Initial anonymized artifact release

CHANGELOG.md

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+# Changelog
+
+## v1.0 — 2026-04-28
+
+Initial public release prepared for NeurIPS 2026 Evaluations & Datasets
+Track double-blind submission.
+
+- 28 backtest runs across 4 paper-cited experiments (Exp 1 case study US/CN,
+  Exp 2 reproducibility R2, Exp 3 mechanism ablation, Exp 4 GPT-5.4 backend
+  robustness). Exp 5 efficiency ablation is documented but its run
+  artifacts are not redistributed.
+- Two flattened derived tables (`derived/all_metrics.csv`,
+  `derived/all_trades.csv`) for easy querying.
+- Reproducibility manifest mirrored from the paper's `latex/audit/`.
+- Croissant 1.0 metadata with core and RAI fields.

LICENSE.md

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+# License and Redistribution Notes
+
+## This bundle's contributed content
+
+The QuantArena artifact bundle, as a curated collection of run-level metrics,
+(metrics, trade logs, equity curves), provenance documentation, and the
+build scripts under `tools/`, is released under
+**Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0)**.
+
+You may use, share, and adapt the contributed content for **academic
+research, education, and non-commercial purposes**, provided you cite the
+paper and preserve attribution to the authors.
+
+## Underlying market data (see `README.md` "Data sources" table)
+
+The bundle's `trades.csv` and the per-mandate selection files contain
+trade-level prices and ticker actions derived from third-party data providers.
+We redistribute only the **derived, sparse, decision-level
+records** required to verify the paper's quantitative claims.
+
+We do not redistribute bulk market data from any provider. Specifically:
+
+- **Yahoo Finance / yfinance**: bulk redistribution is forbidden by Yahoo
+  TOS. We include only the per-trade prices observed on each decision date.
+  Users who need full price history should obtain it directly from Yahoo or
+  a licensed redistributor.
+- **Tushare**: redistribution of raw data is restricted by Tushare's
+  user agreement. Users wishing to reproduce or extend the runs must
+  register and obtain their own Tushare API token. The trade-level prices
+  included here are derived facts about portfolio decisions rather than
+  bulk feed redistribution.
+- **Financial Modeling Prep (FMP)**, **AKShare**, **Tavily**: aggregated
+  signals and per-run summaries only; no raw feeds redistributed.
+
+If you redistribute or build derivative products on top of this bundle,
+**you remain responsible for complying with each upstream provider's terms**.
+
+## LLM outputs
+
+Short bookkeeping strings in `trades.csv` `justification` columns
+(e.g., "Target allocation: 12.0% (current: 0 shares)") are template
+strings emitted by the trading workflow rather than free-form LLM
+generation. We treat them as part of the bundle's contributed content
+under the CC BY-NC 4.0 license.
+
+The DeepSeek-V3.2 and GPT-5.4 backends used during runs are accessed
+under the providers' commercial API terms; the bundle does not
+redistribute model weights or proprietary system prompts.
+
+## Disclaimers
+
+- **Not financial advice.** This bundle is released for research and
+  evaluation purposes only. It is not a recommendation to trade any
+  security. Past simulated performance does not guarantee future results.
+- **Reproduction depends on third-party APIs.** Re-running the bundled
+  experiments requires market data access (Yahoo, Tushare, FMP, AKShare,
+  Tavily) and an LLM backend (DeepSeek-V3.2 or GPT-5.4); these are not
+  shipped with the bundle.
+- **Anonymized release.** Per NeurIPS double-blind review policy,
+  authorship and institutional affiliation are not disclosed in this
+  release.

README.md

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+---
+license: cc-by-nc-4.0
+language: en
+size_categories:
+- 1K<n<100K
+task_categories:
+- tabular-classification
+- time-series-forecasting
+tags:
+- finance
+- llm-trading
+- benchmark
+- evaluation
+- mandate-based
+- fund-style-policy
+pretty_name: QuantArena Artifact Bundle
+configs:
+- config_name: metrics
+  default: true
+  data_files:
+  - split: train
+    path: derived/all_metrics.csv
+- config_name: trades
+  data_files:
+  - split: train
+    path: derived/all_trades.csv
+---
+
+# QuantArena Artifact Bundle
+
+Reproducibility artifacts for the paper *QuantArena: Beat the Market or Be the
+Market? A Live-Market Evaluation of Investment Paradigms* (NeurIPS 2026
+Evaluations & Datasets Track submission).
+
+## Summary
+
+QuantArena is a controlled live-market evaluation protocol that holds the LLM
+backend, market data stream, analyst workflow, capital, and execution harness
+fixed across runs and varies only the **investment doctrine** (the policy
+module). This bundle releases the run-level data, comparison aggregates,
+universe definitions, and provenance manifests required to inspect every
+figure, table, and quantitative claim in the paper.
+
+The dataset is a structured **collection of backtest runs** rather than a
+single tabular file. Each run contains daily portfolio state, the trade log,
+and pre-computed performance metrics. Two flat tables in `derived/` provide a
+queryable view of the full bundle for users who want to load it as a single
+DataFrame.
+
+## What's in this bundle
+
+```
+release_data/
+├── README.md                       # This file
+├── LICENSE.md                      # Multi-source license + redistribution notes
+├── CHANGELOG.md                    # Version history
+├── croissant.json                  # Croissant 1.0 metadata (core + RAI)
+├── manifest.json                   # Top-level run inventory (machine-readable)
+│
+├── runs/                           # 28 individual backtest runs
+│   ├── exp1_caseStudy_us_6m/       # US 6M main case study (5 mandates)
+│   ├── exp1_caseStudy_cn_6m/       # CN 6M main case study (5 mandates)
+│   ├── exp2_reproducibility_us_6m_run2/  # Independent re-run (5 mandates)
+│   ├── exp3_mechanism_ablation_us_3m/    # US 3M ablation (8 variants)
+│   └── exp4_backend_robustness_us_3m_gpt54/  # GPT-5.4 robustness (5 mandates)
+│
+├── exp5_efficiency_ablation_cn_10t_6m/   # Documented only (no run artifacts)
+├── comparisons/                    # Cross-mandate aggregates per market
+├── universe/                       # 5x4 sector/style ticker grid
+├── derived/                        # Pre-flattened tables for easy querying
+│   ├── all_trades.csv              # Concatenated trade log across all 28 runs
+│   ├── all_metrics.csv             # Long-format performance metrics table
+│   └── gpt54_robustness/           # Backend-comparison CSVs
+│
+├── audit/                          # Reproducibility manifest (mirror of paper's latex/audit/)
+└── tools/                          # Scripts to rebuild the bundle from raw artifacts
+```
+
+Each `runs/<experiment>/<mandate>/` directory contains:
+
+- `metrics.json` — summary metrics (return, drawdown, Sharpe, turnover, cash ratio, exposure, …)
+- `trades.csv` — per-trade log (date, ticker, action, shares, price, value, justification)
+- `equity_curve.csv` — daily portfolio state (date, total_value, daily_return, cashflow=cash_balance, benchmark_value, benchmark_return)
+- `backtest_report.md` — human-readable run summary
+
+## Loading
+
+### As a DataFrame (recommended for most users)
+
+```python
+import pandas as pd
+
+# Concatenated trade log across all 28 runs
+trades = pd.read_csv("derived/all_trades.csv")
+
+# Long-format metrics table
+metrics = pd.read_csv("derived/all_metrics.csv")
+
+# Filter to one experiment
+us_6m = metrics.query("experiment == 'exp1_caseStudy_us_6m'")
+print(us_6m[["display_name", "total_return", "max_drawdown", "total_trades"]])
+```
+
+### Hugging Face Datasets library
+
+```python
+from datasets import load_dataset
+
+trades = load_dataset("NIPS26Repo/quantarena-artifacts", "trades", split="train")
+metrics = load_dataset("NIPS26Repo/quantarena-artifacts", "metrics", split="train")
+```
+
+### Per-run artifacts (when you need the full equity curve or single trade log)
+
+```python
+import json, pandas as pd
+
+run = "runs/exp1_caseStudy_us_6m/fundamental_value"
+metrics = json.load(open(f"{run}/metrics.json"))
+trades  = pd.read_csv(f"{run}/trades.csv")
+equity  = pd.read_csv(f"{run}/equity_curve.csv")
+```
+
+## Experiment overview
+
+| Experiment | Window | Universe | Backend | Mandates / variants | Purpose in the paper |
+|---|---|---|---|---|---|
+| **Exp 1 — Main case study (US)** | 2025-09-01 to 2026-02-28 (124 trading days) | 20 US tickers (5×4 sector/style) | DeepSeek-V3.2 | 5 mandates | Q1 returns, Q2 cross-market shift, Q3 fidelity, sector matrix |
+| **Exp 1 — Main case study (CN)** | 2025-09-01 to 2026-02-28 (102 trading days) | 20 CN A-share tickers | DeepSeek-V3.2 | 5 mandates | Same as above |
+| **Exp 2 — Reproducibility R2 (US)** | 2025-09-01 to 2026-02-28 | 20 US tickers | DeepSeek-V3.2 | 5 mandates | `tab:reproducibility` (Q4) |
+| **Exp 3 — US 3M mechanism ablation** | 2025-12-01 to 2026-02-28 | 20 US tickers | DeepSeek-V3.2 | 8 variants (Full + ablated for FV/BM/MT, Reference for LV/EqW) | `tab:us_3m_ablation_main` (Q4) |
+| **Exp 4 — Backend robustness (GPT-5.4)** | 2025-12-01 to 2026-02-28 | 20 US tickers | GPT-5.4 (Macaron Responses API gateway, run dates Apr 23–24, 2026) | 5 mandates | `tab:us_3m_backend_robustness` (Q4) |
+| **Exp 5 — Execution efficiency (CN 10t)** | 2025-09-01 to 2026-02-28 | 10 CN tickers | DeepSeek-V3.2 | E0 / E1 / E2 execution paths | `tab:efficiency_ablation` (appendix) |
+
+Mandates: **Fundamental Value**, **Macro Tactical**, **Behavioral Momentum**,
+**Low-Volatility (Smart Beta)**, **Equal-Weight (Baseline)**.
+
+Initial capital is $100,000 per run; decision cadence is daily.
+
+## How to verify a number from the paper
+
+1. Locate the figure / table / claim in `audit/figures.md`, `audit/tables.md`,
+   or `audit/claims.md`.
+2. Each entry names the source run ID(s) under
+   `runs/<experiment>/<mandate>/`.
+3. Open `metrics.json` (summary metrics), `trades.csv` (per-trade log), or
+   `equity_curve.csv` (daily portfolio state) in that run directory.
+
+## Data sources used by the underlying runs
+
+| Source | What it provided | Status in this bundle |
+|---|---|---|
+| Yahoo Finance / yfinance | US ticker prices and corporate actions | Trade-level prices appear in `trades.csv`; not redistributed in bulk |
+| Tushare | China A-share prices, fundamentals, news | Same — trade-level only, not bulk |
+| Financial Modeling Prep (FMP) | US fundamentals & news | Aggregated into per-run summaries only |
+| AKShare | CN macro indicators & policy news | Same |
+| Tavily | Search-API-based news retrieval | Sentiment scores aggregated into ISQ signals only |
+| DeepSeek-V3.2 | Default reasoning backend | LLM outputs in trades.csv `justification` are short bookkeeping templates only |
+| GPT-5.4 (Macaron API gateway) | Backend-robustness reasoning backend | Same |
+
+See `LICENSE.md` for redistribution terms.
+
+## Citation
+
+```bibtex
+@inproceedings{quantarena2026,
+  title  = {QuantArena: Beat the Market or Be the Market? A Live-Market Evaluation of Investment Paradigms},
+  author = {Anonymous Author(s)},
+  booktitle = {Advances in Neural Information Processing Systems Datasets and Benchmarks Track},
+  year   = {2026}
+}
+```
+
+## Limitations
+
+- The 6M case studies are single-seed runs; Exp 2 quantifies seed sensitivity for the US window, but CN does not have a paired re-run in this bundle.
+- Trading frictions (transaction costs, slippage, market impact) are not modeled.
+- Universe is restricted to 20 liquid tickers per market; results may not transfer to micro-cap or illiquid names.
+- The GPT-5.4 backend identifier follows the API gateway label exposed at run time; it is not a vendor build hash.
+
+## Contact
+
+Submitted via OpenReview to NeurIPS 2026 Evaluations & Datasets Track. Authors anonymized for double-blind review.

audit/README.md

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+# Reproducibility Audit
+
+This directory documents the data provenance for every figure, table, and
+quantitative claim in the paper. It is intended as a reviewer-facing
+reproducibility manifest: any number, panel, or claim in the paper should
+be traceable to a specific backtest run, CSV, or source document.
+
+## Audit anchor
+
+- **Commit:** `a4bf9e6` (`fix(figure): use 6M case-study runs for US sector matrix`)
+- **Audit date:** 2026-04-28
+
+The audit was performed after fixing a previously-discovered run-ID
+mismatch in the U.S. sector matrix figure (the script wired the figure to
+GPT-5.4 3M ablation runs but the paper text described it as a 6M case
+study). All other figures, tables, and prose claims were re-verified
+against actual run metrics during the same audit.
+
+## Files in this directory
+
+| File | Scope |
+|---|---|
+| `README.md` | This overview |
+| `run_inventory.md` | All backtest runs referenced anywhere in the paper, indexed by experiment family |
+| `figures.md` | Per-figure provenance (which script, which runs, which data file) |
+| `tables.md` | Per-table provenance plus verified cell values |
+| `claims.md` | Key quantitative claims in the prose with data sources |
+
+## How to verify a number in the paper
+
+1. Locate the figure/table/claim in question.
+2. Look it up in `figures.md`, `tables.md`, or `claims.md`.
+3. The audit doc names the source (run ID, CSV path, or source doc).
+4. The actual run artifacts live in the parent repository under
+   `reports/backtest/<run_id>/` (`metrics.json`, `trades.csv`,
+   `equity_curve.csv`).
+
+## Metric scope (v1)
+
+Each `runs/**/metrics.json` ships the metric set actually used in the
+paper plus the supporting fidelity diagnostics:
+
+- **Performance:** `total_return`, `annualized_return`, `max_drawdown`,
+  `max_drawdown_duration`, `volatility`, `sharpe_ratio`, `sortino_ratio`
+- **Benchmark anchor:** `benchmark_total_return`,
+  `benchmark_annualized_return`, `benchmark_source`
+- **Fidelity:** `total_trades`, `trading_days`, `avg_position_days`,
+  `avg_cash_ratio`, `avg_gross_exposure`, `win_rate`
+- **Profile-specific:** e.g. `value_filter_pass_rate`,
+  `value_consistency_score` for `Fundamental Value`
+
+Benchmark-relative fields (`alpha`, `beta`, `tracking_error`,
+`information_ratio`, `excess_return`, `calmar_ratio`,
+`up_capture`, `down_capture`) are **intentionally not shipped in v1**.
+They were computed per run during development but require a harmonized
+benchmark-return series and a risk-free rate that are out of scope for
+the matched-window protocol used here, and the implementation gave
+different values across the U.S. and CN paths during validation. A
+v1.1 release will reintroduce them after cross-substrate harmonization;
+the v1 paper does not depend on these fields.
+
+The same applies to `derived/all_metrics.csv` and
+`derived/gpt54_robustness/gpt54_us_3m_summary.csv`: the v1 release ships
+only the columns above. Bundle maintainers can rerun
+`tools/strip_benchmark_relative_metrics.py` to enforce this scope on a
+freshly built bundle.
+
+## Data layout (parent repository)
+
+```
+<repo_root>/
+├── latex/                          # Paper source (this is the Overleaf project)
+│   ├── sec/                        # Main-text sections
+│   ├── appendix/                   # Appendices
+│   ├── figures/                    # Compiled figure PDFs/PNGs
+│   ├── scripts/                    # Figure/table generation scripts
+│   ├── data/artifact_ingest/          # Optional static input artifacts for local rebuilds
+│   └── audit/                      # ← This directory
+└── reports/
+    ├── backtest/<run_id>/          # Per-run artifacts (metrics.json, trades.csv, ...)
+    └── multi_personality/<bundle>/ # Cross-mandate comparison bundles
+```

audit/claims.md

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+# Quantitative Claims Provenance
+
+Key prose claims with embedded numbers, mapped to their data sources. All
+claims re-verified 2026-04-28 against commit `a4bf9e6`.
+
+## Section 3 — Experimental protocol
+
+| Claim | Where | Source | Value |
+|---|---|---|---|
+| "China A-share (102 trading days)" | sec/03 line 7 | `mp_*_20260413_163905_*` metrics.json `trading_days` | 102 ✓ |
+| "U.S. equities (124 trading days)" | sec/03 line 7 | `mp_*_20260409_165131_*` metrics.json `trading_days` | 124 ✓ |
+| "20-ticker universe" | sec/03 line 7 | `universe/sector_style_universe.csv`: 20 US + 20 CN tickers | ✓ |
+| "$100,000 initial capital" | sec/03 line 7 | metrics.json `initial_cash` per run | 100000 ✓ |
+| "40 tickers and 226 trading days" | sec/03 line 7 | 20 + 20 = 40; 102 + 124 = 226 | ✓ |
+| Reasoning backend "DeepSeek-V3.2" | sec/03 line 25 | metrics.json `config.reasoning_model` per Experiment 1 run | ✓ |
+
+## Section 4, Q1 — Separable mandate outcomes
+
+| Claim | Source |
+|---|---|
+| "Equal-Weight reference is strongest in both markets" | Experiment 1: CN EqW return = 6.50, US EqW return = 9.42 — both top-ranked ✓ |
+| "Macro Tactical is the closest active mandate in both markets" | CN MT = 4.02 (top among non-EqW); US MT = 3.42 (top among non-EqW) ✓ |
+| "Behavioral Momentum in China and Fundamental Value in the U.S. ... mistimed or overly restrictive" | CN BM = -2.52 (rank 5/5); US FV = -4.73 (rank 5/5) ✓ |
+
+## Section 4, Q3 — Mandate fidelity
+
+| Claim | Source |
+|---|---|
+| "FV average cash $\approx 39\%$ in CN vs. $\approx 71\%$ in U.S." | Experiment 1: CN FV `avg_cash_ratio` = 0.3892, US FV `avg_cash_ratio` = 0.7056 ✓ |
+| "Behavioral Momentum has the shortest holding days in both markets" | Experiment 1: CN BM `avg_position_days` = 6.0, US BM = 3.0 — both lowest in their market ✓ |
+| "Low-Volatility is the highest-cash mandate in both markets" | Experiment 1: CN LV cash 69.55%, US LV cash 83.76% — both highest ✓ |
+| "Equal-Weight stays almost fully invested" | Experiment 1: CN EqW exposure 98.62%, US EqW exposure 97.60% ✓ |
+
+## Section 4, Q3 — Per-ticker concentration
+
+| Claim | Source |
+|---|---|
+| "FV spreads across 16 tickers" (US) | trades.csv of `mp_fundamental_value_20260409_165131_876468`: 16 distinct tickers traded |
+| "Healthcare tilt (LLY 12%, VRTX 10%, JNJ 6%)" | Same trades.csv aggregated: LLY 12.34%, VRTX 10.41%, JNJ 6.47% ✓ |
+| "no single position exceeds 13%" (US FV) | Same trades.csv: max share = LLY 12.34% ✓ |
+| "Low-Volatility ... 30–35% on each of three large-cap names — JPM, AMZN, MSFT — spanning three sectors" | trades.csv of `mp_smart_beta_passive_20260409_165131_876510`: JPM 34.6% (Financials), AMZN 35.0% (Consumer), MSFT 30.4% (Technology) ✓ |
+| "Macro Tactical ... no cell exceeds 10%" | trades.csv of `mp_macro_tactical_20260409_165131_876505` aggregated to 5×4 grid: max cell 9.2% ✓ |
+| "Behavioral Momentum concentrates roughly 21% on a single Tech Large-Growth name (MSFT)" | trades.csv of `mp_behavioral_momentum_20260409_165131_876499`: MSFT cell = 21.3% ✓ |
+| "Equal-Weight distributes ... approximately 5% each" | trades.csv of `mp_equal_weight_index_20260409_165131_876514`: each cell 3.9–6.7% (uniform-ish around 5%) ✓ |
+| "Fundamental Value concentrating more sharply on ... Kweichow Moutai $\approx 28\%$" (CN) | trades.csv of `mp_fundamental_value_20260413_163905_878961`: Moutai (600519) 28.2% ✓ |
+
+## Section 4, Q4 — Doctrine-effect ablation
+
+| Claim | Source |
+|---|---|
+| "FV: return $0.00\% \to 5.80\%$, cash $100.00\% \to 20.72\%$" | Experiment 3: `20260417_160942` (Full) vs `20260417_191443` (No filter) ✓ |
+| "BM: $-0.90 \to -0.75$ for return" | Experiment 3: `20260417_220721` (Full) vs `20260418_004927` (No guardrails) ✓ |
+| "MT: $-0.45 \to -0.33$ for return" | Experiment 3: `20260418_033940` (Full) vs `20260418_072633` (No tilt) ✓ |
+| "Avg cash 91.06% → 46.33% for BM (under GPT-5.4)" | Experiments 3 & 4: `derived/gpt54_robustness/backend_comparison.csv` row `behavioral_momentum`: prior_cash_pct 91.06, gpt54_cash_pct 46.33 ✓ |
+| "39.71% → 17.31% for MT (under GPT-5.4)" | Same CSV row `macro_tactical`: prior_cash_pct 39.71, gpt54_cash_pct 17.31 ✓ |
+| "MT and BM shift by $-0.64$pp and $-1.04$pp" (R1 vs R2) | Experiments 1 & 2: 3.42 → 2.78 = -0.64; 1.54 → 0.50 = -1.04 ✓ |
+| "FV shows the largest deviation ($-5.56$pp), trade-count diff of only 3" | Experiments 1 & 2: -4.73 → -10.29 = -5.56; 123 → 126 = +3 ✓ |
+| "trade counts differing by at most 54 trades over 124 days" (LLM-conditioned R1 vs R2) | Experiments 1 & 2: max ΔTrades among LLM-conditioned mandates is MT (1763→1817 = +54) ✓ |
+| "Mandate-level gaps above approximately 2pp ... doctrine effects" | Empirical threshold: max LLM-conditioned ΔRet observed in reproducibility = 1.04 (BM); 2pp gives ~2× margin ✓ |
+
+## Section 4, Q4 — Execution efficiency (mentioned in introduction and appendix)
+
+| Claim | Source |
+|---|---|
+| "wall-clock from 43.7 to approximately 10.8 hours (4.0x)" | `docs/2026-03-23-cn-10tickers-6m-efficiency-ablation.md`: E0 43.73h, E1 10.79h, E2 10.82h, speedup 4.05x/4.04x ✓ |
+| "lowers report-counted LLM API calls by 27.3%" | Same source: E0 11219 → E1 8160 = -27.3% ✓ |

audit/figures.md

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+# Figure Provenance
+
+For each paper figure: which generation script, which input data sources, which experiment.
+
+## Figure 1 — `fig:multi_market_equity_curves` (Q1, main text)
+
+- **Source script:** `scripts/generate_cross_market_case_figures.py` → `plot_cross_market_equity()`
+- **PDF:** `figures/case_cross_market_equity_curves.pdf`
+- **Inputs:** equity_curve.csv from each of 10 runs in Experiment 1 (US 6M + CN 6M, 5 mandates each)
+- **What it shows:** Daily normalized wealth path per mandate, two stacked panels (CN top, US bottom).
+- **Last regenerated:** commit `579ed3d` (cash/exposure merge, 1×3 layout)
+
+## Figure 2 — `fig:regime_robustness` (Q2, main text)
+
+- **Source script:** `scripts/generate_cross_market_case_figures.py` → `plot_cross_market_shift()`
+- **PDF:** `figures/case_cross_market_shift.pdf`
+- **Inputs:** Aggregated `total_return` and `max_drawdown` from each of 10 runs in Experiment 1, via the multi-personality comparison bundles
+- **What it shows:** Two-panel slopegraph (return / MDD) of CN-vs-US shift per mandate.
+- **Last regenerated:** commit `579ed3d`
+
+## Figure 3 — `fig:behavior_profile` (Q3, main text)
+
+- **Source script:** `scripts/generate_cross_market_case_figures.py` → `plot_cross_market_behavior()`
+- **PDF:** `figures/case_cross_market_behavior_shift.pdf`
+- **Inputs:** `avg_turnover_ratio`, `avg_cash_ratio`, `avg_position_days` from each of 10 Experiment 1 runs, via comparison bundles
+- **What it shows:** Three-panel slopegraph (turnover / cash ratio / holding days) of CN-vs-US shift per mandate.
+- **Last regenerated:** commit `579ed3d`
+
+> Note: gross exposure was an earlier fourth panel; it is the
+> near-complement of cash ratio and was therefore removed to avoid
+> redundancy.
+
+## Figure 4 — `fig:sector_style_matrix` (Q3, main text)
+
+- **Source script:** `scripts/generate_sector_style_matrix_figure.py` → `render_market(US_PROFILE_RUNS, ...)`
+- **PDF:** `figures/case_us_sector_style_matrix.pdf`
+- **Inputs:** trades.csv from each of 5 US runs in Experiment 1 + universe CSV `universe/sector_style_universe.csv`
+- **What it shows:** 5-panel heatmap of per-mandate trading concentration over the 5×4 US sector/style grid.
+- **Critical fix:** Earlier this script used Experiment-4 (GPT-5.4 3M) run IDs, which made FV appear to "collapse" to a single Mid-Growth Financial. The current commit `a4bf9e6` rewires it to the Experiment-1 (6M case study) runs, where FV in fact spreads across 16 tickers.
+
+## Figure 5 — `fig:sector_style_matrix_cn` (Q3, appendix)
+
+- **Source script:** `scripts/generate_sector_style_matrix_figure.py` → `render_market(CN_PROFILE_RUNS, ...)`
+- **PDF:** `figures/case_cn_sector_style_matrix.pdf`
+- **Inputs:** trades.csv from each of 5 CN runs in Experiment 1 + universe CSV
+- **What it shows:** Mirror of Figure 4 for the CN A-share universe.
+
+## Figure 6 — `fig:backend_robustness` (Q4, main text)
+
+- **Source script:** `scripts/generate_backend_robustness_figure.py`
+- **PDF:** `figures/case_backend_robustness.pdf`
+- **Inputs:** `derived/gpt54_robustness/backend_comparison.csv`, which aggregates the 5 GPT-5.4 runs (Experiment 4) and their default-backend counterparts (Experiment 3)
+- **What it shows:** Per-mandate return and average cash ratio, default vs GPT-5.4 backend, on the matched US 3M window.
+
+## Figure 7 — `fig:paradigm_flow` (Section 2)
+
+- **Source:** Hand-drawn schematic (not generated from data)
+- **PDF:** `figures/persona_benchmark_flow.pdf`
+- **What it shows:** System flow diagram: fixed components on the left, doctrine module as the manipulated variable in the middle, mandate set and evaluation outputs on the right.

