{
  "start": "2010-02-02",
  "end": "2026-11-04",
  "audit": {
    "SPY": {
      "first_available": "1993-01-29",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.010166336462669179,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "GLD": {
      "first_available": "2004-11-18",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.0,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "BIL": {
      "first_available": "2007-05-30",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.015906232371243334,
      "adjustment_outliers": {},
      "split_events": 1
    },
    "IEF": {
      "first_available": "2002-07-30",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.019988813937388272,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "TLT": {
      "first_available": "2002-07-30",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.017890838508449747,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "XLU": {
      "first_available": "1998-12-22",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.008869983689763217,
      "adjustment_outliers": {},
      "split_events": 1
    },
    "VNQ": {
      "first_available": "2004-09-29",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.009608439192065887,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "IGF": {
      "first_available": "2007-12-12",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.006835260448756486,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "DBC": {
      "first_available": "2006-02-06",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.0031234340935881733,
      "adjustment_outliers": {},
      "split_events": 0
    },
    "UST": {
      "first_available": "2010-02-02",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.008207896859957486,
      "adjustment_outliers": {},
      "split_events": 1
    },
    "UBT": {
      "first_available": "2010-01-21",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.008521178900267046,
      "adjustment_outliers": {},
      "split_events": 2
    },
    "TYD": {
      "first_available": "2009-04-16",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.007055955595358654,
      "adjustment_outliers": {},
      "split_events": 1
    },
    "TMF": {
      "first_available": "2009-04-16",
      "sessions": 4216,
      "missing": [],
      "adjustment_residual_max_bps": 0.007745318639784671,
      "adjustment_outliers": {},
      "split_events": 2
    }
  },
  "source_hashes": {
    "outputs\\多源数据补全与每日更新\\market-resilient.sqlite3": "98d76492a4e5609f67da82eb62aae1a4d06446a53cc2b4875fafb8db1642f6f1",
    "outputs\\债券杠杆实施方式对比\\bond-candidates.sqlite3": "fd8095aaaf5bdb482388cbb72e920daee7642f4d5937f60546b89c2155075af5"
  },
  "limits": [
    "All new ETF histories are observed; no pre-inception synthetic series",
    "UST first observed 2010-02-02 differs from issuer inception 2010-01-19; common interval starts at first observed date",
    "Adjusted-price total returns assume distributions reinvested; investor tax and actual pay-date settlement not modelled",
    "Reconstructed historical quote units for share-based fee estimates, not trading signals"
  ]
}