From b007fb099bfc24ae484cd8af6f9a0424a8a75c9d Mon Sep 17 00:00:00 2001
From: shaofl <2899218482@qq.com>
Date: Fri, 12 Jun 2026 15:37:53 +0800
Subject: [PATCH 1/3] feat: P3-8 CSI500 independent generalization check
 (config + report naming)
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

Ask whether the P3-7 sign-level conclusion (value_ep/value_bp positive,
volatility_20 negative on the independent 2024-07..2026-05 window)
generalizes outside the screened universes, specifically to CSI500
(000905.SH) — a cell independent in BOTH universe and time. Machinery is
the unchanged P3-7 independent-validation layer: same factor groups,
same cost scenarios, no new factors, no tuning, no alpha/portfolio/
execution/OOS-slicing change.

- config/phase3_real_csi500_generalization.yaml: screened anchor
  SSE50|2022-2024 (must reproduce P3-6/P3-7), independent anchor
  SSE50|2024-2026 (must reproduce the P3-7 verdict numbers), and the
  NEW independent cell 000905.SH|2024-2026; CSI500|2022-2024 skipped +
  disclosed (runtime budget). Data feasibility probed: monthly 500-name
  index_weight snapshots through 2026-05-29 incl. a pre-start
  2024-06-28 snapshot; 645 distinct in-window constituents.
- output.subset_report_name (baseline_report_name precedent): each
  subset-validation study owns its report filename; None keeps the
  historical default bitwise (locked by tests) — a P3-8 run no longer
  clobbers the accepted P3-7 artifact.
- tests: +4 (CSI500 config cells/groups/scenarios/hypotheses, sample
  classes, default report filename preserved, P3-8 owns its filename)
  -> 379 passed; ruff clean; 11 configs validate; demo run-phase0
  unchanged (ic 0.96 / annual 0.8408)
---
 config/phase3_real_csi500_generalization.yaml | 203 ++++++++++++++++++
 qt/config.py                                  |   5 +
 qt/subset_validation.py                       |  15 +-
 tests/test_csi500_generalization.py           |  84 ++++++++
 4 files changed, 305 insertions(+), 2 deletions(-)
 create mode 100644 config/phase3_real_csi500_generalization.yaml
 create mode 100644 tests/test_csi500_generalization.py

diff --git a/config/phase3_real_csi500_generalization.yaml b/config/phase3_real_csi500_generalization.yaml
new file mode 100644
index 0000000..1a272b9
--- /dev/null
+++ b/config/phase3_real_csi500_generalization.yaml
@@ -0,0 +1,203 @@
+# Phase 3-8 — REAL CSI500 independent generalization check (EXPLORATORY).
+#
+# Asks whether the P3-7 conclusion (value_ep/value_bp positive, volatility_20
+# negative — sign-level SUPPORTED on the independent 2024-07..2026-05 window
+# over SSE50/CSI300) GENERALIZES outside the screened universes, specifically
+# to CSI500 (000905.SH, mid-caps): a cell that is independent in BOTH universe
+# and time. Machinery is the unchanged P3-7 independent-validation layer; same
+# factor groups, same cost scenarios, no new factors, no tuning.
+#
+# Cell roles (explicitly labeled, never averaged together):
+#   * 000016.SH|2022-2024 -> SCREENED anchor: must reproduce P3-6/P3-7 exactly.
+#   * 000016.SH|2024-2026 -> INDEPENDENT anchor: must reproduce the P3-7
+#     verdict numbers exactly (in-run reproducibility check).
+#   * 000905.SH|2024-2026 -> INDEPENDENT, NEW universe — the P3-8 question.
+#   * 000905.SH|2022-2024 -> skipped (runtime budget; ~645 names x 2y through
+#     the rate-limited SDK would add ~3h; disclosed in the report).
+#
+# Data feasibility (probed 2026-06-12): index_weight 000905.SH has monthly
+# 500-name snapshots through 2026-05-29 incl. a 2024-06-28 pre-start snapshot;
+# 645 distinct constituents in-window. Expected runtime ~3.5h total
+# (CSI500 cell ~3h dominates).
+#
+# output.subset_report_name keeps this run from clobbering the accepted P3-7
+# artifact (both runs share the run-phase3-subset mode).
+#
+# Run:  python -m qt.cli run-phase3-subset --config config/phase3_real_csi500_generalization.yaml
+# (report: artifacts/reports/phase3_csi500_generalization.md; needs the
+# tushare token; HEAVY ~3.5h.)
+
+project:
+  name: quantitative_trading_phase3_csi500_generalization
+  timezone: Asia/Shanghai
+
+data:
+  source: tushare
+  freq: D
+  start: "2022-07-01"
+  end: "2026-05-31"
+  external_secret_file: "/home/shaofl/Projects/financial_projects/.config.json"
+  tushare_token_key: "tushare.token"
+  output_name: phase3cg_daily
+
+universe:
+  type: index
+  index_code: "000016.SH"
+  symbols: []
+  min_listing_days: 60
+  filters:
+    missing_close: true
+    suspended: true
+    st: true
+    limit_up_down: true
+
+factors:
+  # FULL 11-factor pack (P3-5..P3-7, verbatim — factor math unchanged).
+  - name: momentum_20
+    enabled: true
+    params:
+      window: 20
+      price_col: close
+  - name: roe
+    enabled: true
+    params: {}
+  - name: netprofit_yoy
+    enabled: true
+    params: {}
+  - name: reversal_5
+    enabled: true
+    params:
+      window: 5
+  - name: reversal_20
+    enabled: true
+    params:
+      window: 20
+  - name: volatility_20
+    enabled: true
+    params:
+      window: 20
+  - name: liquidity_20
+    enabled: true
+    params:
+      window: 20
+  - name: overnight_mom_20
+    enabled: true
+    params:
+      window: 20
+  - name: value_ep
+    enabled: true
+    params: {}
+  - name: value_bp
+    enabled: true
+    params: {}
+  - name: grossprofit_margin
+    enabled: true
+    params: {}
+
+processing:
+  drop_missing: true
+  standardize:
+    enabled: true
+    method: zscore
+  winsorize:
+    enabled: false
+    method: mad
+    n: 3.0
+  neutralize:
+    enabled: true
+    industry_col: industry
+    size_col: market_cap
+    industry_level: L1
+
+alpha:
+  model: ic_weighted
+  params:
+    window: 60
+    min_periods: 20
+    mode: rolling
+
+portfolio:
+  constructor: topn_equal_weight
+  top_n: 20
+  long_only: true
+  max_weight: null
+  turnover_cap: null
+
+backtest:
+  initial_nav: 1.0
+  rebalance: monthly
+  event_order: close_to_next_period
+  cash_return: 0.0
+
+cost:
+  fee_rate: 0.001
+  slippage_rate: 0.0
+  turnover_formula: l1
+
+analytics:
+  forward_return_periods:
+    - 1
+    - 5
+    - 20
+  quantiles: 5
+  benchmark: null
+
+output:
+  root_dir: artifacts
+  data_dir: artifacts/data
+  factor_dir: artifacts/factors
+  report_dir: artifacts/reports
+  log_dir: artifacts/logs
+  overwrite: true
+  subset_report_name: phase3_csi500_generalization.md
+
+oos:
+  split_date: "2023-07-01"   # base-config validation only; per-cell splits below
+
+robustness:
+  universes:
+    - "000016.SH"   # SSE50 (anchors: screened 2022-2024 + independent 2024-2026)
+    - "000905.SH"   # CSI500 (the NEW independent universe)
+  windows:
+    - label: "2022-2024"     # SCREENED window (P3-3..P3-6 all used it)
+      start: "2022-07-01"
+      end: "2024-06-30"
+      split: "2023-07-01"
+    - label: "2024-2026"     # INDEPENDENT window: postdates all screening
+      start: "2024-07-01"
+      end: "2026-05-31"
+      split: "2025-07-01"
+  skip_cells:
+    - universe: "000905.SH"
+      window: "2022-2024"    # runtime budget (~645 names x 2y); disclosed
+
+subset_validation:
+  # P3-6/P3-7 group comparison reused VERBATIM (groups/cost logic unchanged).
+  groups:
+    - label: legacy_trio
+      factors: [momentum_20, roe, netprofit_yoy]
+    - label: full_pack
+      factors: [momentum_20, roe, netprofit_yoy, reversal_5, reversal_20,
+                volatility_20, liquidity_20, overnight_mom_20, value_ep,
+                value_bp, grossprofit_margin]
+    - label: value_lowvol
+      factors: [value_ep, value_bp, volatility_20]
+    - label: value_lowvol_liq
+      factors: [value_ep, value_bp, volatility_20, liquidity_20]
+  cost_scenarios:
+    - label: base
+      fee_multiplier: 1.0
+    - label: 2x
+      fee_multiplier: 2.0
+    - label: high_cost
+      fee_multiplier: 4.0
+  independent_cells:
+    - universe: "000016.SH"
+      window: "2024-2026"    # P3-7 reproducibility anchor
+    - universe: "000905.SH"
+      window: "2024-2026"    # the P3-8 generalization cell
+  hypotheses:
+    value_ep: positive
+    value_bp: positive
+    volatility_20: negative
+  min_rebalances: 8
diff --git a/qt/config.py b/qt/config.py
index 2e357f1..a468c65 100644
--- a/qt/config.py
+++ b/qt/config.py
@@ -182,6 +182,11 @@ class OutputCfg(_Strict):
     # historical default 'phase2_real_baseline.md'; a multi-factor baseline config
     # sets its own name so it never overwrites the phase2 report (P3-1).
     baseline_report_name: str | None = None
+    # Filename for the subset-validation report (run-phase3-subset). None keeps
+    # the historical default 'phase3_subset_validation.md'; a config sets its
+    # own name so different studies sharing the run mode never overwrite each
+    # other's report (P3-8; the same precedent as baseline_report_name).
+    subset_report_name: str | None = None
 
