{
  "task_id": "CV7-001",
  "scope": "仅复算六条冻结净值，不重新回测、不调权",
  "input_hashes": {
    "预设.json": {
      "expected": "5c59774da0858824df8f15b9306a60b192ee1ae0af6bfe158e47dc8c93206204",
      "actual": "5c59774da0858824df8f15b9306a60b192ee1ae0af6bfe158e47dc8c93206204",
      "match": true,
      "bytes_match": true
    },
    "CV6同区间.json": {
      "expected": "59e657dcf29f6d6e1fbded1b89deb83d1a9466897169402b7043b918442a3566",
      "actual": "59e657dcf29f6d6e1fbded1b89deb83d1a9466897169402b7043b918442a3566",
      "match": true,
      "bytes_match": true
    },
    "统一10pct增量对照.json": {
      "expected": "380599e0858d7463503bd6ccd1eb8f7255a46a3605aa7ae0f5b2b863fd130861",
      "actual": "380599e0858d7463503bd6ccd1eb8f7255a46a3605aa7ae0f5b2b863fd130861",
      "match": true,
      "bytes_match": true
    },
    "数据证据.json": {
      "expected": "f33b93937a062d1df963388d206958f639826c3d52e898cdc503e91cc70d1be3",
      "actual": "f33b93937a062d1df963388d206958f639826c3d52e898cdc503e91cc70d1be3",
      "match": true,
      "bytes_match": true
    },
    "短债稀释对照.json": {
      "expected": "4efd53d8f9d04423b17ad227d260f88108fe56197d11395edbe167acb5cb6b16",
      "actual": "4efd53d8f9d04423b17ad227d260f88108fe56197d11395edbe167acb5cb6b16",
      "match": true,
      "bytes_match": true
    },
    "10pct_DBMF_nav.csv": {
      "expected": "cc442d16b7acd2e20700a9046d9508703579da49ee2f7d7e520e8600e8d5777e",
      "actual": "cc442d16b7acd2e20700a9046d9508703579da49ee2f7d7e520e8600e8d5777e",
      "match": true,
      "bytes_match": true
    },
    "10pct_KMLM_nav.csv": {
      "expected": "61193958156899b74880eda886bb054edfedb7626602ff42cd31dd0c6c490ee0",
      "actual": "61193958156899b74880eda886bb054edfedb7626602ff42cd31dd0c6c490ee0",
      "match": true,
      "bytes_match": true
    },
    "10pct_DBC_nav.csv": {
      "expected": "3ea629701234e2c39becde437c90a18f63c5381576309a2354aa3fbba0cc494a",
      "actual": "3ea629701234e2c39becde437c90a18f63c5381576309a2354aa3fbba0cc494a",
      "match": true,
      "bytes_match": true
    },
    "10pct_PDBC_nav.csv": {
      "expected": "f2b76de950b1ffce894097b0fdf5a1d1a233d1e2cbc31adf2e87d70eda3971a7",
      "actual": "f2b76de950b1ffce894097b0fdf5a1d1a233d1e2cbc31adf2e87d70eda3971a7",
      "match": true,
      "bytes_match": true
    },
    "10pct_UUP_nav.csv": {
      "expected": "467c92a9f44fbfb27f64204e8d3c0230b34f5adec6d5c84267ad5bada3d43b97",
      "actual": "467c92a9f44fbfb27f64204e8d3c0230b34f5adec6d5c84267ad5bada3d43b97",
      "match": true,
      "bytes_match": true
    },
    "10pct_MLPX_nav.csv": {
      "expected": "e3422e53515a6f3acbc1d7527fc2e31ee282f9e92a80a4292a4a68fec72312b5",
      "actual": "e3422e53515a6f3acbc1d7527fc2e31ee282f9e92a80a4292a4a68fec72312b5",
      "match": true,
      "bytes_match": true
    }
  },
  "manifest_sha256": "1ac764baf010b5e6089d8162cd4c8b3f43c74ab8a5298d8cd841441d3ae0a30f",
  "preset": {
    "date": "2026-11-13",
    "standalone": "Each available full ETF history; adjusted total-return proxy before personal tax and trading fees; fund expenses embedded",
    "comparison": "2022-01-24 to 2026-11-04 fixed before results; no start tuning; original frozen CV6 inputs",
    "incremental": "10% each candidate; remaining four assets22.5% each; relative60/140 bands; nextclose frozen quantity;5bps; no leverage at account level",
    "stress": "Common full calendar2022; bad complete months CV6<-2%; monthly Pearson correlation; minimum36 complete monthly returns for screen",
    "limits": "Exploratory32 survivor products, not vintage investable universe or predictive rank; no weight optimization; no AI timing; known flags retained",
    "skip": "Nonpositive/missing/invalid quality cannot silently impute; standalone diagnostics labelled; no portfolio addition for known quality errors or incomplete common history"
  },
  "formulas": {
    "cagr": "(末净值/首净值)^(365.25/首末日历天数)-1",
    "max_drawdown": "max_t(1-NAV_t/max_{s<=t}NAV_s)，正数表示损失",
    "recovery": "谷值后首次NAV>=最深回撤峰值；历时为峰至恢复日的日历天，未恢复截至末日",
    "capital_1_cagr": "末净值^(365.25/首末日历天数)-1（条件假设初始资金1）",
    "initial_cost": "首净值已低于1；主复算以CSV首净值为基准，不强改数值；初始资金1仅作诊断"
  },
  "tolerance_absolute": 1e-12,
  "all_six_date_sequences_equal": true,
  "rows": [
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      "symbol": "DBMF",
      "start": "2022-01-24",
      "end": "2026-11-04",
      "observations": 1201,
      "calendar_days": 1745,
      "years": 4.777549623545517,
      "initial_nav": 0.9995002498750625,
      "metrics": {
        "end_nav": 1.4540079410618156,
        "cagr": 0.08161492137436244,
        "max_drawdown": 0.11965512151995672,
        "max_dd_peak": "2022-03-30",
        "max_dd_trough": "2022-10-20",
        "max_dd_recovered": true,
        "recovery_date": "2023-12-14",
        "peak_to_recovery_or_end_days": 624,
        "longest_underwater_observed_days": 624
      },
      "comparisons": {
        "end_nav": {
          "computed": 1.4540079410618156,
          "reported": 1.4540079410618156,
          "difference": 0.0,
          "match": true
        },
        "cagr": {
          "computed": 0.08161492137436244,
          "reported": 0.08150175791983316,
          "difference": 0.00011316345452927479,
