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Do not replace accepted MCFTR breadth strategy with LowVol.", "saved_source": { "name": "PortfolioLab_LowVol50_Backtest_v1_0_0_2026-10-18.zip", "path": "/PortfolioLab/LowVol50_Backtest/PortfolioLab_LowVol50_Backtest_v1_0_0_2026-10-18.zip", "version_id": null, "size_bytes": 31190842 } }, { "id": "archive-project-0.2", "role": "retained prior project release; not current input", "status": "metadata_only", "release": "0.2", "sha256": null, "restore_command": "Extract in a new isolated directory.", "verify_command": "Use the release-specific manifests and controls; current-engine compatibility unverified.", "saved_source": { "name": "PortfolioLab_0_2_2026-10-17.zip", "path": "/PortfolioLab_0_2_2026-10-17.zip", "version_id": null, "size_bytes": 131784742 } }, { "id": "archive-project-0.3", "role": "retained prior project release; not current input", "status": "metadata_only", "release": "0.3", "sha256": null, "restore_command": "Extract in a new isolated directory.", "verify_command": "Use the release-specific manifests and controls; current-engine compatibility unverified.", "saved_source": { "name": "PortfolioLab_0_3_2026-10-17.zip", "path": "/PortfolioLab_0_3_2026-10-17.zip", "version_id": null, "size_bytes": 148410896 } }, { "id": "archive-project-0.4", "role": "retained prior project release; not current input", "status": "metadata_only", "release": "0.4", "sha256": null, "restore_command": "Extract in a new isolated directory.", "verify_command": "Use the release-specific manifests and controls; current-engine compatibility unverified.", "saved_source": { "name": "PortfolioLab_0_4_2026-10-17.zip", "path": "/PortfolioLab/PortfolioLab_0_4_2026-10-17.zip", "version_id": null, "size_bytes": 335842213 } }, { "id": "archive-project-0.4.2", "role": "retained prior project release; not current input", "status": "metadata_only", "release": "0.4.2", "sha256": null, "restore_command": "Extract in a new isolated directory.", "verify_command": "Use the release-specific manifests and controls; current-engine compatibility unverified.", "saved_source": { "name": "PortfolioLab_0_4_2_2026-10-18.zip", "path": "/PortfolioLab/PortfolioLab_0_4_2_2026-10-18.zip", "version_id": null, "size_bytes": 356432769 } }, { "id": "archive-money-standalone", "role": "earlier standalone money-market database", "status": "metadata_only", "release": "0.3", "sha256": null, "note": "Same saved byte size as active money subdatabase does not prove identical bytes. Use the verified control-archive member for current reproduction.", "saved_source": { "name": "PortfolioLab_Money_Market_0_3.sqlite", "path": "/PortfolioLab_Money_Market_0_3.sqlite", "version_id": null, "size_bytes": 8294400 } }, { "id": "legacy-portfolio-v2", "role": "legacy saved database reference; canonical lineage not established", "status": "metadata_only", "sha256": null, "release": null, "row_count": null, "restore_command": "Materialize separately and open read-only.", "verify_command": "Establish origin and release-specific physical/logical hashes before relying on financial values. Do not use as fallback for current inputs.", "saved_source": { "name": "Portfolio_Lab_Database_v2_2026-09-11.sqlite", "path": "/Portfolio_Lab_Database_v2_2026-09-11.sqlite", "version_id": null, "size_bytes": 87965696 } }, { "id": "legacy-portfolio-sqlite", "role": "legacy saved database reference; canonical lineage not established", "status": "metadata_only", "sha256": null, "release": null, "row_count": null, "restore_command": "Materialize separately and open read-only.", "verify_command": "Establish origin and release-specific physical/logical hashes before relying on financial values. Do not use as fallback for current inputs.", "saved_source": { "name": "portfolio.sqlite", "path": "/portfolio.sqlite", "version_id": null, "size_bytes": 