Replication Data for: Asymmetric Hurst-Gated LPPL Detection: Evidence from Segmented Institutional/Retail Index Futures

This dataset contains LPPL calibration results, rolling Hurst estimates, backtest outputs, and Python analysis scripts for the Finance Research Letters manuscript. Ten CSV files cover parameter comparison, bootstrap validation, Hurst ablation, slippage sensitivity, and placebo policy tests. Seven Python scripts reproduce all tables and figures.