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HK Equity Snapshot Artifact Contract

Active profile

hk_low_vol_dividend_quality_snapshot

Current status: retained first HK snapshot candidate. It is still evidence-gated and not approved for live order submission by this repository alone.

Live-enable backtest evidence boundary

Snapshot artifacts are not sufficient for live trading by themselves. The live-enable evidence pack must include at least 3 independent out-of-sample folds, every fold's max drawdown <= 30%, overall max drawdown <= 30%, max single-period return contribution <= 60%, and annual-return-to-max-drawdown ratio >= 0.50 before platform dry-run removal can be considered.

Files

Artifact Filename
Factor snapshot hk_low_vol_dividend_quality_snapshot_factor_snapshot_latest.csv
Manifest hk_low_vol_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json
Ranking preview hk_low_vol_dividend_quality_snapshot_ranking_latest.csv
Release summary release_status_summary.json

Required snapshot columns

  • symbol: five-digit HK ticker without .HK, for example 00005.
  • sector
  • close_hkd
  • adv20_hkd
  • market_cap_hkd
  • dividend_yield_net
  • dividend_stability_3y
  • earnings_positive
  • payout_ratio
  • realized_vol_126
  • beta_252
  • maxdd_252
  • mom_6m
  • mom_12_1
  • sma200_gap
  • suspension_days_63

Optional columns include as_of, snapshot_date, eligible, lot_size, pe_ratio, free_cash_flow_yield, realized_vol_252, corporate_action_flag, and related quality/yield controls used by the retained strategy helper.

Runtime mapping

  • Strategy repo: HkEquityStrategies
  • Runtime profile: hk_low_vol_dividend_quality_snapshot
  • Required runtime input: feature_snapshot
  • Manifest required by runtime: true
  • Supported platform wiring: IBKR and LongBridge, subject to each platform's dry-run and evidence gates.

Rejected profile policy

A removed snapshot profile must not be re-added by editing this contract in place. Reopen it only with a new research PR that includes:

  • production point-in-time data source plan;
  • long / medium / short backtest evidence with max drawdown <= 30%;
  • same-universe ablation against the retained low-vol dividend strategy;
  • HK cost, lot-size, liquidity, suspension and capacity checks;
  • artifact provenance, bilingual notification evidence, rollout controls and operator approval requirements.