87965696 } }, { "id": "website-financial-d1", "role": "derived sealed production projection", "status": "derived", "source_datasets": [ "financial-active", "money-market" ], "namespace": "rf04fde3f_", "logical_financial_tables": 42, "logical_rows": 1946772, "verified_chunks": 541, "logical_data_version": "f04fde3fb10a9fa455a92548be25ec0f3580898db7e6c76180a16913cf132b1f", "manifest": "db/runtime-manifest.json", "restore_command": "Use the release-specific schema and controlled import protocol for a new staging release. Never re-import into ready sealed production tables for a local reproduction.", "verify_command": "Read-only API/table checks against db/runtime-manifest.json; local numeric controls use restored canonical inputs.", "service_tables": "Operational tables and views are documented separately; not counted as source financial tables.", "manifest_sha256": "e3b149a186765e2e9f6e8863be129ee1626f8e968728af27febcecd562f73551", "source_warehouse_sha256": "fc60eab7a94e14b8954eac5ae93b3ba2ed70c2ce5e9bce1729ef8618f86acaf4", "migration": "drizzle/0003_financial_0_5_1.sql", "previous_namespaces": [ "re43569f3_ (0.5.0, sealed)", "r06b98526_ (0.4.3, sealed)" ], "previous_manifest": "db/releases/runtime-manifest-0.5.0.json", "state_note": "Prepared for staged import; production state is ready only after the live import protocol in docs/LAUNCH_RUNBOOK_0_5_1_RU.md." }, { "id": "website-index-history", "role": "derived read-only timelapse export", "status": "derived", "source_datasets": [ "monthly-universe", "financial-active" ], "data_version": "278de29d6802eddfe24337f4e7946d41347da9db69b8ef1621ff89f9cc202179", "paths": [ "public/index-history/timelapse.json", "public/index-history/provenance.json", "public/index-history/composition.csv", "public/index-history/changes.csv", "public/index-history/methodology.html", "public/index-history/validation.json" ], "coverage": { "from": "2001-02-01", "to": "2026-10-01", "snapshots": 309, "member_rows": 10946, "unique_issues": 137, "unique_historical_symbols": 154, "secid_only_issues": [ "SECID:BKBK", "SECID:INUR", "SECID:NKEL", "SECID:UMAS" ], "secid_only_member_rows": 53, "missing_weights": 2, "missing_weight_snapshots": [ "2003-10-01", "2011-11-01" ], "composition_unavailable_months": 46, "composition_unavailable_from": "1997-04-01", "composition_unavailable_to": "2001-01-01", "price_index_snapshots": 309, "total_return_snapshots": 262, "changes": 292, "source_files": 519, "composition_source_files": 492, "identity_source_files": 27 }, "rebuild_command": "python3 scripts/export_index_history.py --archive /path/PortfolioLab_MOEX_Monthly_1997_2026_v1_0_0_2026-10-18.zip", "verify_command": "python3 tests/index-history.py --archive /path/PortfolioLab_MOEX_Monthly_1997_2026_v1_0_0_2026-10-18.zip", "previous_data_version": "faf79a3fe0a03a28b9450699b77512c2ab1efc7ba73196b7b8ec83b20552b0d8", "refresh_command": "python3 scripts/refresh_index_history_provenance.py", "refresh_note": "Only financial provenance fields changed; snapshots, memberships, weights and levels are byte-identical." }, { "id": "website-market-breadth", "role": "derived monthly indicator joined exactly to timelapse; no new financial database", "status": "derived", "source_datasets": [ "breadth-research", "breadth-analysis-sqlite", "website-index-history" ], "research_release": "1.3.0", "data_version": "5a61a8075492412909804e2cc0c95ab7ab8aedcd9e9bb07c6ef5010bf68955ac", "paths": [ "public/market-breadth/report.json", "public/market-breadth/provenance.json", "public/market-breadth/monthly.csv", "public/market-breadth/constituents.csv", "public/market-breadth/strategy-daily.csv", "public/market-breadth/methodology.html", "public/market-breadth/corrections-1.3.1.json", "public/market-breadth/archive-1.3.0/report.json", "public/market-breadth/archive-1.3.0/monthly.csv", "public/market-breadth/archive-1.3.0/constituents.csv", "public/market-breadth/corrections-1.3.1.json", "public/market-breadth/archive-1.3.0/report.json", "public/market-breadth/archive-1.3.0/monthly.csv", "public/market-breadth/archive-1.3.0/constituents.csv" ], "coverage": { "before_coverage_policy": "Unavailable; no