          "match": false
        },
        "max_drawdown": {
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          "reported": 0.11965512151995672,
          "difference": 0.0,
          "match": true
        },
        "max_dd_peak": {
          "computed": "2022-03-30",
          "reported": "2022-03-30",
          "difference": null,
          "match": true
        },
        "max_dd_trough": {
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          "reported": "2022-10-20",
          "difference": null,
          "match": true
        },
        "max_dd_recovered": {
          "computed": true,
          "reported": true,
          "difference": null,
          "match": true
        },
        "recovery_date": {
          "computed": "2023-12-14",
          "reported": "2023-12-14",
          "difference": null,
          "match": true
        },
        "peak_to_recovery_or_end_days": {
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          "reported": 624,
          "difference": 0,
          "match": true
        },
        "longest_underwater_observed_days": {
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          "reported": 624,
          "difference": 0,
          "match": true
        }
      },
      "start_end_count_comparison": {
        "start_matches_preset": true,
        "end_matches_preset": true,
        "reported_row_contains_start_end_count": false,
        "count_crosscheck": "六条CSV日期序列相同"
      },
      "initial_capital_1_diagnostic": {
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        "difference_from_reported": 0.0,
        "matches_reported": true,
        "initial_fee_ratio_inferred": 0.0004999999999999449,
        "status": "仅条件诊断：假设初始资金1；CSV未记录费用流水，不能独立认证"
      }
    },
    {
      "symbol": "KMLM",
      "start": "2022-01-24",
      "end": "2026-11-04",
      "observations": 1201,
      "calendar_days": 1745,
      "years": 4.777549623545517,
      "initial_nav": 0.9995002498750625,
      "metrics": {
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        "max_drawdown": 0.11999622928404363,
        "max_dd_peak": "2022-03-08",
        "max_dd_trough": "2022-10-20",
        "max_dd_recovered": true,
        "recovery_date": "2023-12-19",
        "peak_to_recovery_or_end_days": 651,
        "longest_underwater_observed_days": 651
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      "comparisons": {
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          "difference": 0.0,
          "match": true
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          "match": false
        },
        "max_drawdown": {
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          "reported": 0.11999622928404363,
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          "match": true
        },
        "max_dd_peak": {
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          "reported": "2022-03-08",
          "difference": null,
          "match": true
        },
        "max_dd_trough": {
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          "reported": "2022-10-20",
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          "match": true
        },
        "max_dd_recovered": {
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          "reported": true,
          "difference": null,
          "match": true
        },
        "recovery_date": {
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          "reported": "2023-12-19",
          "difference": null,
          "match": true
        },
        "peak_to_recovery_or_end_days": {
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          "reported": 651,
          "difference": 0,
          "match": true
        },
        "longest_underwater_observed_days": {
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          "reported": 651,
          "difference": 0,
          "match": true
        }
      },
      "start_end_count_comparison": {
        "start_matches_preset": true,
        "end_matches_preset": true,
        "reported_row_contains_start_end_count": false,
        "count_crosscheck": "六条CSV日期序列相同"
      },
      "initial_capital_1_diagnostic": {
        "cagr": 0.07721942538811488,
        "difference_from_reported": 0.0,
        "matches_reported": true,
        "initial_fee_ratio_inferred": 0.0004999999999999449,
        "status": "仅条件诊断：假设初始资金1；CSV未记录费用流水，不能独立认证"
      }
    },
    {
      "symbol": "DBC",
      "start": "2022-01-24",
      "end": "2026-11-04",
      "observations": 1201,
      "calendar_days": 1745,
      "years": 4.777549623545517,
      "initial_nav": 0.9995002498750625,
      "metrics": {
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        "max_drawdown": 0.1494139373878527,
        "max_dd_peak": "2022-03-08",
        "max_dd_trough": "2022-10-20",
        "max_dd_recovered": true,
        "recovery_date": "2024-03-01",
        "peak_to_recovery_or_end_days": 724,
        "longest_underwater_observed_days": 724
      },
      "comparisons": {
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          "reported": 1.4675904063738556,
          "difference": 0.0,
          "match": true