audit/run_inventory.md

@@ -0,0 +1,92 @@
+# Backtest Run Inventory
+
+All backtest runs referenced anywhere in the paper, grouped by experiment.
+
+Run artifacts live under `<repo_root>/reports/backtest/<run_id>/` and contain:
+
+- `metrics.json` — summary metrics (total_return, max_drawdown, sharpe_ratio, total_trades, avg_position_days, avg_cash_ratio, avg_gross_exposure, value_filter_pass_rate, etc.)
+- `trades.csv` — per-trade log (date, ticker, action, shares, price, value, justification)
+- `equity_curve.csv` — daily portfolio time series (date, total_value, daily_return, cashflow=cash_balance, benchmark_value, benchmark_return)
+- `backtest_report.md` — human-readable summary
+
+Multi-mandate comparison bundles live under `<repo_root>/reports/multi_personality/<bundle>/` and contain:
+
+- `comparison_data.json` — mapping from mandate key to its run ID, return, MDD, trade count, and aggregated metrics
+- `comparison_report.md` — human-readable summary
+- `personality_summary.csv` — flat CSV summary
+
+## Experiment 1 — Six-month main case study (the headline result)
+
+| Mandate | US run (Sep 1 2025 – Feb 28 2026, 124 trading days) | CN run (Sep 1 2025 – Feb 28 2026, 102 trading days) |
+|---|---|---|
+| Fundamental Value | `mp_fundamental_value_20260409_165131_876468` | `mp_fundamental_value_20260413_163905_878961` |
+| Macro Tactical | `mp_macro_tactical_20260409_165131_876505` | `mp_macro_tactical_20260413_163905_878979` |
+| Behavioral Momentum | `mp_behavioral_momentum_20260409_165131_876499` | `mp_behavioral_momentum_20260413_163905_878974` |
+| Low-Volatility (Smart Beta) | `mp_smart_beta_passive_20260409_165131_876510` | `mp_smart_beta_passive_20260413_163905_878984` |
+| Equal-Weight (Baseline) | `mp_equal_weight_index_20260409_165131_876514` | `mp_equal_weight_index_20260413_163905_878987` |
+
+- **US comparison bundle:** `multi_personality/20260409_165121_176781/`
+- **CN comparison bundle:** `multi_personality/20260413_163854_715331/`
+- **Initial capital:** $100,000 (each market)
+- **Universe:** 20 tickers per market on a 5×4 sector/style grid (Appendix Table~\ref{tab:sector_style_universe})
+- **Backend:** DeepSeek-V3.2
+
+## Experiment 2 — Full-run reproducibility (US 6M, Run 2)
+
+Independent re-run of all five US 6M mandates with identical configuration to Experiment 1.
+
+| Mandate | US Run 2 |
+|---|---|
+| Fundamental Value | `mp_fundamental_value_20260425_035029_413185` |
+| Macro Tactical | `mp_macro_tactical_20260425_035029_413208` |
+| Behavioral Momentum | `mp_behavioral_momentum_20260425_035029_413202` |
+| Low-Volatility (Smart Beta) | `mp_smart_beta_passive_20260425_035029_413212` |
+| Equal-Weight (Baseline) | `mp_equal_weight_index_20260425_035029_413216` |
+
+## Experiment 3 — US 3M mechanism ablation (Dec 1 2025 – Feb 28 2026)
+
+Each LLM-conditioned mandate has a Full variant (full doctrine) and one
+Ablated variant (a single guardrail removed).
+
+| Mandate / variant | Run ID |
+|---|---|
+| Fundamental Value — Full | `20260417_160942` |
+| Fundamental Value — No filter | `20260417_191443` |
+| Behavioral Momentum — Full | `20260417_220721` |
+| Behavioral Momentum — No guardrails | `20260418_004927` |
+| Macro Tactical — Full | `20260418_033940` |
+| Macro Tactical — No tilt | `20260418_072633` |
+| Low-Volatility — Reference | `20260418_110947` |
+| Equal-Weight — Reference | `20260418_111210` |
+
+## Experiment 4 — US 3M backend robustness (GPT-5.4 replacement)
+
+Same 3M window as Experiment 3, but the reasoning backend swapped from
+DeepSeek-V3.2 to GPT-5.4 while every other component is held fixed.
+
+| Mandate | GPT-5.4 run |
+|---|---|
+| Fundamental Value | `20260423_124148` |
+| Macro Tactical | `20260424_094955` |
+| Behavioral Momentum | `20260424_132728_372104` |
+| Low-Volatility | `20260424_094956` |
+| Equal-Weight | `20260424_132723_271683` |
+
+These per-run metrics are also aggregated into
+`derived/gpt54_robustness/backend_comparison.csv`, which is what the
+`generate_backend_robustness_figure.py` script consumes.
+
+## Experiment 5 — Execution efficiency ablation (CN, 10 tickers, 6M)
+
+Three execution paths (E0/E1/E2) on a fixed business setting (10 CN
+tickers, multi-mandate, Sep 1 2025 – Feb 28 2026), used only to
+demonstrate runtime/cost reductions enabled by shared phase-one
+preprocessing and warm artifact caching.
+
+| Path | Run ID | Wall-clock |
+|---|---|---|
+| E0 (baseline) | `20260308_032534_600248` | 43.73 h |
+| E1 (optimized cold-cache) | `20260308_164113_268847` | 10.79 h |
+| E2 (optimized warm-cache) | `20260309_120759_016922` | 10.82 h |
+
+Source doc: `docs/2026-03-23-cn-10tickers-6m-efficiency-ablation.md`.

audit/tables.md

@@ -0,0 +1,119 @@
+# Table Provenance
+
+For each paper table: data source plus the audit pass that re-derived
+each cell from the underlying run metrics. Audited 2026-04-28 against
+commit `a4bf9e6`.
+
+## tab:final_personality_performance — Cross-market 6M summary (Appendix~\ref{appendix:additional_results})
+
+- **Source:** Experiment 1 (US 6M and CN 6M) via comparison bundles
+- **Cells verified:** return, MDD, baseline gap (= return − own-market EqW return), rank
+- **Status:** ✓ all 10 rows verified
+
+| Market | Mandate | Run ID | return (%) | MDD (%) | Baseline gap | Rank |
+|---|---|---|---|---|---|---|
+| China | Fundamental Value | `mp_fundamental_value_20260413_163905_878961` | -0.00 | 4.06 | -6.50 | 4 |
+| China | Macro Tactical | `mp_macro_tactical_20260413_163905_878979` |  4.02 | 4.55 | -2.48 | 2 |
+| China | Behavioral Momentum | `mp_behavioral_momentum_20260413_163905_878974` | -2.52 | 5.28 | -9.02 | 5 |
+| China | Low-Volatility | `mp_smart_beta_passive_20260413_163905_878984` |  0.30 | 2.62 | -6.20 | 3 |
+| China | EqW | `mp_equal_weight_index_20260413_163905_878987` |  6.50 | 6.25 |  0.00 | 1 |
+| U.S. | Fundamental Value | `mp_fundamental_value_20260409_165131_876468` | -4.73 | 6.14 | -14.15 | 5 |
+| U.S. | Macro Tactical | `mp_macro_tactical_20260409_165131_876505` |  3.42 | 4.40 | -6.00 | 2 |
+| U.S. | Behavioral Momentum | `mp_behavioral_momentum_20260409_165131_876499` |  1.54 | 4.40 | -7.88 | 3 |
+| U.S. | Low-Volatility | `mp_smart_beta_passive_20260409_165131_876510` |  0.70 | 2.03 | -8.72 | 4 |
+| U.S. | EqW | `mp_equal_weight_index_20260409_165131_876514` |  9.42 | 4.83 |  0.00 | 1 |
+
+## tab:case_study_footprint — Behavior footprint (Appendix~\ref{appendix:additional_results})
+
+- **Source:** Experiment 1 via comparison bundles
+- **Cells verified:** trades, avg turnover (%), avg cash (%), avg exposure (%)
+- **Status:** ✓ all 10 rows verified (turnover and cash/exposure stored as fractions, displayed as percent)
+
+| Market | Mandate | Trades | Turnover | Cash | Exposure |
+|---|---|---|---|---|---|
+| China | Fundamental Value | 90 | 1.01% | 38.92% | 61.08% |
+| China | Macro Tactical | 1777 | 5.60% | 11.39% | 88.61% |
+| China | Behavioral Momentum | 666 | 12.46% | 52.12% | 47.88% |
+| China | Low-Volatility | 85 | 0.44% | 69.55% | 30.45% |
+| China | EqW | 84 | 0.56% | 1.38% | 98.62% |
+| U.S. | Fundamental Value | 123 | 1.72% | 70.56% | 29.44% |
+| U.S. | Macro Tactical | 1763 | 3.48% | 36.24% | 63.76% |
+| U.S. | Behavioral Momentum | 513 | 10.92% | 69.38% | 30.62% |
+| U.S. | Low-Volatility | 27 | 0.28% | 83.76% | 16.24% |
+| U.S. | EqW | 63 | 0.45% | 2.40% | 97.60% |
+
+## tab:behavior_validity — Sharpe + holding days (Appendix~\ref{appendix:additional_results})
+
+- **Source:** Experiment 1
+- **Cells verified:** trades (CN/US), avg holding days (CN/US), MDD (CN/US), Sharpe (CN/US)
+- **Status:** ✓ all 5 rows verified (paper rounds holding days to 1 decimal: 11.82→11.8, 96.79→96.8, etc.)
+
+## tab:reproducibility — Full-run reproducibility (Section~\ref{sec:results}, Q4)
+
+- **Source:** Experiments 1 and 2 (US 6M, R1 vs R2)
+- **Cells verified:** R1 return, R2 return, ΔReturn, R1 trades, R2 trades, ΔTrades
+- **Status:** ✓ all 5 rows verified
+
+| Mandate | R1 ret | R2 ret | ΔRet | R1 trades | R2 trades | ΔTrades |
+|---|---|---|---|---|---|---|
+| Equal-Weight | 9.42 | 9.42 | 0.00 | 63 | 63 | 0 |
+| Macro Tactical | 3.42 | 2.78 | -0.64 | 1763 | 1817 | +54 |
+| Behavioral Momentum | 1.54 | 0.50 | -1.04 | 513 | 512 | -1 |
+| Low-Volatility | 0.70 | 0.70 | 0.00 | 27 | 27 | 0 |
+| Fundamental Value | -4.73 | -10.29 | -5.56 | 123 | 126 | +3 |
+
+> The 2pp doctrine-effect threshold quoted in the prose is derived from
+> the ΔRet column above, not from any external benchmark.
+
+## tab:us_3m_backend_robustness — Default vs GPT-5.4 (Section~\ref{sec:results}, Q4)
+
+- **Source:** Experiments 3 (default backend) and 4 (GPT-5.4) on US 3M
+- **Aggregator:** `derived/gpt54_robustness/backend_comparison.csv` (also feeds `fig:backend_robustness`)
+- **Cells verified:** return, MDD, trades, avg cash for each of 5 mandates × 2 backends
+- **Status:** ✓ all 5 rows × 8 columns verified
+
+| Mandate | Default ret | GPT-5.4 ret | Default MDD | GPT-5.4 MDD | Default trades | GPT-5.4 trades | Default cash | GPT-5.4 cash |
+|---|---|---|---|---|---|---|---|---|
+| Fundamental Value | 0.00 | 1.23 | 0.00 | 1.10 | 0 | 31 | 100.00% | 95.21% |
+| Behavioral Momentum | -0.90 | 4.77 | 1.08 | 1.40 | 513 | 621 | 91.06% | 46.33% |
+| Macro Tactical | -0.45 | 4.29 | 4.77 | 3.13 | 893 | 901 | 39.71% | 17.31% |
+| Low-Volatility | -2.44 | -2.44 | 3.33 | 3.33 | 15 | 15 | 83.38% | 83.38% |
+| Equal-Weight | 5.96 | 5.96 | 3.52 | 3.52 | 52 | 52 | 2.14% | 2.14% |
+
+## tab:us_3m_ablation_main / tab:us_3m_ablation — Mechanism ablation (Section~\ref{sec:results} + Appendix)
+
+- **Source:** Experiment 3 (US 3M default backend; Full and Ablated variants per mandate)
+- **Cells verified:** return, MDD, trades, avg cash for 8 variants
+- **Baseline gap:** computed as return − 5.96 (EqW return on this window)
+- **Status:** ✓ all 8 rows verified
+
+| Mandate / Variant | Run ID | Return | Baseline gap | MDD | Trades | Cash |
+|---|---|---|---|---|---|---|
+| Fundamental Value / Full | `20260417_160942` | 0.00 | -5.96 | 0.00 | 0 | 100.00% |
+| Fundamental Value / No filter | `20260417_191443` | 5.80 | -0.16 | 2.10 | 611 | 20.72% |
+| Behavioral Momentum / Full | `20260417_220721` | -0.90 | -6.86 | 1.08 | 513 | 91.06% |
+| Behavioral Momentum / No guardrails | `20260418_004927` | -0.75 | -6.71 | 1.60 | 392 | 89.05% |
+| Macro Tactical / Full | `20260418_033940` | -0.45 | -6.41 | 4.77 | 893 | 39.71% |
+| Macro Tactical / No tilt | `20260418_072633` | -0.33 | -6.29 | 5.35 | 918 | 35.76% |
+| Low-Volatility / Reference | `20260418_110947` | -2.44 | -8.40 | 3.33 | 15 | 83.38% |
+| Equal-Weight / Reference | `20260418_111210` | 5.96 |  0.00 | 3.52 | 52 | 2.14% |
+
+## tab:efficiency_ablation — Execution paths (Appendix)
+
+- **Source:** Experiment 5 source doc `docs/2026-03-23-cn-10tickers-6m-efficiency-ablation.md`
+- **Cells verified:** total runtime, speedup, LLM call count, total tokens, estimated cost (CNY), cache bundle counts, shared phase-one timing, phase-two mode
+- **Status:** ✓ verified against source doc
+
+## tab:released_work_comparison — Related-work comparison (Section~\ref{sec:related})
+
+- **Source:** Hand-coded from cited papers' reported scope (DeepFund, AMA, STOCKBENCH, InvestorBench, TradingAgents, FinMem, HedgeAgents)
+- **No backtest runs to verify against;** the row for QuantArena (#assets=40, #days=226) is the sum of the two case-study universes (20 US + 20 CN tickers, 124 + 102 trading days).
+
+## tab:sector_style_universe — Universe matrix (Appendix)
+
+- **Source:** `universe/sector_style_universe.csv` (40 rows: 20 US + 20 CN tickers, each tagged with sector and size-style cell)
+- **Status:** the figure-generation scripts and the paper text both consume this same CSV, so the 5×4 grid in the table is by construction what the case studies trade.
+
+## tab:implementation_matrix — Implementation matrix (Appendix)
+
+- **Source:** Hand-coded mapping of mandate → engine class / LLM role / signal sources / guardrails / diagnostics (no per-run artifact to verify).

