{
  "experiment": "RC-01",
  "frozen_at": "2026-11-07T18:10:10.441525+08:00",
  "start": "2007-05-30",
  "end": "2026-11-04",
  "sessions": 4891,
  "symbols": [
    "SPY",
    "TLT",
    "GLD",
    "BIL",
    "DBC"
  ],
  "weights": {
    "A": [
      0.25,
      0.25,
      0.25,
      0.25,
      0
    ],
    "B": [
      0.225,
      0.225,
      0.225,
      0.225,
      0.1
    ],
    "C": [
      0.225,
      0.225,
      0.225,
      0.325,
      0
    ]
  },
  "cost_bps": [
    5,
    10
  ],
  "source_db": "C:\\Users\\Administrator\\Documents\\Codex\\2026-11-04\\windows-codex-ai-1-2-10\\outputs\\多源数据补全与每日更新\\market-resilient.sqlite3",
  "db_sha256": "98d76492a4e5609f67da82eb62aae1a4d06446a53cc2b4875fafb8db1642f6f1",
  "frozen_bars_sha256": "450af55d83af5830b4cd307da65db9f59fc0a61524101a7fa7d4bbfec5101be8",
  "plan_sha256": "8d9b0c7abc9cf5f1400f4f43948181f47974a3cc97c1da9cbbc1d2b5831870cf",
  "calendar_package": "4.13.2",
  "audit": {
    "SPY": {
      "rows": 4891,
      "missing_sessions": 0,
      "quality_holds": 0,
      "max_adjustment_factor_error": 1.0296872741122343e-06,
      "max_abs_daily_total_return": 0.14519748432360524,
      "source": [
        "yahoo_chart"
      ],
      "resolution": [
        "primary"
      ]
    },
    "TLT": {
      "rows": 4891,
      "missing_sessions": 0,
      "quality_holds": 0,
      "max_adjustment_factor_error": 2.2246603028630574e-06,
      "max_abs_daily_total_return": 0.07519574123099293,
      "source": [
        "yahoo_chart"
      ],
      "resolution": [
        "primary"
      ]
    },
    "GLD": {
      "rows": 4891,
      "missing_sessions": 0,
      "quality_holds": 0,
      "max_adjustment_factor_error": 0.0,
      "max_abs_daily_total_return": 0.11290530102327678,
      "source": [
        "yahoo_chart"
      ],
      "resolution": [
        "primary"
      ]
    },
    "BIL": {
      "rows": 4891,
      "missing_sessions": 0,
      "quality_holds": 0,
      "max_adjustment_factor_error": 1.590623237346378e-06,
      "max_abs_daily_total_return": 0.004350507127680814,
      "source": [
        "yahoo_chart"
      ],
      "resolution": [
        "primary"
      ]
    },
    "DBC": {
      "rows": 4891,
      "missing_sessions": 0,
      "quality_holds": 0,
      "max_adjustment_factor_error": 3.123434093588173e-07,
      "max_abs_daily_total_return": 0.07944429064906289,
      "source": [
        "yahoo_chart"
      ],
      "resolution": [
        "primary"
      ]
    }
  },
  "limitations": [
    "Single vendor adjusted total-return proxy, not independent historical total-return certification",
    "Close is split-adjusted; quantities are split-adjusted units, dividends ideally reinvested through supplier adjusted returns; not payment-date brokerage accounting",
    "Known historical stress cases, not unseen out-of-sample",
    "No source DB writes or new data collection"
  ]
}