 
 class OOSCfg(_Strict):
diff --git a/qt/subset_validation.py b/qt/subset_validation.py
index f2742f1..b1a8c22 100644
--- a/qt/subset_validation.py
+++ b/qt/subset_validation.py
@@ -67,7 +67,8 @@
 __all__ = ["SubsetCellResult", "SubsetValidationResult", "run_phase3_subset",
            "render_subset_validation", "check_subset_preconditions",
            "process_group", "subperiod_cost", "summarize_subset_matrix",
-           "sample_class", "independent_verdict", "summarize_by_sample"]
+           "sample_class", "independent_verdict", "summarize_by_sample",
+           "subset_report_filename"]
 
 _LOGGER_NAME = "qt.run_phase3_subset"
 
@@ -357,6 +358,16 @@ def summarize_by_sample(
     }
 
 
+def subset_report_filename(cfg: RootConfig) -> str:
+    """The subset-validation report filename for this config (P3-8).
+
+    ``output.subset_report_name`` lets each study own its report file; None
+    keeps the historical default — behaviour-preserving for the P3-6/P3-7
+    configs (locked by tests), so old runs' paths never silently change.
+    """
+    return cfg.output.subset_report_name or "phase3_subset_validation.md"
+
+
 def check_subset_preconditions(
     cfg: RootConfig, runner: str = "run-phase3-subset"
 ) -> None:
@@ -651,7 +662,7 @@ def run_phase3_subset(config_path: str) -> SubsetValidationResult:
         cell_runtimes=runtimes,
         skipped_cells=skipped,
         summary=summarize_subset_matrix(plain, base_scenario=base_scenario),
-        report_path=Path(cfg.output.report_dir) / "phase3_subset_validation.md",
+        report_path=Path(cfg.output.report_dir) / subset_report_filename(cfg),
         log_path=log_path,
         cell_samples=cell_samples,
         sample_summaries=summarize_by_sample(
diff --git a/tests/test_csi500_generalization.py b/tests/test_csi500_generalization.py
new file mode 100644
index 0000000..07b929e
--- /dev/null
+++ b/tests/test_csi500_generalization.py
@@ -0,0 +1,84 @@
+"""P3-8: CSI500 independent generalization config + report-name (network-free).
+
+Locks the P3-8 contract on top of the unchanged P3-7 machinery:
+  * the CSI500 config validates and labels its cells correctly (SSE50|2022-2024
+    = screened anchor; SSE50|2024-2026 and 000905.SH|2024-2026 = independent
+    holdouts; CSI500|2022-2024 skipped + disclosed);
+  * ``output.subset_report_name`` lets a subset-validation config own its
+    report filename (default None keeps the historical
+    ``phase3_subset_validation.md`` — behaviour-preserving, the
+    ``baseline_report_name`` precedent), so a P3-8 run no longer clobbers the
+    accepted P3-7 artifact;
+  * the P3-6/P3-7 configs keep validating unchanged (their own test files lock
+    the report shape; nothing else in the machinery moves).
+"""
+
+from __future__ import annotations
+
+from pathlib import Path
+
+from qt.config import load_config
+
+_CSI500_CONFIG = str(
+    Path(__file__).resolve().parents[1]
+    / "config" / "phase3_real_csi500_generalization.yaml"
+)
+_P37_CONFIG = str(
+    Path(__file__).resolve().parents[1]
+    / "config" / "phase3_real_independent_validation.yaml"
+)
+
+
+def test_csi500_config_validates_with_expected_cells():
+    cfg = load_config(_CSI500_CONFIG)
+    assert "000905.SH" in cfg.robustness.universes
+    assert "000016.SH" in cfg.robustness.universes
+    skipped = {(s.universe, s.window) for s in cfg.robustness.skip_cells}
+    assert ("000905.SH", "2022-2024") in skipped  # runtime budget, disclosed
+    sv = cfg.subset_validation
+    indep = {(c.universe, c.window) for c in sv.independent_cells}
+    assert ("000905.SH", "2024-2026") in indep  # THE new cell
+    assert ("000016.SH", "2024-2026") in indep  # P3-7 reproducibility anchor
+    assert ("000016.SH", "2022-2024") not in indep  # screened anchor
+    # same hypotheses / groups / scenarios as P3-7 (no tuning, no new factors)
+    assert sv.hypotheses == {
+        "value_ep": "positive", "value_bp": "positive", "volatility_20": "negative",
+    }
+    assert [g.label for g in sv.groups] == [
+        "legacy_trio", "full_pack", "value_lowvol", "value_lowvol_liq",
+    ]
+    assert {s.label: s.fee_multiplier for s in sv.cost_scenarios} == {
+        "base": 1.0, "2x": 2.0, "high_cost": 4.0,
+    }
+
+
+def test_csi500_cells_sample_classes():
+    from qt.subset_validation import sample_class
+
+    cfg = load_config(_CSI500_CONFIG)
+    assert sample_class(cfg, "000016.SH", "2022-2024") == "screened"
+    assert sample_class(cfg, "000016.SH", "2024-2026") == "independent"
+    assert sample_class(cfg, "000905.SH", "2024-2026") == "independent"
+
+
+def test_subset_report_name_default_preserves_old_filename():
+    """Configs without subset_report_name keep the historical report path."""
+    from qt.subset_validation import subset_report_filename
+
+    p36 = load_config(str(
+        Path(__file__).resolve().parents[1]
+        / "config" / "phase3_real_subset_costs.yaml"
+    ))
+    p37 = load_config(_P37_CONFIG)
+    assert subset_report_filename(p36) == "phase3_subset_validation.md"
+    assert subset_report_filename(p37) == "phase3_subset_validation.md"
+
+
+def test_csi500_config_owns_its_report_filename():
+    """The P3-8 run must not clobber the accepted P3-7 artifact."""
+    from qt.subset_validation import subset_report_filename
+
+    cfg = load_config(_CSI500_CONFIG)
+    name = subset_report_filename(cfg)
+    assert name == "phase3_csi500_generalization.md"
+    assert name != "phase3_subset_validation.md"