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        "cagr": {
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          "reported": 0.08360861909913142,
          "difference": 0.00011338390695825318,
          "match": false
        },
        "max_drawdown": {
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          "reported": 0.1494139373878527,
          "difference": 0.0,
          "match": true
        },
        "max_dd_peak": {
          "computed": "2022-03-08",
          "reported": "2022-03-08",
          "difference": null,
          "match": true
        },
        "max_dd_trough": {
          "computed": "2022-10-20",
          "reported": "2022-10-20",
          "difference": null,
          "match": true
        },
        "max_dd_recovered": {
          "computed": true,
          "reported": true,
          "difference": null,
          "match": true
        },
        "recovery_date": {
          "computed": "2024-03-01",
          "reported": "2024-03-01",
          "difference": null,
          "match": true
        },
        "peak_to_recovery_or_end_days": {
          "computed": 724,
          "reported": 724,
          "difference": 0,
          "match": true
        },
        "longest_underwater_observed_days": {
          "computed": 724,
          "reported": 724,
          "difference": 0,
          "match": true
        }
      },
      "start_end_count_comparison": {
        "start_matches_preset": true,
        "end_matches_preset": true,
        "reported_row_contains_start_end_count": false,
        "count_crosscheck": "六条CSV日期序列相同"
      },
      "initial_capital_1_diagnostic": {
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        "difference_from_reported": 0.0,
        "matches_reported": true,
        "initial_fee_ratio_inferred": 0.0004999999999999449,
        "status": "仅条件诊断：假设初始资金1；CSV未记录费用流水，不能独立认证"
      }
    },
    {
      "symbol": "PDBC",
      "start": "2022-01-24",
      "end": "2026-11-04",
      "observations": 1201,
      "calendar_days": 1745,
      "years": 4.777549623545517,
      "initial_nav": 0.9995002498750625,
      "metrics": {
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        "max_drawdown": 0.1497606874355354,
        "max_dd_peak": "2022-03-08",
        "max_dd_trough": "2022-10-20",
        "max_dd_recovered": true,
        "recovery_date": "2024-03-01",
        "peak_to_recovery_or_end_days": 724,
        "longest_underwater_observed_days": 724
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      "comparisons": {
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          "reported": 1.4652160272939503,
          "difference": 0.0,
          "match": true
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        "cagr": {
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          "difference": 0.00011334548589614357,
          "match": false
        },
        "max_drawdown": {
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          "reported": 0.1497606874355354,
          "difference": 0.0,
          "match": true
        },
        "max_dd_peak": {
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          "reported": "2022-03-08",
          "difference": null,
          "match": true
        },
        "max_dd_trough": {
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          "reported": "2022-10-20",
          "difference": null,
          "match": true
        },
        "max_dd_recovered": {
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          "reported": true,
          "difference": null,
          "match": true
        },
        "recovery_date": {
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          "reported": "2024-03-01",
          "difference": null,
          "match": true
        },
        "peak_to_recovery_or_end_days": {
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          "reported": 724,
          "difference": 0,
          "match": true
        },
        "longest_underwater_observed_days": {
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          "reported": 724,
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      },
      "start_end_count_comparison": {
        "start_matches_preset": true,
        "end_matches_preset": true,
        "reported_row_contains_start_end_count": false,
        "count_crosscheck": "六条CSV日期序列相同"
      },
      "initial_capital_1_diagnostic": {
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        "matches_reported": true,
        "initial_fee_ratio_inferred": 0.0004999999999999449,
        "status": "仅条件诊断：假设初始资金1；CSV未记录费用流水，不能独立认证"
      }
    },
    {
      "symbol": "UUP",
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      "end": "2026-11-04",
      "observations": 1201,
      "calendar_days": 1745,
      "years": 4.777549623545517,
      "initial_nav": 0.9995002498750625,
      "metrics": {
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        "max_dd_peak": "2022-03-04",
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        "max_dd_recovered": true,
        "recovery_date": "2023-12-14",
        "peak_to_recovery_or_end_days": 650,
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        "cagr": {