backfill before 2008-01", "constituent_set_mismatch_dates": [ "2011-06-01", "2011-07-01", "2011-08-01" ], "constituent_sets_matched_months": 223, "diagnostic_months": 226, "from": "2008-01-01", "identity_vintage_difference_months": 37, "identity_vintage_difference_rows": 49, "member_count_mismatch_dates": [], "member_rows": 9413, "missing_reasons": { "fewer_than_200_contiguous_levels": 266, "no_actual_quote_at_signal_close": 13, "unsupported_total_return": 1089 }, "missing_signal_rows": 1368, "timelapse_frames": 309, "timelapse_frames_without_breadth": 83, "to": "2026-10-01" }, "rebuild_command": "python3 scripts/export_market_breadth.py --archive /path/PortfolioLab_SMA200_Breadth_Backtest_2026-10-18.zip", "verify_command": "python3 tests/market-breadth.py --archive /path/PortfolioLab_SMA200_Breadth_Backtest_2026-10-18.zip", "validation_report": "work/market-breadth-validation.json", "new_sqlite_created": false, "indicator_release": "1.3.1", "previous_data_version": "6d2209103569dfe296fd3d5da6bc2d3d059574b66a72e4f28199c5f210d258ca", "correction_command": "python3 -I scripts/correct_market_breadth.py --before work/financial-input-0.5.0.sqlite --after work/financial-input-0.5.1.sqlite --corrections db/corrections-0.5.1.json" }, { "id": "launch-api-fixture", "role": "disposable local server/API test database", "status": "temporary", "local_destination": "work/launch-api.sqlite", "canonical": false, "backup": false, "restore_command": "python3 tests/prepare-launch-database.py", "verify_command": "node tests/launch-api.mjs", "note": "Do not preserve instead of source databases. Recreate before each applicable API suite." }, { "id": "breadth-allocation-projection", "role": "deterministic standalone dynamic allocation input; prior breadth indicator and current financial asset series remain separately versioned", "status": "derived", "format": "PortfolioLab.BreadthAllocation.Input", "version": "1.0.0", "data_version": "13afdf89a8914f7c95c52481d7c9769caefddfb9c988035917cc5279ce07de7b", "path": "public/breadth-strategy/data.json", "sha256": "4ab3dda55d98b656a53310a4894639474675f10a653ec27f5cab94a6af468cef", "size_bytes": 1204063, "provenance_path": "public/breadth-strategy/provenance.json", "provenance_sha256": "81a62aff80770c741e4eaf2ceea19b84cd6c14a62385caca39d918181a20e841", "source_datasets": [ "financial-active", "website-market-breadth" ], "coverage": { "from": "2015-01-05", "through": "2026-10-16", "sessions": 2965, "signal_months": 226, "asset_count": 18, "symbols": [ "MCFTR", "MM_CBR", "IMOEX_FUND_PROXY", "SBMX", "SBGB", "LQDT", "GOLD", "TGLD", "MM_RUONIA", "MM_RUSFAR", "OFZ_FUND_PROXY", "CORP_FUND_PROXY", "USD_MM_RUB", "FX_BASKET_RUB", "GOLD_RUB", "USD_RUB", "EUR_RUB", "CNY_RUB" ] }, "defaults": { "costBps": 10, "defensive": "MM_CBR", "end": "2026-10-16", "initialCapital": 1000000, "primary": "MCFTR", "start": "2015-01-05", "threshold": 0 }, "engine_version": "breadth-allocation-1.0.1", "calculation_location": "client", "rebuild_command": "python3 scripts/export_breadth_allocation.py", "verify_commands": [ "node tests/breadth-allocation.mjs", "python3 tests/breadth-allocation.py", "node tests/breadth-strategy-view.mjs", "node tests/backtest-execution.mjs", "node tests/backtest-causality.mjs" ], "scope_note": "Stored in the exact published source commit and reproducible from saved financial SQLite plus unchanged accepted breadth JSON. Not a new canonical database or a rewrite of research1.3.0. Engine1.0.1 adds exact normalized execution levels, units and price basis without