Coverage is not completeness
A collection of daily price files can support exploratory screening without supporting a bias-free historical portfolio. The difference is the universe: a current stock list does not recover companies that delisted or ceased to qualify years earlier.
Normalize without erasing history
Keep the provider snapshot immutable. A canonical file must retain its source hash, symbol, currency, exchange timezone and adjustment convention. Corrections should create a new snapshot and explain why it differs.
Execution stays market-specific
A portable price screen is not a Korean exchange simulator. Taxes, lot sizes, trading halts, price limits and adjustments need separate treatment. Until they are verified, apparent profitability is a private research candidate, not a conclusion.