comparisons/cn_6m/comparison_data.json

@@ -0,0 +1,362 @@
+{
+  "run_id": "20260413_163854_715331",
+  "config": {
+    "tickers": [
+      "600036",
+      "601166",
+      "000001",
+      "002142",
+      "600519",
+      "000858",
+      "600887",
+      "603288",
+      "300750",
+      "002415",
+      "603986",
+      "688111",
+      "300760",
+      "600276",
+      "300347",
+      "300122",
+      "601899",
+      "600309",
+      "601100",
+      "002353"
+    ],
+    "start_date": "2025-09-01",
+    "end_date": "2026-02-28",
+    "market": "cn",
+    "trading_days": 102,
+    "initial_cash": 100000.0,
+    "analysts": [
+      "fundamental",
+      "technical",
+      "company_news"
+    ]
+  },
+  "shared_data_stats": {
+    "kline_fetch_time": 10.784690856933594,
+    "deepear_fetch_time": 0.0,
+    "cache_hits": 0,
+    "total_time": 10.78530478477478,
+    "shared_analyst_cache_dir": "data/backtest/shared_analyst_cache/20260413_163854_715331",
+    "shared_phase1_cache_dir": "data/backtest/shared_phase1_artifacts",
+    "execution_mode": "day_shared_phase1",
+    "shared_phase1_days": 102,
+    "shared_phase1_errors": 0,
+    "shared_phase1_token_usage": {
+      "total_input": 0,
+      "total_output": 0,
+      "calls": 0,
+      "by_agent": {}
+    },
+    "shared_phase1_artifact_cache_hits": 0,
+    "shared_phase1_artifact_cache_misses": 102,
+    "shared_phase1_prefetch_submitted": 101,
+    "shared_phase1_prefetch_hits": 101,
+    "shared_phase1_prefetch_failures": 0,
+    "shared_phase1_sync_load_seconds": 216.23922538757324,
+    "shared_phase1_prefetch_compute_seconds": 17231.851764678955,
+    "shared_phase1_prefetch_wait_seconds": 0.002087831497192383,
+    "shared_phase1_prefetch_fallback_sync_seconds": 0.0,
+    "shared_phase1_prefetch_hit_rate": 1.0,
+    "shared_phase1_pipeline_hidden_seconds": 17231.849676847458,
+    "shared_phase1_pipeline_utilization": 0.9999998788388198,
+    "phase2_execution_mode": "parallel_threads"
+  },
+  "total_duration": 93253.31149125099,
+  "personality_results": {
+    "fundamental_value": {
+      "personality": "fundamental_value",
+      "total_return": -0.0,
+      "max_drawdown": 4.06,
+      "sharpe_ratio": -0.2,
+      "trade_count": 90,
+      "win_rate": 46.34,
+      "avg_position_days": 58.8,
+      "metrics": {
+        "total_return": -0.0,
+        "annualized_return": -0.01,
+        "max_drawdown": 4.06,
+        "max_drawdown_duration": 54,
+        "sharpe_ratio": -0.2,
+        "sortino_ratio": -0.34,
+        "calmar_ratio": -0.0,
+        "cvar_95": 1.02,
+        "volatility": 8.24,
+        "total_trades": 90,
+        "trading_days": 102,
+        "avg_position_days": 58.8,
+        "avg_turnover_ratio": 0.0101,
+        "peak_turnover_ratio": 0.1664,
+        "annualized_turnover_ratio": 2.534,
+        "total_turnover_ratio": 1.0257,
+        "win_rate": 46.34,
+        "initial_cash": 100000.0,
+        "final_value": 99995.24,
+        "final_cash": 32230.52,
+        "benchmark_annualized_return": 21.26,
+        "benchmark_total_return": 8.11,
+        "excess_return": -21.27,
+        "tracking_error": 10.65,
+        "information_ratio": -1.89,
+        "up_capture_ratio": 0.31,
+        "down_capture_ratio": 0.48,
+        "beta": 0.41,
+        "alpha": -9.91,
+        "break_even_transaction_cost": 0.0,
+        "avg_cash_ratio": 0.3892,
+        "avg_gross_exposure": 0.6108,
+        "benchmark_source": "equal_weight_basket",
+        "value_filter_pass_rate": 0.0,
+        "value_consistency_score": 0.0
+      },
+      "token_usage": {
+        "total_input": 4129432,
+        "total_output": 690909,
+        "calls": 4080,
+        "by_agent": {
+          "risk_control": {
+            "input": 1966293,
+            "output": 356996,
+            "calls": 2040
+          },
+          "portfolio_manager": {
+            "input": 2163139,
+            "output": 333913,
+            "calls": 2040
+          }
+        }
+      },
+      "error_count": 0,
+      "duration_seconds": 67788.86008286476,
+      "run_id": "mp_fundamental_value_20260413_163905_878961"
+    },
+    "behavioral_momentum": {
+      "personality": "behavioral_momentum",
+      "total_return": -2.52,
+      "max_drawdown": 5.28,
+      "sharpe_ratio": -0.84,
+      "trade_count": 666,
+      "win_rate": 42.81,
+      "avg_position_days": 6.03,
+      "metrics": {
+        "total_return": -2.52,
+        "annualized_return": -6.12,
+        "max_drawdown": 5.28,
+        "max_drawdown_duration": 96,
+        "sharpe_ratio": -0.84,
+        "sortino_ratio": -1.37,
+        "calmar_ratio": -1.16,
+        "cvar_95": 1.18,
+        "volatility": 9.4,
+        "total_trades": 666,
+        "trading_days": 102,
+        "avg_position_days": 6.03,
+        "avg_turnover_ratio": 0.1246,
+        "peak_turnover_ratio": 0.3288,
+        "annualized_turnover_ratio": 31.3931,
+        "total_turnover_ratio": 12.7067,
+        "win_rate": 42.81,
+        "initial_cash": 100000.0,
+        "final_value": 97476.11,
+        "final_cash": 54989.09,
+        "benchmark_annualized_return": 21.26,
+        "benchmark_total_return": 8.11,
+        "excess_return": -27.38,
+        "tracking_error": 10.31,
+        "information_ratio": -2.56,
+        "up_capture_ratio": 0.32,
+        "down_capture_ratio": 0.57,
+        "beta": 0.46,
+        "alpha": -16.98,
+        "break_even_transaction_cost": 0.0,
+        "avg_cash_ratio": 0.5212,
+        "avg_gross_exposure": 0.4788,
+        "benchmark_source": "equal_weight_basket",
+        "vol_scaling_activation_rate": 0.0,
+        "crash_breaker_trigger_count": 0.0,
+        "avg_momentum_exposure_multiplier": 1.0
+      },
+      "token_usage": {
+        "total_input": 4174329,
+        "total_output": 580695,
+        "calls": 4080,
+        "by_agent": {
+          "risk_control": {
+            "input": 1980997,
+            "output": 281813,
+            "calls": 2040
+          },
+          "portfolio_manager": {
+            "input": 2193332,
+            "output": 298882,
+            "calls": 2040
+          }
+        }
+      },
+      "error_count": 0,
+      "duration_seconds": 65185.494222164154,
+      "run_id": "mp_behavioral_momentum_20260413_163905_878974"
+    },
+    "macro_tactical": {
+      "personality": "macro_tactical",
+      "total_return": 4.02,
+      "max_drawdown": 4.55,
+      "sharpe_ratio": 0.66,
+      "trade_count": 1777,
+      "win_rate": 50.48,
+      "avg_position_days": 18.39,
+      "metrics": {
+        "total_return": 4.02,
+        "annualized_return": 10.22,
+        "max_drawdown": 4.55,
+        "max_drawdown_duration": 60,
+        "sharpe_ratio": 0.66,
+        "sortino_ratio": 1.15,
+        "calmar_ratio": 2.25,
+        "cvar_95": 1.53,
+        "volatility": 12.91,
+        "total_trades": 1777,
+        "trading_days": 102,
+        "avg_position_days": 18.39,
+        "avg_turnover_ratio": 0.056,
+        "peak_turnover_ratio": 0.423,
+        "annualized_turnover_ratio": 14.1129,
+        "total_turnover_ratio": 5.7124,
+        "win_rate": 50.48,
+        "initial_cash": 100000.0,
+        "final_value": 104017.68,
+        "final_cash": 14603.34,
+        "benchmark_annualized_return": 21.26,
+        "benchmark_total_return": 8.11,
+        "excess_return": -11.04,
+        "tracking_error": 5.97,
+        "information_ratio": -1.66,
+        "up_capture_ratio": 0.68,
+        "down_capture_ratio": 0.8,
+        "beta": 0.77,
+        "alpha": -6.61,
+        "break_even_transaction_cost": 0.0,
+        "avg_cash_ratio": 0.1139,
+        "avg_gross_exposure": 0.8861,
+        "benchmark_source": "equal_weight_basket"
+      },
+      "token_usage": {
+        "total_input": 0,
+        "total_output": 0,
+        "calls": 0,
+        "by_agent": {}
+      },
+      "error_count": 0,
+      "duration_seconds": 6935.826610565186,
+      "run_id": "mp_macro_tactical_20260413_163905_878979"
+    },
+    "smart_beta_passive": {
+      "personality": "smart_beta_passive",
+      "total_return": 0.3,
+      "max_drawdown": 2.62,
+      "sharpe_ratio": -0.22,
+      "trade_count": 85,
+      "win_rate": 47.22,
+      "avg_position_days": 69.73,
+      "metrics": {
+        "total_return": 0.3,
+        "annualized_return": 0.75,
+        "max_drawdown": 2.62,
+        "max_drawdown_duration": 54,
+        "sharpe_ratio": -0.22,
+        "sortino_ratio": -0.39,
+        "calmar_ratio": 0.29,
+        "cvar_95": 0.56,
+        "volatility": 5.04,
+        "total_trades": 85,
+        "trading_days": 102,
+        "avg_position_days": 69.73,
+        "avg_turnover_ratio": 0.0044,
+        "peak_turnover_ratio": 0.0874,
+        "annualized_turnover_ratio": 1.1093,
+        "total_turnover_ratio": 0.449,
+        "win_rate": 47.22,
+        "initial_cash": 100000.0,
+        "final_value": 100301.88,
+        "final_cash": 54851.7,
+        "benchmark_annualized_return": 21.26,
+        "benchmark_total_return": 8.11,
+        "excess_return": -20.51,
+        "tracking_error": 12.79,
+        "information_ratio": -1.53,
+        "up_capture_ratio": 0.15,
+        "down_capture_ratio": 0.24,
+        "beta": 0.21,
+        "alpha": -5.29,
+        "break_even_transaction_cost": 0.0,
+        "avg_cash_ratio": 0.6955,
+        "avg_gross_exposure": 0.3045,
+        "benchmark_source": "equal_weight_basket"
+      },
+      "token_usage": {
+        "total_input": 0,
+        "total_output": 0,
+        "calls": 0,
+        "by_agent": {}
+      },
+      "error_count": 0,
+      "duration_seconds": 28392.542983531952,
+      "run_id": "mp_smart_beta_passive_20260413_163905_878984"
+    },
+    "equal_weight_index": {
+      "personality": "equal_weight_index",
+      "total_return": 6.5,
+      "max_drawdown": 6.25,
+      "sharpe_ratio": 0.97,
+      "trade_count": 84,
+      "win_rate": 68.18,
+      "avg_position_days": 91.74,
+      "metrics": {
+        "total_return": 6.5,
+        "annualized_return": 16.82,
+        "max_drawdown": 6.25,
+        "max_drawdown_duration": 59,
+        "sharpe_ratio": 0.97,
+        "sortino_ratio": 1.64,
+        "calmar_ratio": 2.69,
+        "cvar_95": 1.85,
+        "volatility": 15.15,
+        "total_trades": 84,
+        "trading_days": 102,
+        "avg_position_days": 91.74,
+        "avg_turnover_ratio": 0.0056,
+        "peak_turnover_ratio": 0.4935,
+        "annualized_turnover_ratio": 1.4064,
+        "total_turnover_ratio": 0.5693,
+        "win_rate": 68.18,
+        "initial_cash": 100000.0,
+        "final_value": 106495.39,
+        "final_cash": 1538.77,
+        "benchmark_annualized_return": 21.26,
+        "benchmark_total_return": 8.11,
+        "excess_return": -4.44,
+        "tracking_error": 1.52,
+        "information_ratio": -2.49,
+        "up_capture_ratio": 0.94,
+        "down_capture_ratio": 0.99,
+        "beta": 0.97,
+        "alpha": -3.86,
+        "break_even_transaction_cost": 0.0,
+        "avg_cash_ratio": 0.0138,
+        "avg_gross_exposure": 0.9862,
+        "benchmark_source": "equal_weight_basket"
+      },
+      "token_usage": {
+        "total_input": 0,
+        "total_output": 0,
+        "calls": 0,
+        "by_agent": {}
+      },
+      "error_count": 0,
+      "duration_seconds": 0.14212989807128906,
+      "run_id": "mp_equal_weight_index_20260413_163905_878987"
+    }
+  }
+}

comparisons/cn_6m/comparison_report.md

@@ -0,0 +1,169 @@
+# 多人格投资风格对比回测报告
+**运行ID**: `20260413_163854_715331`
+**回测周期**: 2025-09-01 ~ 2026-02-28 (102 个交易日)
+**股票池**: 600036, 601166, 000001, 002142, 600519, 000858, 600887, 603288, 300750, 002415, 603986, 688111, 300760, 600276, 300347, 300122, 601899, 600309, 601100, 002353
+**市场**: CN
+**初始资金**: ¥100,000
+**总耗时**: 93253.31 秒
+
+---
+
+## 共享数据缓存统计
+- K-line 数据获取时间: 10.78s
+- DeepEar 数据获取时间: 0.00s
+- 数据缓存总时间: 10.79s
+- shared phase1 artifact cache 命中: 0
+- shared phase1 artifact cache 未命中: 102
+- shared phase1 同步装载耗时: 216.24s
+- shared phase1 预取提交次数: 101
+- shared phase1 预取命中次数: 101 (100.0%)
+- shared phase1 预取失败次数: 0
+- shared phase1 预取后台耗时: 17231.85s
+- shared phase1 进入新交易日等待耗时: 0.00s
+- shared phase1 pipeline 隐藏耗时: 17231.85s
+- shared phase1 pipeline 利用率: 100.0%
+- shared phase1 预取失败后同步回退耗时: 0.00s
+
+---
+
+## 各人格表现对比
+### 收益与风险指标
+
+| 人格 | 总收益率 | 最大回撤 | 夏普比率 | 最终资产 | 排名 |
+|------|----------|----------|----------|----------|------|
+| **equal_weight_index** | +6.50% | 6.25% | 0.97 | ¥106,500 | 1 |
+| **macro_tactical** | +4.02% | 4.55% | 0.66 | ¥104,020 | 2 |
+| **smart_beta_passive** | +0.30% | 2.62% | -0.22 | ¥100,300 | 3 |
+| **fundamental_value** | -0.00% | 4.06% | -0.20 | ¥100,000 | 4 |
+| **behavioral_momentum** | -2.52% | 5.28% | -0.84 | ¥97,480 | 5 |
+
+---
+
+## 详细指标分析
+
+### FUNDAMENTAL_VALUE 详细分析
+
+- **运行耗时**: 67788.86 秒
+- **交易次数**: 90 次
+- **胜率**: 46.3%
+- **平均持仓天数**: 58.8 天
+
+**LLM 调用统计**:
+- 调用次数: 4080
+- 输入 Token: 4,129,432
+- 输出 Token: 690,909
+- 总 Token: 4,820,341
+- 预估成本: ¥5.5113
+
+### BEHAVIORAL_MOMENTUM 详细分析
+
+- **运行耗时**: 65185.49 秒
+- **交易次数**: 666 次
+- **胜率**: 42.8%
+- **平均持仓天数**: 6.0 天
+
+**LLM 调用统计**:
+- 调用次数: 4080
+- 输入 Token: 4,174,329
+- 输出 Token: 580,695
+- 总 Token: 4,755,024
+- 预估成本: ¥5.3357
+
+### MACRO_TACTICAL 详细分析
+
+- **运行耗时**: 6935.83 秒
+- **交易次数**: 1777 次
+- **胜率**: 50.5%
+- **平均持仓天数**: 18.4 天
+
+**LLM 调用统计**:
+- 调用次数: 0
+- 输入 Token: 0
+- 输出 Token: 0
+- 总 Token: 0
+- 预估成本: ¥0.0000
+
+### SMART_BETA_PASSIVE 详细分析
+
+- **运行耗时**: 28392.54 秒
+- **交易次数**: 85 次
+- **胜率**: 47.2%
+- **平均持仓天数**: 69.7 天
+
+**LLM 调用统计**:
+- 调用次数: 0
+- 输入 Token: 0
+- 输出 Token: 0
+- 总 Token: 0
+- 预估成本: ¥0.0000
+
+### EQUAL_WEIGHT_INDEX 详细分析
+
+- **运行耗时**: 0.14 秒
+- **交易次数**: 84 次
+- **胜率**: 68.2%
+- **平均持仓天数**: 91.7 天
+
+**LLM 调用统计**:
+- 调用次数: 0
+- 输入 Token: 0
+- 输出 Token: 0
+- 总 Token: 0
+- 预估成本: ¥0.0000
+
+---
+
+## Token 使用统计
+### 各人格 LLM Token 消耗
+
+| 人格 | 调用次数 | 输入 Token | 输出 Token | 预估成本 |
+|------|----------|------------|------------|----------|
+| fundamental_value | 4080 | 4,129,432 | 690,909 | ¥5.5113 |
+| behavioral_momentum | 4080 | 4,174,329 | 580,695 | ¥5.3357 |
+| macro_tactical | 0 | 0 | 0 | ¥0.0000 |
+| smart_beta_passive | 0 | 0 | 0 | ¥0.0000 |
+| equal_weight_index | 0 | 0 | 0 | ¥0.0000 |
+| **总计** | - | - | - | **¥10.8470** |
+
+---
+
+## 交易行为对比
+### 交易频率与风格
+
+| 人格 | 交易次数 | 买入次数 | 卖出次数 | 交易频率 | 平均持仓 |
+|------|----------|----------|----------|----------|----------|
+| fundamental_value | 90 | 61 | 29 | 0.88 | 58.8 天 |
+| behavioral_momentum | 666 | 349 | 317 | 6.53 | 6.0 天 |
+| macro_tactical | 1777 | 747 | 1030 | 17.42 | 18.4 天 |
+| smart_beta_passive | 85 | 56 | 29 | 0.83 | 69.7 天 |
+| equal_weight_index | 84 | 60 | 24 | 0.82 | 91.7 天 |
+
+---
+
+## Behavior Metrics
+### 行为诊断指标
+
+| 人格 | 平均换手 | 平均现金占比 | 平均总暴露 | 价值一致性 | 动量缩放激活率 | 熔断触发次数 |
+|------|----------|--------------|------------|------------|------------------|--------------|
+| fundamental_value | 1.01% | 38.92% | 61.08% | 0.0000 | - | - |
+| behavioral_momentum | 12.46% | 52.12% | 47.88% | - | 0.0000 | 0 |
+| macro_tactical | 5.60% | 11.39% | 88.61% | - | - | - |
+| smart_beta_passive | 0.44% | 69.55% | 30.45% | - | - | - |
+| equal_weight_index | 0.56% | 1.38% | 98.62% | - | - | - |
+
+---
+
+## 结论与建议
+
+### 关键发现
+
+1. **最佳表现**: **equal_weight_index** 人格，收益率 +6.50%
+2. **最差表现**: **behavioral_momentum** 人格，收益率 -2.52%
+3. **收益差距**: 最佳与最差之间相差 9.02 个百分点
+
+### 风险调整后表现
+
+- **最高夏普比率**: equal_weight_index (0.97)
+
+### 人格特征验证
+

comparisons/cn_6m/personality_summary.csv

@@ -0,0 +1,6 @@
+Personality,Total Return %,Max Drawdown %,Sharpe Ratio,Trade Count,Win Rate %,Avg Position Days,Avg Turnover Ratio,Avg Cash Ratio,Avg Gross Exposure,Duration Sec,Error Count
+fundamental_value,-0.00,4.06,-0.20,90,46.3,58.8,0.0101,0.3892,0.6108,67788.86,0
+behavioral_momentum,-2.52,5.28,-0.84,666,42.8,6.0,0.1246,0.5212,0.4788,65185.49,0
+macro_tactical,4.02,4.55,0.66,1777,50.5,18.4,0.0560,0.1139,0.8861,6935.83,0
+smart_beta_passive,0.30,2.62,-0.22,85,47.2,69.7,0.0044,0.6955,0.3045,28392.54,0
+equal_weight_index,6.50,6.25,0.97,84,68.2,91.7,0.0056,0.0138,0.9862,0.14,0

comparisons/us_6m/comparison_data.json

@@ -0,0 +1,266 @@
+{
+  "run_id": "20260409_165121_176781",
+  "config": {
+    "tickers": [
+      "JPM",
+      "GS",
+      "PNC",
+      "IBKR",
+      "KO",
+      "AMZN",
+      "KHC",
+      "SBUX",
+      "CSCO",
+      "MSFT",
+      "HPQ",
+      "PANW",
+      "JNJ",
+      "LLY",
+      "BAX",
+      "VRTX",
+      "HON",
+      "CAT",
+      "EMR",
+      "GE"
+    ],
+    "start_date": "2025-09-01",
+    "end_date": "2026-02-28",
+    "market": "us",
+    "trading_days": 124,
+    "initial_cash": 100000.0,
+    "analysts": [
+      "fundamental",
+      "technical",
+      "company_news"
+    ]
+  },
+  "shared_data_stats": {
+    "kline_fetch_time": 0.0321,
+    "deepear_fetch_time": 0.0,
+    "cache_hits": 0,
+    "total_time": 0.0325
+  },
+  "total_duration": 8082.22,
+  "personality_results": {
+    "behavioral_momentum": {
+      "personality": "behavioral_momentum",
+      "run_id": "mp_behavioral_momentum_20260409_165131_876499",
+      "total_return": 1.54,
+      "max_drawdown": 4.4,
+      "sharpe_ratio": 0.17,
+      "trade_count": 513,
+      "win_rate": 0.5318999999999999,
+      "avg_position_days": 3.02,
+      "metrics": {
+        "total_return": 1.54,
+        "annualized_return": 3.15,
+        "max_drawdown": 4.4,
+        "max_drawdown_duration": 72,
+        "sharpe_ratio": 0.17,
+        "sortino_ratio": 0.19,
+        "volatility": 8.61,
+        "total_trades": 513,
+        "trading_days": 124,
+        "avg_position_days": 3.02,
+        "win_rate": 53.19,
+        "initial_cash": 100000.0,
+        "final_value": 101539.41,
+        "final_cash": 91442.08,
+        "benchmark_annualized_return": 22.12,
+        "excess_return": -18.97,
+        "tracking_error": 1067.27,
+        "information_ratio": -0.02,
+        "beta": 0.38,
+        "alpha": -6.5,
+        "avg_cash_ratio": 0.6938,
+        "avg_gross_exposure": 0.3062,
+        "benchmark_source": "equal_weight_basket",
+        "benchmark_total_return": 10.33,
+        "vol_scaling_activation_rate": 0.0,
+        "crash_breaker_trigger_count": 0.0,
+        "avg_momentum_exposure_multiplier": 1.0,
+        "avg_turnover_ratio": 0.1092,
+        "peak_turnover_ratio": 0.473,
+        "annualized_turnover_ratio": 27.5174,
+        "total_turnover_ratio": 13.5403
+      },
+      "token_usage": {},
+      "error_count": 0,
+      "duration_seconds": 0
+    },
+    "equal_weight_index": {
+      "personality": "equal_weight_index",
+      "run_id": "mp_equal_weight_index_20260409_165131_876514",
+      "total_return": 9.42,
+      "max_drawdown": 4.83,
+      "sharpe_ratio": 1.36,
+      "trade_count": 63,
+      "win_rate": 0.7297,
+      "avg_position_days": 91.27,
+      "metrics": {
+        "total_return": 9.42,
+        "annualized_return": 20.07,
+        "max_drawdown": 4.83,
+        "max_drawdown_duration": 19,
+        "sharpe_ratio": 1.36,
+        "sortino_ratio": 1.71,
+        "volatility": 12.61,
+        "total_trades": 63,
+        "trading_days": 124,
+        "avg_position_days": 91.27,
+        "win_rate": 72.97,
+        "initial_cash": 100000.0,
+        "final_value": 109416.12,
+        "final_cash": 2256.53,
+        "benchmark_annualized_return": 22.12,
+        "excess_return": -2.05,
+        "tracking_error": 97.97,
+        "information_ratio": -0.02,
+        "beta": 0.97,
+        "alpha": -1.45,
+        "avg_cash_ratio": 0.024,
+        "avg_gross_exposure": 0.976,
+        "benchmark_source": "equal_weight_basket",
+        "benchmark_total_return": 10.33,
+        "avg_turnover_ratio": 0.0045,
+        "peak_turnover_ratio": 0.4865,
+        "annualized_turnover_ratio": 1.1398,
+        "total_turnover_ratio": 0.5609
+      },
+      "token_usage": {},
+      "error_count": 0,
+      "duration_seconds": 0
+    },
+    "fundamental_value": {
+      "personality": "fundamental_value",
+      "run_id": "mp_fundamental_value_20260409_165131_876468",
+      "total_return": -4.73,
+      "max_drawdown": 6.14,
+      "sharpe_ratio": -1.84,
+      "trade_count": 123,
+      "win_rate": 0.45899999999999996,
+      "avg_position_days": 11.82,
+      "metrics": {
+        "total_return": -4.73,
+        "annualized_return": -9.38,
+        "max_drawdown": 6.14,
+        "max_drawdown_duration": 72,
+        "sharpe_ratio": -1.84,
+        "sortino_ratio": -1.91,
+        "volatility": 6.35,
+        "total_trades": 123,
+        "trading_days": 124,
+        "avg_position_days": 11.82,
+        "win_rate": 45.9,
+        "initial_cash": 100000.0,
+        "final_value": 95270.27,
+        "final_cash": 61565.98,
+        "benchmark_annualized_return": 22.12,
+        "excess_return": -31.5,
+        "tracking_error": 1124.17,
+        "information_ratio": -0.03,
+        "beta": 0.24,
+        "alpha": -16.21,
+        "avg_cash_ratio": 0.7056,
+        "avg_gross_exposure": 0.2944,
+        "benchmark_source": "equal_weight_basket",
+        "benchmark_total_return": 10.33,
+        "value_filter_pass_rate": 0.0,
+        "value_consistency_score": 0.0,
+        "avg_turnover_ratio": 0.0172,
+        "peak_turnover_ratio": 0.1222,
+        "annualized_turnover_ratio": 4.3326,
+        "total_turnover_ratio": 2.1319
+      },
+      "token_usage": {},
+      "error_count": 0,
+      "duration_seconds": 0
+    },
+    "macro_tactical": {
+      "personality": "macro_tactical",
+      "run_id": "mp_macro_tactical_20260409_165131_876505",
+      "total_return": 3.42,
+      "max_drawdown": 4.4,
+      "sharpe_ratio": 0.58,
+      "trade_count": 1763,
+      "win_rate": 0.6023,
+      "avg_position_days": 17.96,
+      "metrics": {
+        "total_return": 3.42,
+        "annualized_return": 7.08,
+        "max_drawdown": 4.4,
+        "max_drawdown_duration": 35,
+        "sharpe_ratio": 0.58,
+        "sortino_ratio": 0.73,
+        "volatility": 9.02,
+        "total_trades": 1763,
+        "trading_days": 124,
+        "avg_position_days": 17.96,
+        "win_rate": 60.23,
+        "initial_cash": 100000.0,
+        "final_value": 103421.69,
+        "final_cash": 38952.71,
+        "benchmark_annualized_return": 22.12,
+        "excess_return": -15.04,
+        "tracking_error": 770.33,
+        "information_ratio": -0.02,
+        "beta": 0.57,
+        "alpha": -6.39,
+        "avg_cash_ratio": 0.3624,
+        "avg_gross_exposure": 0.6376,
+        "benchmark_source": "equal_weight_basket",
+        "benchmark_total_return": 10.33,
+        "avg_turnover_ratio": 0.0348,
+        "peak_turnover_ratio": 0.207,
+        "annualized_turnover_ratio": 8.7661,
+        "total_turnover_ratio": 4.3135
+      },
+      "token_usage": {},
+      "error_count": 0,
+      "duration_seconds": 0
+    },
+    "smart_beta_passive": {
+      "personality": "smart_beta_passive",
+      "run_id": "mp_smart_beta_passive_20260409_165131_876510",
+      "total_return": 0.7,
+      "max_drawdown": 2.03,
+      "sharpe_ratio": -0.17,
+      "trade_count": 27,
+      "win_rate": 0.3333,
+      "avg_position_days": 96.79,
+      "metrics": {
+        "total_return": 0.7,
+        "annualized_return": 1.42,
+        "max_drawdown": 2.03,
+        "max_drawdown_duration": 79,
+        "sharpe_ratio": -0.17,
+        "sortino_ratio": -0.24,
+        "volatility": 3.11,
+        "total_trades": 27,
+        "trading_days": 124,
+        "avg_position_days": 96.79,
+        "win_rate": 33.33,
+        "initial_cash": 100000.0,
+        "final_value": 100695.6,
+        "final_cash": 87408.58,
+        "benchmark_annualized_return": 22.12,
+        "excess_return": -20.7,
+        "tracking_error": 1143.35,
+        "information_ratio": -0.02,
+        "beta": 0.14,
+        "alpha": -3.4,
+        "avg_cash_ratio": 0.8376,
+        "avg_gross_exposure": 0.1624,
+        "benchmark_source": "equal_weight_basket",
+        "benchmark_total_return": 10.33,
+        "avg_turnover_ratio": 0.0028,
+        "peak_turnover_ratio": 0.0984,
+        "annualized_turnover_ratio": 0.6933,
+        "total_turnover_ratio": 0.3411
+      },
+      "token_usage": {},
+      "error_count": 0,
+      "duration_seconds": 0
+    }
+  }
+}

