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.
Greg Pomerantz
43ddd3ec7f