ST成对月频对照：缺失退出证据补充（2026-10-19）
235条失败入选记录对应107个形成日/发行人事件，本次恢复 0 个。50条入场缺失全部匹配到当日停牌；220条端点缺失中205条匹配当日停牌，余15条为5个终止上市事件在N=50/100/200下的重复记录。停牌匹配来自同一供应商，只用于解释缺失，不证明成交。原篮子、日程、权重及收益结果均未改变，没有新增可执行收益或NAV。
本补充承接原月频方法与结果。原36个月中N=50/100/200的完整对照仍为15/13/9；包含ST减去排除ST的平均差仍为+0.202/−0.514/−1.028个百分点。共同9个月为−0.752/−0.927/−1.028个百分点，N50符号反转，不能把条件样本差值当作可实施收益。数据仍为2026年回溯快照，revision_safe=false。
五个终止上市事件
| 形成日 | 证券 | 原入场→端点 | 最后clean交易日（仅上下文） | 结论 |
|---|---|---|---|---|
| 20230131 | 600260 凯乐 | 20230201→20230301 | 20230202 | 入场存在，端点已摘牌，结算金额未证实 |
| 20230228 | 600311 荣华 | 20230301→20230403 | 20230302 | 入场存在，端点已摘牌，结算金额未证实 |
| 20250331 | 600070 富润 | 20250401→20250506 | 20250410 | 入场存在，端点已摘牌，结算金额未证实 |
| 20250331 | 300117 嘉寓 | 20250401→20250506 | 20250331 | 入场日即停牌；端点已摘牌 |
| 20250331 | 000040 旭蓝 | 20250401→20250506 | 20250331 | 入场日即停牌；端点已摘牌 |
上交所凯乐公告、荣华公告和富润公告分别确认交易类终止上市、不进入退市整理期，并要求安排后续股份转让。该安排没有提供原端点可交易报价或现金结算金额。
嘉寓终止上市及摘牌公告确认4月30日摘牌；4月1日公告明确当日开市起停牌。旭蓝摘牌公告确认4月30日摘牌、不进入整理期。旭蓝文件对决定日期存在4月25日、收到日4月28日及交易所转载日4月29日的差异，保留原文差异，不强行合并成同一日期；这不改变入场停牌和端点缺失的判断。
最后交易价不是预先指定的退出规则；转板不等于按现金偿付。以后找到转板价格、赔付方案或股份确权也不能直接缝接本协议。应先另定原始价格、持仓权益、现金和继承证券账本、可用时点及执行规则。嘉寓和旭蓝尤其缺少原入场日可成交证据，补充终值也无法恢复原成对期间。
北交所历史代码核对
直接按clean代码连接停牌表时，国义招标两次形成日事件、广道两次形成日事件未匹配。经北交所新旧代码表确认831039→920039、839680→920680后，owner停牌表的831039在20230301、839680在20250701及20250901均有当日S记录。仅连接证据身份，不替换价格。四个事件全部仍是停牌阻断，没有恢复收益。国义2023-03-07公告也说明3月1日起停牌及后续继续停牌。
可复现清单及证据边界
audit_st_paired_exits.py先校验旧selection audit的SHA256，再输出每条原入选记录、107个事件清单、5个terminal证据表和输入/输出hash receipt。证据表保留原证券代码与实际停牌证据代码；不会将R复牌记录解释为S停牌，也不会根据缺少S记录认定可交易。事件来源与公告日期见已审查事实表。完整清单见下方折叠表；外部task目录另保留CSV，未覆盖旧sealed输出或共享alias。
使用项目现有Python环境执行（新uv环境下载被网络沙箱阻断）。命令中的根路径由本机workspace配置解析：
python scripts/audit_st_paired_exits.py \
--source "$DATA_ROOT/quant/quant-market-research/research/st-paired-short-20261018/monthly-v1" \
--suspensions "$DATA_ROOT/quant/quant-market-data-platform/assets/tushare/a_share/suspend_d_20260917/suspend_d.parquet" \
--facts docs/research/experiments/st-exit-reviewed-facts-20261019.json \
--output "$DATA_ROOT/quant/quant-market-research/research/st-exit-evidence-20261019/monthly-v2"输出路径必须全新。owner已有terminal_event_document_facts只覆盖000562及601268，和本次五家不匹配；它没有本次可借用的结算事实。此次没有新供应商API调用，没有证明完整公司行为覆盖或账户结算。所有235条失败记录均保持unresolved；不得以零、全损、末价持平或未来新成员代填。
107条形成日/发行人事件
| Formation | Entry | Endpoint | Security | N | Arms | Missing | Terminal |
|---|---|---|---|---|---|---|---|
| 20230131 | 20230201 | 20230301 | 002499.SZ | 50/100/200 | I | end | False |
| 20230131 | 20230201 | 20230301 | 600139.SH | 100/200 | I | end | False |
| 20230131 | 20230201 | 20230301 | 600260.SH | 50/100/200 | I | end | True |
| 20230131 | 20230201 | 20230301 | 920039.BJ | 100/200 | E/I | end | False |
| 20230228 | 20230301 | 20230403 | 300309.SZ | 200 | I | end | False |
| 20230228 | 20230301 | 20230403 | 600311.SH | 50/100/200 | I | end | True |
| 20230228 | 20230301 | 20230403 | 920039.BJ | 100/200 | E/I | entry | False |
| 20230331 | 20230403 | 20230504 | 000023.SZ | 200 | E/I | end | False |
| 20230331 | 20230403 | 20230504 | 000150.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 000806.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 002417.SZ | 100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 002751.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 002781.SZ | 100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 300089.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 300297.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 300392.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 600242.SH | 50/100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 600781.SH | 100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 603030.SH | 200 | E/I | end | False |