comparisons/us_6m/comparison_report.md

@@ -0,0 +1,127 @@
+# 多人格投资风格对比回测报告
+**运行ID**: `20260409_165121_176781`
+**回测周期**: 2025-09-01 ~ 2026-02-28 (124 个交易日)
+**股票池**: JPM, GS, PNC, IBKR, KO, AMZN, KHC, SBUX, CSCO, MSFT, HPQ, PANW, JNJ, LLY, BAX, VRTX, HON, CAT, EMR, GE
+**市场**: US
+**初始资金**: ¥100,000
+**总耗时**: 8082.22 秒
+
+---
+
+## 共享数据缓存统计
+- K-line 数据获取时间: 0.03s
+- DeepEar 数据获取时间: 0.00s
+- 数据缓存总时间: 0.03s
+- shared phase1 artifact cache 命中: 0
+- shared phase1 artifact cache 未命中: 0
+- shared phase1 同步装载耗时: 0.00s
+- shared phase1 预取提交次数: 0
+- shared phase1 预取命中次数: 0 (0.0%)
+- shared phase1 预取失败次数: 0
+- shared phase1 预取后台耗时: 0.00s
+- shared phase1 进入新交易日等待耗时: 0.00s
+- shared phase1 pipeline 隐藏耗时: 0.00s
+- shared phase1 pipeline 利用率: 0.0%
+- shared phase1 预取失败后同步回退耗时: 0.00s
+
+---
+
+## 各人格表现对比
+### 收益与风险指标
+
+| 人格 | 总收益率 | 最大回撤 | 夏普比率 | 最终资产 | 排名 |
+|------|----------|----------|----------|----------|------|
+| **equal_weight_index** | +9.42% | 4.83% | 1.36 | ¥109,420 | 1 |
+| **macro_tactical** | +3.42% | 4.40% | 0.58 | ¥103,420 | 2 |
+| **behavioral_momentum** | +1.54% | 4.40% | 0.17 | ¥101,540 | 3 |
+| **smart_beta_passive** | +0.70% | 2.03% | -0.17 | ¥100,700 | 4 |
+| **fundamental_value** | -4.73% | 6.14% | -1.84 | ¥95,270 | 5 |
+
+---
+
+## 详细指标分析
+
+### BEHAVIORAL_MOMENTUM 详细分析
+
+- **运行耗时**: 0.00 秒
+- **交易次数**: 513 次
+- **胜率**: 53.2%
+- **平均持仓天数**: 3.0 天
+- **平均换手率**: 10.92%
+- **平均现金占比**: 69.38%
+- **平均总暴露**: 30.62%
+
+### EQUAL_WEIGHT_INDEX 详细分析
+
+- **运行耗时**: 0.00 秒
+- **交易次数**: 63 次
+- **胜率**: 73.0%
+- **平均持仓天数**: 91.3 天
+- **平均换手率**: 0.45%
+- **平均现金占比**: 2.40%
+- **平均总暴露**: 97.60%
+
+### FUNDAMENTAL_VALUE 详细分析
+
+- **运行耗时**: 0.00 秒
+- **交易次数**: 123 次
+- **胜率**: 45.9%
+- **平均持仓天数**: 11.8 天
+- **平均换手率**: 1.72%
+- **平均现金占比**: 70.56%
+- **平均总暴露**: 29.44%
+
+### MACRO_TACTICAL 详细分析
+
+- **运行耗时**: 0.00 秒
+- **交易次数**: 1763 次
+- **胜率**: 60.2%
+- **平均持仓天数**: 18.0 天
+- **平均换手率**: 3.48%
+- **平均现金占比**: 36.24%
+- **平均总暴露**: 63.76%
+
+### SMART_BETA_PASSIVE 详细分析
+
+- **运行耗时**: 0.00 秒
+- **交易次数**: 27 次
+- **胜率**: 33.3%
+- **平均持仓天数**: 96.8 天
+- **平均换手率**: 0.28%
+- **平均现金占比**: 83.76%
+- **平均总暴露**: 16.24%
+
+---
+
+## 行为指标对比
+### 行为诊断指标
+
+| 人格 | 平均换手 | 平均现金占比 | 平均总暴露 | 价值一致性 | 动量缩放激活率 | 熔断触发次数 |
+|------|----------|--------------|------------|------------|------------------|--------------|
+| behavioral_momentum | 10.92% | 69.38% | 30.62% | - | 0.0000 | 0 |
+| equal_weight_index | 0.45% | 2.40% | 97.60% | - | - | - |
+| fundamental_value | 1.72% | 70.56% | 29.44% | 0.0000 | - | - |
+| macro_tactical | 3.48% | 36.24% | 63.76% | - | - | - |
+| smart_beta_passive | 0.28% | 83.76% | 16.24% | - | - | - |
+
+---
+
+## 交易行为对比
+### 交易行为统计
+
+| 人格 | 交易次数 | 胜率 | 平均持仓天数 | 运行耗时 | 错误数 |
+|------|----------|------|--------------|----------|--------|
+| **behavioral_momentum** | 513 | 53.2% | 3.0 | 0.00s | 0 |
+| **equal_weight_index** | 63 | 73.0% | 91.3 | 0.00s | 0 |
+| **fundamental_value** | 123 | 45.9% | 11.8 | 0.00s | 0 |
+| **macro_tactical** | 1763 | 60.2% | 18.0 | 0.00s | 0 |
+| **smart_beta_passive** | 27 | 33.3% | 96.8 | 0.00s | 0 |
+
+---
+
+## 结论与建议
+### 最佳表现: **EQUAL_WEIGHT_INDEX**
+
+- 总收益率: +9.42%
+- 最大回撤: 4.83%
+- 夏普比率: 1.36

comparisons/us_6m/personality_summary.csv

@@ -0,0 +1,6 @@
+Personality,Total Return %,Max Drawdown %,Sharpe Ratio,Trade Count,Win Rate %,Avg Position Days,Avg Turnover Ratio,Avg Cash Ratio,Avg Gross Exposure,Duration Sec,Error Count
+behavioral_momentum,1.54,4.40,0.17,513,53.2,3.0,0.1092,0.6938,0.3062,0.00,0
+equal_weight_index,9.42,4.83,1.36,63,73.0,91.3,0.0045,0.0240,0.9760,0.00,0
+fundamental_value,-4.73,6.14,-1.84,123,45.9,11.8,0.0172,0.7056,0.2944,0.00,0
+macro_tactical,3.42,4.40,0.58,1763,60.2,18.0,0.0348,0.3624,0.6376,0.00,0
+smart_beta_passive,0.70,2.03,-0.17,27,33.3,96.8,0.0028,0.8376,0.1624,0.00,0

croissant.json

@@ -0,0 +1,387 @@
+{
+  "@context": {
+    "@language": "en",
+    "@vocab": "https://schema.org/",
+    "citeAs": "cr:citeAs",
+    "column": "cr:column",
+    "conformsTo": "dct:conformsTo",
+    "cr": "http://mlcommons.org/croissant/",
+    "rai": "http://mlcommons.org/croissant/RAI/",
+    "dataType": {
+      "@id": "cr:dataType",
+      "@type": "@vocab"
+    },
+    "dct": "http://purl.org/dc/terms/",
+    "examples": {
+      "@id": "cr:examples",
+      "@type": "@json"
+    },
+    "extract": "cr:extract",
+    "field": "cr:field",
+    "fileProperty": "cr:fileProperty",
+    "fileObject": "cr:fileObject",
+    "fileSet": "cr:fileSet",
+    "format": "cr:format",
+    "includes": "cr:includes",
+    "isLiveDataset": "cr:isLiveDataset",
+    "jsonPath": "cr:jsonPath",
+    "key": "cr:key",
+    "md5": "cr:md5",
+    "parentField": "cr:parentField",
+    "path": "cr:path",
+    "recordSet": "cr:recordSet",
+    "references": "cr:references",
+    "regex": "cr:regex",
+    "repeated": "cr:repeated",
+    "replace": "cr:replace",
+    "sc": "https://schema.org/",
+    "separator": "cr:separator",
+    "source": "cr:source",
+    "subField": "cr:subField",
+    "transform": "cr:transform"
+  },
+  "@type": "sc:Dataset",
+  "conformsTo": "http://mlcommons.org/croissant/1.0",
+  "name": "QuantArena Artifact Bundle",
+  "description": "Reproducibility artifacts for QuantArena, a controlled live-market evaluation protocol that fixes the LLM backend, market data stream, analyst workflow, and execution harness while varying only the investment doctrine (policy module) across five operational paradigms: Fundamental Value, Macro Tactical, Behavioral Momentum, Low-Volatility (Smart Beta), and a rule-based Equal-Weight baseline. The bundle contains 28 individual backtest runs across four paper-cited experiments spanning US and CN A-share equities, plus comparison aggregates, universe definitions, and provenance documentation.",
+  "license": "https://creativecommons.org/licenses/by-nc/4.0/",
+  "url": "https://huggingface.co/datasets/NIPS26Repo/quantarena-artifacts",
+  "version": "1.0",
+  "datePublished": "2026-04-28",
+  "citeAs": "@inproceedings{quantarena2026, title={QuantArena: Beat the Market or Be the Market? A Live-Market Evaluation of Investment Paradigms}, author={Anonymous Author(s)}, booktitle={NeurIPS 2026 Evaluations and Datasets Track}, year={2026}}",
+  "keywords": [
+    "finance",
+    "LLM trading",
+    "evaluation benchmark",
+    "investment doctrine",
+    "controlled intervention",
+    "live-market",
+    "fund-style policy",
+    "double-blind",
+    "NeurIPS Datasets and Benchmarks"
+  ],
+  "creator": {
+    "@type": "Organization",
+    "name": "Anonymous (under double-blind review)"
+  },
+  "publisher": {
+    "@type": "Organization",
+    "name": "Anonymous (under double-blind review)"
+  },
+  "isLiveDataset": false,
+  "distribution": [
+    {
+      "@type": "cr:FileObject",
+      "@id": "manifest-json",
+      "name": "manifest.json",
+      "description": "Top-level run inventory (machine-readable)",
+      "encodingFormat": "application/json",
+      "contentUrl": "manifest.json"
+    },
+    {
+      "@type": "cr:FileObject",
+      "@id": "all-metrics-csv",
+      "name": "all_metrics.csv",
+      "description": "Long-format flat table of summary metrics across all 28 runs",
+      "encodingFormat": "text/csv",
+      "contentUrl": "derived/all_metrics.csv"
+    },
+    {
+      "@type": "cr:FileObject",
+      "@id": "all-trades-csv",
+      "name": "all_trades.csv",
+      "description": "Concatenated per-trade log across all 28 runs",
+      "encodingFormat": "text/csv",
+      "contentUrl": "derived/all_trades.csv"
+    },
+    {
+      "@type": "cr:FileObject",
+      "@id": "universe-csv",
+      "name": "sector_style_universe.csv",
+      "description": "5x4 sector/style universe (20 US + 20 CN tickers)",
+      "encodingFormat": "text/csv",
+      "contentUrl": "universe/sector_style_universe.csv"
+    },
+    {
+      "@type": "cr:FileSet",
+      "@id": "run-metrics-files",
+      "name": "Per-run metrics files",
+      "description": "Summary metrics JSON per individual backtest run",
+      "encodingFormat": "application/json",
+      "includes": "runs/*/*/metrics.json"
+    },
+    {
+      "@type": "cr:FileSet",
+      "@id": "run-trades-files",
+      "name": "Per-run trade logs",
+      "description": "Per-trade CSV per individual backtest run",
+      "encodingFormat": "text/csv",
+      "includes": "runs/*/*/trades.csv"
+    },
+    {
+      "@type": "cr:FileSet",
+      "@id": "run-equity-files",
+      "name": "Per-run equity curves",
+      "description": "Daily portfolio state CSV per individual backtest run",
+      "encodingFormat": "text/csv",
+      "includes": "runs/*/*/equity_curve.csv"
+    }
+  ],
+  "recordSet": [
+    {
+      "@type": "cr:RecordSet",
+      "@id": "metrics-records",
+      "name": "metrics_records",
+      "description": "Long-format performance metrics across all 28 runs",
+      "field": [
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/experiment",
+          "name": "experiment",
+          "description": "Experiment family (exp1_caseStudy_us_6m, exp2_reproducibility_us_6m_run2, etc.)",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "experiment"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/market",
+          "name": "market",
+          "description": "Market identifier (us or cn)",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "market"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/mandate-dir",
+          "name": "mandate_dir",
+          "description": "Mandate identifier in the bundle directory layout",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "mandate_dir"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/total-return",
+          "name": "total_return",
+          "description": "Total return over the run window in percent",
+          "dataType": "sc:Float",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "total_return"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/max-drawdown",
+          "name": "max_drawdown",
+          "description": "Maximum drawdown in percent",
+          "dataType": "sc:Float",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "max_drawdown"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/sharpe",
+          "name": "sharpe_ratio",
+          "description": "Annualized Sharpe ratio",
+          "dataType": "sc:Float",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "sharpe_ratio"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "metrics-records/total-trades",
+          "name": "total_trades",
+          "description": "Number of executed trades over the run window",
+          "dataType": "sc:Integer",
+          "source": {
+            "fileObject": {
+              "@id": "all-metrics-csv"
+            },
+            "extract": {
+              "column": "total_trades"
+            }
+          }
+        }
+      ]
+    },
+    {
+      "@type": "cr:RecordSet",
+      "@id": "trades-records",
+      "name": "trades_records",
+      "description": "Per-trade records concatenated across all 28 runs",
+      "field": [
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/experiment",
+          "name": "experiment",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "experiment"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/mandate-dir",
+          "name": "mandate_dir",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "mandate_dir"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/date",
+          "name": "date",
+          "description": "Trading date (YYYY-MM-DD)",
+          "dataType": "sc:Date",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "date"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/ticker",
+          "name": "ticker",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "ticker"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/action",
+          "name": "action",
+          "description": "BUY or SELL",
+          "dataType": "sc:Text",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "action"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/shares",
+          "name": "shares",
+          "dataType": "sc:Integer",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "shares"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/price",
+          "name": "price",
+          "description": "Trade price on the decision date (USD for US runs, CNY for CN runs)",
+          "dataType": "sc:Float",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "price"
+            }
+          }
+        },
+        {
+          "@type": "cr:Field",
+          "@id": "trades-records/value",
+          "name": "value",
+          "description": "Trade notional (shares * price)",
+          "dataType": "sc:Float",
+          "source": {
+            "fileObject": {
+              "@id": "all-trades-csv"
+            },
+            "extract": {
+              "column": "value"
+            }
+          }
+        }
+      ]
+    }
+  ],
+  "rai:dataCollection": "Backtest runs were executed against a closed evaluation harness using live-style market data from licensed third-party APIs (Yahoo Finance / yfinance, Tushare, FMP, AKShare, Tavily). Each run records the LLM's decisions and the resulting portfolio state without modification. No human subjects are involved at any stage.",
+  "rai:dataCollectionType": "Programmatic",
+  "rai:dataCollectionRawData": "Raw market data from third-party providers; redistributed only as the derived per-decision price and decision records embedded in trades.csv. See LICENSE.md for per-source redistribution terms.",
+  "rai:dataCollectionTimeframe": "2025-09-01 / 2026-02-28 (run windows); 2026-04-09 to 2026-04-25 (run execution dates)",
+  "rai:dataImputationProtocol": "No data imputation. Trading days are defined by the upstream price provider's calendar; non-trading days are skipped naturally.",
+  "rai:dataPreprocessingProtocol": "Raw API responses are normalized into a fixed schema (OHLCV daily bars, fundamentals snapshots, news lists) inside the trading harness; only the trades emitted and per-day portfolio state are persisted to disk. See `tools/build_release_bundle.py` for how the public artifact is assembled from raw run directories.",
+  "rai:dataAnnotationProtocol": "Not applicable — no human annotation.",
+  "rai:dataUseCases": [
+    "Reproducing or extending the QuantArena evaluation protocol.",
+    "Auditing how investment doctrine alone (with LLM backend held fixed) shapes portfolio behavior.",
+    "Studying behavioral fidelity of LLM trading agents under matched execution.",
+    "Methodological research on controlled-intervention evaluation in finance."
+  ],
+  "rai:dataBiases": "Universe is restricted to 20 liquid US tickers and 20 liquid CN A-share tickers (5 sectors x 4 size-style cells per market); micro-cap, illiquid, or non-equity assets are excluded by design. Performance patterns observed here may not transfer to broader universes. Single-seed case-study runs (with one paired re-run for the US window) imply LLM-sampling stochasticity is bounded but not fully characterized; see the Reproducibility table in the paper.",
+  "rai:dataLimitations": "Trading frictions (transaction costs, market impact, short-selling, borrowing constraints) are not modeled. The 6M live-market window is much shorter than typical institutional evaluation horizons. The GPT-5.4 backend identifier reflects the API gateway label exposed at run time and not a vendor build hash; exact backend reproducibility depends on the gateway's routing decisions at run time. The bundle redistributes only the derived decision-level data, not the raw third-party feeds.",
+  "rai:dataReleaseMaintenancePlan": "v1.0 corresponds to the NeurIPS 2026 E&D Track submission. Future versions will add longer windows, additional asset classes, and trading-friction modeling. Bundle versioning is tracked in CHANGELOG.md.",
+  "rai:personalSensitiveInformation": "Not applicable — bundle contains no personally identifiable or sensitive information.",
+  "rai:dataSocialImpact": "The bundle supports academic study of LLM-driven trading agents under controlled conditions. Deploying such agents to real markets without additional safeguards (frictions, risk controls, auditing) carries substantial risk, including financial loss and potential amplification of herd behavior. The bundle is explicitly scoped for research and evaluation; it is not financial advice and should not be interpreted as evidence of safe or profitable real-world deployment."
+}

