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While recent progress in search agents has demonstrated strong capabilities in information retrieval and answer verification, most existing training datasets remain search-centric, focusing primarily on closed-ended question answering and information localization. As a result, they mainly train information-seeking behavior while providing limited coverage of key deep research capabilities, including evidence integration, knowledge synthesis, planning, file understanding, and structured report generation. In this work, we propose a unified trajectory construction paradigm for deep research agents that combines closed-ended QA and open-ended exploration. 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