| 20230331 | 20230403 | 20230504 | 688086.SH | 50/100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 688555.SH | 50/100/200 | I | end | False |
| 20230428 | 20230504 | 20230601 | 000023.SZ | 200 | E/I | entry | False |
| 20230428 | 20230504 | 20230601 | 000606.SZ | 100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 000806.SZ | 200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 002751.SZ | 200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 002781.SZ | 50/100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 300089.SZ | 50/100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 300273.SZ | 200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 300392.SZ | 50/100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 600122.SH | 200 | I | end | False |
| 20230428 | 20230504 | 20230601 | 600242.SH | 50/100/200 | I | entry | False |
| 20230428 | 20230504 | 20230601 | 600781.SH | 100/200 | I | entry | False |
| 20230428 | 20230504 | 20230601 | 603030.SH | 200 | E/I | entry | False |
| 20230531 | 20230601 | 20230703 | 000616.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 000691.SZ | 200 | E | end | False |
| 20230531 | 20230601 | 20230703 | 000732.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 000918.SZ | 200 | I | entry,end | False |
| 20230531 | 20230601 | 20230703 | 002113.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 002118.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 002504.SZ | 100/200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 300163.SZ | 200 | E | end | False |
| 20230531 | 20230601 | 20230703 | 600077.SH | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 600393.SH | 200 | I | end | False |
| 20230630 | 20230703 | 20230801 | 300163.SZ | 200 | E | entry | False |
| 20231130 | 20231201 | 20240102 | 002776.SZ | 50/100/200 | I | end | False |
| 20231130 | 20231201 | 20240102 | 600290.SH | 50/100/200 | I | end | False |
| 20231229 | 20240102 | 20240201 | 002740.SZ | 50/100/200 | I | end | False |
| 20240131 | 20240201 | 20240301 | 002089.SZ | 200 | I | end | False |
| 20240131 | 20240201 | 20240301 | 603603.SH | 200 | I | end | False |
| 20240229 | 20240301 | 20240401 | 000005.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 000416.SZ | 50/100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 000996.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 002087.SZ | 100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 002433.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 002699.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 300282.SZ | 50/100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 300742.SZ | 50/100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 603133.SH | 200 | I | end | False |
| 20240430 | 20240506 | 20240603 | 300282.SZ | 50/100/200 | I | entry,end | False |
| 20240430 | 20240506 | 20240603 | 300495.SZ | 50/100/200 | I | end | False |
| 20240430 | 20240506 | 20240603 | 300742.SZ | 50/100/200 | I | entry,end | False |
| 20240531 | 20240603 | 20240701 | 000836.SZ | 100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 000971.SZ | 100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 002288.SZ | 200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 002621.SZ | 50/100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 300262.SZ | 50/100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 600220.SH | 200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 600836.SH | 50/100/200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 000023.SZ | 50/100/200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 002325.SZ | 100/200 | I | entry,end | False |