derived/all_metrics.csv

@@ -0,0 +1,29 @@
+experiment,market,mandate_dir,display_name,mandate,variant,src_run_id,personality,start_date,end_date,total_return,annualized_return,max_drawdown,max_drawdown_duration,sharpe_ratio,sortino_ratio,volatility,total_trades,trading_days,avg_position_days,win_rate,initial_cash,final_value,final_cash,benchmark_total_return,avg_cash_ratio,avg_gross_exposure,value_filter_pass_rate,value_consistency_score
+exp1_caseStudy_us_6m,us,fundamental_value,Fundamental Value,,,mp_fundamental_value_20260409_165131_876468,,2025-09-01,2026-02-28,-4.73,-9.38,6.14,72,-1.84,-1.91,6.35,123,124,11.82,45.9,100000.0,95270.27,61565.98,10.33,0.7056,0.2944,0.0,0.0
+exp1_caseStudy_us_6m,us,macro_tactical,Macro Tactical,,,mp_macro_tactical_20260409_165131_876505,macro_tactical,2025-09-01,2026-02-28,3.42,7.08,4.4,35,0.58,0.73,9.02,1763,124,17.96,60.23,100000.0,103421.69,38952.71,10.33,0.3624,0.6376,,
+exp1_caseStudy_us_6m,us,behavioral_momentum,Behavioral Momentum,,,mp_behavioral_momentum_20260409_165131_876499,,2025-09-01,2026-02-28,1.54,3.15,4.4,72,0.17,0.19,8.61,513,124,3.02,53.19,100000.0,101539.41,91442.08,10.33,0.6938,0.3062,,
+exp1_caseStudy_us_6m,us,low_volatility,Low-Volatility,,,mp_smart_beta_passive_20260409_165131_876510,,2025-09-01,2026-02-28,0.7,1.42,2.03,79,-0.17,-0.24,3.11,27,124,96.79,33.33,100000.0,100695.6,87408.58,10.33,0.8376,0.1624,,
+exp1_caseStudy_us_6m,us,equal_weight,Equal-Weight,,,mp_equal_weight_index_20260409_165131_876514,,2025-09-01,2026-02-28,9.42,20.07,4.83,19,1.36,1.71,12.61,63,124,91.27,72.97,100000.0,109416.12,2256.53,10.33,0.024,0.976,,
+exp1_caseStudy_cn_6m,cn,fundamental_value,Fundamental Value,,,mp_fundamental_value_20260413_163905_878961,,2025-09-01,2026-02-28,-0.0,-0.01,4.06,54,-0.2,-0.34,8.24,90,102,58.8,46.34,100000.0,99995.24,32230.52,8.11,0.3892,0.6108,0.0,0.0
+exp1_caseStudy_cn_6m,cn,macro_tactical,Macro Tactical,,,mp_macro_tactical_20260413_163905_878979,macro_tactical,2025-09-01,2026-02-28,4.02,10.22,4.55,60,0.66,1.15,12.91,1777,102,18.39,50.48,100000.0,104017.68,14603.34,8.11,0.1139,0.8861,,
+exp1_caseStudy_cn_6m,cn,behavioral_momentum,Behavioral Momentum,,,mp_behavioral_momentum_20260413_163905_878974,,2025-09-01,2026-02-28,-2.52,-6.12,5.28,96,-0.84,-1.37,9.4,666,102,6.03,42.81,100000.0,97476.11,54989.09,8.11,0.5212,0.4788,,
+exp1_caseStudy_cn_6m,cn,low_volatility,Low-Volatility,,,mp_smart_beta_passive_20260413_163905_878984,,2025-09-01,2026-02-28,0.3,0.75,2.62,54,-0.22,-0.39,5.04,85,102,69.73,47.22,100000.0,100301.88,54851.7,8.11,0.6955,0.3045,,
+exp1_caseStudy_cn_6m,cn,equal_weight,Equal-Weight,,,mp_equal_weight_index_20260413_163905_878987,,2025-09-01,2026-02-28,6.5,16.82,6.25,59,0.97,1.64,15.15,84,102,91.74,68.18,100000.0,106495.39,1538.77,8.11,0.0138,0.9862,,
+exp2_reproducibility_us_6m_run2,us,fundamental_value,Fundamental Value,,,mp_fundamental_value_20260425_035029_413185,,2025-09-01,2026-02-28,-10.29,-19.79,11.68,83,-2.07,-1.95,11.32,126,124,9.13,52.54,100000.0,89714.05,38526.98,10.33,0.6244,0.3756,0.0,0.0
+exp2_reproducibility_us_6m_run2,us,macro_tactical,Macro Tactical,,,mp_macro_tactical_20260425_035029_413208,macro_tactical,2025-09-01,2026-02-28,2.78,5.73,4.04,26,0.46,0.55,8.63,1817,124,15.93,54.83,100000.0,102778.42,42126.1,10.33,0.3478,0.6522,,
+exp2_reproducibility_us_6m_run2,us,behavioral_momentum,Behavioral Momentum,,,mp_behavioral_momentum_20260425_035029_413202,,2025-09-01,2026-02-28,0.5,1.02,4.76,83,-0.07,-0.07,8.92,512,124,2.91,50.0,100000.0,100498.32,90400.99,10.33,0.6873,0.3127,,
+exp2_reproducibility_us_6m_run2,us,low_volatility,Low-Volatility,,,mp_smart_beta_passive_20260425_035029_413212,,2025-09-01,2026-02-28,0.7,1.42,2.03,79,-0.17,-0.24,3.11,27,124,96.79,33.33,100000.0,100695.6,87408.58,10.33,0.8376,0.1624,,
+exp2_reproducibility_us_6m_run2,us,equal_weight,Equal-Weight,,,mp_equal_weight_index_20260425_035029_413216,,2025-09-01,2026-02-28,9.42,20.07,4.83,19,1.36,1.71,12.61,63,124,91.27,72.97,100000.0,109416.12,2256.53,10.33,0.024,0.976,,
+exp3_mechanism_ablation_us_3m,us,fundamental_value_full,FV Full,fundamental_value,full,20260417_160942,fundamental_value,2025-12-01,2026-02-28,0.0,0.0,0.0,0,-9.219771266841752e+16,-9.219771266841752e+16,0.0,0,61,0.0,0.0,100000.0,100000.0,100000.0,5.96,1.0,0.0,0.0,0.85
+exp3_mechanism_ablation_us_3m,us,fundamental_value_no_filter,FV No filter,fundamental_value,no_filter,20260417_191443,fundamental_value,2025-12-01,2026-02-28,5.8,26.23,2.1,13,2.52,3.45,8.61,611,61,29.12,66.94,100000.0,105800.43,11359.72,5.96,0.2072,0.7928,100.0,1.0
+exp3_mechanism_ablation_us_3m,us,behavioral_momentum_full,BM Full,behavioral_momentum,full,20260417_220721,behavioral_momentum,2025-12-01,2026-02-28,-0.9,-3.66,1.08,31,-2.81,-2.8,2.03,513,61,1.64,47.1,100000.0,99102.53,93370.88,5.96,0.9106,0.0894,,
+exp3_mechanism_ablation_us_3m,us,behavioral_momentum_no_guardrails,BM No guardrails,behavioral_momentum,no_guardrails,20260418_004927,behavioral_momentum,2025-12-01,2026-02-28,-0.75,-3.06,1.6,28,-1.27,-1.5,3.95,392,61,1.97,49.39,100000.0,99251.45,99251.45,5.96,0.8905,0.1095,,
+exp3_mechanism_ablation_us_3m,us,macro_tactical_full,MT Full,macro_tactical,full,20260418_033940,macro_tactical,2025-12-01,2026-02-28,-0.45,-1.83,4.77,35,-0.39,-0.46,8.95,893,61,15.68,59.13,100000.0,99553.94,30863.31,5.96,0.3971,0.6029,,
+exp3_mechanism_ablation_us_3m,us,macro_tactical_no_tilt,MT No tilt,macro_tactical,no_tilt,20260418_072633,macro_tactical,2025-12-01,2026-02-28,-0.33,-1.35,5.35,22,-0.32,-0.36,9.25,918,61,13.76,60.98,100000.0,99670.93,36363.6,5.96,0.3576,0.6424,,
+exp3_mechanism_ablation_us_3m,us,low_volatility_reference,LV Reference,low_volatility,reference,20260418_110947,smart_beta_passive,2025-12-01,2026-02-28,-2.44,-9.68,3.33,33,-3.2,-3.43,3.78,15,61,0.0,0.0,100000.0,97564.85,74224.69,5.96,0.8338,0.1662,,
+exp3_mechanism_ablation_us_3m,us,equal_weight_reference,EqW Reference,equal_weight,reference,20260418_111210,equal_weight_index,2025-12-01,2026-02-28,5.96,27.01,3.52,13,1.73,2.09,13.2,52,61,2.5,78.12,100000.0,105957.19,2186.44,5.96,0.0214,0.9786,,
+exp4_backend_robustness_us_3m_gpt54,us,fundamental_value,Fundamental Value,,,20260423_124148,fundamental_value,2025-12-01,2026-02-28,1.23,5.17,1.1,13,0.83,1.53,3.76,31,61,14.23,100.0,100000.0,101227.31,98237.33,5.96,0.9521,0.0479,5.0,0.85
+exp4_backend_robustness_us_3m_gpt54,us,macro_tactical,Macro Tactical,,,20260424_094955,macro_tactical,2025-12-01,2026-02-28,4.29,18.97,3.13,16,1.57,1.86,10.11,901,61,19.44,65.64,100000.0,104294.05,18345.73,5.96,0.1731,0.8269,,
+exp4_backend_robustness_us_3m_gpt54,us,behavioral_momentum,Behavioral Momentum,,,20260424_132728_372104,behavioral_momentum,2025-12-01,2026-02-28,4.77,21.2,1.4,11,2.57,4.27,6.81,621,61,4.84,62.75,100000.0,104765.4,61831.12,5.96,0.4633,0.5367,,
+exp4_backend_robustness_us_3m_gpt54,us,low_volatility,Low-Volatility,,,20260424_094956,smart_beta_passive,2025-12-01,2026-02-28,-2.44,-9.68,3.33,33,-3.2,-3.43,3.78,15,61,0.0,0.0,100000.0,97564.85,74224.69,5.96,0.8338,0.1662,,
+exp4_backend_robustness_us_3m_gpt54,us,equal_weight,Equal-Weight,,,20260424_132723_271683,equal_weight_index,2025-12-01,2026-02-28,5.96,27.01,3.52,13,1.73,2.09,13.2,52,61,2.5,78.12,100000.0,105957.19,2186.44,5.96,0.0214,0.9786,,

derived/gpt54_robustness/backend_comparison.csv

@@ -0,0 +1,6 @@
+profile,prior_return,gpt54_return,delta_return,prior_mdd,gpt54_mdd,prior_trades,gpt54_trades,prior_cash_pct,gpt54_cash_pct,prior_turnover_pct,gpt54_turnover_pct
+fundamental_value,0.0,1.23,1.23,0.0,1.1,0,31,100.0,95.21,0.0,0.45
+behavioral_momentum,-0.9,4.77,5.67,1.08,1.4,513,621,91.06,46.33,6.49,11.77
+macro_tactical,-0.45,4.29,4.74,4.77,3.13,893,901,39.71,17.31,4.15,3.85
+smart_beta_passive,-2.44,-2.44,0.0,3.33,3.33,15,15,83.38,83.38,0.21,0.21
+equal_weight_index,5.96,5.96,0.0,3.52,3.52,52,52,2.14,2.14,0.85,0.85

derived/gpt54_robustness/behavioral_momentum_reruns.csv

@@ -0,0 +1,4 @@
+run,return_pct,ann_return_pct,mdd_pct,sharpe,trades,win_rate_pct,final_value
+first (log),4.36,19.29,1.21,2.59,591,62.9,104361.11
+rerun (json),4.77,21.2,1.4,2.57,621,62.75,104765.4
+delta,0.41,1.91,0.19,-0.02,30,-0.15,404.29

derived/gpt54_robustness/gpt54_us_3m_summary.csv

@@ -0,0 +1,6 @@
+profile,run_id,window,total_return_pct,ann_return_pct,max_drawdown_pct,sharpe_ratio,sortino_ratio,volatility_pct,total_trades,win_rate_pct,avg_cash_ratio,avg_gross_exposure,avg_turnover_ratio,avg_position_days,benchmark_return_pct,final_value
+fundamental_value,20260423_124148,2025-12-01..2026-02-28,1.23,5.17,1.1,0.83,1.53,3.76,31,100.0,0.9521,0.0479,0.0045,14.23,5.96,101227.31
+macro_tactical,20260424_094955,2025-12-01..2026-02-28,4.29,18.97,3.13,1.57,1.86,10.11,901,65.64,0.1731,0.8269,0.0385,19.44,5.96,104294.05
+smart_beta_passive,20260424_094956,2025-12-01..2026-02-28,-2.44,-9.68,3.33,-3.2,-3.43,3.78,15,0.0,0.8338,0.1662,0.0021,0.0,5.96,97564.85
+behavioral_momentum,20260424_132728_372104,2025-12-01..2026-02-28,4.77,21.2,1.4,2.57,4.27,6.81,621,62.75,0.4633,0.5367,0.1177,4.84,5.96,104765.4
+equal_weight_index,20260424_132723_271683,2025-12-01..2026-02-28,5.96,27.01,3.52,1.73,2.09,13.2,52,78.12,0.0214,0.9786,0.0085,2.5,5.96,105957.19

exp5_efficiency_ablation_cn_10t_6m/README.md

@@ -0,0 +1,5 @@
+# Exp 5 — Execution efficiency ablation (CN, 10 tickers, 6M)
+
+This experiment compares three execution paths (E0 baseline / E1 cold-cache / E2 warm-cache) to demonstrate runtime/cost reductions enabled by shared phase-one preprocessing.
+
+The original run artifacts are not redistributed in this bundle. All numbers cited in the paper come from `source_doc.md` (copied here verbatim from `latex/docs/2026-03-23-cn-10tickers-6m-efficiency-ablation.md`).

exp5_efficiency_ablation_cn_10t_6m/source_doc.md

@@ -0,0 +1,97 @@
+# 2026-03-23 CN 10 Tickers / 6 Months Multi-Persona Efficiency Ablation
+
+## Summary
+This note consolidates three completed `CN 10 tickers / 6m` multi-persona live backtests into a reusable execution-efficiency ablation. The purpose is not to compare returns, but to quantify how much the optimized execution stack speeds up controlled long-horizon persona studies.
+
+The three runs hold the business setting fixed:
+
+- mode: `multi-personality`
+- market: `CN`
+- tickers: `600519, 000858, 300750, 601318, 600036, 601888, 600276, 002415, 601899, 000333`
+- backtest period: `2025-09-01 ~ 2026-02-28`
+- trading days: `102`
+- initial cash: `¥100,000`
+- analysts: `fundamental`, `technical`, `company_news`
+- personas: `conservative`, `balanced`, `aggressive`, `passive`, `equal_weight_index`
+- benchmark mode: `index`
+- benchmark index: `000300.SH`
+- LLM: enabled
+
+## Experimental Conditions
+
+### E0: Baseline
+- comparison run id: `20260308_032534_600248`
+- report: `reports/multi_personality/20260308_032534_600248/comparison_report.md`
+- data: `reports/multi_personality/20260308_032534_600248/comparison_data.json`
+
+### E1: Optimized-Cold
+- comparison run id: `20260308_164113_268847`
+- log: `logs/cn10_mp_20260308_164108.log`
+- report: `reports/multi_personality/20260308_164113_268847/comparison_report.md`
+- data: `reports/multi_personality/20260308_164113_268847/comparison_data.json`
+
+### E2: Optimized-Warm
+- comparison run id: `20260309_120759_016922`
+- log: `logs/cn10_mp_rerun_20260309_120714.log`
+- report: `reports/multi_personality/20260309_120759_016922/comparison_report.md`
+- data: `reports/multi_personality/20260309_120759_016922/comparison_data.json`
+
+## Core Results
+
+### End-to-End Runtime
+
+| Experiment | Run ID | Total Duration (sec) | Total Duration (hours) | Relative to E0 |
+|-----------|--------|----------------------|------------------------|----------------|
+| `E0` baseline | `20260308_032534_600248` | `157429.02` | `43.73` | `1.00x` |
+| `E1` optimized-cold | `20260308_164113_268847` | `38828.22` | `10.79` | `4.05x` |
+| `E2` optimized-warm | `20260309_120759_016922` | `38965.22` | `10.82` | `4.04x` |
+
+### LLM Usage (comparison report accounting)
+
+| Experiment | LLM Calls | Total Tokens | Estimated Cost |
+|-----------|-----------|--------------|----------------|
+| `E0` baseline | `11219` | `10255794` | `¥12.0572` |
+| `E1` optimized-cold | `8160` | `9299500` | `¥10.7245` |
+| `E2` optimized-warm | `8160` | `9264269` | `¥10.6699` |
+
+### Shared Phase-One Statistics
+
+| Metric | `E0` | `E1` | `E2` |
+|-------|------|------|------|
+| artifact cache hits | `n/a` | `0` | `102` |
+| artifact cache misses | `n/a` | `102` | `0` |
+| sync load seconds | `n/a` | `82.08` | `0.19` |
+| prefetch submitted | `n/a` | `101` | `101` |
+| prefetch hits | `n/a` | `101` | `101` |
+| prefetch compute seconds | `n/a` | `7633.76` | `65.83` |
+| pipeline hidden seconds | `n/a` | `7633.76` | `65.82` |
+| pipeline utilization | `n/a` | `100.0%` | `100.0%` |
+| phase2 execution mode | `n/a` | `parallel_threads` | `parallel_threads` |
+
+## Interpretation
+
+### E0 -> E1: Execution-Model Gain
+- total duration: `157429.02s -> 38828.22s`
+- absolute savings: `118600.80s` (`32.94` hours)
+- relative speedup: `4.05x`
+- runtime reduction: `75.34%`
+
+In the same accounting convention:
+- LLM calls: `11219 -> 8160` (`-27.27%`)
+- total tokens: `10255794 -> 9299500` (`-9.32%`)
+- estimated cost: `¥12.0572 -> ¥10.7245` (`-11.05%`)
+
+### E1 -> E2: Warm-Cache Gain
+- total duration: `38828.22s -> 38965.22s`
+- end-to-end change: `+137.00s` (effectively flat)
+
+But at the phase-one level:
+- sync load: `82.08s -> 0.19s` (`-99.76%`)
+- prefetch compute: `7633.76s -> 65.83s` (`-99.14%`)
+- hidden pipeline seconds: `7633.76s -> 65.82s` (`-99.14%`)
+
+This shows that artifact caching nearly eliminates repeated phase-one work, while the main end-to-end bottleneck after `E1` has already shifted to later persona-specific stages.
+
+## Notes on Accounting
+
+The call/token/cost reductions should be interpreted as values under the comparison-report accounting scheme. In the older baseline run, shared phase-one token usage is counted separately in the comparison data, while the newer execution path reports shared phase-one activity differently. We therefore use these values as report-level observations rather than as a claim about exactly identical physical API savings under every instrumentation scheme.

manifest.json

@@ -0,0 +1,616 @@
+{
+  "version": "1.0",
+  "title": "QuantArena artifact bundle",
+  "source_commit": "a4bf9e6 (sector matrix fix) / f2c9921 (audit manifest)",
+  "experiments": {
+    "exp1_caseStudy_us_6m": {
+      "description": "Six-month main case study (US, Sep 1 2025 \u2013 Feb 28 2026, 124 trading days, $100,000 initial)",
+      "runs": {
+        "fundamental_value": {
+          "src_run_id": "mp_fundamental_value_20260409_165131_876468",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": -4.73,
+          "total_trades": 123,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Fundamental Value",
+          "bundle_path": "runs/exp1_caseStudy_us_6m/fundamental_value"
+        },
+        "macro_tactical": {
+          "src_run_id": "mp_macro_tactical_20260409_165131_876505",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "macro_tactical",
+          "total_return": 3.42,
+          "total_trades": 1763,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "fof_allocations.csv",
+            "trades.csv",
+            "equity_curve.png",
+            "fof_allocations.json"
+          ],
+          "status": "ok",
+          "display_name": "Macro Tactical",
+          "bundle_path": "runs/exp1_caseStudy_us_6m/macro_tactical"
+        },
+        "behavioral_momentum": {
+          "src_run_id": "mp_behavioral_momentum_20260409_165131_876499",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": 1.54,
+          "total_trades": 513,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Behavioral Momentum",
+          "bundle_path": "runs/exp1_caseStudy_us_6m/behavioral_momentum"
+        },
+        "low_volatility": {
+          "src_run_id": "mp_smart_beta_passive_20260409_165131_876510",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": 0.7,
+          "total_trades": 27,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Low-Volatility",
+          "bundle_path": "runs/exp1_caseStudy_us_6m/low_volatility"
+        },
+        "equal_weight": {
+          "src_run_id": "mp_equal_weight_index_20260409_165131_876514",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": 9.42,
+          "total_trades": 63,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Equal-Weight",
+          "bundle_path": "runs/exp1_caseStudy_us_6m/equal_weight"
+        }
+      }
+    },
+    "exp1_caseStudy_cn_6m": {
+      "description": "Six-month main case study (CN A-share, Sep 1 2025 \u2013 Feb 28 2026, 102 trading days, $100,000 initial)",
+      "runs": {
+        "fundamental_value": {
+          "src_run_id": "mp_fundamental_value_20260413_163905_878961",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "cn",
+          "personality": null,
+          "total_return": -0.0,
+          "total_trades": 90,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Fundamental Value",
+          "bundle_path": "runs/exp1_caseStudy_cn_6m/fundamental_value"
+        },
+        "macro_tactical": {
+          "src_run_id": "mp_macro_tactical_20260413_163905_878979",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "cn",
+          "personality": "macro_tactical",
+          "total_return": 4.02,
+          "total_trades": 1777,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "fof_allocations.csv",
+            "trades.csv",
+            "equity_curve.png",
+            "fof_allocations.json"
+          ],
+          "status": "ok",
+          "display_name": "Macro Tactical",
+          "bundle_path": "runs/exp1_caseStudy_cn_6m/macro_tactical"
+        },
+        "behavioral_momentum": {
+          "src_run_id": "mp_behavioral_momentum_20260413_163905_878974",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "cn",
+          "personality": null,
+          "total_return": -2.52,
+          "total_trades": 666,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Behavioral Momentum",
+          "bundle_path": "runs/exp1_caseStudy_cn_6m/behavioral_momentum"
+        },
+        "low_volatility": {
+          "src_run_id": "mp_smart_beta_passive_20260413_163905_878984",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "cn",
+          "personality": null,
+          "total_return": 0.3,
+          "total_trades": 85,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Low-Volatility",
+          "bundle_path": "runs/exp1_caseStudy_cn_6m/low_volatility"
+        },
+        "equal_weight": {
+          "src_run_id": "mp_equal_weight_index_20260413_163905_878987",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "cn",
+          "personality": null,
+          "total_return": 6.5,
+          "total_trades": 84,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Equal-Weight",
+          "bundle_path": "runs/exp1_caseStudy_cn_6m/equal_weight"
+        }
+      }
+    },
+    "exp2_reproducibility_us_6m_run2": {
+      "description": "US 6M reproducibility re-run (Run 2). Independent re-run of all five mandates with identical config to Exp 1.",
+      "runs": {
+        "fundamental_value": {
+          "src_run_id": "mp_fundamental_value_20260425_035029_413185",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": -10.29,
+          "total_trades": 126,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Fundamental Value",
+          "bundle_path": "runs/exp2_reproducibility_us_6m_run2/fundamental_value"
+        },
+        "macro_tactical": {
+          "src_run_id": "mp_macro_tactical_20260425_035029_413208",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "macro_tactical",
+          "total_return": 2.78,
+          "total_trades": 1817,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "fof_allocations.csv",
+            "trades.csv",
+            "equity_curve.png",
+            "fof_allocations.json"
+          ],
+          "status": "ok",
+          "display_name": "Macro Tactical",
+          "bundle_path": "runs/exp2_reproducibility_us_6m_run2/macro_tactical"
+        },
+        "behavioral_momentum": {
+          "src_run_id": "mp_behavioral_momentum_20260425_035029_413202",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": 0.5,
+          "total_trades": 512,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Behavioral Momentum",
+          "bundle_path": "runs/exp2_reproducibility_us_6m_run2/behavioral_momentum"
+        },
+        "low_volatility": {
+          "src_run_id": "mp_smart_beta_passive_20260425_035029_413212",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": 0.7,
+          "total_trades": 27,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Low-Volatility",
+          "bundle_path": "runs/exp2_reproducibility_us_6m_run2/low_volatility"
+        },
+        "equal_weight": {
+          "src_run_id": "mp_equal_weight_index_20260425_035029_413216",
+          "start_date": "2025-09-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": null,
+          "total_return": 9.42,
+          "total_trades": 63,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Equal-Weight",
+          "bundle_path": "runs/exp2_reproducibility_us_6m_run2/equal_weight"
+        }
+      }
+    },
+    "exp3_mechanism_ablation_us_3m": {
+      "description": "US 3M mechanism ablation (Dec 1 2025 \u2013 Feb 28 2026). For each LLM-conditioned mandate, a Full variant and one Ablated variant.",
+      "runs": {
+        "fundamental_value_full": {
+          "src_run_id": "20260417_160942",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "fundamental_value",
+          "total_return": 0.0,
+          "total_trades": 0,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "FV Full",
+          "mandate": "fundamental_value",
+          "variant": "full",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/fundamental_value_full"
+        },
+        "fundamental_value_no_filter": {
+          "src_run_id": "20260417_191443",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "fundamental_value",
+          "total_return": 5.8,
+          "total_trades": 611,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "FV No filter",
+          "mandate": "fundamental_value",
+          "variant": "no_filter",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/fundamental_value_no_filter"
+        },
+        "behavioral_momentum_full": {
+          "src_run_id": "20260417_220721",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "behavioral_momentum",
+          "total_return": -0.9,
+          "total_trades": 513,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "BM Full",
+          "mandate": "behavioral_momentum",
+          "variant": "full",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/behavioral_momentum_full"
+        },
+        "behavioral_momentum_no_guardrails": {
+          "src_run_id": "20260418_004927",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "behavioral_momentum",
+          "total_return": -0.75,
+          "total_trades": 392,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "BM No guardrails",
+          "mandate": "behavioral_momentum",
+          "variant": "no_guardrails",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/behavioral_momentum_no_guardrails"
+        },
+        "macro_tactical_full": {
+          "src_run_id": "20260418_033940",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "macro_tactical",
+          "total_return": -0.45,
+          "total_trades": 893,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "fof_allocations.csv",
+            "trades.csv",
+            "equity_curve.png",
+            "fof_allocations.json"
+          ],
+          "status": "ok",
+          "display_name": "MT Full",
+          "mandate": "macro_tactical",
+          "variant": "full",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/macro_tactical_full"
+        },
+        "macro_tactical_no_tilt": {
+          "src_run_id": "20260418_072633",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "macro_tactical",
+          "total_return": -0.33,
+          "total_trades": 918,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "fof_allocations.csv",
+            "trades.csv",
+            "equity_curve.png",
+            "fof_allocations.json"
+          ],
+          "status": "ok",
+          "display_name": "MT No tilt",
+          "mandate": "macro_tactical",
+          "variant": "no_tilt",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/macro_tactical_no_tilt"
+        },
+        "low_volatility_reference": {
+          "src_run_id": "20260418_110947",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "smart_beta_passive",
+          "total_return": -2.44,
+          "total_trades": 15,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "LV Reference",
+          "mandate": "low_volatility",
+          "variant": "reference",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/low_volatility_reference"
+        },
+        "equal_weight_reference": {
+          "src_run_id": "20260418_111210",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "equal_weight_index",
+          "total_return": 5.96,
+          "total_trades": 52,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "EqW Reference",
+          "mandate": "equal_weight",
+          "variant": "reference",
+          "bundle_path": "runs/exp3_mechanism_ablation_us_3m/equal_weight_reference"
+        }
+      }
+    },
+    "exp4_backend_robustness_us_3m_gpt54": {
+      "description": "US 3M backend robustness: GPT-5.4 replaces DeepSeek-V3.2 reasoning backend; everything else fixed.",
+      "runs": {
+        "fundamental_value": {
+          "src_run_id": "20260423_124148",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "fundamental_value",
+          "total_return": 1.23,
+          "total_trades": 31,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Fundamental Value",
+          "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/fundamental_value"
+        },
+        "macro_tactical": {
+          "src_run_id": "20260424_094955",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "macro_tactical",
+          "total_return": 4.29,
+          "total_trades": 901,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "fof_allocations.csv",
+            "trades.csv",
+            "equity_curve.png",
+            "fof_allocations.json"
+          ],
+          "status": "ok",
+          "display_name": "Macro Tactical",
+          "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/macro_tactical"
+        },
+        "behavioral_momentum": {
+          "src_run_id": "20260424_132728_372104",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "behavioral_momentum",
+          "total_return": 4.77,
+          "total_trades": 621,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Behavioral Momentum",
+          "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/behavioral_momentum"
+        },
+        "low_volatility": {
+          "src_run_id": "20260424_094956",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "smart_beta_passive",
+          "total_return": -2.44,
+          "total_trades": 15,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Low-Volatility",
+          "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/low_volatility"
+        },
+        "equal_weight": {
+          "src_run_id": "20260424_132723_271683",
+          "start_date": "2025-12-01",
+          "end_date": "2026-02-28",
+          "market": "us",
+          "personality": "equal_weight_index",
+          "total_return": 5.96,
+          "total_trades": 52,
+          "files": [
+            "metrics.json",
+            "backtest_report.md",
+            "equity_curve.csv",
+            "trades.csv",
+            "equity_curve.png"
+          ],
+          "status": "ok",
+          "display_name": "Equal-Weight",
+          "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/equal_weight"
+        }
+      }
+    },
+    "exp5_efficiency_ablation_cn_10t_6m": {
+      "description": "Execution efficiency ablation (E0/E1/E2). Documented only \u2014 run artifacts not redistributed.",
+      "source_doc": "exp5_efficiency_ablation_cn_10t_6m/source_doc.md"
+    }
+  },
+  "comparisons": {
+    "us_6m": {
+      "description": "US 6M main case-study cross-mandate comparison bundle",
+      "source": "reports/multi_personality/20260409_165121_176781",
+      "bundle_path": "comparisons/us_6m"
+    },
+    "cn_6m": {
+      "description": "CN 6M main case-study cross-mandate comparison bundle",
+      "source": "reports/multi_personality/20260413_163854_715331",
+      "bundle_path": "comparisons/cn_6m"
+    }
+  },
+  "universe": {
+    "description": "5x4 sector/style universe (20 US + 20 CN tickers)",
+    "bundle_path": "universe/sector_style_universe.csv"
+  },
+  "derived": {
+    "gpt54_robustness": "Pre-aggregated CSVs for the GPT-5.4 backend robustness analysis"
+  },
+  "audit": "Reproducibility manifest (mirror of latex/audit/)"
+}