From 36b6f6bd6e939e7ac2a11171041118a7adf1e064 Mon Sep 17 00:00:00 2001
From: shaofl <2899218482@qq.com>
Date: Fri, 12 Jun 2026 19:17:22 +0800
Subject: [PATCH 2/3] docs: record P3-8 real CSI500 generalization results and
 verdicts
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

- CLAUDE.md / AGENTS.md (verbatim copy): P3-8 progress entry — both
  anchors reconciled exactly (screened raw ICs 22/22 == P3-5; the
  independent SSE50 verdict ICs identical to P3-7, a second
  reproducibility confirmation); CSI500|2024-2026 verdict SUPPORTED
  (value_ep +0.0083/+0.0145, value_bp +0.0230/+0.0127, volatility_20
  -0.0350/-0.0272; 21 settled rebalances vs minimum 8) with LESS
  attenuation than the SSE50/CSI300 holdouts -> the P3-7 sign-level
  conclusion GENERALIZES outside the screened universes; CSI500
  portfolio results positive across all groups and the full cost ladder
  (honest caveat: legacy_trio +17.8% is another small-sample/regime
  ranking flip; not a return claim); gates updated to 379 passed
- TEST_REPORT.md: P3-8 per-file breakdown (4) + real-data validation
  entry (anchor reconciliation, verdict, preserved P3-7 artifact,
  secret scan 0)
- RUNBOOK.md: Phase 3-8 section (cell roles, subset_report_name,
  report-type title note, skip disclosure)
---
 AGENTS.md      | 12 +++++++++---
 CLAUDE.md      | 12 +++++++++---
 RUNBOOK.md     | 24 ++++++++++++++++++++++++
 TEST_REPORT.md | 18 +++++++++++++-----
 4 files changed, 55 insertions(+), 11 deletions(-)

