为什么这条论证可信（leakage guard）：时点数据 PIT、防穿越交叉验证 PurgedKFold+Embargo、可复现 H6 确定性——横护整条论证链的守卫
守卫 · 为什么这些数字可信？
反泄漏仪表盘
反泄漏纪律的活体状态：点在时间数据、purged 折 + embargo、H6 比特一致确定性。
Point-in-time dataPIT
Fundamentals via filed date · macro via ALFRED vintage · VIX no-revision
PASS
PurgedGroupKFold + embargo21
group=month · 21-session embargo · no label leakage
PASS
H₆ determinismH6
n_jobs=1 · all seeds 0 · version-pinned (uv.lock) · bit-identical
PASS
config_committed BEFORE resultledger
Frozen config sha256 appended to ledger before any OOS metric
PASS
Two-tailed pre-registration2-tail
One pre-reg per phase · treatment-vs-baseline differential is the claim
PASS
Multiplicity budget = 1k=1
Pre-specified interaction only · no K-family inflation
PASS
冻结审计时间线 · config_committed 在结果之前
每一行 config_committed（冻结配置的 sha256）都先于其结果行写入此 append-only 账本——这是反泄漏契约的活体证据。改配置 = 新行，非静默覆盖；headline 无法被「重跑到显著」救回。
| # | 日期 | 事件 | 阶段 | config sha | 估计量 | 裁决 |
|---|---|---|---|---|---|---|
| 20 | 2026-07-27 | Phase B 冻结 | B | — | — | — |
| 27 | 2026-07-28 | 冻结配置 | B | 17245a75 | — | — |
| 28 | 2026-07-28 | 确认性结果 | B | 17245a75 | — | H6 PASS |
| 29 | 2026-07-28 | 冻结配置 | C | a7fdb48f | — | — |
| 30 | 2026-07-28 | 确认性结果 | C | a7fdb48f | — | H6 PASS |
| 31 | 2026-07-28 | 探索性 | strategy_return | — | — | — |
| 32 | 2026-07-28 | 探索性 | strategy_return | — | — | — |
| 33 | 2026-07-29 | 冻结配置 | D | d3158063 | — | — |
| 34 | 2026-07-29 | 确认性结果 | D | d3158063 | — | H6 PASS |
| 35 | 2026-07-29 | 冻结配置 | E1 | ef321e9e | — | — |
| 36 | 2026-07-29 | 探索性 | sensitivity_horizon | — | — | — |
| 37 | 2026-07-29 | 确认性结果 | E1 | ef321e9e | — | H6 PASS |
| 38 | 2026-07-29 | 探索性 | strategy_return | — | — | — |
| 39 | 2026-07-30 | 探索性 | sensitivity_horizon | — | — | — |
| 40 | 2026-08-02 | 冻结配置 | track_b | 7a13579e | — | — |
| 41 | 2026-08-02 | 冻结配置 | track_b | bf620bdf | — | — |
| 42 | 2026-08-02 | 冻结配置 | track_b | 9af9e8b6 | — | — |
| 43 | 2026-08-03 | 冻结配置 | baseline_ff5 | 0b0b9934 | — | — |
| 44 | 2026-08-03 | 冻结配置 | baseline_rank | 43ff0e15 | — | — |
| 45 | 2026-08-03 | 冻结配置 | baseline_rank | 22817980 | — | — |
| 46 | 2026-08-03 | 冻结配置 | track_c | 758ca4d7 | — | — |
| 47 | 2026-08-03 | 冻结配置 | track_c | 252cf7df | — | — |
| 48 | 2026-08-05 | 冻结配置 | track_c | e14b9d44 | — | — |
| 49 | 2026-08-05 | 确认性结果 | track_c | e14b9d44 | combined_IC=-0.0088 (p=0.484) | NOT_EQUIVALENT |
| 51 | 2026-08-08 | 冻结配置 | track_adaptive | 892fb506 | — | — |
| 52 | 2026-08-08 | 冻结配置 | track_adaptive | ffd0c922 | — | — |
| 53 | 2026-08-08 | 冻结配置 | track_adaptive | b7621e6b | — | — |
| 54 | 2026-08-09 | OOS 结果 | track_adaptive | b7621e6b | IC_diff=-0.0037 (p=0.2563) | NULL (IC_diff -0.0037, p=0.26, CI crosses zero; adaptive weekly refit slightly WORSE than truly-frozen, not better; expected null per power floor + GKX update-f |
| 59 | 2026-10-07 | 探索性 | pbo_diagnostic | — | — | — |
| 60 | 2026-10-07 | 探索性 | mintrl_diagnostic | — | — | — |
| 61 | 2026-10-07 | 探索性 | data_snapshot_baseline | — | — | — |
| 62 | 2026-10-07 | 探索性 | llm_memory_probe | — | — | — |
| 63 | 2026-10-08 | 探索性 | data_snapshot_baseline | — | — | — |
| 64 | 2026-10-08 | 探索性 | llm_memory_probe | — | — | — |
| 65 | 2026-10-08 | 探索性 | llm_memory_probe | — | — | — |
append-only · 不可变 · config_committed 永远先于结果。共 72 行账本（35 行承载裁决）。