runs/exp1_caseStudy_cn_6m/behavioral_momentum/backtest_report.md

@@ -0,0 +1,170 @@
+# Backtest Report
+
+**Run ID:** mp_behavioral_momentum_20260413_163905_878974
+**Period:** 2025-09-01 to 2026-02-28
+**Market:** CN
+**Tickers:** 600036, 601166, 000001, 002142, 600519, 000858, 600887, 603288, 300750, 002415, 603986, 688111, 300760, 600276, 300347, 300122, 601899, 600309, 601100, 002353
+**Initial Capital:** $100,000.00
+
+
+## Summary
+
+| Metric | Value |
+|--------|-------|
+| **Initial Capital** | $100,000.00 |
+| **Final Value** | $97,476.11 |
+| **Total Return** | -2.52% |
+| **Annualized Return** | -6.12% |
+| **Trading Days** | 102 |
+| **Benchmark Return** | +8.11% |
+| **Benchmark Source** | equal_weight_basket |
+
+
+## Performance Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Sharpe Ratio** | -0.84 |
+| **Sortino Ratio** | -1.37 |
+| **Max Drawdown** | 5.28% |
+| **Max Drawdown Duration** | 96 days |
+| **Volatility (Ann.)** | 9.40% |
+| **Win Rate** | 42.8% |
+| **Excess Return (Ann.)** | -27.38% |
+| **Alpha (Ann.)** | -16.98% |
+| **Beta** | 0.46 |
+| **Tracking Error (Ann.)** | 10.31% |
+| **Information Ratio** | -2.56 |
+| **Calmar Ratio** | -1.16 |
+| **CVaR (95%)** | 1.18% |
+| **Up Capture Ratio** | 0.32 |
+| **Down Capture Ratio** | 0.57 |
+| **Break-even TC (one-way)** | 0.0000% |
+
+
+## Behavior Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Trade Count** | 666 |
+| **Avg Position Days** | 6.0 |
+| **Avg Turnover Ratio** | 12.46% |
+| **Peak Turnover Ratio** | 32.88% |
+| **Annualized Turnover Ratio** | 31.39x |
+| **Avg Cash Ratio** | 52.12% |
+| **Avg Gross Exposure** | 47.88% |
+| **Vol Scaling Activation Rate** | 0.0000 |
+| **Crash Breaker Trigger Count** | 0 |
+| **Avg Momentum Exposure Multiplier** | 1.0000 |
+
+
+## Trade Summary
+
+- **Total Trades:** 666
+- **Buy Orders:** 349
+- **Sell Orders:** 317
+
+### Trade Log
+
+| Date | Ticker | Action | Shares | Price | Value |
+|------|--------|--------|--------|-------|-------|
+| 2025-09-01 | 002142 | BUY | 350 | $28.52 | $9,982.00 |
+| 2025-09-01 | 000001 | BUY | 841 | $11.89 | $9,999.49 |
+| 2025-09-01 | 600519 | BUY | 6 | $1476.10 | $8,856.60 |
+| 2025-09-01 | 300760 | BUY | 40 | $246.48 | $9,859.20 |
+| 2025-09-01 | 601899 | BUY | 410 | $24.38 | $9,995.80 |
+| 2025-09-01 | 601166 | BUY | 229 | $21.81 | $4,994.49 |
+| 2025-09-01 | 600036 | BUY | 5 | $41.98 | $209.90 |
+| 2025-09-01 | 300750 | BUY | 16 | $304.00 | $4,864.00 |
+| 2025-09-01 | 600887 | BUY | 176 | $28.27 | $4,975.52 |
+| 2025-09-01 | 300347 | BUY | 3 | $65.09 | $195.27 |
+| 2025-09-02 | 002142 | BUY | 5 | $28.98 | $144.90 |
+| 2025-09-02 | 000858 | BUY | 77 | $128.56 | $9,899.12 |
+| 2025-09-02 | 002415 | BUY | 8 | $30.64 | $245.12 |
+| 2025-09-02 | 300760 | BUY | 1 | $242.16 | $242.16 |
+| 2025-09-02 | 600276 | BUY | 72 | $68.87 | $4,958.64 |
+| 2025-09-02 | 601899 | SELL | 205 | $24.41 | $5,004.05 |
+| 2025-09-02 | 688111 | BUY | 15 | $322.80 | $4,842.00 |
+| 2025-09-02 | 300347 | BUY | 2 | $66.25 | $132.50 |
+| 2025-09-03 | 600519 | BUY | 6 | $1480.55 | $8,883.30 |
+| 2025-09-03 | 300750 | BUY | 8 | $309.00 | $2,472.00 |
+| 2025-09-03 | 300760 | SELL | 21 | $238.81 | $5,015.01 |
+| 2025-09-03 | 002415 | SELL | 8 | $29.90 | $239.20 |
+| 2025-09-03 | 688111 | SELL | 15 | $314.00 | $4,710.00 |
+| 2025-09-03 | 300347 | BUY | 3 | $66.20 | $198.60 |
+| 2025-09-04 | 600887 | BUY | 177 | $28.16 | $4,984.32 |
+| 2025-09-04 | 300760 | BUY | 1 | $233.50 | $233.50 |
+| 2025-09-04 | 600276 | BUY | 72 | $68.65 | $4,942.80 |
+| 2025-09-04 | 000001 | SELL | 420 | $11.74 | $4,930.80 |
+| 2025-09-04 | 603288 | BUY | 6 | $40.42 | $242.52 |
+| 2025-09-04 | 300347 | SELL | 8 | $62.42 | $499.36 |
+| 2025-09-04 | 600309 | BUY | 4 | $64.69 | $258.76 |
+| 2025-09-04 | 002353 | BUY | 5 | $45.40 | $227.00 |
+| 2025-09-04 | 601899 | SELL | 205 | $23.87 | $4,893.35 |
+| 2025-09-05 | 600519 | BUY | 6 | $1483.00 | $8,898.00 |
+| 2025-09-05 | 002142 | BUY | 5 | $28.73 | $143.65 |
+| 2025-09-05 | 300750 | BUY | 9 | $325.11 | $2,925.99 |
+| 2025-09-05 | 603288 | SELL | 6 | $40.44 | $242.64 |
+| 2025-09-05 | 600309 | SELL | 4 | $65.85 | $263.40 |
+| 2025-09-05 | 600887 | SELL | 177 | $28.18 | $4,987.86 |
+| 2025-09-05 | 600276 | SELL | 76 | $72.47 | $5,507.72 |
+| 2025-09-05 | 002353 | SELL | 5 | $47.41 | $237.05 |
+| 2025-09-05 | 600036 | SELL | 5 | $42.76 | $213.80 |
+| 2025-09-05 | 601166 | SELL | 229 | $21.75 | $4,980.75 |
+| 2025-09-05 | 000858 | SELL | 77 | $126.81 | $9,764.37 |
+| 2025-09-05 | 603986 | BUY | 31 | $159.56 | $4,946.36 |
+| 2025-09-08 | 002142 | BUY | 5 | $28.68 | $143.40 |
+| 2025-09-08 | 600519 | SELL | 18 | $1501.23 | $27,022.14 |
+| 2025-09-08 | 300760 | BUY | 5 | $248.04 | $1,240.20 |
+| 2025-09-08 | 600309 | BUY | 144 | $69.60 | $10,022.40 |
+| 2025-09-08 | 601166 | BUY | 234 | $21.46 | $5,021.64 |
+
+*...and 616 more trades*
+
+
+## Final Positions
+
+| Ticker | Shares | Value |
+|--------|--------|-------|
+| 600036 | 65 | $2,513.55 |
+| 601166 | 257 | $4,805.90 |
+| 000001 | 450 | $4,873.50 |
+| 002142 | 156 | $4,828.20 |
+| 300750 | 14 | $4,900.00 |
+| 300760 | 25 | $4,731.50 |
+| 600276 | 85 | $4,943.60 |
+| 300347 | 77 | $4,851.77 |
+| 601899 | 111 | $4,455.54 |
+| 600309 | 18 | $1,583.46 |
+
+**Cash Balance:** $54,989.09
+
+
+---
+
+## Token Usage & Cost
+
+| Metric | Value |
+|--------|-------|
+| **Total Calls** | 4080 |
+| **Input Tokens** | 4,174,329 |
+| **Output Tokens** | 580,695 |
+| **Total Tokens** | 4,755,024 |
+| **Estimated Cost** | ¥5.3357 |
+
+### By Agent
+
+| Agent | Calls | Input | Output |
+|-------|-------|-------|--------|
+| risk_control | 2040 | 1,980,997 | 281,813 |
+| portfolio_manager | 2040 | 2,193,332 | 298,882 |
+
+### API Calls
+
+| API | Calls | Success | Failed | Avg Time |
+|-----|-------|---------|--------|----------|
+| tushare | 2141 | 2141 | 0 | 663ms |
+| akshare_news | 4080 | 3880 | 200 | 1150ms |
+
+*Report generated at 2026-04-14 18:33:02*
+*Backtest Framework v1.0*

runs/exp1_caseStudy_cn_6m/behavioral_momentum/equity_curve.csv

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runs/exp1_caseStudy_cn_6m/behavioral_momentum/metrics.json

@@ -0,0 +1,177 @@
+{
+  "run_id": "mp_behavioral_momentum_20260413_163905_878974",
+  "start_date": "2025-09-01",
+  "end_date": "2026-02-28",
+  "market": "cn",
+  "tickers": [
+    "600036",
+    "601166",
+    "000001",
+    "002142",
+    "600519",
+    "000858",
+    "600887",
+    "603288",
+    "300750",
+    "002415",
+    "603986",
+    "688111",
+    "300760",
+    "600276",
+    "300347",
+    "300122",
+    "601899",
+    "600309",
+    "601100",
+    "002353"
+  ],
+  "initial_cash": 100000.0,
+  "metrics": {
+    "total_return": -2.52,
+    "annualized_return": -6.12,
+    "max_drawdown": 5.28,
+    "max_drawdown_duration": 96,
+    "sharpe_ratio": -0.84,
+    "sortino_ratio": -1.37,
+    "cvar_95": 1.18,
+    "volatility": 9.4,
+    "total_trades": 666,
+    "trading_days": 102,
+    "avg_position_days": 6.03,
+    "avg_turnover_ratio": 0.1246,
+    "peak_turnover_ratio": 0.3288,
+    "annualized_turnover_ratio": 31.3931,
+    "total_turnover_ratio": 12.7067,
+    "win_rate": 42.81,
+    "initial_cash": 100000.0,
+    "final_value": 97476.11,
+    "final_cash": 54989.09,
+    "benchmark_annualized_return": 21.26,
+    "benchmark_total_return": 8.11,
+    "up_capture_ratio": 0.32,
+    "down_capture_ratio": 0.57,
+    "break_even_transaction_cost": 0.0,
+    "avg_cash_ratio": 0.5212,
+    "avg_gross_exposure": 0.4788,
+    "benchmark_source": "equal_weight_basket",
+    "vol_scaling_activation_rate": 0.0,
+    "crash_breaker_trigger_count": 0.0,
+    "avg_momentum_exposure_multiplier": 1.0
+  },
+  "summary": {
+    "initial_cash": 100000.0,
+    "final_value": 97476.11,
+    "total_return": -2.52,
+    "total_trades": 666,
+    "buy_trades": 349,
+    "sell_trades": 317,
+    "trading_days": 102,
+    "final_cash": 54989.09,
+    "final_positions": {
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+        "value": 2513.55,
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+    }
+  },
+  "config": {
+    "tickers": [
+      "600036",
+      "601166",
+      "000001",
+      "002142",
+      "600519",
+      "000858",
+      "600887",
+      "603288",
+      "300750",
+      "002415",
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+      "688111",
+      "300760",
+      "600276",
+      "300347",
+      "300122",
+      "601899",
+      "600309",
+      "601100",
+      "002353"
+    ],
+    "workflow_analysts": [
+      "fundamental",
+      "technical",
+      "company_news"
+    ],
+    "personalities": [
+      "fundamental_value",
+      "behavioral_momentum",
+      "macro_tactical",
+      "smart_beta_passive",
+      "equal_weight_index"
+    ],
+    "market": "cn",
+    "cashflow": 100000.0,
+    "trading": {
+      "market": "CN"
+    },
+    "benchmark": {
+      "mode": "equal_weight"
+    },
+    "momentum": {
+      "target_vol": 0.15,
+      "vol_window": 21,
+      "market_ma_window": 60,
+      "crash_lookback_days": 5,
+      "crash_return_threshold": 0.04,
+      "crash_exposure_multiplier": 0.2,
+      "max_scaling": 1.5,
+      "min_scaling": 0.2
+    }
+  }
+}

runs/exp1_caseStudy_cn_6m/behavioral_momentum/trades.csv

@@ -0,0 +1,667 @@
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runs/exp1_caseStudy_cn_6m/equal_weight/backtest_report.md

@@ -0,0 +1,153 @@
+# Backtest Report
+
+**Run ID:** mp_equal_weight_index_20260413_163905_878987
+**Period:** 2025-09-01 to 2026-02-28
+**Market:** CN
+**Tickers:** 600036, 601166, 000001, 002142, 600519, 000858, 600887, 603288, 300750, 002415, 603986, 688111, 300760, 600276, 300347, 300122, 601899, 600309, 601100, 002353
+**Initial Capital:** $100,000.00
+
+
+## Summary
+
+| Metric | Value |
+|--------|-------|
+| **Initial Capital** | $100,000.00 |
+| **Final Value** | $106,495.39 |
+| **Total Return** | +6.50% |
+| **Annualized Return** | +16.82% |
+| **Trading Days** | 102 |
+| **Benchmark Return** | +8.11% |
+| **Benchmark Source** | equal_weight_basket |
+
+
+## Performance Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Sharpe Ratio** | 0.97 |
+| **Sortino Ratio** | 1.64 |
+| **Max Drawdown** | 6.25% |
+| **Max Drawdown Duration** | 59 days |
+| **Volatility (Ann.)** | 15.15% |
+| **Win Rate** | 68.2% |
+| **Excess Return (Ann.)** | -4.44% |
+| **Alpha (Ann.)** | -3.86% |
+| **Beta** | 0.97 |
+| **Tracking Error (Ann.)** | 1.52% |
+| **Information Ratio** | -2.49 |
+| **Calmar Ratio** | 2.69 |
+| **CVaR (95%)** | 1.85% |
+| **Up Capture Ratio** | 0.94 |
+| **Down Capture Ratio** | 0.99 |
+| **Break-even TC (one-way)** | 0.0000% |
+
+
+## Behavior Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Trade Count** | 84 |
+| **Avg Position Days** | 91.7 |
+| **Avg Turnover Ratio** | 0.56% |
+| **Peak Turnover Ratio** | 49.35% |
+| **Annualized Turnover Ratio** | 1.41x |
+| **Avg Cash Ratio** | 1.38% |
+| **Avg Gross Exposure** | 98.62% |
+
+
+## Trade Summary
+
+- **Total Trades:** 84
+- **Buy Orders:** 60
+- **Sell Orders:** 24
+
+### Trade Log
+
+| Date | Ticker | Action | Shares | Price | Value |
+|------|--------|--------|--------|-------|-------|
+| 2025-09-01 | 600036 | BUY | 119 | $41.98 | $4,995.62 |
+| 2025-09-01 | 601166 | BUY | 229 | $21.81 | $4,994.49 |
+| 2025-09-01 | 000001 | BUY | 420 | $11.89 | $4,993.80 |
+| 2025-09-01 | 002142 | BUY | 175 | $28.52 | $4,991.00 |
+| 2025-09-01 | 600519 | BUY | 3 | $1476.10 | $4,428.30 |
+| 2025-09-01 | 000858 | BUY | 38 | $128.87 | $4,897.06 |
+| 2025-09-01 | 600887 | BUY | 176 | $28.27 | $4,975.52 |
+| 2025-09-01 | 603288 | BUY | 121 | $41.22 | $4,987.62 |
+| 2025-09-01 | 300750 | BUY | 16 | $304.00 | $4,864.00 |
+| 2025-09-01 | 002415 | BUY | 160 | $31.15 | $4,984.00 |
+| 2025-09-01 | 603986 | BUY | 28 | $174.88 | $4,896.64 |
+| 2025-09-01 | 688111 | BUY | 15 | $332.20 | $4,983.00 |
+| 2025-09-01 | 300760 | BUY | 20 | $246.48 | $4,929.60 |
+| 2025-09-01 | 600276 | BUY | 73 | $68.35 | $4,989.55 |
+| 2025-09-01 | 300347 | BUY | 76 | $65.09 | $4,946.84 |
+| 2025-09-01 | 300122 | BUY | 218 | $22.86 | $4,983.48 |
+| 2025-09-01 | 601899 | BUY | 205 | $24.38 | $4,997.90 |
+| 2025-09-01 | 600309 | BUY | 72 | $69.02 | $4,969.44 |
+| 2025-09-01 | 601100 | BUY | 54 | $91.30 | $4,930.20 |
+| 2025-09-01 | 002353 | BUY | 105 | $47.20 | $4,956.00 |
+| 2025-12-01 | 600036 | SELL | 3 | $43.44 | $130.32 |
+| 2025-12-01 | 600887 | SELL | 4 | $29.43 | $117.72 |
+| 2025-12-01 | 300750 | SELL | 3 | $382.97 | $1,148.91 |
+| 2025-12-01 | 603986 | SELL | 5 | $212.82 | $1,064.10 |
+| 2025-12-01 | 601899 | SELL | 37 | $30.06 | $1,112.22 |
+| 2025-12-01 | 601100 | SELL | 6 | $103.80 | $622.80 |
+| 2025-12-01 | 002353 | SELL | 24 | $62.07 | $1,489.68 |
+| 2025-12-01 | 601166 | BUY | 11 | $21.16 | $232.76 |
+| 2025-12-01 | 000001 | BUY | 14 | $11.69 | $163.66 |
+| 2025-12-01 | 002142 | BUY | 1 | $28.84 | $28.84 |
+| 2025-12-01 | 000858 | BUY | 5 | $117.65 | $588.25 |
+| 2025-12-01 | 603288 | BUY | 15 | $37.16 | $557.40 |
+| 2025-12-01 | 002415 | BUY | 6 | $30.58 | $183.48 |
+| 2025-12-01 | 688111 | BUY | 1 | $317.08 | $317.08 |
+| 2025-12-01 | 300760 | BUY | 5 | $201.62 | $1,008.10 |
+| 2025-12-01 | 600276 | BUY | 8 | $61.94 | $495.52 |
+| 2025-12-01 | 300347 | BUY | 24 | $50.77 | $1,218.48 |
+| 2025-12-01 | 300122 | BUY | 29 | $20.56 | $596.24 |
+| 2025-12-01 | 600309 | BUY | 2 | $67.96 | $135.92 |
+| 2025-12-02 | 600036 | SELL | 1 | $43.38 | $43.38 |
+| 2025-12-02 | 601166 | SELL | 3 | $21.15 | $63.45 |
+| 2025-12-02 | 000001 | SELL | 3 | $11.64 | $34.92 |
+| 2025-12-02 | 002142 | SELL | 1 | $28.64 | $28.64 |
+| 2025-12-02 | 600887 | SELL | 1 | $29.35 | $29.35 |
+| 2025-12-02 | 002415 | SELL | 2 | $30.52 | $61.04 |
+| 2025-12-02 | 600276 | BUY | 1 | $61.12 | $61.12 |
+| 2025-12-02 | 300347 | BUY | 2 | $48.80 | $97.60 |
+| 2025-12-02 | 300122 | BUY | 2 | $20.17 | $40.34 |
+| 2025-12-02 | 002353 | BUY | 2 | $59.92 | $119.84 |
+| 2025-12-03 | 601899 | SELL | 1 | $29.97 | $29.97 |
+
+*...and 34 more trades*
+
+
+## Final Positions
+
+| Ticker | Shares | Value |
+|--------|--------|-------|
+| 600036 | 117 | $4,524.39 |
+| 601166 | 244 | $4,562.80 |
+| 000001 | 441 | $4,776.03 |
+| 002142 | 180 | $5,571.00 |
+| 600519 | 3 | $4,203.00 |
+| 000858 | 44 | $4,620.00 |
+| 600887 | 176 | $4,635.84 |
+| 603288 | 139 | $4,906.70 |
+| 300750 | 13 | $4,550.00 |
+| 002415 | 169 | $5,294.77 |
+| 603986 | 24 | $7,557.12 |
+| 688111 | 16 | $5,389.44 |
+| 300760 | 25 | $4,731.50 |
+| 600276 | 82 | $4,769.12 |
+| 300347 | 103 | $6,490.03 |
+| 300122 | 253 | $4,394.61 |
+| 601899 | 162 | $6,502.68 |
+| 600309 | 72 | $6,333.84 |
+| 601100 | 45 | $4,878.00 |
+| 002353 | 71 | $6,265.75 |
+
+**Cash Balance:** $1,538.77
+
+
+---
+
+*Report generated at 2026-04-14 18:33:07*
+*Backtest Framework v1.0*