diff --git a/AGENTS.md b/AGENTS.md
index c7b2e4d..dc6835d 100644
--- a/AGENTS.md
+++ b/AGENTS.md
@@ -148,6 +148,12 @@ data → universe → factors(特征) → alpha(合成/预测) → portfolio(+ri
     - combo_ic_weighted 独立 test IC **8/8 正**（4 组×2 cells，0.0060~0.0238）——walk-forward IC 加权在 holdout 上仍有效。
     - **组合净值仍未确立**：独立 base ic test——legacy_trio **+1.15%/+8.13%**（2/2 正，恰是此前实证"无信号"的组！）、full_pack +7.30%/−1.93%、value_lowvol +1.72%/−4.68%、liq +3.53%/−0.39%——组间排名跨 cell 翻转,~21 rebalances 小样本,**IC 符号确认 ≠ 组合盈利**；成本阶梯仍全单调。非收益声明。
   - secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
-- ✅ 质量门：`pytest` **375 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle）；`ruff` clean；`validate-config`（全部 10 配置）+ `run-phase0`（demo）均 OK。
-- ⚠️ 剩余（已显式披露）：日线 only、demo 路径非真数据、旧三因子无信号（P3-3/P3-4 实证;但其组合在 2024-2026 holdout 上 2/2 正——小样本翻转的又一例证）;value/低波信号获得**独立样本符号级确认但量级衰减**（P3-7），组合级盈利能力未确立;subset 报告文件名跨 config 共用（后跑覆盖前跑）。
-- 路线图下一步：更长 holdout 积累（2026-06 之后滚动复检）/ 新 universe（中证500）/ 成本模型细化（印花税卖侧不对称、冲击成本）,或分钟级（architecture.html §11）。
+- ✅ **Phase 3-8 CSI500 独立泛化检验**（分支 `p3-csi500-value-lowvol-generalization`，**EXPLORATORY**）：P3-7 的符号级结论是否泛化到筛选 universe 之外——新增独立 cell **CSI500（000905.SH）|2024-2026**（universe+时间双独立）。**机器零改动**复用 P3-7 层（同组/同成本场景/同假设，不加因子不调参）；唯一代码变更 `output.subset_report_name`（沿 `baseline_report_name` 先例，默认 None 保持旧文件名 bitwise，测试锁定）——P3-8 报告独立成文件，**不再覆盖已验收的 P3-7 artifact**。
+  - cell 设计：SSE50|2022-2024（screened 锚，须 ≡P3-6/P3-7）+ SSE50|2024-2026（independent 锚，须 ≡P3-7 verdict 数字）+ CSI500|2024-2026（主问题）；CSI500|2022-2024 skip 披露（~645 名×2y 再加 ~3h 不值）。数据可行性先实测：index_weight 月度 500 名快照到 2026-05-29 含 2024-06-28 pre-start 锚。
+  - **真实 run（3 cells/~3.55h，CSI500 735 distinct 名主导；一次跑通）双锚对账 ✓**：screened raw IC 22/22 ≡ P3-5 报告；independent SSE50 verdict IC 逐数 ≡ P3-7（+0.0322/+0.0134、+0.0379/+0.0033、−0.0320/−0.0120）——复现性二度确认。
+  - **CSI500 verdict：SUPPORTED**（21 settled vs min 8）：value_ep **+0.0083/+0.0145**（train/test）、value_bp **+0.0230/+0.0127**、volatility_20 **−0.0350/−0.0272**——三假设双子期全保持。**且衰减更小**：CSI500 test 子期量级（0.0127~0.0272）明显高于 SSE50/CSI300 holdout 的后段（0.003~0.016）——value/低波信号在中盘股上更强，**P3-7 结论泛化成立（GENERALIZES，未减弱）**。
+  - combo_ic_weighted CSI500 test IC 全 4 组正（0.0243/0.0294/0.0286/0.0285，为三个 holdout cells 最高）；**组合净值 CSI500 base 全组正且 4× 高成本仍全正**（trio +17.80%→+10.57% / full_pack +7.83%→+2.95% / value_lowvol +4.19%→+1.14% / liq +4.02%→+0.84%）——首个全成本阶梯为正的 cell。⚠️ 仍然诚实：trio +17.80% 又是组间排名跨 cell 翻转的例证（中盘动量 regime）；单窗口 ~21 调仓小样本；**非收益声明**。
+  - 报告标题沿用 P3-7 机器的报告类型名（study 由 project 行与 cell 标签标识）；文案/分区检查全过（无 stale P3-6 措辞、verdict 节只含独立 cells）；secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
+- ✅ 质量门：`pytest` **379 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle / P3-8=4）；`ruff` clean；`validate-config`（全部 11 配置）+ `run-phase0`（demo）均 OK。
+- ⚠️ 剩余（已显式披露）：日线 only、demo 路径非真数据、旧三因子无信号（P3-3/P3-4 实证;但其组合在 2024-2026 holdout 上 SSE50/CSI300/CSI500 全正、CSI500 高达 +17.8%——小样本/regime 翻转的持续例证）;value/低波信号获得**独立样本符号级确认**（P3-7 SSE50/CSI300 量级衰减;P3-8 CSI500 泛化成立且更强），组合级盈利能力仍未确立（排名跨 cell 翻转）;subset 报告文件名已可配置（P3-8 起不再互覆盖）。
+- 路线图下一步：更长 holdout 积累（2026-06 之后滚动复检）/ 中证1000 或全市场扩展 / 成本模型细化（印花税卖侧不对称、冲击成本）,或分钟级（architecture.html §11）。
diff --git a/CLAUDE.md b/CLAUDE.md
index c7b2e4d..dc6835d 100644
--- a/CLAUDE.md
+++ b/CLAUDE.md
@@ -148,6 +148,12 @@ data → universe → factors(特征) → alpha(合成/预测) → portfolio(+ri
     - combo_ic_weighted 独立 test IC **8/8 正**（4 组×2 cells，0.0060~0.0238）——walk-forward IC 加权在 holdout 上仍有效。
     - **组合净值仍未确立**：独立 base ic test——legacy_trio **+1.15%/+8.13%**（2/2 正，恰是此前实证"无信号"的组！）、full_pack +7.30%/−1.93%、value_lowvol +1.72%/−4.68%、liq +3.53%/−0.39%——组间排名跨 cell 翻转,~21 rebalances 小样本,**IC 符号确认 ≠ 组合盈利**；成本阶梯仍全单调。非收益声明。
   - secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
-- ✅ 质量门：`pytest` **375 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle）；`ruff` clean；`validate-config`（全部 10 配置）+ `run-phase0`（demo）均 OK。
-- ⚠️ 剩余（已显式披露）：日线 only、demo 路径非真数据、旧三因子无信号（P3-3/P3-4 实证;但其组合在 2024-2026 holdout 上 2/2 正——小样本翻转的又一例证）;value/低波信号获得**独立样本符号级确认但量级衰减**（P3-7），组合级盈利能力未确立;subset 报告文件名跨 config 共用（后跑覆盖前跑）。
-- 路线图下一步：更长 holdout 积累（2026-06 之后滚动复检）/ 新 universe（中证500）/ 成本模型细化（印花税卖侧不对称、冲击成本）,或分钟级（architecture.html §11）。
+- ✅ **Phase 3-8 CSI500 独立泛化检验**（分支 `p3-csi500-value-lowvol-generalization`，**EXPLORATORY**）：P3-7 的符号级结论是否泛化到筛选 universe 之外——新增独立 cell **CSI500（000905.SH）|2024-2026**（universe+时间双独立）。**机器零改动**复用 P3-7 层（同组/同成本场景/同假设，不加因子不调参）；唯一代码变更 `output.subset_report_name`（沿 `baseline_report_name` 先例，默认 None 保持旧文件名 bitwise，测试锁定）——P3-8 报告独立成文件，**不再覆盖已验收的 P3-7 artifact**。
+  - cell 设计：SSE50|2022-2024（screened 锚，须 ≡P3-6/P3-7）+ SSE50|2024-2026（independent 锚，须 ≡P3-7 verdict 数字）+ CSI500|2024-2026（主问题）；CSI500|2022-2024 skip 披露（~645 名×2y 再加 ~3h 不值）。数据可行性先实测：index_weight 月度 500 名快照到 2026-05-29 含 2024-06-28 pre-start 锚。
+  - **真实 run（3 cells/~3.55h，CSI500 735 distinct 名主导；一次跑通）双锚对账 ✓**：screened raw IC 22/22 ≡ P3-5 报告；independent SSE50 verdict IC 逐数 ≡ P3-7（+0.0322/+0.0134、+0.0379/+0.0033、−0.0320/−0.0120）——复现性二度确认。
+  - **CSI500 verdict：SUPPORTED**（21 settled vs min 8）：value_ep **+0.0083/+0.0145**（train/test）、value_bp **+0.0230/+0.0127**、volatility_20 **−0.0350/−0.0272**——三假设双子期全保持。**且衰减更小**：CSI500 test 子期量级（0.0127~0.0272）明显高于 SSE50/CSI300 holdout 的后段（0.003~0.016）——value/低波信号在中盘股上更强，**P3-7 结论泛化成立（GENERALIZES，未减弱）**。
+  - combo_ic_weighted CSI500 test IC 全 4 组正（0.0243/0.0294/0.0286/0.0285，为三个 holdout cells 最高）；**组合净值 CSI500 base 全组正且 4× 高成本仍全正**（trio +17.80%→+10.57% / full_pack +7.83%→+2.95% / value_lowvol +4.19%→+1.14% / liq +4.02%→+0.84%）——首个全成本阶梯为正的 cell。⚠️ 仍然诚实：trio +17.80% 又是组间排名跨 cell 翻转的例证（中盘动量 regime）；单窗口 ~21 调仓小样本；**非收益声明**。
+  - 报告标题沿用 P3-7 机器的报告类型名（study 由 project 行与 cell 标签标识）；文案/分区检查全过（无 stale P3-6 措辞、verdict 节只含独立 cells）；secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
+- ✅ 质量门：`pytest` **379 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle / P3-8=4）；`ruff` clean；`validate-config`（全部 11 配置）+ `run-phase0`（demo）均 OK。
+- ⚠️ 剩余（已显式披露）：日线 only、demo 路径非真数据、旧三因子无信号（P3-3/P3-4 实证;但其组合在 2024-2026 holdout 上 SSE50/CSI300/CSI500 全正、CSI500 高达 +17.8%——小样本/regime 翻转的持续例证）;value/低波信号获得**独立样本符号级确认**（P3-7 SSE50/CSI300 量级衰减;P3-8 CSI500 泛化成立且更强），组合级盈利能力仍未确立（排名跨 cell 翻转）;subset 报告文件名已可配置（P3-8 起不再互覆盖）。
+- 路线图下一步：更长 holdout 积累（2026-06 之后滚动复检）/ 中证1000 或全市场扩展 / 成本模型细化（印花税卖侧不对称、冲击成本）,或分钟级（architecture.html §11）。
diff --git a/RUNBOOK.md b/RUNBOOK.md
index 12e1c9a..870d7e8 100644
--- a/RUNBOOK.md
+++ b/RUNBOOK.md
@@ -471,6 +471,30 @@ Semantics worth knowing before reading the report:
   `artifacts/reports/phase3_subset_validation.md` — a P3-7 run overwrites a
   P3-6 report (regenerable; numbers live in CLAUDE.md/TEST_REPORT).
 
