szl-quant-sft-v1 — training rows with signed lineage

Training eligibility: HELD-COUNSEL. Do not train on this dataset. The estate's license register (SZLHOLDINGS/model-bom DATASET_LICENSE_REGISTER.csv) lists this dataset as HELD pending counsel review of upstream CoinGecko redistribution and commercial terms, and it appears on the CI-enforced TRAINING_BLOCKLIST.txt. The rows are published for lineage inspection and replay verification only. The Apache-2.0 declaration covers this repository's own materials (generator output, manifests, receipts); it does not license the upstream price feed.

Every row in this dataset is derived deterministically from a DSSE-signed backtest receipt and is recomputable bit-exact from content-addressed archives. No row was hand-written, scraped, or synthesized by a model.

Evidence boundary (from status.json, observed 2026-09-25)

Subject	Evidence state
Repository card declares Apache-2.0; standalone LICENSE published	OBSERVED
Copyright ownership of upstream price data · relicensing authority	UNKNOWN
Artifact lineage · consent · privacy review · training suitability · deployment	BLOCKED
Production-ready	false
Training eligibility (estate register)	HELD-COUNSEL (CoinGecko upstream terms)

Prohibited interpretations (verbatim from status.json): the local candidate proves copyright ownership; the local candidate proves authority to relicense any repository artifact; the README declaration proves artifact lineage, consent, privacy review, or training suitability; the candidate is deployed, served, promoted, or production-ready.

Lineage (verifiable end-to-end)

CoinGecko daily closes (REPORTED venue feed)
  → szl-quant MEASURED walk-forward backtests → DSSE-signed receipts
      github.com/szl-holdings/szl-quant/receipts/backtest_*.receipt.json
  → content-addressed input archives  data/datasets/<sha256>.json
  → tools/sft-export.mjs — deterministic replay of the engine's actual
    decisions (signature-verified receipts only; fail-closed on any mismatch)
  → quant_sft_v1.jsonl  (this repo)
  → quant_sft_v1.manifest.json + DSSE receipt over the manifest

Each row's provenance block cites: source receipt path, receipt file sha256, dataset archive sha256, bar index, generator. The signed manifest pins the JSONL bytes (jsonlSha256).

What the rows teach

Doctrine-governed advisory reasoning, in the engine's own voice:

• honesty labels on every value (REPORTED feed, HEURISTIC components, advisory Λ);
• conviction hard-capped at 0.97 (proven trust locked false);
• genuine ABSTAIN examples where history is insufficient — an absent value carries no value;
• fixed caveats in every answer: paper-only, advisory, not financial advice.

Composition (2,693 rows): ENTER_LONG 1,267 · EXIT_LONG 773 · HOLD 637 (downsampled 1-in-7 per stream, declared rule) · ABSTAIN 16. Assets (rows): BTC 682 · ETH 707 · SOL 741 · BONK 563 (365d daily, ending 2026-07-21).

Timestamps: each row's asOfIso is the decision bar close; the engine books fills at the next bar close. Evidence windows end at the decision bar — no lookahead.

Row format

{
  "messages": [
    {"role": "system", "content": "You are SZL-Quant, a doctrine-governed advisory research analyst. LAW: …"},
    {"role": "user", "content": "{\"task\":\"advisory-signal-decision\",\"asset\":{\"coinId\":\"bitcoin\",\"symbol\":\"BTC\"},\"asOfIso\":…,\"params\":…,\"evidence\":{…}}"},
    {"role": "assistant", "content": "{\"action\":\"HOLD\",\"components\":[…],\"conviction\":null,…,\"caveats\":[…]}"}
  ],
  "provenance": {
    "derivation": "deterministic-replay",
    "sourceReceipt": "receipts/backtest_BTC_365d.receipt.json",
    "receiptSha256": "…64 hex…",
    "datasetSha256": "…64 hex…",
    "barIndex": 123,
    "generator": "tools/sft-export.mjs v1"
  }
}

Verify before you trust

git clone https://github.com/szl-holdings/szl-quant && cd szl-quant
npm test                      # includes sft-export verification suite
sha256sum sft/quant_sft_v1.jsonl   # must equal manifest.jsonlSha256
node verify/verify.mjs --dir receipts   # source receipts, independently

The manifest receipt (quant_sft_v1.manifest.receipt.json) is an in-toto/DSSE envelope signed by the szl-quant engine key (keyId 5c6cf59741ade920, pubkey committed in the repo); its subject digest pins the manifest, and the manifest pins the JSONL.

Canonical source: szl-holdings/szl-quant (GitHub, Apache-2.0).

Honest limits

• The underlying feed is REPORTED (public venue history) — the dataset inherits that trust level; backtest context is MEASURED replay, not market truth.
• Upstream redistribution and commercial terms for the CoinGecko-derived closes are under counsel review; training eligibility stays HELD until that review clears.
• Decisions reflect one momentum/mean-reversion strategy family on 4 assets × 365 daily bars — narrow coverage, no claim of general market skill.
• Labels teach the form of honest reasoning; they do not certify profitable trading. The source engine's own receipts state limited/negative out-of-sample results plainly.
• Receipts are attestations by a keyholder, not cryptographic proof of computation.

Advisory research data. Paper-only lineage. Not financial advice.

Citation

Part of the SZL Holdings research program; concept DOI 10.5281/zenodo.19944926. No artifact-specific DOI is minted for this dataset.