runs/exp1_caseStudy_cn_6m/equal_weight/equity_curve.csv

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+2026-01-30,106495.39,-1.1943,1538.77,108114.34444407292,8.11434444407293

runs/exp1_caseStudy_cn_6m/equal_weight/metrics.json

@@ -0,0 +1,214 @@
+{
+  "run_id": "mp_equal_weight_index_20260413_163905_878987",
+  "start_date": "2025-09-01",
+  "end_date": "2026-02-28",
+  "market": "cn",
+  "tickers": [
+    "600036",
+    "601166",
+    "000001",
+    "002142",
+    "600519",
+    "000858",
+    "600887",
+    "603288",
+    "300750",
+    "002415",
+    "603986",
+    "688111",
+    "300760",
+    "600276",
+    "300347",
+    "300122",
+    "601899",
+    "600309",
+    "601100",
+    "002353"
+  ],
+  "initial_cash": 100000.0,
+  "metrics": {
+    "total_return": 6.5,
+    "annualized_return": 16.82,
+    "max_drawdown": 6.25,
+    "max_drawdown_duration": 59,
+    "sharpe_ratio": 0.97,
+    "sortino_ratio": 1.64,
+    "cvar_95": 1.85,
+    "volatility": 15.15,
+    "total_trades": 84,
+    "trading_days": 102,
+    "avg_position_days": 91.74,
+    "avg_turnover_ratio": 0.0056,
+    "peak_turnover_ratio": 0.4935,
+    "annualized_turnover_ratio": 1.4064,
+    "total_turnover_ratio": 0.5693,
+    "win_rate": 68.18,
+    "initial_cash": 100000.0,
+    "final_value": 106495.39,
+    "final_cash": 1538.77,
+    "benchmark_annualized_return": 21.26,
+    "benchmark_total_return": 8.11,
+    "up_capture_ratio": 0.94,
+    "down_capture_ratio": 0.99,
+    "break_even_transaction_cost": 0.0,
+    "avg_cash_ratio": 0.0138,
+    "avg_gross_exposure": 0.9862,
+    "benchmark_source": "equal_weight_basket"
+  },
+  "summary": {
+    "initial_cash": 100000.0,
+    "final_value": 106495.39,
+    "total_return": 6.5,
+    "total_trades": 84,
+    "buy_trades": 60,
+    "sell_trades": 24,
+    "trading_days": 102,
+    "final_cash": 1538.77,
+    "final_positions": {
+      "600036": {
+        "shares": 117,
+        "value": 4524.39,
+        "last_price": 38.67
+      },
+      "601166": {
+        "shares": 244,
+        "value": 4562.8,
+        "last_price": 18.7
+      },
+      "000001": {
+        "shares": 441,
+        "value": 4776.03,
+        "last_price": 10.83
+      },
+      "002142": {
+        "shares": 180,
+        "value": 5571.0,
+        "last_price": 30.95
+      },
+      "600519": {
+        "shares": 3,
+        "value": 4203.0,
+        "last_price": 1401.0
+      },
+      "000858": {
+        "shares": 44,
+        "value": 4620.0,
+        "last_price": 105.0
+      },
+      "600887": {
+        "shares": 176,
+        "value": 4635.84,
+        "last_price": 26.34
+      },
+      "603288": {
+        "shares": 139,
+        "value": 4906.7,
+        "last_price": 35.3
+      },
+      "300750": {
+        "shares": 13,
+        "value": 4550.0,
+        "last_price": 350.0
+      },
+      "002415": {
+        "shares": 169,
+        "value": 5294.77,
+        "last_price": 31.33
+      },
+      "603986": {
+        "shares": 24,
+        "value": 7557.12,
+        "last_price": 314.88
+      },
+      "688111": {
+        "shares": 16,
+        "value": 5389.44,
+        "last_price": 336.84
+      },
+      "300760": {
+        "shares": 25,
+        "value": 4731.5,
+        "last_price": 189.26
+      },
+      "600276": {
+        "shares": 82,
+        "value": 4769.12,
+        "last_price": 58.16
+      },
+      "300347": {
+        "shares": 103,
+        "value": 6490.03,
+        "last_price": 63.01
+      },
+      "300122": {
+        "shares": 253,
+        "value": 4394.61,
+        "last_price": 17.37
+      },
+      "601899": {
+        "shares": 162,
+        "value": 6502.68,
+        "last_price": 40.14
+      },
+      "600309": {
+        "shares": 72,
+        "value": 6333.84,
+        "last_price": 87.97
+      },
+      "601100": {
+        "shares": 45,
+        "value": 4878.0,
+        "last_price": 108.4
+      },
+      "002353": {
+        "shares": 71,
+        "value": 6265.75,
+        "last_price": 88.25
+      }
+    }
+  },
+  "config": {
+    "tickers": [
+      "600036",
+      "601166",
+      "000001",
+      "002142",
+      "600519",
+      "000858",
+      "600887",
+      "603288",
+      "300750",
+      "002415",
+      "603986",
+      "688111",
+      "300760",
+      "600276",
+      "300347",
+      "300122",
+      "601899",
+      "600309",
+      "601100",
+      "002353"
+    ],
+    "workflow_analysts": [
+      "fundamental",
+      "technical",
+      "company_news"
+    ],
+    "personalities": [
+      "fundamental_value",
+      "behavioral_momentum",
+      "macro_tactical",
+      "smart_beta_passive",
+      "equal_weight_index"
+    ],
+    "market": "cn",
+    "cashflow": 100000.0,
+    "trading": {
+      "market": "CN"
+    },
+    "benchmark": {
+      "mode": "equal_weight"
+    }
+  }
+}

runs/exp1_caseStudy_cn_6m/equal_weight/trades.csv

@@ -0,0 +1,85 @@
+date,ticker,action,shares,price,value,justification
+2025-09-01,600036,BUY,119,41.98,4995.62,
+2025-09-01,002353,BUY,105,47.2,4956.0,
+2025-09-01,601100,BUY,54,91.3,4930.2,
+2025-09-01,600309,BUY,72,69.02,4969.44,
+2025-09-01,601899,BUY,205,24.38,4997.9,
+2025-09-01,300122,BUY,218,22.86,4983.48,
+2025-09-01,600276,BUY,73,68.35,4989.55,
+2025-09-01,300760,BUY,20,246.48,4929.6,
+2025-09-01,688111,BUY,15,332.2,4983.0,
+2025-09-01,603986,BUY,28,174.88,4896.64,
+2025-09-01,300347,BUY,76,65.09,4946.84,
+2025-09-01,300750,BUY,16,304.0,4864.0,
+2025-09-01,002415,BUY,160,31.15,4984.0,
+2025-09-01,000001,BUY,420,11.89,4993.8,
+2025-09-01,002142,BUY,175,28.52,4991.0,
+2025-09-01,600519,BUY,3,1476.1,4428.3,
+2025-09-01,601166,BUY,229,21.81,4994.49,
+2025-09-01,600887,BUY,176,28.27,4975.52,
+2025-09-01,603288,BUY,121,41.22,4987.62,
+2025-09-01,000858,BUY,38,128.87,4897.06,
+2025-12-01,603288,BUY,15,37.16,557.4,
+2025-12-01,600309,BUY,2,67.96,135.92,
+2025-12-01,300122,BUY,29,20.56,596.24,
+2025-12-01,300347,BUY,24,50.77,1218.48,
+2025-12-01,600276,BUY,8,61.94,495.52,
+2025-12-01,300760,BUY,5,201.62,1008.1,
+2025-12-01,688111,BUY,1,317.08,317.08,
+2025-12-01,002415,BUY,6,30.58,183.48,
+2025-12-01,000858,BUY,5,117.65,588.25,
+2025-12-01,600887,SELL,4,29.43,117.72,
+2025-12-01,000001,BUY,14,11.69,163.66,
+2025-12-01,601166,BUY,11,21.16,232.76,
+2025-12-01,002353,SELL,24,62.07,1489.68,
+2025-12-01,601100,SELL,6,103.8,622.8,
+2025-12-01,601899,SELL,37,30.06,1112.22,
+2025-12-01,603986,SELL,5,212.82,1064.1,
+2025-12-01,300750,SELL,3,382.97,1148.91,
+2025-12-01,600036,SELL,3,43.44,130.32,
+2025-12-01,002142,BUY,1,28.84,28.84,
+2025-12-02,600276,BUY,1,61.12,61.12,
+2025-12-02,002353,BUY,2,59.92,119.84,
+2025-12-02,300122,BUY,2,20.17,40.34,
+2025-12-02,300347,BUY,2,48.8,97.6,
+2025-12-02,002415,SELL,2,30.52,61.04,
+2025-12-02,000001,SELL,3,11.64,34.92,
+2025-12-02,002142,SELL,1,28.64,28.64,
+2025-12-02,601166,SELL,3,21.15,63.45,
+2025-12-02,600036,SELL,1,43.38,43.38,
+2025-12-02,600887,SELL,1,29.35,29.35,
+2025-12-03,300122,BUY,1,20.01,20.01,
+2025-12-03,300347,BUY,1,48.3,48.3,
+2025-12-03,603986,BUY,1,207.6,207.6,
+2025-12-03,002415,BUY,1,30.34,30.34,
+2025-12-03,603288,BUY,1,36.41,36.41,
+2025-12-03,002142,BUY,1,28.43,28.43,
+2025-12-03,601166,BUY,2,20.94,41.88,
+2025-12-03,600036,BUY,1,43.01,43.01,
+2025-12-03,002353,SELL,7,65.91,461.37,
+2025-12-03,600309,SELL,1,68.2,68.2,
+2025-12-03,601899,SELL,1,29.97,29.97,
+2025-12-03,000001,BUY,3,11.55,34.65,
+2025-12-04,600309,BUY,1,67.68,67.68,
+2025-12-04,300122,BUY,2,19.96,39.92,
+2025-12-04,603288,BUY,2,36.22,72.44,
+2025-12-04,600887,BUY,2,28.99,57.98,
+2025-12-04,000858,BUY,1,114.45,114.45,
+2025-12-04,002353,SELL,1,66.69,66.69,
+2025-12-04,601166,BUY,2,20.87,41.74,
+2025-12-04,601100,SELL,1,106.45,106.45,
+2025-12-04,601899,SELL,3,30.69,92.07,
+2025-12-04,603986,SELL,1,210.41,210.41,
+2025-12-04,000001,BUY,4,11.49,45.96,
+2025-12-05,002415,BUY,4,30.07,120.28,
+2025-12-05,600887,BUY,3,28.92,86.76,
+2025-12-05,002142,BUY,4,28.23,112.92,
+2025-12-05,000001,BUY,3,11.53,34.59,
+2025-12-05,601166,BUY,3,20.8,62.4,
+2025-12-05,002353,SELL,4,71.33,285.32,
+2025-12-05,601100,SELL,2,112.98,225.96,
+2025-12-05,600309,SELL,2,69.98,139.96,
+2025-12-05,601899,SELL,2,31.32,62.64,
+2025-12-05,603986,BUY,1,206.81,206.81,
+2025-12-05,600036,BUY,1,43.45,43.45,
+2025-12-05,300122,BUY,1,20.1,20.1,

runs/exp1_caseStudy_cn_6m/fundamental_value/backtest_report.md

@@ -0,0 +1,171 @@
+# Backtest Report
+
+**Run ID:** mp_fundamental_value_20260413_163905_878961
+**Period:** 2025-09-01 to 2026-02-28
+**Market:** CN
+**Tickers:** 600036, 601166, 000001, 002142, 600519, 000858, 600887, 603288, 300750, 002415, 603986, 688111, 300760, 600276, 300347, 300122, 601899, 600309, 601100, 002353
+**Initial Capital:** $100,000.00
+
+
+## Summary
+
+| Metric | Value |
+|--------|-------|
+| **Initial Capital** | $100,000.00 |
+| **Final Value** | $99,995.24 |
+| **Total Return** | -0.00% |
+| **Annualized Return** | -0.01% |
+| **Trading Days** | 102 |
+| **Benchmark Return** | +8.11% |
+| **Benchmark Source** | equal_weight_basket |
+
+
+## Performance Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Sharpe Ratio** | -0.20 |
+| **Sortino Ratio** | -0.34 |
+| **Max Drawdown** | 4.06% |
+| **Max Drawdown Duration** | 54 days |
+| **Volatility (Ann.)** | 8.24% |
+| **Win Rate** | 46.3% |
+| **Excess Return (Ann.)** | -21.27% |
+| **Alpha (Ann.)** | -9.91% |
+| **Beta** | 0.41 |
+| **Tracking Error (Ann.)** | 10.65% |
+| **Information Ratio** | -1.89 |
+| **Calmar Ratio** | -0.00 |
+| **CVaR (95%)** | 1.02% |
+| **Up Capture Ratio** | 0.31 |
+| **Down Capture Ratio** | 0.48 |
+| **Break-even TC (one-way)** | 0.0000% |
+
+
+## Behavior Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Trade Count** | 90 |
+| **Avg Position Days** | 58.8 |
+| **Avg Turnover Ratio** | 1.01% |
+| **Peak Turnover Ratio** | 16.64% |
+| **Annualized Turnover Ratio** | 2.53x |
+| **Avg Cash Ratio** | 38.92% |
+| **Avg Gross Exposure** | 61.08% |
+| **Value Filter Pass Rate** | 0.00% |
+| **Value Consistency Score** | 0.0000 |
+
+
+## Trade Summary
+
+- **Total Trades:** 90
+- **Buy Orders:** 61
+- **Sell Orders:** 29
+
+### Trade Log
+
+| Date | Ticker | Action | Shares | Price | Value |
+|------|--------|--------|--------|-------|-------|
+| 2025-09-01 | 002142 | BUY | 175 | $28.52 | $4,991.00 |
+| 2025-09-01 | 000001 | BUY | 17 | $11.89 | $202.13 |
+| 2025-09-01 | 300760 | BUY | 4 | $246.48 | $985.92 |
+| 2025-09-01 | 601899 | BUY | 205 | $24.38 | $4,997.90 |
+| 2025-09-01 | 600309 | BUY | 5 | $69.02 | $345.10 |
+| 2025-09-01 | 601166 | BUY | 229 | $21.81 | $4,994.49 |
+| 2025-09-01 | 600036 | BUY | 119 | $41.98 | $4,995.62 |
+| 2025-09-01 | 300750 | BUY | 16 | $304.00 | $4,864.00 |
+| 2025-09-01 | 000858 | BUY | 15 | $128.87 | $1,933.05 |
+| 2025-09-01 | 600887 | BUY | 176 | $28.27 | $4,975.52 |
+| 2025-09-03 | 600519 | BUY | 3 | $1480.55 | $4,441.65 |
+| 2025-09-09 | 000858 | BUY | 9 | $128.80 | $1,159.20 |
+| 2025-09-10 | 300760 | BUY | 13 | $238.71 | $3,103.23 |
+| 2025-09-10 | 000001 | BUY | 410 | $11.77 | $4,825.70 |
+| 2025-09-16 | 601166 | BUY | 13 | $20.70 | $269.10 |
+| 2025-09-19 | 600276 | BUY | 3 | $69.65 | $208.95 |
+| 2025-09-22 | 002142 | BUY | 14 | $26.35 | $368.90 |
+| 2025-09-22 | 000858 | BUY | 16 | $122.50 | $1,960.00 |
+| 2025-09-23 | 688111 | BUY | 16 | $295.46 | $4,727.36 |
+| 2025-09-24 | 688111 | SELL | 16 | $310.84 | $4,973.44 |
+| 2025-09-26 | 300750 | BUY | 19 | $380.40 | $7,227.60 |
+| 2025-09-29 | 600036 | BUY | 8 | $40.68 | $325.44 |
+| 2025-09-30 | 000001 | BUY | 19 | $11.34 | $215.46 |
+| 2025-09-30 | 000858 | SELL | 13 | $121.48 | $1,579.24 |
+| 2025-09-30 | 601899 | SELL | 33 | $29.44 | $971.52 |
+| 2025-10-09 | 600276 | SELL | 3 | $71.15 | $213.45 |
+| 2025-10-09 | 000858 | BUY | 14 | $121.16 | $1,696.24 |
+| 2025-10-13 | 600519 | BUY | 2 | $1419.20 | $2,838.40 |
+| 2025-10-15 | 002142 | SELL | 3 | $27.17 | $81.51 |
+| 2025-10-16 | 002415 | BUY | 7 | $33.40 | $233.80 |
+| 2025-10-16 | 000001 | SELL | 35 | $11.54 | $403.90 |
+| 2025-10-16 | 300760 | BUY | 4 | $230.93 | $923.72 |
+| 2025-10-17 | 600309 | BUY | 5 | $61.51 | $307.55 |
+| 2025-10-20 | 603288 | BUY | 129 | $38.94 | $5,023.26 |
+| 2025-10-21 | 600309 | SELL | 10 | $61.18 | $611.80 |
+| 2025-10-22 | 002415 | SELL | 7 | $33.47 | $234.29 |
+| 2025-10-24 | 300750 | SELL | 8 | $385.77 | $3,086.16 |
+| 2025-10-27 | 000858 | BUY | 1 | $120.29 | $120.29 |
+| 2025-10-28 | 300750 | SELL | 5 | $386.48 | $1,932.40 |
+| 2025-10-29 | 600519 | BUY | 2 | $1431.90 | $2,863.80 |
+| 2025-10-30 | 600519 | BUY | 2 | $1426.74 | $2,853.48 |
+| 2025-10-30 | 601166 | BUY | 10 | $20.03 | $200.30 |
+| 2025-10-31 | 600309 | BUY | 6 | $62.63 | $375.78 |
+| 2025-11-03 | 600309 | SELL | 6 | $62.52 | $375.12 |
+| 2025-11-04 | 600887 | BUY | 10 | $27.07 | $270.70 |
+| 2025-11-05 | 600519 | SELL | 6 | $1420.08 | $8,520.48 |
+| 2025-11-05 | 600309 | BUY | 4 | $61.47 | $245.88 |
+| 2025-11-06 | 300760 | BUY | 3 | $206.35 | $619.05 |
+| 2025-11-06 | 600309 | BUY | 2 | $61.70 | $123.40 |
+| 2025-11-10 | 002415 | BUY | 160 | $31.81 | $5,089.60 |
+
+*...and 40 more trades*
+
+
+## Final Positions
+
+| Ticker | Shares | Value |
+|--------|--------|-------|
+| 600036 | 132 | $5,104.44 |
+| 601166 | 346 | $6,470.20 |
+| 000001 | 464 | $5,025.12 |
+| 002142 | 177 | $5,478.15 |
+| 600519 | 7 | $9,807.00 |
+| 000858 | 45 | $4,725.00 |
+| 600887 | 198 | $5,215.32 |
+| 300750 | 18 | $6,300.00 |
+| 002415 | 120 | $3,759.60 |
+| 300760 | 24 | $4,542.24 |
+| 601899 | 140 | $5,619.60 |
+| 600309 | 65 | $5,718.05 |
+
+**Cash Balance:** $32,230.52
+
+
+---
+
+## Token Usage & Cost
+
+| Metric | Value |
+|--------|-------|
+| **Total Calls** | 4080 |
+| **Input Tokens** | 4,129,432 |
+| **Output Tokens** | 690,909 |
+| **Total Tokens** | 4,820,341 |
+| **Estimated Cost** | ¥5.5113 |
+
+### By Agent
+
+| Agent | Calls | Input | Output |
+|-------|-------|-------|--------|
+| risk_control | 2040 | 1,966,293 | 356,996 |
+| portfolio_manager | 2040 | 2,163,139 | 333,913 |
+
+### API Calls
+
+| API | Calls | Success | Failed | Avg Time |
+|-----|-------|---------|--------|----------|
+| tushare | 2141 | 2141 | 0 | 663ms |
+| akshare_news | 4080 | 3880 | 200 | 1150ms |
+
+*Report generated at 2026-04-14 18:32:58*
+*Backtest Framework v1.0*

runs/exp1_caseStudy_cn_6m/fundamental_value/equity_curve.csv

@@ -0,0 +1,103 @@
+date,total_value,daily_return,cashflow,benchmark_value,benchmark_return
+2025-09-01,100000.0,-0.0,66715.27,100000.0,0.0
+2025-09-02,100252.62,0.2526,66715.27,100037.55222830045,0.037552228300463675
+2025-09-03,100086.85,-0.1654,62273.62,99251.79316173487,-0.7482068382651308
+2025-09-04,99829.9,-0.2567,62273.62,96699.91919056367,-3.3000808094363343
+2025-09-05,100543.83,0.7151,62273.62,98870.19240498942,-1.1298075950105901
+2025-09-08,100457.31,-0.0861,62273.62,99961.3006078263,-0.03869939217370222
+2025-09-09,100691.58,0.2332,61114.42,99151.97230429009,-0.8480276957099075
+2025-09-10,100536.99,-0.1535,53185.49,98811.47660686531,-1.1885233931346884
+2025-09-11,101048.78,0.5091,53185.49,100087.81514509757,0.08781514509756949
+2025-09-12,100557.21,-0.4865,53185.49,99624.65587546732,-0.37534412453268384
+2025-09-15,100749.23,0.191,53185.49,100270.96887418044,0.2709688741804328
+2025-09-16,100356.36,-0.3899,52916.39,99832.39689656234,-0.1676031034376635
+2025-09-17,100590.89,0.2337,52916.39,100176.92991961002,0.1769299196100249
+2025-09-18,99746.77,-0.8392,52916.39,99271.50731696024,-0.7284926830397609
+2025-09-19,99879.49,0.1331,52707.44,99104.45278854946,-0.8955472114505425
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runs/exp1_caseStudy_cn_6m/fundamental_value/metrics.json

@@ -0,0 +1,184 @@
+{
+  "run_id": "mp_fundamental_value_20260413_163905_878961",
+  "start_date": "2025-09-01",
+  "end_date": "2026-02-28",
+  "market": "cn",
+  "tickers": [
+    "600036",
+    "601166",
+    "000001",
+    "002142",
+    "600519",
+    "000858",
+    "600887",
+    "603288",
+    "300750",
+    "002415",
+    "603986",
+    "688111",
+    "300760",
+    "600276",
+    "300347",
+    "300122",
+    "601899",
+    "600309",
+    "601100",
+    "002353"
+  ],
+  "initial_cash": 100000.0,
+  "metrics": {
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+    "annualized_return": -0.01,
+    "max_drawdown": 4.06,
+    "max_drawdown_duration": 54,
+    "sharpe_ratio": -0.2,
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+    "benchmark_annualized_return": 21.26,
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+    "down_capture_ratio": 0.48,
+    "break_even_transaction_cost": 0.0,
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+    "benchmark_source": "equal_weight_basket",
+    "value_filter_pass_rate": 0.0,
+    "value_consistency_score": 0.0
+  },
+  "summary": {
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+  },
+  "config": {
+    "tickers": [
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+      "601166",
+      "000001",
+      "002142",
+      "600519",
+      "000858",
+      "600887",
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+      "002353"
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+    "workflow_analysts": [
+      "fundamental",
+      "technical",
+      "company_news"
+    ],
+    "personalities": [
+      "fundamental_value",
+      "behavioral_momentum",
+      "macro_tactical",
+      "smart_beta_passive",
+      "equal_weight_index"
+    ],
+    "market": "cn",
+    "cashflow": 100000.0,
+    "trading": {
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+    },
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+      "require_positive_roa": true,
+      "require_positive_ocf": true,
+      "min_current_ratio": 1.0,
+      "require_positive_profit_margin": false
+    }
+  }
+}

runs/exp1_caseStudy_cn_6m/fundamental_value/trades.csv

@@ -0,0 +1,91 @@
+date,ticker,action,shares,price,value,justification
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runs/exp1_caseStudy_cn_6m/low_volatility/backtest_report.md

