sha256": "19fbe335fb686e719e68c19a0fe1c5d3c8c898a909c3790da41295e0b233e0a1"
    },
    {
      "name": "vix_fred_check.csv",
      "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=VIXCLS&cosd=1990-01-01&coed=2025-12-31",
      "retrieved_utc": "2026-11-11T12:07:21.450120+00:00",
      "bytes": 158120,
      "sha256": "7987c310dbbdd6a039ffbca413b231dbcd40c82b6d2da836470b7613b0b2ab92"
    },
    {
      "name": "gspc_yahoo_chart.json",
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/%5EGSPC?period1=599616000&period2=1767225600&interval=1d&events=div%2Csplits&includeAdjustedClose=true",
      "sha256": "73f116a53300c567af352489dd8062c807fdc5a16e446139f8cc99c702e977c5",
      "bytes": 1005373,
      "retrieval_date": "2026-11-11",
      "retrieved_utc": null,
      "timestamp_note": "Original Yahoo acquisition recorded day and content hash, not a trustworthy exact fetch timestamp."
    },
    {
      "name": "spy_yahoo_chart.json",
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/SPY?period1=599616000&period2=1767225600&interval=1d&events=div%2Csplits&includeAdjustedClose=true",
      "sha256": "48c0999413e2d28b8f94f53292cc238b729340da2c01cb585a2a264bea564f1c",
      "bytes": 837001,
      "retrieval_date": "2026-11-11",
      "retrieved_utc": null,
      "timestamp_note": "Original Yahoo acquisition recorded day and content hash, not a trustworthy exact fetch timestamp."
    }
  ],
  "verification_source_snapshots": [
    {
      "file": "vix_cboe.csv",
      "url": "https://cdn.cboe.com/api/global/us_indices/daily_prices/VIX_History.csv",
      "bytes": 474706,
      "sha256": "61c9c1cbfbdafab080bbfebe70549636c8d046ccdf10062ece9f5b037c526545",
      "retrieved_utc": "2026-11-11T15:06:19.267664+00:00"
    },
    {
      "file": "dgs3mo_fred.csv",
      "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=DGS3MO&cosd=1989-01-01&coed=2025-12-31",
      "bytes": 152868,
      "sha256": "19fbe335fb686e719e68c19a0fe1c5d3c8c898a909c3790da41295e0b233e0a1",
      "retrieved_utc": "2026-11-11T15:06:14.946546+00:00"
    },
    {
      "file": "vix_fred_check.csv",
      "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=VIXCLS&cosd=1990-01-01&coed=2025-12-31",
      "bytes": 158120,
      "sha256": "7987c310dbbdd6a039ffbca413b231dbcd40c82b6d2da836470b7613b0b2ab92",
      "retrieved_utc": "2026-11-11T15:06:14.962591+00:00"
    },
    {
      "file": "gspc_yahoo_chart.json",
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/%5EGSPC?period1=599616000&period2=1767225600&interval=1d&events=div%2Csplits&includeAdjustedClose=true",
      "bytes": 1005368,
      "sha256": "31aa12618ca6164067cade38b772cc3602cf8d8009380f29d423efea7abf27e4",
      "retrieved_utc": "2026-11-11T15:06:14.870950+00:00"
    },
    {
      "file": "spy_yahoo_chart.json",
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/SPY?period1=599616000&period2=1767225600&interval=1d&events=div%2Csplits&includeAdjustedClose=true",
      "bytes": 837134,
      "sha256": "78a9a274e926589fb467e67bbeecc2500caded3a713d610d5da31784dd1b3dab",
      "retrieved_utc": "2026-11-11T15:06:15.045286+00:00"
    },
    {
      "file": "sp500_fred.csv",
      "url": "https://fred.stlouisfed.org/graph/fredgraph.csv?id=SP500&cosd=1990-01-01&coed=2025-12-31",
      "bytes": 44703,
      "sha256": "47833632a3b25f719af5339982a2d228e2bcc07c037311e66c612d6453bdbda0",
      "retrieved_utc": "2026-11-11T15:07:28.069433+00:00"
    },
    {
      "file": "vix_cboe_current_link.csv",
      "url": "https://cdn-api.cboe.com/api/global/us_indices/daily_prices/VIX_History.csv",
      "bytes": 474706,
      "sha256": "61c9c1cbfbdafab080bbfebe70549636c8d046ccdf10062ece9f5b037c526545",
      "retrieved_utc": "2026-11-11T15:07:35.248986+00:00"
    }
  ],
  "public_audit_package_contents": "Scripts, exact source URLs/hashes, aggregate audit reports, 9-row correction ledger and 20-row warm-up. Complete vendor raw snapshots are not redistributed. Original snapshots retained locally for this audit; fresh source responses may differ.",
  "redistribution_note": "Public source access does not grant unrestricted republication. Source-specific republication licences were not independently verified; full vendor raw files are excluded from the public audit download.",
  "rules_compatibility_note": "Rules metadata updated for application 2.4 / engine 1.2 selectable buy-and-hold entry dates. Dataset 2026-11-11-r2 market and feature bytes are unchanged; prior data audit and source snapshots retain their recorded versions."
}