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        "max_drawdown": {
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          "match": true
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        "max_dd_peak": {
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          "reported": "2022-03-04",
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          "match": true
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        "max_dd_trough": {
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          "reported": "2022-10-20",
          "difference": null,
          "match": true
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        "max_dd_recovered": {
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          "reported": true,
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          "match": true
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        "recovery_date": {
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          "reported": "2023-12-14",
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        "peak_to_recovery_or_end_days": {
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          "reported": 650,
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          "match": true
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        "longest_underwater_observed_days": {
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      },
      "start_end_count_comparison": {
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        "end_matches_preset": true,
        "reported_row_contains_start_end_count": false,
        "count_crosscheck": "六条CSV日期序列相同"
      },
      "initial_capital_1_diagnostic": {
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        "matches_reported": true,
        "initial_fee_ratio_inferred": 0.0004999999999999449,
        "status": "仅条件诊断：假设初始资金1；CSV未记录费用流水，不能独立认证"
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    },
    {
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      "end": "2026-11-04",
      "observations": 1201,
      "calendar_days": 1745,
      "years": 4.777549623545517,
      "initial_nav": 0.9995002498750625,
      "metrics": {
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        "max_dd_peak": "2022-03-30",
        "max_dd_trough": "2022-09-27",
        "max_dd_recovered": true,
        "recovery_date": "2023-12-13",
        "peak_to_recovery_or_end_days": 623,
        "longest_underwater_observed_days": 623
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          "reported": 1.5142536438158778,
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          "match": true
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        "cagr": {
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        "max_drawdown": {
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          "reported": 0.1428266652308584,
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          "match": true
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        "max_dd_peak": {
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          "reported": "2022-03-30",
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          "match": true
        },
        "max_dd_trough": {
          "computed": "2022-09-27",
          "reported": "2022-09-27",
          "difference": null,
          "match": true
        },
        "max_dd_recovered": {
          "computed": true,
          "reported": true,
          "difference": null,
          "match": true
        },
        "recovery_date": {
          "computed": "2023-12-13",
          "reported": "2023-12-13",
          "difference": null,
          "match": true
        },
        "peak_to_recovery_or_end_days": {
          "computed": 623,
          "reported": 623,
          "difference": 0,
          "match": true
        },
        "longest_underwater_observed_days": {
          "computed": 623,
          "reported": 623,
          "difference": 0,
          "match": true
        }
      },
      "start_end_count_comparison": {
        "start_matches_preset": true,
        "end_matches_preset": true,
        "reported_row_contains_start_end_count": false,
        "count_crosscheck": "六条CSV日期序列相同"
      },
      "initial_capital_1_diagnostic": {
        "cagr": 0.09073134256718429,
        "difference_from_reported": 0.0,
        "matches_reported": true,
        "initial_fee_ratio_inferred": 0.0004999999999999449,
        "status": "仅条件诊断：假设初始资金1；CSV未记录费用流水，不能独立认证"
      }
    }
  ],
  "evidence_gaps": [
    {
      "type": "口径差异",
      "finding": "六条首净值约为1/(1+0.0005)，汇总年化与初始资金1口径一致；按首净值归一化的年化高约1.13基点。CSV无初始资金及费用流水，不能认证初始建仓收费算法。"
    },
    {
      "type": "尚无证据",
      "finding": "共同样本不足5年，不能补成10年，也不足证明长期8%目标；KMLM/UUP本段年化低于8%。"
    },
    {
      "type": "尚无证据",
      "finding": "32只存续产品的探索筛选不是历史可投资全集，缺独立样本外或前瞻检验。"
    },
    {
      "type": "尚无证据",
      "finding": "供应商复权代理不等于完整认证总收益；DBMF/KMLM重建只有路径、hash及摘要，冻结包未含底层分配重建明细供独立认证。"
    },
    {
      "type": "尚无证据",
      "finding": "CSV仅含日期与净值，无法独立核验持仓、严格越界信号、下一共同交易日收盘冻结数量执行、调仓费用及税务；已有自报回放误差不是本次独立交易复核。"
    }
  ],
  "conclusion": "六条年化存在基准口径差异，初始资金1口径均与汇总一致；其余已比较指标全部一致。未发现可确认的计算错误，不能据此认证CV8长期达标。"
}