changing inputs or prior economic results. Historical publication timing/PIT remains uncertified.", "breadth_indicator_release": "1.3.1" } ], "control_rules": [ "Current user instruction overrides previous assumptions. Preserve frozen prior releases.", "Financial file 0.5.1 (as 0.5.0) contains 33 tables; nine separate money tables form the 42-table server projection.", "Source file hash, compressed archive hash, decompressed file hash, logical manifest hash and semantic data_version are distinct values.", "Do not overwrite a ready server release or replace expected hashes to suppress FAIL.", "Do not convert unknown values to zero or fill before accepted coverage. Retrospective data do not certify original publication-time availability.", "Use exact historical membership and previous close; retain original symbol, historical identity and source dates.", "Breadth is an equal-vote share of all historical index securities with TR >= SMA200; unknown remains in denominator.", "Current standalone allocation: defensive=max(0,1-breadth-tau), primary=1-defensive; user chooses tau and both assets; tau defaults to0. The old fixed20pp MCFTR/MM_CBR calculation is an archived1.3.0 scenario.", "Research 1.3.0 uses MCFTR/MM_CBR, no individual-stock selection. Daily strategy history does not imply daily breadth observations.", "Portfolio/model interface and financial/research releases have independent versions.", "Do not expose Library identifiers, signed download links, tokens or credentials in public exports.", "A memory passport is a registry, not database bytes. A planned archive is not saved until the write has succeeded.", "Gold, FX and funds are defensive choices, not automatically cash or cash equivalents.", "Current timelapse shows breadth only. Standalone allocation/backtest inputs and method are independently versioned.", "Execution ledger uses exact normalized total-return levels; these are not literal RUB fund quotes or guaranteed closing-auction fills. New weights earn returns only after the eligible common close.", "Causality controls and historical data availability are separate. Historical publication timestamps and corporate-action vintages remain uncertified; do not claim a fully PIT-certified backtest.", "Financial 0.5.1 is a correction release on top of 0.5.0: every changed row is listed in db/corrections-0.5.1.json with SHA-256 pinned evidence; the upstream equity archive needed for a full source rebuild is not part of this environment." ], "verification_evidence": [ "control/database/verification.json", "control/reproduction.json", "public/index-history/validation.json", "work/market-breadth-validation.json", "work/breadth-controls/sma200_breadth/outputs/reproduction_audit.json", "work/project-memory-update/local-database-verification.json", "work/breadth-allocation-validation.json", "work/breadth-allocation-independent-validation.json", "control/financial_0_5_1_verification.json", "control/financial_0_5_1_build_report.json", "public/market-breadth/corrections-1.3.1.json" ], "limitations": [ "Retrospective sources; original publication-time timestamps and complete PIT history not certified.", "Legacy saved files marked metadata_only were not materialized or content-audited during this task.", "Issuer source references and document hashes are retained; full external issuer reports are not bundled in SMA200.", "Preservation of accepted files does not schedule future data updates.", "Browser acceptance and public capacity require their own evidence.", "MSTT: spin-off of АО «Дороги и Мосты» (record 12.10.2020, 1:1) is not valued in TRI; returns after that date may be understated." ], "archive_scope_note": "Registry includes all grounded PortfolioLab canonical inputs and known saved releases. Standalone unrelated financial strategy databases are not assumed to belong to this site." }