| 20240628 | 20240701 | 20240801 | 002341.SZ | 200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 002435.SZ | 50/100/200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 002502.SZ | 200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 600112.SH | 50/100/200 | I | end | False |
| 20240731 | 20240801 | 20240902 | 002308.SZ | 100/200 | I | end | False |
| 20241031 | 20241101 | 20241202 | 000929.SZ | 200 | E | entry | False |
| 20241031 | 20241101 | 20241202 | 002656.SZ | 50/100/200 | I | end | False |
| 20241031 | 20241101 | 20241202 | 600289.SH | 100/200 | I | end | False |
| 20241129 | 20241202 | 20250102 | 002494.SZ | 200 | E/I | end | False |
| 20241231 | 20250102 | 20250205 | 000040.SZ | 200 | I | end | False |
| 20241231 | 20250102 | 20250205 | 600083.SH | 50/100/200 | I | end | False |
| 20241231 | 20250102 | 20250205 | 600898.SH | 50/100/200 | I | end | False |
| 20250127 | 20250205 | 20250303 | 603963.SH | 50/100/200 | I | end | False |
| 20250228 | 20250303 | 20250401 | 300117.SZ | 50/100/200 | I | end | False |
| 20250228 | 20250303 | 20250401 | 300630.SZ | 50/100/200 | I | end | False |
| 20250228 | 20250303 | 20250401 | 605081.SH | 50/100/200 | E/I | end | False |
| 20250331 | 20250401 | 20250506 | 000040.SZ | 50/100/200 | I | entry,end | True |
| 20250331 | 20250401 | 20250506 | 000622.SZ | 50/100/200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 002750.SZ | 50/100/200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 300108.SZ | 50/100/200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 300117.SZ | 50/100/200 | I | entry,end | True |
| 20250331 | 20250401 | 20250506 | 300208.SZ | 200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 600070.SH | 50/100/200 | I | end | True |
| 20250331 | 20250401 | 20250506 | 600387.SH | 200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 600462.SH | 50/100/200 | I | end | False |
| 20250430 | 20250506 | 20250603 | 000622.SZ | 50/100/200 | I | entry,end | False |
| 20250430 | 20250506 | 20250603 | 002199.SZ | 100/200 | I | end | False |
| 20250430 | 20250506 | 20250603 | 300208.SZ | 50/100/200 | I | entry,end | False |
| 20250530 | 20250603 | 20250701 | 300478.SZ | 200 | E/I | end | False |
| 20250530 | 20250603 | 20250701 | 920680.BJ | 50/100/200 | I | end | False |
| 20250731 | 20250801 | 20250901 | 920680.BJ | 50/100/200 | I | end | False |
| 20250829 | 20250901 | 20251009 | 000851.SZ | 50/100/200 | I | end | False |
| 20250829 | 20250901 | 20251009 | 603843.SH | 200 | I | end | False |
| 20251031 | 20251103 | 20251201 | 300379.SZ | 50/100/200 | I | end | False |
| 20251031 | 20251103 | 20251201 | 600200.SH | 50/100/200 | I | end | False |
| 20251031 | 20251103 | 20251201 | 603388.SH | 50/100/200 | I | end | False |
| 20251128 | 20251201 | 20260105 | 920641.BJ | 50/100/200 | E/I | end | False |
I为包含ST，E为排除ST，均保留原等权。
ST paired monthly comparison: missing exit evidence (2026-10-19)
The 235 failed selected rows represent 107 formation/issuer events. Zero events were restored. All 50 missing entry rows match dated suspensions. Of 220 missing endpoint rows, 205 match dated suspensions; the remaining 15 are five terminal events repeated across N=50/100/200. Suspension matches corroborate absence using the same provider; they do not establish fills. Baskets, dates, weights and returns remain unchanged. There is no new executable return or NAV.
