{
  "generated": "2026-10-03T06:00:53.303395",
  "source": {
    "end": "20260930",
    "events": 978,
    "kinds": {
      "issued": 935,
      "lapsed": 30,
      "open": 13
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    "diagnostics": {
      "large_return_observations_retained": 2
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    "source_conflicts": [
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        "000630.SZ",
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        "20230907",
        "20231025"
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        "20200721"
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        "300667.SZ",
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      [
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        "605090.SH",
        "20221027",
        "20221231",
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    "validation_2023_2024": [
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      "20241231"
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    "recent_2025_plus": [
      "20250101",
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  "methodology": {
    "execution": "审核通过至少后一交易日收盘买；发行/终止公告后一交易日收盘卖；价格类信号只用前收盘",
    "sizing": "入场权益/CAP；现金不计息；不对存量日度再平衡；不加杠杆",
    "expiry": "过会+365天仅为策略时间上限代理，不能解释为法定批文失效日",
    "limits": "缺行情不成交；封死或接近日涨跌幅上限按日线代理延期，未还原历史ST状态与盘口",
    "data": "本地事后整理事件表；终止样本覆盖可能不全，公告精确发布时间未齐；pct_chg价格收益非完整含息总收益",
    "validation": "预设参数单因素比较；开发期选参数；2023-24及2025+回顾验证；研究者此前已看过全样本",
    "market": "创业板价格均线，仅限制新增买入，存量依照原退出规则"
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      "note": "年度选已运行影子组合的收益，非实际切仓净值；各年切仓成本未计"
    },
    {
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      "selected": "创业板MA120允许新买",
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      "note": "年度选已运行影子组合的收益，非实际切仓净值；各年切仓成本未计"
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      "note": "年度选已运行影子组合的收益，非实际切仓净值；各年切仓成本未计"
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    {
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      "note": "年度选已运行影子组合的收益，非实际切仓净值；各年切仓成本未计"
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      "note": "年度选已运行影子组合的收益，非实际切仓净值；各年切仓成本未计"
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}