+## Phase 3-8 — CSI500 independent generalization check (EXPLORATORY)
+
+Asks whether the P3-7 sign-level conclusion generalizes OUTSIDE the screened
+universes: the same `run-phase3-subset` machinery (unchanged) with a NEW
+independent cell `000905.SH|2024-2026` (CSI500 — independent in BOTH universe
+and time), plus the two SSE50 anchors (screened 2022-2024 must reproduce
+P3-6/P3-7; independent 2024-2026 must reproduce the P3-7 verdict numbers).
+Documented by `config/phase3_real_csi500_generalization.yaml`.
+
+```bash
+# validate (no network)
+... -m qt.cli validate-config    --config config/phase3_real_csi500_generalization.yaml
+# run (network + token; HEAVY ~3.5h — the 735-name CSI500 cell dominates)
+... -m qt.cli run-phase3-subset  --config config/phase3_real_csi500_generalization.yaml
+```
+
+- `output.subset_report_name` (the `baseline_report_name` precedent) gives this
+  study its own report file (`phase3_csi500_generalization.md`), so the run no
+  longer clobbers the accepted P3-7 artifact; configs without the key keep the
+  historical filename bitwise (locked by tests).
+- The report title carries the REPORT TYPE (the P3-7 independent-validation
+  machinery); the study is identified by the project name line and the cell
+  labels. CSI500|2022-2024 is skip_cells-listed (runtime budget) and disclosed.
+
 ## Quality gate
 
 ```bash
diff --git a/TEST_REPORT.md b/TEST_REPORT.md
index e310bab..43a8965 100644
--- a/TEST_REPORT.md
+++ b/TEST_REPORT.md
@@ -1,4 +1,4 @@
-# TEST_REPORT — Phase 0 + Phase 1 + Phase 2 + Phase 3 (bias-boundary → execution realism → PIT industry → standard analytics → multi-factor → walk-forward IC alpha → OOS stability → robustness matrix → factor candidates → subset + cost sensitivity → independent validation)
+# TEST_REPORT — Phase 0 + Phase 1 + Phase 2 + Phase 3 (bias-boundary → execution realism → PIT industry → standard analytics → multi-factor → walk-forward IC alpha → OOS stability → robustness matrix → factor candidates → subset + cost sensitivity → independent validation → CSI500 generalization)
 
 ## Commands
 
@@ -17,6 +17,7 @@ Run from the repo root with the project python (env `quant_mf`):
 /home/shaofl/Development/env_tools/envs/quant_mf/bin/python -m qt.cli validate-config --config config/phase3_real_factor_candidates.yaml
 /home/shaofl/Development/env_tools/envs/quant_mf/bin/python -m qt.cli validate-config --config config/phase3_real_subset_costs.yaml
 /home/shaofl/Development/env_tools/envs/quant_mf/bin/python -m qt.cli validate-config --config config/phase3_real_independent_validation.yaml
+/home/shaofl/Development/env_tools/envs/quant_mf/bin/python -m qt.cli validate-config --config config/phase3_real_csi500_generalization.yaml
 /home/shaofl/Development/env_tools/envs/quant_mf/bin/python -m qt.cli run-phase0 --config config/example.yaml
 ```
 
@@ -24,12 +25,12 @@ Run from the repo root with the project python (env `quant_mf`):
 
 | Gate | Command | Result |
 |---|---|---|
-| Unit + integration | `pytest -q` | **375 passed, 0 failed** |
+| Unit + integration | `pytest -q` | **379 passed, 0 failed** |
 | Lint | `ruff check .` | **All checks passed** |
-| Config validation | `validate-config` (demo + `example_tushare.yaml` + `phase2_real_baseline.yaml` + `phase3_real_multifactor.yaml` + `phase3_real_ic_weighted.yaml` + `phase3_real_oos_stability.yaml` + `phase3_real_robustness_matrix.yaml` + `phase3_real_factor_candidates.yaml` + `phase3_real_subset_costs.yaml` + `phase3_real_independent_validation.yaml`) | exit `0`, prints `OK` |
+| Config validation | `validate-config` (demo + `example_tushare.yaml` + `phase2_real_baseline.yaml` + `phase3_real_multifactor.yaml` + `phase3_real_ic_weighted.yaml` + `phase3_real_oos_stability.yaml` + `phase3_real_robustness_matrix.yaml` + `phase3_real_factor_candidates.yaml` + `phase3_real_subset_costs.yaml` + `phase3_real_independent_validation.yaml` + `phase3_real_csi500_generalization.yaml`) | exit `0`, prints `OK` |
 | End-to-end run | `run-phase0` (demo) | exit `0`, writes `artifacts/reports/phase0_summary.md` |
 
-Counts below are the actual per-file `pytest` numbers (sum = 375).
+Counts below are the actual per-file `pytest` numbers (sum = 379).
 
 ## Per-file breakdown — Phase 0 core (97)
 
@@ -147,7 +148,14 @@ Counts below are the actual per-file `pytest` numbers (sum = 375).
 |---|---|---|
 | `test_independent_validation.py` | 25 | independent-cells config validation (must reference declared robustness universes/windows; a skip-listed cell cannot be declared independent — a holdout that never runs is a contradiction; hypotheses must reference ENABLED factors with a positive/negative literal; min_rebalances > 0; **the P3-6 config still validates with inert defaults**); explicit sample-class labeling (undeclared → screened, the conservative default); **verdict logic** (HOLDS iff expected IC sign in BOTH subperiods; SUPPORTED / PARTIAL / NOT SUPPORTED; **INSUFFICIENT-DATA overrides the sign check** with n_settled vs threshold disclosed; NaN or missing IC never holds); **per-class summaries never mix** (screened cell attributions never appear under independent and vice versa); report renders sample column + per-class cross-cell sections + a verdict section containing ONLY independent cells + INSUFFICIENT-DATA disclosure; a P3-6-era result (defaults) renders the old report shape; no secret; **sample-aware title/framing/caveats** (a run with independent cells must not carry the P3-6 'same windows / not independent confirmation' framing — review HIGH x2; P3-6-era rendering and downgrades text unchanged, locked by regression tests) |
 | `test_tushare_throttle.py` (+1) | 1 | the DEFAULT retry budget survives a multi-failure transient outage (6 attempts ≈ 23s of capped exponential backoff; two real ~2h runs died on ConnectionError under the old 3-attempt ≈ 3s budget) |
-| **Total (P0 + P1 + P2-1..P2-4 + P3-1..P3-7)** | **375** | |
+| **Total through P3-7** | **375** | |
+
+## Per-file breakdown — Phase 3-8 CSI500 generalization (4)
+
+| Test file | Tests | Red-line / feature |
+|---|---|---|
+| `test_csi500_generalization.py` | 4 | CSI500 config validates with the expected cell roles (screened anchor SSE50|2022-2024; independent SSE50|2024-2026 + 000905.SH|2024-2026; CSI500|2022-2024 skipped+disclosed; same groups/scenarios/hypotheses as P3-7 — no tuning); sample classes labeled correctly; **`output.subset_report_name`** lets each subset-validation study own its report file (default None keeps the historical `phase3_subset_validation.md` bitwise — the P3-6/P3-7 configs are locked unchanged), so a P3-8 run never clobbers the accepted P3-7 artifact |
+| **Total (P0 + P1 + P2-1..P2-4 + P3-1..P3-8)** | **379** | |
 