This supplements the original monthly study. Complete pairs remain 15/13/9 out of 36 months for N=50/100/200, with mean include-minus-exclude differences of +0.202/−0.514/−1.028 percentage points. On the common nine months they remain −0.752/−0.927/−1.028 points. The N50 sign reversal illustrates conditional sample selection. Inputs remain retrospective 2026 snapshots with revision_safe=false.
Five terminal events
| Formation | Security | Scheduled entry → endpoint | Last clean trade date, context only | Remaining blocker |
|---|---|---|---|---|
| 20230131 | 600260 Kaile | 20230201 → 20230301 | 20230202 | Entry observed; terminal endpoint without verified settlement |
| 20230228 | 600311 Ronghua | 20230301 → 20230403 | 20230302 | Entry observed; terminal endpoint without verified settlement |
| 20250331 | 600070 Furun | 20250401 → 20250506 | 20250410 | Entry observed; terminal endpoint without verified settlement |
| 20250331 | 300117 Jiayu | 20250401 → 20250506 | 20250331 | Entry already suspended; terminal endpoint |
| 20250331 | 000040 Dongxu Azure | 20250401 → 20250506 | 20250331 | Entry already suspended; terminal endpoint |
The SSE decisions for 600260, 600311, and 600070 establish trading-triggered termination without a delisting trading period and require arrangements for subsequent share transfer. They provide neither a tradable scheduled endpoint quote nor a cash settlement amount.
Jiayu’s delisting notice confirms April 30 removal, while its April 1 notice states suspension starts at that day’s open. Dongxu Azure’s issuer notice confirms April 30 removal and no delisting trading period. Its documents give differing decision/receipt/republication dates (April 25/28/29); those source differences are retained. They do not change the missing entry and endpoint evidence.
A last trade is not a prespecified exit. Share transfer is not cash repayment. Future transfer quotes, compensation terms or registration documents cannot be stitched into this protocol automatically. A separate protocol would need raw prices, share entitlements, successor securities and cash accounting, dated availability and execution rules. Terminal value alone cannot restore Jiayu or Dongxu Azure because their scheduled entries were already suspended.
Beijing exchange identity checks
Four formation/issuer events initially lacked direct suspension matches: two for Guoyi and two for Guangdao. The BSE code mapping establishes 831039→920039 and 839680→920680. The owner’s dated suspension table records S for 831039 on 20230301 and for 839680 on 20250701 and 20250901. The alias is used only to join suspension evidence. All four remain blocked; no price is substituted. Guoyi’s March 7, 2023 notice also documents the March 1 suspension and its continuation.
Reproduction and limits
audit_st_paired_exits.py verifies the frozen selection audit SHA256, then produces the 235 selected rows, 107 distinct events, five terminal evidence matches and an input/output hash receipt. It preserves both basket code and suspension evidence code. Resume (R) events never count as suspension (S); absence of S never proves tradability. See the reviewed facts and the complete event inventory below. CSVs are retained in a dedicated external task directory; frozen outputs and shared aliases were not changed.
Run with the existing project Python environment (new uv environment downloads were blocked by the network sandbox), resolving DATA_ROOT from local workspace settings:
python scripts/audit_st_paired_exits.py \
--source "$DATA_ROOT/quant/quant-market-research/research/st-paired-short-20261018/monthly-v1" \
--suspensions "$DATA_ROOT/quant/quant-market-data-platform/assets/tushare/a_share/suspend_d_20260917/suspend_d.parquet" \
--facts docs/research/experiments/st-exit-reviewed-facts-20261019.json \
--output "$DATA_ROOT/quant/quant-market-research/research/st-exit-evidence-20261019/monthly-v2"The output directory must be new. Existing owner terminal-document facts cover only 000562 and 601268, neither matching this sample. No new provider API was called; this audit does not certify comprehensive corporate-action coverage or account settlement. Every failed row remains unresolved, without zero, total-loss, stale-price or future-constituent substitution.
