Your I-94 record, current approval or extension notices, visa pages, and any employer sponsorship documents, plus a dated travel history. Add tax filings for the years prescribed for your source-of-funds evidence. Together these show where your status stands and how the EB-5 capital was earned and moved.
Keeping the status file current, not historical
Statuses change while a petition sits in a queue: extensions get approved, employers change, an I-94 is reissued after a trip. Refresh the file each time something moves, and keep a one-page chronology at the front. Do not assume older tax years are irrelevant; prescribed historical records may be requested, and reconstructing them years later is slower than keeping them.
Files go stale invisibly. Nothing announces that an I-94 was reissued after a weekend trip, and the copy in the folder simply becomes wrong. The record worth refreshing on a fixed rhythm is the I-94 retrieved directly from the official system after every entry, printed with its retrieval date, because it states where status actually stands; everything else in the folder is read against it.
On source of funds the discipline runs the other way and is equally plain: prescribed historical records may be requested years later, so keep the tax filings for the prescribed years rather than reconstructing them under pressure. Hypothetical example: a treasury executive travels twice in a quarter and refreshes the record each time, and the chronology stays accurate without anyone having to remember.