 ## Real-data validation (manual, not in CI — TEST-002 keeps the suite network-free)
 

From 5b5bf20e77546a5c141de633f79dd3523a65af78 Mon Sep 17 00:00:00 2001
From: shaofl <2899218482@qq.com>
Date: Sat, 13 Jun 2026 11:56:14 +0800
Subject: [PATCH 3/3] fix: config-drive the subset report H1 title; CSI500
 names its study (review HIGH)
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

The P3-8 CSI500 report rendered with the hardcoded "Phase 3-7 —
Independent-Sample Validation" H1 (qt/reports.py only branched the title
on has_independent), contradicting the config and docs that identify it
as the P3-8 CSI500 generalization study — the same class of stale report
wording flagged on P3-7.

- config: OutputCfg gains `subset_report_title` (the `subset_report_name`
  precedent — config owns the study identity). None keeps the renderer's
  sample-aware default (P3-7 independent / P3-6 post-hoc).
- render_subset_validation: the H1 is config-driven when
  output.subset_report_title is set, else the existing sample-aware
  default. The body framing (screened-vs-independent mechanics) stays
  sample-aware — correct for any such study, so only the H1 changes.
- config/phase3_real_csi500_generalization.yaml: sets the title to
  "Phase 3-8 — CSI500 Independent Generalization Check ...".
- tests: +4 (config sets title; P3-6/P3-7 leave it unset; rendered
  CSI500 H1 starts with Phase 3-8 + contains CSI500 + is NOT Phase 3-7;
  default title preserved without the override) -> 383 passed.
- artifact: regenerated deterministically — only the H1 line changes
  with this fix, so the accepted real numbers are untouched (the 3.5h
  matrix is NOT rerun); diff is exactly the 1 title line; secret scan 0.
- docs: RUNBOOK/TEST_REPORT/CLAUDE.md/AGENTS.md note the config-driven
  title and the corrected "title carries report type" wording.
---
 AGENTS.md                                     |  4 +-
 CLAUDE.md                                     |  4 +-
 RUNBOOK.md                                    |  8 ++-
 TEST_REPORT.md                                | 10 ++--
 config/phase3_real_csi500_generalization.yaml |  4 ++
 qt/config.py                                  |  6 ++
 qt/reports.py                                 | 14 ++++-
 tests/test_csi500_generalization.py           | 55 +++++++++++++++++++
 8 files changed, 90 insertions(+), 15 deletions(-)

