CONSERVATION
归因守恒
总变化0.064054966036
组件合计0.064054966036
残差0
币种HKD
CONTROLLED RESEARCHNO TRADING仅工作区研究资产、策略参数、Sandbox 回测任务与报告可受控写入 · 不构成投资建议
PHASE 2.58 · HK RISK ATTRIBUTION
港股样例风险归因
只读展示固定研究复合与 Benchmark 的拆分、守恒和审计证据。
SNAPSHOTS1
STATUSPASS_CANDIDATE
COMPONENTS5
BRIDGE RESIDUAL0
ATTRIBUTION GATEOPEN · RESEARCH ONLY
IMMUTABLE
RESEARCH BOUNDARY
下游隔离
正式业绩NOT PUBLISHED
策略建议NOT PRODUCED
模拟 / 实盘CLOSED
账户 / 券商NOT CONNECTED
ATTRIBUTION SNAPSHOTS
不可变研究快照
| 归因版本 | Benchmark | 日期 / 状态 | 总变化 | 基准变化 | 差额 | 组件 / 残差 |
|---|---|---|---|---|---|---|
| HK_FIXED_20_EQUAL_WEIGHT_VS_HSI_20260721_V1_RISKHK_FIXED_20_EQUAL_WEIGHT_VS_HSI_20260721_V1 | HSI | 2026-07-20PASS_CANDIDATE | 0.064054966036 | 0.00595772434 | 0.058097241696 | 5RESIDUAL 0 |
ATTRIBUTION COMPONENTS
最新快照组件
| 组件 | 贡献 | 单位 | 状态 | 方法 | 证据指纹 |
|---|---|---|---|---|---|
| BENCHMARK_MARKET | 0.00595772434 | DECIMAL_RETURN | PASS | HSI price-index return over exact aligned window | 06a092382b9ab82216b528cd98408216f16179c9dc1e11ba643ae5730e4d6ce9 |
| BRIDGE_RESIDUAL | 0 | DECIMAL_RETURN | PASS | Conservation residual after exact Decimal bridge | 0e1bdc5889d9a8ba9f5135799dd2d0d5f0769cde3f5fd4818ac3997502a28ae6 |
| CASH_DRAG | 0 | DECIMAL_RETURN | PASS | Fully normalized research composite; no cash ledger | 630767b74878b2671b0587ffad25b89ea2ac4b2dd511cd38ff3a07a06036879e |
| FEE_DRAG | 0 | DECIMAL_RETURN | PASS | No transactions were modeled; not a backtest | 3f99477469d061f0bcc1baf9958108d0413753f88b506cd4c9422ce87cb61d40 |
| FIXED_SAMPLE_EXCESS | 0.058097241696 | DECIMAL_RETURN | PASS | Residual difference of equal-weight normalized sample composite versus HSI | 9cd9f34d52b1a4eff0029321e02ff10f8861d502002b0875dcb4a93c1fa979b4 |
AUDIT LOG
只读审计链
| 序号 | 事件 | 状态 | 时间 |
|---|---|---|---|
| 1 | BENCHMARK_SOURCE_SCOPE_RECORDED | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 2 | OFFICIAL_METHODOLOGY_BOUND | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 3 | EXACT_DATE_ALIGNMENT_VALIDATED | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 4 | NO_FUTURE_OR_IMPUTATION_VALIDATED | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 5 | FINITE_METRICS_VALIDATED | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 6 | ATTRIBUTION_BRIDGE_CONSERVED | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 7 | NO_BACKTEST_OR_TRADES_CREATED | PASS | 2026-07-21T05:15:53.958169+00:00 |
| 8 | RESEARCH_ONLY_GATES_PUBLISHED | PASS | 2026-07-21T05:15:53.958169+00:00 |
风险归因是样例研究解释，不是投资建议、组合建议或收益承诺。