107 formation / issuer events
| Formation | Entry | Endpoint | Security | N | Arms | Missing | Terminal |
|---|---|---|---|---|---|---|---|
| 20230131 | 20230201 | 20230301 | 002499.SZ | 50/100/200 | I | end | False |
| 20230131 | 20230201 | 20230301 | 600139.SH | 100/200 | I | end | False |
| 20230131 | 20230201 | 20230301 | 600260.SH | 50/100/200 | I | end | True |
| 20230131 | 20230201 | 20230301 | 920039.BJ | 100/200 | E/I | end | False |
| 20230228 | 20230301 | 20230403 | 300309.SZ | 200 | I | end | False |
| 20230228 | 20230301 | 20230403 | 600311.SH | 50/100/200 | I | end | True |
| 20230228 | 20230301 | 20230403 | 920039.BJ | 100/200 | E/I | entry | False |
| 20230331 | 20230403 | 20230504 | 000023.SZ | 200 | E/I | end | False |
| 20230331 | 20230403 | 20230504 | 000150.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 000806.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 002417.SZ | 100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 002751.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 002781.SZ | 100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 300089.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 300297.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 300392.SZ | 200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 600242.SH | 50/100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 600781.SH | 100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 603030.SH | 200 | E/I | end | False |
| 20230331 | 20230403 | 20230504 | 688086.SH | 50/100/200 | I | end | False |
| 20230331 | 20230403 | 20230504 | 688555.SH | 50/100/200 | I | end | False |
| 20230428 | 20230504 | 20230601 | 000023.SZ | 200 | E/I | entry | False |
| 20230428 | 20230504 | 20230601 | 000606.SZ | 100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 000806.SZ | 200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 002751.SZ | 200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 002781.SZ | 50/100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 300089.SZ | 50/100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 300273.SZ | 200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 300392.SZ | 50/100/200 | I | entry,end | False |
| 20230428 | 20230504 | 20230601 | 600122.SH | 200 | I | end | False |
| 20230428 | 20230504 | 20230601 | 600242.SH | 50/100/200 | I | entry | False |
| 20230428 | 20230504 | 20230601 | 600781.SH | 100/200 | I | entry | False |
| 20230428 | 20230504 | 20230601 | 603030.SH | 200 | E/I | entry | False |
| 20230531 | 20230601 | 20230703 | 000616.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 000691.SZ | 200 | E | end | False |
| 20230531 | 20230601 | 20230703 | 000732.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 000918.SZ | 200 | I | entry,end | False |
| 20230531 | 20230601 | 20230703 | 002113.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 002118.SZ | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 002504.SZ | 100/200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 300163.SZ | 200 | E | end | False |
| 20230531 | 20230601 | 20230703 | 600077.SH | 200 | I | end | False |
| 20230531 | 20230601 | 20230703 | 600393.SH | 200 | I | end | False |
| 20230630 | 20230703 | 20230801 | 300163.SZ | 200 | E | entry | False |
| 20231130 | 20231201 | 20240102 | 002776.SZ | 50/100/200 | I | end | False |
| 20231130 | 20231201 | 20240102 | 600290.SH | 50/100/200 | I | end | False |
| 20231229 | 20240102 | 20240201 | 002740.SZ | 50/100/200 | I | end | False |
| 20240131 | 20240201 | 20240301 | 002089.SZ | 200 | I | end | False |
| 20240131 | 20240201 | 20240301 | 603603.SH | 200 | I | end | False |
| 20240229 | 20240301 | 20240401 | 000005.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 000416.SZ | 50/100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 000996.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 002087.SZ | 100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 002433.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 002699.SZ | 200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 300282.SZ | 50/100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 300742.SZ | 50/100/200 | I | end | False |