diff --git a/AGENTS.md b/AGENTS.md
index dc6835d..63e1ff6 100644
--- a/AGENTS.md
+++ b/AGENTS.md
@@ -153,7 +153,7 @@ data → universe → factors(特征) → alpha(合成/预测) → portfolio(+ri
   - **真实 run（3 cells/~3.55h，CSI500 735 distinct 名主导；一次跑通）双锚对账 ✓**：screened raw IC 22/22 ≡ P3-5 报告；independent SSE50 verdict IC 逐数 ≡ P3-7（+0.0322/+0.0134、+0.0379/+0.0033、−0.0320/−0.0120）——复现性二度确认。
   - **CSI500 verdict：SUPPORTED**（21 settled vs min 8）：value_ep **+0.0083/+0.0145**（train/test）、value_bp **+0.0230/+0.0127**、volatility_20 **−0.0350/−0.0272**——三假设双子期全保持。**且衰减更小**：CSI500 test 子期量级（0.0127~0.0272）明显高于 SSE50/CSI300 holdout 的后段（0.003~0.016）——value/低波信号在中盘股上更强，**P3-7 结论泛化成立（GENERALIZES，未减弱）**。
   - combo_ic_weighted CSI500 test IC 全 4 组正（0.0243/0.0294/0.0286/0.0285，为三个 holdout cells 最高）；**组合净值 CSI500 base 全组正且 4× 高成本仍全正**（trio +17.80%→+10.57% / full_pack +7.83%→+2.95% / value_lowvol +4.19%→+1.14% / liq +4.02%→+0.84%）——首个全成本阶梯为正的 cell。⚠️ 仍然诚实：trio +17.80% 又是组间排名跨 cell 翻转的例证（中盘动量 regime）；单窗口 ~21 调仓小样本；**非收益声明**。
-  - 报告标题沿用 P3-7 机器的报告类型名（study 由 project 行与 cell 标签标识）；文案/分区检查全过（无 stale P3-6 措辞、verdict 节只含独立 cells）；secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
-- ✅ 质量门：`pytest` **379 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle / P3-8=4）；`ruff` clean；`validate-config`（全部 11 配置）+ `run-phase0`（demo）均 OK。
+  - **报告标题配置化**（`output.subset_report_title`，沿 `subset_report_name` 先例）：P3-8 报告 H1 自报 study 名「Phase 3-8 — CSI500 Independent Generalization Check」而非机器默认 P3-7 标签（review 同类 stale-wording 问题修复，测试断言首行非 P3-7；P3-6/P3-7 配置不设此项、保持 sample-aware 默认，回归锁定）；文案/分区检查全过（无 stale P3-6 措辞、verdict 节只含独立 cells）；secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
+- ✅ 质量门：`pytest` **383 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle / P3-8=8）；`ruff` clean；`validate-config`（全部 11 配置）+ `run-phase0`（demo）均 OK。
 - ⚠️ 剩余（已显式披露）：日线 only、demo 路径非真数据、旧三因子无信号（P3-3/P3-4 实证;但其组合在 2024-2026 holdout 上 SSE50/CSI300/CSI500 全正、CSI500 高达 +17.8%——小样本/regime 翻转的持续例证）;value/低波信号获得**独立样本符号级确认**（P3-7 SSE50/CSI300 量级衰减;P3-8 CSI500 泛化成立且更强），组合级盈利能力仍未确立（排名跨 cell 翻转）;subset 报告文件名已可配置（P3-8 起不再互覆盖）。
 - 路线图下一步：更长 holdout 积累（2026-06 之后滚动复检）/ 中证1000 或全市场扩展 / 成本模型细化（印花税卖侧不对称、冲击成本）,或分钟级（architecture.html §11）。
diff --git a/CLAUDE.md b/CLAUDE.md
index dc6835d..63e1ff6 100644
--- a/CLAUDE.md
+++ b/CLAUDE.md
@@ -153,7 +153,7 @@ data → universe → factors(特征) → alpha(合成/预测) → portfolio(+ri
   - **真实 run（3 cells/~3.55h，CSI500 735 distinct 名主导；一次跑通）双锚对账 ✓**：screened raw IC 22/22 ≡ P3-5 报告；independent SSE50 verdict IC 逐数 ≡ P3-7（+0.0322/+0.0134、+0.0379/+0.0033、−0.0320/−0.0120）——复现性二度确认。
   - **CSI500 verdict：SUPPORTED**（21 settled vs min 8）：value_ep **+0.0083/+0.0145**（train/test）、value_bp **+0.0230/+0.0127**、volatility_20 **−0.0350/−0.0272**——三假设双子期全保持。**且衰减更小**：CSI500 test 子期量级（0.0127~0.0272）明显高于 SSE50/CSI300 holdout 的后段（0.003~0.016）——value/低波信号在中盘股上更强，**P3-7 结论泛化成立（GENERALIZES，未减弱）**。
   - combo_ic_weighted CSI500 test IC 全 4 组正（0.0243/0.0294/0.0286/0.0285，为三个 holdout cells 最高）；**组合净值 CSI500 base 全组正且 4× 高成本仍全正**（trio +17.80%→+10.57% / full_pack +7.83%→+2.95% / value_lowvol +4.19%→+1.14% / liq +4.02%→+0.84%）——首个全成本阶梯为正的 cell。⚠️ 仍然诚实：trio +17.80% 又是组间排名跨 cell 翻转的例证（中盘动量 regime）；单窗口 ~21 调仓小样本；**非收益声明**。
-  - 报告标题沿用 P3-7 机器的报告类型名（study 由 project 行与 cell 标签标识）；文案/分区检查全过（无 stale P3-6 措辞、verdict 节只含独立 cells）；secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
-- ✅ 质量门：`pytest` **379 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle / P3-8=4）；`ruff` clean；`validate-config`（全部 11 配置）+ `run-phase0`（demo）均 OK。
+  - **报告标题配置化**（`output.subset_report_title`，沿 `subset_report_name` 先例）：P3-8 报告 H1 自报 study 名「Phase 3-8 — CSI500 Independent Generalization Check」而非机器默认 P3-7 标签（review 同类 stale-wording 问题修复，测试断言首行非 P3-7；P3-6/P3-7 配置不设此项、保持 sample-aware 默认，回归锁定）；文案/分区检查全过（无 stale P3-6 措辞、verdict 节只含独立 cells）；secret scan 报告+日志 0 处；demo 0.96/0.84 不变。
+- ✅ 质量门：`pytest` **383 passed**（P0=97 / P1=78 / P2-1=22 / P2-2=22 / P2-3=14 / P2-4=8 / P3-1=10 / P3-2=18 / P3-3=16 / P3-4=15 / P3-5=22 / P3-6=27 / P3-7=25+1 throttle / P3-8=8）；`ruff` clean；`validate-config`（全部 11 配置）+ `run-phase0`（demo）均 OK。
 - ⚠️ 剩余（已显式披露）：日线 only、demo 路径非真数据、旧三因子无信号（P3-3/P3-4 实证;但其组合在 2024-2026 holdout 上 SSE50/CSI300/CSI500 全正、CSI500 高达 +17.8%——小样本/regime 翻转的持续例证）;value/低波信号获得**独立样本符号级确认**（P3-7 SSE50/CSI300 量级衰减;P3-8 CSI500 泛化成立且更强），组合级盈利能力仍未确立（排名跨 cell 翻转）;subset 报告文件名已可配置（P3-8 起不再互覆盖）。
 - 路线图下一步：更长 holdout 积累（2026-06 之后滚动复检）/ 中证1000 或全市场扩展 / 成本模型细化（印花税卖侧不对称、冲击成本）,或分钟级（architecture.html §11）。
diff --git a/RUNBOOK.md b/RUNBOOK.md
index 870d7e8..809ccf4 100644
--- a/RUNBOOK.md
+++ b/RUNBOOK.md
@@ -491,9 +491,11 @@ Documented by `config/phase3_real_csi500_generalization.yaml`.
   study its own report file (`phase3_csi500_generalization.md`), so the run no
   longer clobbers the accepted P3-7 artifact; configs without the key keep the
   historical filename bitwise (locked by tests).
-- The report title carries the REPORT TYPE (the P3-7 independent-validation
-  machinery); the study is identified by the project name line and the cell
-  labels. CSI500|2022-2024 is skip_cells-listed (runtime budget) and disclosed.
+- `output.subset_report_title` sets the report's H1 so it names THIS study
+  ("Phase 3-8 — CSI500 Independent Generalization Check") instead of the
+  machinery's default phase label; configs without it keep the renderer's
+  sample-aware default (P3-7 independent / P3-6 post-hoc), locked by tests.
+  CSI500|2022-2024 is skip_cells-listed (runtime budget) and disclosed.
 
 ## Quality gate
 
diff --git a/TEST_REPORT.md b/TEST_REPORT.md
index 43a8965..87088c0 100644
--- a/TEST_REPORT.md
+++ b/TEST_REPORT.md
@@ -25,12 +25,12 @@ Run from the repo root with the project python (env `quant_mf`):
 
 | Gate | Command | Result |
 |---|---|---|
-| Unit + integration | `pytest -q` | **379 passed, 0 failed** |
+| Unit + integration | `pytest -q` | **383 passed, 0 failed** |
 | Lint | `ruff check .` | **All checks passed** |
 | Config validation | `validate-config` (demo + `example_tushare.yaml` + `phase2_real_baseline.yaml` + `phase3_real_multifactor.yaml` + `phase3_real_ic_weighted.yaml` + `phase3_real_oos_stability.yaml` + `phase3_real_robustness_matrix.yaml` + `phase3_real_factor_candidates.yaml` + `phase3_real_subset_costs.yaml` + `phase3_real_independent_validation.yaml` + `phase3_real_csi500_generalization.yaml`) | exit `0`, prints `OK` |
 | End-to-end run | `run-phase0` (demo) | exit `0`, writes `artifacts/reports/phase0_summary.md` |
 
-Counts below are the actual per-file `pytest` numbers (sum = 379).
+Counts below are the actual per-file `pytest` numbers (sum = 383).
 
 ## Per-file breakdown — Phase 0 core (97)
 
@@ -150,12 +150,12 @@ Counts below are the actual per-file `pytest` numbers (sum = 379).
 | `test_tushare_throttle.py` (+1) | 1 | the DEFAULT retry budget survives a multi-failure transient outage (6 attempts ≈ 23s of capped exponential backoff; two real ~2h runs died on ConnectionError under the old 3-attempt ≈ 3s budget) |
 | **Total through P3-7** | **375** | |
 
-## Per-file breakdown — Phase 3-8 CSI500 generalization (4)
+## Per-file breakdown — Phase 3-8 CSI500 generalization (8)
 
 | Test file | Tests | Red-line / feature |
 |---|---|---|
-| `test_csi500_generalization.py` | 4 | CSI500 config validates with the expected cell roles (screened anchor SSE50|2022-2024; independent SSE50|2024-2026 + 000905.SH|2024-2026; CSI500|2022-2024 skipped+disclosed; same groups/scenarios/hypotheses as P3-7 — no tuning); sample classes labeled correctly; **`output.subset_report_name`** lets each subset-validation study own its report file (default None keeps the historical `phase3_subset_validation.md` bitwise — the P3-6/P3-7 configs are locked unchanged), so a P3-8 run never clobbers the accepted P3-7 artifact |
-| **Total (P0 + P1 + P2-1..P2-4 + P3-1..P3-8)** | **379** | |
+| `test_csi500_generalization.py` | 8 | CSI500 config validates with the expected cell roles (screened anchor SSE50|2022-2024; independent SSE50|2024-2026 + 000905.SH|2024-2026; CSI500|2022-2024 skipped+disclosed; same groups/scenarios/hypotheses as P3-7 — no tuning); sample classes labeled correctly; **`output.subset_report_name`** lets each subset-validation study own its report file (default None keeps the historical `phase3_subset_validation.md` bitwise — the P3-6/P3-7 configs are locked unchanged), so a P3-8 run never clobbers the accepted P3-7 artifact; **`output.subset_report_title`** config-drives the report H1 so the CSI500 study names itself ("Phase 3-8 — CSI500 Independent Generalization Check", asserted NOT to start with Phase 3-7) while the P3-6/P3-7 configs leave it unset and keep the renderer's sample-aware default title (regression-locked) |
+| **Total (P0 + P1 + P2-1..P2-4 + P3-1..P3-8)** | **383** | |
 
