{
  "generated_at": "2026-08-06T21:43:54+08:00",
  "status": "research_only_not_a_trading_strategy",
  "source_date_limits": {
    "tw_prices_min": "2004-01-02",
    "tw_prices_max": "2026-08-06",
    "us_prices_min": "2004-01-02",
    "us_prices_max": "2026-08-05",
    "yahoo_benchmarks_max": "2026-08-06",
    "fred_benchmarks_max": "2026-06-01"
  },
  "counts": {
    "benchmark_catalog": 39,
    "benchmark_available": 39,
    "business_mapping_rows": 194,
    "analyzed_pairs": 184,
    "missing_pairs": 10,
    "strong_fdr_pairs": 0
  },
  "costs": {
    "tw_entry_commission": 0.001425,
    "tw_exit_commission": 0.001425,
    "tw_exit_tax": 0.003,
    "tw_entry_slippage": 0.001,
    "tw_exit_slippage": 0.001,
    "us_entry_slippage": 0.001,
    "us_exit_slippage": 0.001,
    "method": "multiplicative"
  },
  "point_in_time": {
    "fred_publication_lag_months": 1,
    "fred_vintage_status": "latest revised values, not strict ALFRED historical vintages",
    "signal_month_to_stock_outcome": "benchmark move known after month t; stock outcome is first available close to last close in month t+1",
    "taiwan_market_benchmarks": "TWSE uses local TWII; TPEX uses a local daily equal-weight adjusted-close return index",
    "yahoo_price_basis": "BDRY adjusted close; futures raw continuous Close and not promotion eligible",
    "universe_limitation": "current curated company map; delisted firms and historical constituents are not complete"
  },
  "capacity": {
    "method": "1 percent of trailing 20 trading day average dollar volume known at signal month",
    "impact_model": "not estimated beyond the 1 percent ADV capacity proxy"
  },
  "artifacts": {
    "history": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\原物料與運價歷史月資料.csv",
    "coverage": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\標竿序列覆蓋與限制.csv",
    "mapping": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\受惠公司商業映射.csv",
    "summary": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\價格變化對應個股統計.csv",
    "buckets": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\價格區間事件統計.csv",
    "signals": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\目前訊號與候選公司.csv",
    "missing": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\資料不足配對清單.csv",
    "crosscheck": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\本機商品序列交叉核對.csv",
    "dashboard": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\原物料運價對應台美股研究儀表板.html",
    "note": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\研究結論.md",
    "metadata": "D:\\Finance_database\\reports\\cross_market\\commodity_freight_equity_20260806\\audit_metadata.json"
  }
}