| 20240329 | 20240401 | 20240506 | 603133.SH | 200 | I | end | False |
| 20240430 | 20240506 | 20240603 | 300282.SZ | 50/100/200 | I | entry,end | False |
| 20240430 | 20240506 | 20240603 | 300495.SZ | 50/100/200 | I | end | False |
| 20240430 | 20240506 | 20240603 | 300742.SZ | 50/100/200 | I | entry,end | False |
| 20240531 | 20240603 | 20240701 | 000836.SZ | 100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 000971.SZ | 100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 002288.SZ | 200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 002621.SZ | 50/100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 300262.SZ | 50/100/200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 600220.SH | 200 | I | end | False |
| 20240531 | 20240603 | 20240701 | 600836.SH | 50/100/200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 000023.SZ | 50/100/200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 002325.SZ | 100/200 | I | entry,end | False |
| 20240628 | 20240701 | 20240801 | 002341.SZ | 200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 002435.SZ | 50/100/200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 002502.SZ | 200 | I | end | False |
| 20240628 | 20240701 | 20240801 | 600112.SH | 50/100/200 | I | end | False |
| 20240731 | 20240801 | 20240902 | 002308.SZ | 100/200 | I | end | False |
| 20241031 | 20241101 | 20241202 | 000929.SZ | 200 | E | entry | False |
| 20241031 | 20241101 | 20241202 | 002656.SZ | 50/100/200 | I | end | False |
| 20241031 | 20241101 | 20241202 | 600289.SH | 100/200 | I | end | False |
| 20241129 | 20241202 | 20250102 | 002494.SZ | 200 | E/I | end | False |
| 20241231 | 20250102 | 20250205 | 000040.SZ | 200 | I | end | False |
| 20241231 | 20250102 | 20250205 | 600083.SH | 50/100/200 | I | end | False |
| 20241231 | 20250102 | 20250205 | 600898.SH | 50/100/200 | I | end | False |
| 20250127 | 20250205 | 20250303 | 603963.SH | 50/100/200 | I | end | False |
| 20250228 | 20250303 | 20250401 | 300117.SZ | 50/100/200 | I | end | False |
| 20250228 | 20250303 | 20250401 | 300630.SZ | 50/100/200 | I | end | False |
| 20250228 | 20250303 | 20250401 | 605081.SH | 50/100/200 | E/I | end | False |
| 20250331 | 20250401 | 20250506 | 000040.SZ | 50/100/200 | I | entry,end | True |
| 20250331 | 20250401 | 20250506 | 000622.SZ | 50/100/200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 002750.SZ | 50/100/200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 300108.SZ | 50/100/200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 300117.SZ | 50/100/200 | I | entry,end | True |
| 20250331 | 20250401 | 20250506 | 300208.SZ | 200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 600070.SH | 50/100/200 | I | end | True |
| 20250331 | 20250401 | 20250506 | 600387.SH | 200 | I | end | False |
| 20250331 | 20250401 | 20250506 | 600462.SH | 50/100/200 | I | end | False |
| 20250430 | 20250506 | 20250603 | 000622.SZ | 50/100/200 | I | entry,end | False |
| 20250430 | 20250506 | 20250603 | 002199.SZ | 100/200 | I | end | False |
| 20250430 | 20250506 | 20250603 | 300208.SZ | 50/100/200 | I | entry,end | False |
| 20250530 | 20250603 | 20250701 | 300478.SZ | 200 | E/I | end | False |
| 20250530 | 20250603 | 20250701 | 920680.BJ | 50/100/200 | I | end | False |
| 20250731 | 20250801 | 20250901 | 920680.BJ | 50/100/200 | I | end | False |
| 20250829 | 20250901 | 20251009 | 000851.SZ | 50/100/200 | I | end | False |
| 20250829 | 20250901 | 20251009 | 603843.SH | 200 | I | end | False |
| 20251031 | 20251103 | 20251201 | 300379.SZ | 50/100/200 | I | end | False |
| 20251031 | 20251103 | 20251201 | 600200.SH | 50/100/200 | I | end | False |
| 20251031 | 20251103 | 20251201 | 603388.SH | 50/100/200 | I | end | False |
| 20251128 | 20251201 | 20260105 | 920641.BJ | 50/100/200 | E/I | end | False |
I = include ST; E = exclude ST. Both arms retain original equal weights.