 ## Real-data validation (manual, not in CI — TEST-002 keeps the suite network-free)
 
diff --git a/config/phase3_real_csi500_generalization.yaml b/config/phase3_real_csi500_generalization.yaml
index 1a272b9..b1fca6e 100644
--- a/config/phase3_real_csi500_generalization.yaml
+++ b/config/phase3_real_csi500_generalization.yaml
@@ -150,6 +150,10 @@ output:
   log_dir: artifacts/logs
   overwrite: true
   subset_report_name: phase3_csi500_generalization.md
+  # The report reuses the P3-7 independent-validation machinery, so its H1 must
+  # name THIS study (not the default P3-7 phase label) — config owns the study
+  # identity, the same precedent as subset_report_name.
+  subset_report_title: "Phase 3-8 — CSI500 Independent Generalization Check (value/lowvol, screened vs independent holdout cells)"
 
 oos:
   split_date: "2023-07-01"   # base-config validation only; per-cell splits below
diff --git a/qt/config.py b/qt/config.py
index a468c65..837bb4a 100644
--- a/qt/config.py
+++ b/qt/config.py
@@ -187,6 +187,12 @@ class OutputCfg(_Strict):
     # own name so different studies sharing the run mode never overwrite each
     # other's report (P3-8; the same precedent as baseline_report_name).
     subset_report_name: str | None = None
+    # H1 title for the subset-validation report (run-phase3-subset). None keeps
+    # the renderer's sample-aware default (P3-7 independent / P3-6 post-hoc); a
+    # config that reuses the run mode for a DIFFERENT study (e.g. the P3-8 CSI500
+    # generalization check) sets its own title so the report header names the
+    # actual study instead of the machinery's default phase label (P3-8).
+    subset_report_title: str | None = None
 
 
 class OOSCfg(_Strict):
diff --git a/qt/reports.py b/qt/reports.py
index b9c095d..3ea8ae5 100644
--- a/qt/reports.py
+++ b/qt/reports.py
@@ -990,18 +990,26 @@ def _subset_group_summary_block(glabel: str, gsum: dict, level: str = "###") ->
 def render_subset_validation(result) -> str:
     """Build the phase3 subset-validation markdown (pure; no I/O, no secrets).
 
-    The title, the framing blockquote and the closing caveat are SAMPLE-AWARE:
-    a run whose cells include declared independent holdouts is a P3-7
+    The H1 title, the framing blockquote and the closing caveat are
+    SAMPLE-AWARE: a run whose cells include declared independent holdouts is an
     independent validation and must NOT carry the P3-6 "same windows / not
     independent confirmation" framing (it would contradict the verdict
     section); a run with no independent cells keeps the P3-6 framing verbatim.
+    The H1 title is additionally CONFIG-DRIVEN: ``output.subset_report_title``
+    overrides it so a config that reuses this run mode for a DIFFERENT study
+    (e.g. the P3-8 CSI500 generalization check) names the actual study instead
+    of the machinery's default phase label. The body framing stays sample-aware
+    (it describes screened-vs-independent mechanics, correct for any such study).
     """
     cfg = result.config
     has_independent = "independent" in (
         getattr(result, "cell_samples", None) or {}
     ).values()
     lines: list[str] = []
-    if has_independent:
+    configured_title = getattr(cfg.output, "subset_report_title", None)
+    if configured_title:
+        lines.append(f"# {configured_title}\n")
+    elif has_independent:
         lines.append("# Phase 3-7 — Independent-Sample Validation "
                      "(factor groups × cost scenarios; screened vs "
                      "independent holdout cells)\n")
diff --git a/tests/test_csi500_generalization.py b/tests/test_csi500_generalization.py
index 07b929e..897d0f5 100644
--- a/tests/test_csi500_generalization.py
+++ b/tests/test_csi500_generalization.py
@@ -82,3 +82,58 @@ def test_csi500_config_owns_its_report_filename():
     name = subset_report_filename(cfg)
     assert name == "phase3_csi500_generalization.md"
     assert name != "phase3_subset_validation.md"
+
+
+def test_csi500_config_sets_its_report_title():
+    cfg = load_config(_CSI500_CONFIG)
+    assert cfg.output.subset_report_title is not None
+    assert "Phase 3-8" in cfg.output.subset_report_title
+    assert "CSI500" in cfg.output.subset_report_title
+
+
+def test_p36_p37_configs_leave_report_title_unset():
+    """The pre-P3-8 configs must keep the renderer's sample-aware default title."""
+    p36 = load_config(str(
+        Path(__file__).resolve().parents[1]
+        / "config" / "phase3_real_subset_costs.yaml"
+    ))
+    p37 = load_config(_P37_CONFIG)
+    assert p36.output.subset_report_title is None
+    assert p37.output.subset_report_title is None
+
+
+def _csi500_synthetic_result():
+    """A P3-7-shaped synthetic result re-pointed at the CSI500 config (which
+    sets subset_report_title) — exercises the config-driven H1 title."""
+    import dataclasses
+
+    from tests.test_independent_validation import _synthetic_independent_result
+
+    return dataclasses.replace(
+        _synthetic_independent_result(), config=load_config(_CSI500_CONFIG)
+    )
+
+
+def test_csi500_report_title_is_p38_not_p37():
+    """The generated CSI500 report's first line must name THIS study, not the
+    default P3-7 phase label (the review finding: hardcoded P3-7 title)."""
+    from qt.reports import render_subset_validation
+
+    md = render_subset_validation(_csi500_synthetic_result())
+    first_line = md.split("\n", 1)[0]
+    assert first_line.startswith("# Phase 3-8")
+    assert "CSI500" in first_line
+    assert "Phase 3-7" not in first_line
+    # the body framing stays sample-aware (screened vs independent) — still correct
+    assert "independent holdout" in md.lower() and "screened" in md.lower()
+    assert "## Independent holdout verdict" in md
+
+
+def test_default_subset_title_preserved_without_config_override():
+    """A result whose config sets no subset_report_title keeps the sample-aware
+    default (P3-7 for an independent run) — regression guard for P3-6/P3-7."""
+    from qt.reports import render_subset_validation
+    from tests.test_independent_validation import _synthetic_independent_result
+
+    md = render_subset_validation(_synthetic_independent_result())
+    assert md.split("\n", 1)[0].startswith("# Phase 3-7")