JLPSX showed a bogus +29.3%/-22.9% 3-day wiggle in Dec 2020: Yahoo dated
the 6.824 year-end cap-gain distribution on the 12-11 record date but the
market went ex-div on 12-14 (close 30.10 -> 23.22), so the raw Adj Close
column pre-applied the adjustment 3 days before the price actually fell.
New 'history' correction op ({date: {col: value}}) patches individual OHLC
cells at bundle assembly (full build, incremental, and correction-changed
recompute paths); check_corrections validates dates/columns; 4 new tests.
scripts/scan_adj_misalign.py finds the artifact set-wide: 481 hits on 278
symbols, overwhelmingly December year-end distributions of value funds
(JLPSX's class of fund). scripts/fix_adj_misalign.py repairs it
arithmetic-only (rescale adj in [event, ex-div) by (1-f); cumulative
returns unchanged, cross-checked implied dist vs the price drop). Applied
to the only curated-fund hit (JLPSX) and its sister class JLPYX (implied
dist 6.824 both = official amount; ex-div 2020-12-14). The remaining ~276
symbols are reported in reports/adj_misalign/scan.md for a bulk run.
Yahoo changed the shape of its event feed between downloads: a 2026-08
re-download of CVIX/JLPSX shows it no longer returns capitalGain events at
all (the dividend stream still carries the year-end rows), while stale
tickers now return no events at all. File-specific remove ops therefore
break silently on the next re-download, so the double-listing fix is now
expressed as layout-agnostic invariants applied at bundle assembly
(idempotent, hold for full and incremental builds):
dedup: [[date, amount]] keep at most one copy of a same-date/
same-amount cross-file pair (the capitalGain copy when both present)
drop_capg_copy: [date] the capitalGain row on that date is the
spurious copy of the dividend row
- data.py: apply_invariants() at bundle assembly + pure dedupe_event_rows()
shared with verify_official and tests (8 new test cases, 22 passing)
- JLPSX/CVSIX corrections rewritten with the invariants (2019-08-08 now
keeps the dividend amount per the verified same-date pattern)
- scripts/scan_double_listing.py: whole-dump sweep -> reports/double_listing/
6,421 symbols scanned: 1,218 with same-amount pairs (6,589), 1,631 with
differing-amount pairs (12,366, reported only - not distinguishable from
legitimate same-day div+capg without per-fund official data), 83 with
repeated within-file rows (ingest keep-last already collapses them)
- scripts/apply_dedup_corrections.py: bulk 'dedup' corrections for the
1,218 same-amount symbols (1,212 new files; the 6 verified funds keep
their explicit, official-verified corrections)
- scripts/check_corrections.py: integrity check for every correction op
against the actual (frozen) files - caught a mis-filed CVSIX entry
Scanning the verified funds for same-date div/capg pairs showed the Yahoo
double-listing mechanism in every one of the 7 'mismatch' stale funds, and
the official fiscal-year totals pin down which amount is true:
- identical-amount pairs (JLPSX, GDEUX, GSOUX, FAEVX, CVSIX, FZAGX): the
year-end distribution is in both files; keep the capitalGain copy,
remove the dividend copy (GDEUX: FY2021-08 1.73 = 1.625+0.115 and
FY2022-08 0.39 = 0.348+0.036 after; JLPSX/GSOUX/FAEVX/CVSIX same)
- differing-amount pairs (OTCRX, SHXIX, FZAGX, FGIZX, CVSIX): the
dividend-file amount is the true one in every officially-verified case
(OTCRX FY2023 0.85 = 0.852488, SHXIX FY2023 1.01 = 1.0078, FZAGX all
four FYs exact); the capitalGain row is the spurious copy
After corrections GDEUX/SHXIX/CVSIX/JLPSX verify 'ok' against their
filings. The same pattern is extended to these funds' pre-2021 history
(marked mechanism-inferred in the correction notes). Remaining residuals:
FAEVX and FGIZX are also missing regular quarterly dividend rows in the
Yahoo dump (official FY totals exceed local even after dedup) - needs the
funds' per-date distribution archives; FIKAX's official extraction is
ambiguous (systematic ~0.12/yr offset = wrong class table in the
500-fund consolidated Fidelity N-CSRS).
- EFTS queries now include 497/497K (many fund families publish their
per-fund highlights there, not in the consolidated N-CSR) and re-rank
hits by registrant name match (ticker/brand words), newest first,
capped at 2 filings per CIK
- new parse_per_share_blocks for the JPMorgan-style 'Per share operating
performance' table (per-class value blocks; dashes = zero)
- parse_highlights now tolerates row labels split across table cells
(modernized N-CSRS format, e.g. Calamos 2026)
- region finders: word-flexible name patterns (US vs U.S., class letters),
self-validating per-share regions (a candidate block must match the
local series, so a name mention in notes doesn't attribute another
fund's tables in a combined 58 MB report)
- main() keeps the best result across candidate filings (N-CSRS vs 497
can round differently) and stops early on 'ok'
- local_series applies the corrections overlay so corrected funds verify
against their filing
Results: JLPSX and CVSIX now 'ok' (all bounded fiscal years agree with
the official filings); CVSIX also gets a 2023-12-21 0.510 capital-gain
correction. bnd/pmaix still ok (no regression).
overrides/corrections/{SYM}.json (git-tracked, with as_of/source/note)
holds remove/replace/add ops on the dividend and capital-gain series.
data.py applies them on top of whatever the data root (or the frozen
snapshot) provides, in both the full build and the incremental refresh
path, and the corrections dir joins the cache manifest so a change
invalidates the cache. A goget re-download of the base CSV can never
clobber a confirmed correction. Format and usage documented in data.py.