@@ -0,0 +1,140 @@
+# Backtest Report
+
+**Run ID:** mp_smart_beta_passive_20260413_163905_878984
+**Period:** 2025-09-01 to 2026-02-28
+**Market:** CN
+**Tickers:** 600036, 601166, 000001, 002142, 600519, 000858, 600887, 603288, 300750, 002415, 603986, 688111, 300760, 600276, 300347, 300122, 601899, 600309, 601100, 002353
+**Initial Capital:** $100,000.00
+
+
+## Summary
+
+| Metric | Value |
+|--------|-------|
+| **Initial Capital** | $100,000.00 |
+| **Final Value** | $100,301.88 |
+| **Total Return** | +0.30% |
+| **Annualized Return** | +0.75% |
+| **Trading Days** | 102 |
+| **Benchmark Return** | +8.11% |
+| **Benchmark Source** | equal_weight_basket |
+
+
+## Performance Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Sharpe Ratio** | -0.22 |
+| **Sortino Ratio** | -0.39 |
+| **Max Drawdown** | 2.62% |
+| **Max Drawdown Duration** | 54 days |
+| **Volatility (Ann.)** | 5.04% |
+| **Win Rate** | 47.2% |
+| **Excess Return (Ann.)** | -20.51% |
+| **Alpha (Ann.)** | -5.29% |
+| **Beta** | 0.21 |
+| **Tracking Error (Ann.)** | 12.79% |
+| **Information Ratio** | -1.53 |
+| **Calmar Ratio** | 0.29 |
+| **CVaR (95%)** | 0.56% |
+| **Up Capture Ratio** | 0.15 |
+| **Down Capture Ratio** | 0.24 |
+| **Break-even TC (one-way)** | 0.0000% |
+
+
+## Behavior Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Trade Count** | 85 |
+| **Avg Position Days** | 69.7 |
+| **Avg Turnover Ratio** | 0.44% |
+| **Peak Turnover Ratio** | 8.74% |
+| **Annualized Turnover Ratio** | 1.11x |
+| **Avg Cash Ratio** | 69.55% |
+| **Avg Gross Exposure** | 30.45% |
+
+
+## Trade Summary
+
+- **Total Trades:** 85
+- **Buy Orders:** 56
+- **Sell Orders:** 29
+
+### Trade Log
+
+| Date | Ticker | Action | Shares | Price | Value |
+|------|--------|--------|--------|-------|-------|
+| 2025-09-01 | 000001 | BUY | 12 | $11.89 | $142.68 |
+| 2025-09-01 | 000858 | BUY | 2 | $128.87 | $257.74 |
+| 2025-09-01 | 002142 | BUY | 4 | $28.52 | $114.08 |
+| 2025-09-01 | 002415 | BUY | 4 | $31.15 | $124.60 |
+| 2025-09-01 | 300750 | BUY | 3 | $304.00 | $912.00 |
+| 2025-09-01 | 600036 | BUY | 15 | $41.98 | $629.70 |
+| 2025-09-01 | 600276 | BUY | 5 | $68.35 | $341.75 |
+| 2025-09-01 | 600309 | BUY | 2 | $69.02 | $138.04 |
+| 2025-09-01 | 600887 | BUY | 7 | $28.27 | $197.89 |
+| 2025-09-01 | 601166 | BUY | 20 | $21.81 | $436.20 |
+| 2025-09-01 | 601899 | BUY | 20 | $24.38 | $487.60 |
+| 2025-09-22 | 000001 | SELL | 12 | $11.38 | $136.56 |
+| 2025-09-22 | 002142 | SELL | 4 | $26.35 | $105.40 |
+| 2025-09-22 | 600276 | SELL | 5 | $71.05 | $355.25 |
+| 2025-09-22 | 600309 | SELL | 2 | $64.10 | $128.20 |
+| 2025-09-22 | 600887 | SELL | 7 | $27.55 | $192.85 |
+| 2025-09-22 | 000858 | BUY | 16 | $122.50 | $1,960.00 |
+| 2025-09-22 | 002415 | BUY | 41 | $30.41 | $1,246.81 |
+| 2025-09-22 | 300750 | BUY | 8 | $370.05 | $2,960.40 |
+| 2025-09-22 | 600036 | BUY | 66 | $40.92 | $2,700.72 |
+| 2025-09-22 | 600519 | BUY | 3 | $1453.35 | $4,360.05 |
+| 2025-09-22 | 601166 | BUY | 95 | $20.13 | $1,912.35 |
+| 2025-09-22 | 601899 | BUY | 57 | $25.37 | $1,446.09 |
+| 2025-10-13 | 000858 | BUY | 15 | $119.85 | $1,797.75 |
+| 2025-10-13 | 002415 | BUY | 30 | $33.36 | $1,000.80 |
+| 2025-10-13 | 300750 | BUY | 7 | $374.50 | $2,621.50 |
+| 2025-10-13 | 600036 | BUY | 57 | $40.11 | $2,286.27 |
+| 2025-10-13 | 600519 | BUY | 2 | $1419.20 | $2,838.40 |
+| 2025-10-13 | 601166 | BUY | 83 | $19.70 | $1,635.10 |
+| 2025-10-13 | 601899 | BUY | 33 | $31.30 | $1,032.90 |
+| 2025-11-03 | 000858 | SELL | 9 | $118.98 | $1,070.82 |
+| 2025-11-03 | 002415 | SELL | 22 | $32.60 | $717.20 |
+| 2025-11-03 | 300750 | SELL | 3 | $386.86 | $1,160.58 |
+| 2025-11-03 | 600036 | SELL | 31 | $41.79 | $1,295.49 |
+| 2025-11-03 | 600519 | SELL | 1 | $1435.00 | $1,435.00 |
+| 2025-11-03 | 601166 | SELL | 46 | $20.56 | $945.76 |
+| 2025-11-03 | 601899 | SELL | 16 | $30.00 | $480.00 |
+| 2025-11-03 | 000001 | BUY | 13 | $11.43 | $148.59 |
+| 2025-11-03 | 002142 | BUY | 4 | $28.74 | $114.96 |
+| 2025-11-03 | 600276 | BUY | 6 | $63.40 | $380.40 |
+| 2025-11-03 | 600309 | BUY | 2 | $62.52 | $125.04 |
+| 2025-11-03 | 600887 | BUY | 9 | $27.45 | $247.05 |
+| 2025-11-24 | 000001 | SELL | 13 | $11.60 | $150.80 |
+| 2025-11-24 | 002142 | SELL | 4 | $28.66 | $114.64 |
+| 2025-11-24 | 600276 | SELL | 6 | $60.66 | $363.96 |
+| 2025-11-24 | 600309 | SELL | 2 | $62.79 | $125.58 |
+| 2025-11-24 | 600887 | SELL | 9 | $28.91 | $260.19 |
+| 2025-11-24 | 000858 | BUY | 14 | $118.52 | $1,659.28 |
+| 2025-11-24 | 002415 | BUY | 35 | $29.86 | $1,045.10 |
+| 2025-11-24 | 300750 | BUY | 6 | $370.55 | $2,223.30 |
+
+*...and 35 more trades*
+
+
+## Final Positions
+
+| Ticker | Shares | Value |
+|--------|--------|-------|
+| 600036 | 187 | $7,231.29 |
+| 601166 | 266 | $4,974.20 |
+| 600519 | 8 | $11,208.00 |
+| 000858 | 49 | $5,145.00 |
+| 300750 | 25 | $8,750.00 |
+| 002415 | 101 | $3,164.33 |
+| 601899 | 124 | $4,977.36 |
+
+**Cash Balance:** $54,851.70
+
+
+---
+
+*Report generated at 2026-04-14 18:33:06*
+*Backtest Framework v1.0*

runs/exp1_caseStudy_cn_6m/low_volatility/equity_curve.csv

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runs/exp1_caseStudy_cn_6m/low_volatility/metrics.json

@@ -0,0 +1,150 @@
+{
+  "run_id": "mp_smart_beta_passive_20260413_163905_878984",
+  "start_date": "2025-09-01",
+  "end_date": "2026-02-28",
+  "market": "cn",
+  "tickers": [
+    "600036",
+    "601166",
+    "000001",
+    "002142",
+    "600519",
+    "000858",
+    "600887",
+    "603288",
+    "300750",
+    "002415",
+    "603986",
+    "688111",
+    "300760",
+    "600276",
+    "300347",
+    "300122",
+    "601899",
+    "600309",
+    "601100",
+    "002353"
+  ],
+  "initial_cash": 100000.0,
+  "metrics": {
+    "total_return": 0.3,
+    "annualized_return": 0.75,
+    "max_drawdown": 2.62,
+    "max_drawdown_duration": 54,
+    "sharpe_ratio": -0.22,
+    "sortino_ratio": -0.39,
+    "cvar_95": 0.56,
+    "volatility": 5.04,
+    "total_trades": 85,
+    "trading_days": 102,
+    "avg_position_days": 69.73,
+    "avg_turnover_ratio": 0.0044,
+    "peak_turnover_ratio": 0.0874,
+    "annualized_turnover_ratio": 1.1093,
+    "total_turnover_ratio": 0.449,
+    "win_rate": 47.22,
+    "initial_cash": 100000.0,
+    "final_value": 100301.88,
+    "final_cash": 54851.7,
+    "benchmark_annualized_return": 21.26,
+    "benchmark_total_return": 8.11,
+    "up_capture_ratio": 0.15,
+    "down_capture_ratio": 0.24,
+    "break_even_transaction_cost": 0.0,
+    "avg_cash_ratio": 0.6955,
+    "avg_gross_exposure": 0.3045,
+    "benchmark_source": "equal_weight_basket"
+  },
+  "summary": {
+    "initial_cash": 100000.0,
+    "final_value": 100301.88,
+    "total_return": 0.3,
+    "total_trades": 85,
+    "buy_trades": 56,
+    "sell_trades": 29,
+    "trading_days": 102,
+    "final_cash": 54851.7,
+    "final_positions": {
+      "600036": {
+        "shares": 187,
+        "value": 7231.29,
+        "last_price": 38.67
+      },
+      "601166": {
+        "shares": 266,
+        "value": 4974.2,
+        "last_price": 18.7
+      },
+      "600519": {
+        "shares": 8,
+        "value": 11208.0,
+        "last_price": 1401.0
+      },
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+        "value": 5145.0,
+        "last_price": 105.0
+      },
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+        "value": 8750.0,
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+        "value": 3164.33,
+        "last_price": 31.33
+      },
+      "601899": {
+        "shares": 124,
+        "value": 4977.36,
+        "last_price": 40.14
+      }
+    }
+  },
+  "config": {
+    "tickers": [
+      "600036",
+      "601166",
+      "000001",
+      "002142",
+      "600519",
+      "000858",
+      "600887",
+      "603288",
+      "300750",
+      "002415",
+      "603986",
+      "688111",
+      "300760",
+      "600276",
+      "300347",
+      "300122",
+      "601899",
+      "600309",
+      "601100",
+      "002353"
+    ],
+    "workflow_analysts": [
+      "fundamental",
+      "technical",
+      "company_news"
+    ],
+    "personalities": [
+      "fundamental_value",
+      "behavioral_momentum",
+      "macro_tactical",
+      "smart_beta_passive",
+      "equal_weight_index"
+    ],
+    "market": "cn",
+    "cashflow": 100000.0,
+    "trading": {
+      "market": "CN"
+    },
+    "benchmark": {
+      "mode": "equal_weight",
+      "index_code": "000300.SH"
+    }
+  }
+}

runs/exp1_caseStudy_cn_6m/low_volatility/trades.csv

@@ -0,0 +1,86 @@
+date,ticker,action,shares,price,value,justification
+2025-09-01,000001,BUY,12,11.89,142.68,
+2025-09-01,601899,BUY,20,24.38,487.6,
+2025-09-01,601166,BUY,20,21.81,436.2,
+2025-09-01,600309,BUY,2,69.02,138.04,
+2025-09-01,600276,BUY,5,68.35,341.75,
+2025-09-01,600887,BUY,7,28.27,197.89,
+2025-09-01,300750,BUY,3,304.0,912.0,
+2025-09-01,002415,BUY,4,31.15,124.6,
+2025-09-01,002142,BUY,4,28.52,114.08,
+2025-09-01,000858,BUY,2,128.87,257.74,
+2025-09-01,600036,BUY,15,41.98,629.7,
+2025-09-22,300750,BUY,8,370.05,2960.4,
+2025-09-22,601899,BUY,57,25.37,1446.09,
+2025-09-22,601166,BUY,95,20.13,1912.35,
+2025-09-22,600519,BUY,3,1453.35,4360.05,
+2025-09-22,600036,BUY,66,40.92,2700.72,
+2025-09-22,002415,BUY,41,30.41,1246.81,
+2025-09-22,002142,SELL,4,26.35,105.4,
+2025-09-22,600887,SELL,7,27.55,192.85,
+2025-09-22,600309,SELL,2,64.1,128.2,
+2025-09-22,600276,SELL,5,71.05,355.25,
+2025-09-22,000001,SELL,12,11.38,136.56,
+2025-09-22,000858,BUY,16,122.5,1960.0,
+2025-10-13,601166,BUY,83,19.7,1635.1,
+2025-10-13,601899,BUY,33,31.3,1032.9,
+2025-10-13,600519,BUY,2,1419.2,2838.4,
+2025-10-13,000858,BUY,15,119.85,1797.75,
+2025-10-13,300750,BUY,7,374.5,2621.5,
+2025-10-13,002415,BUY,30,33.36,1000.8,
+2025-10-13,600036,BUY,57,40.11,2286.27,
+2025-11-03,600887,BUY,9,27.45,247.05,
+2025-11-03,600309,BUY,2,62.52,125.04,
+2025-11-03,600276,BUY,6,63.4,380.4,
+2025-11-03,002142,BUY,4,28.74,114.96,
+2025-11-03,601899,SELL,16,30.0,480.0,
+2025-11-03,000001,BUY,13,11.43,148.59,
+2025-11-03,600519,SELL,1,1435.0,1435.0,
+2025-11-03,600036,SELL,31,41.79,1295.49,
+2025-11-03,300750,SELL,3,386.86,1160.58,
+2025-11-03,002415,SELL,22,32.6,717.2,
+2025-11-03,000858,SELL,9,118.98,1070.82,
+2025-11-03,601166,SELL,46,20.56,945.76,
+2025-11-24,300750,BUY,6,370.55,2223.3,
+2025-11-24,601899,BUY,37,28.0,1036.0,
+2025-11-24,601166,BUY,66,21.01,1386.66,
+2025-11-24,600519,BUY,2,1452.0,2904.0,
+2025-11-24,600036,BUY,46,42.63,1960.98,
+2025-11-24,002415,BUY,35,29.86,1045.1,
+2025-11-24,000001,SELL,13,11.6,150.8,
+2025-11-24,600887,SELL,9,28.91,260.19,
+2025-11-24,002142,SELL,4,28.66,114.64,
+2025-11-24,000858,BUY,14,118.52,1659.28,
+2025-11-24,600309,SELL,2,62.79,125.58,
+2025-11-24,600276,SELL,6,60.66,363.96,
+2025-12-15,000858,BUY,11,112.45,1236.95,
+2025-12-15,002415,BUY,27,29.02,783.54,
+2025-12-15,300750,BUY,4,385.5,1542.0,
+2025-12-15,600519,BUY,2,1426.0,2852.0,
+2025-12-15,601166,BUY,50,20.69,1034.5,
+2025-12-15,601899,BUY,17,31.41,533.97,
+2025-12-15,600036,BUY,35,41.8,1463.0,
+2026-01-05,600887,BUY,8,28.61,228.88,
+2026-01-05,601899,SELL,30,35.4,1062.0,
+2026-01-05,600309,BUY,2,77.33,154.66,
+2026-01-05,600276,BUY,6,63.08,378.48,
+2026-01-05,002142,BUY,4,28.15,112.6,
+2026-01-05,000001,BUY,13,11.5,149.5,
+2026-01-05,601166,SELL,71,21.05,1494.55,
+2026-01-05,600036,SELL,49,42.35,2075.15,
+2026-01-05,300750,SELL,6,377.5,2265.0,
+2026-01-05,002415,SELL,36,30.0,1080.0,
+2026-01-05,000858,SELL,15,107.9,1618.5,
+2026-01-05,600519,SELL,2,1426.0,2852.0,
+2026-01-26,600519,BUY,2,1342.0,2684.0,
+2026-01-26,600036,BUY,48,38.02,1824.96,
+2026-01-26,300750,BUY,6,342.05,2052.3,
+2026-01-26,002415,BUY,22,32.31,710.82,
+2026-01-26,000858,BUY,15,102.34,1535.1,
+2026-01-26,600309,SELL,2,84.97,169.94,
+2026-01-26,600276,SELL,6,58.16,348.96,
+2026-01-26,002142,SELL,4,30.29,121.16,
+2026-01-26,000001,SELL,13,10.96,142.48,
+2026-01-26,601166,BUY,69,18.88,1302.72,
+2026-01-26,600887,SELL,8,26.68,213.44,
+2026-01-26,601899,BUY,6,39.5,237.0,

runs/exp1_caseStudy_cn_6m/macro_tactical/backtest_report.md

@@ -0,0 +1,307 @@
+# Backtest Report
+
+**Run ID:** mp_macro_tactical_20260413_163905_878979
+**Period:** 2025-09-01 to 2026-02-28
+**Market:** CN
+**Tickers:** 600036, 601166, 000001, 002142, 600519, 000858, 600887, 603288, 300750, 002415, 603986, 688111, 300760, 600276, 300347, 300122, 601899, 600309, 601100, 002353
+**Initial Capital:** $100,000.00
+
+
+## Summary
+
+| Metric | Value |
+|--------|-------|
+| **Initial Capital** | $100,000.00 |
+| **Final Value** | $104,017.68 |
+| **Total Return** | +4.02% |
+| **Annualized Return** | +10.22% |
+| **Trading Days** | 102 |
+| **Benchmark Return** | +8.11% |
+| **Benchmark Source** | equal_weight_basket |
+
+
+## FOF Overview
+
+| Item | Value |
+|------|-------|
+| **Current State** | regime `bull`, turnover 4.82% |
+| **Turnover Profile** | avg 11.20% / peak 84.61% |
+| **Rebalance Activity** | executed 1777, skipped 0 |
+| **Latest Sleeve Mix** | `balanced` 37.33%, `passive` 30.00%, `aggressive` 18.67% |
+| **Latest Top Positions** | `601899` 14.97%, `300750` 14.81%, `600309` 6.09% |
+| **Sleeve Signal** | deviation `aggressive` +6.46%; alerts 0 above 5.00% |
+| **Latest Top Skip Reason** | `n/a` (0) |
+| **Latest Rationale** | FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%. |
+
+
+
+## Performance Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Sharpe Ratio** | 0.66 |
+| **Sortino Ratio** | 1.15 |
+| **Max Drawdown** | 4.55% |
+| **Max Drawdown Duration** | 60 days |
+| **Volatility (Ann.)** | 12.91% |
+| **Win Rate** | 50.5% |
+| **Excess Return (Ann.)** | -11.04% |
+| **Alpha (Ann.)** | -6.61% |
+| **Beta** | 0.77 |
+| **Tracking Error (Ann.)** | 5.97% |
+| **Information Ratio** | -1.66 |
+| **Calmar Ratio** | 2.25 |
+| **CVaR (95%)** | 1.53% |
+| **Up Capture Ratio** | 0.68 |
+| **Down Capture Ratio** | 0.80 |
+| **Break-even TC (one-way)** | 0.0000% |
+
+
+## Behavior Metrics
+
+| Metric | Value |
+|--------|-------|
+| **Trade Count** | 1777 |
+| **Avg Position Days** | 18.4 |
+| **Avg Turnover Ratio** | 5.60% |
+| **Peak Turnover Ratio** | 42.30% |
+| **Annualized Turnover Ratio** | 14.11x |
+| **Avg Cash Ratio** | 11.39% |
+| **Avg Gross Exposure** | 88.61% |
+
+
+## Trade Summary
+
+- **Total Trades:** 1777
+- **Buy Orders:** 747
+- **Sell Orders:** 1030
+
+### Trade Log
+
+| Date | Ticker | Action | Shares | Price | Value |
+|------|--------|--------|--------|-------|-------|
+| 2025-09-01 | 600036 | BUY | 35 | $41.98 | $1,469.30 |
+| 2025-09-01 | 601166 | BUY | 68 | $21.81 | $1,483.08 |
+| 2025-09-01 | 000001 | BUY | 1009 | $11.89 | $11,997.01 |
+| 2025-09-01 | 002142 | BUY | 420 | $28.52 | $11,978.40 |
+| 2025-09-01 | 600519 | BUY | 10 | $1476.10 | $14,761.00 |
+| 2025-09-01 | 000858 | BUY | 33 | $128.87 | $4,252.71 |
+| 2025-09-01 | 600887 | BUY | 53 | $28.27 | $1,498.31 |
+| 2025-09-01 | 603288 | BUY | 36 | $41.22 | $1,483.92 |
+| 2025-09-01 | 300750 | BUY | 4 | $304.00 | $1,216.00 |
+| 2025-09-01 | 002415 | BUY | 48 | $31.15 | $1,495.20 |
+| 2025-09-01 | 603986 | BUY | 8 | $174.88 | $1,399.04 |
+| 2025-09-01 | 688111 | BUY | 4 | $332.20 | $1,328.80 |
+| 2025-09-01 | 300760 | BUY | 45 | $246.48 | $11,091.60 |
+| 2025-09-01 | 600276 | BUY | 21 | $68.35 | $1,435.35 |
+| 2025-09-01 | 300347 | BUY | 23 | $65.09 | $1,497.07 |
+| 2025-09-01 | 300122 | BUY | 65 | $22.86 | $1,485.90 |
+| 2025-09-01 | 601899 | BUY | 425 | $24.38 | $10,361.50 |
+| 2025-09-01 | 600309 | BUY | 21 | $69.02 | $1,449.42 |
+| 2025-09-01 | 601100 | BUY | 16 | $91.30 | $1,460.80 |
+| 2025-09-01 | 002353 | BUY | 31 | $47.20 | $1,463.20 |
+| 2025-09-02 | 600036 | SELL | 9 | $43.44 | $390.96 |
+| 2025-09-02 | 601166 | SELL | 17 | $21.99 | $373.83 |
+| 2025-09-02 | 000001 | SELL | 455 | $11.98 | $5,450.90 |
+| 2025-09-02 | 002142 | SELL | 144 | $28.98 | $4,173.12 |
+| 2025-09-02 | 600519 | SELL | 3 | $1491.30 | $4,473.90 |
+| 2025-09-02 | 600887 | SELL | 14 | $28.26 | $395.64 |
+| 2025-09-02 | 603288 | SELL | 9 | $40.94 | $368.46 |
+| 2025-09-02 | 603986 | SELL | 2 | $176.00 | $352.00 |
+| 2025-09-02 | 688111 | SELL | 1 | $322.80 | $322.80 |
+| 2025-09-02 | 300760 | SELL | 13 | $242.16 | $3,148.08 |
+| 2025-09-02 | 300347 | SELL | 6 | $66.25 | $397.50 |
+| 2025-09-02 | 300122 | SELL | 16 | $22.33 | $357.28 |
+| 2025-09-02 | 601899 | SELL | 111 | $24.41 | $2,709.51 |
+| 2025-09-02 | 600309 | SELL | 5 | $67.27 | $336.35 |
+| 2025-09-02 | 601100 | SELL | 4 | $93.43 | $373.72 |
+| 2025-09-02 | 002353 | SELL | 8 | $47.11 | $376.88 |
+| 2025-09-02 | 000858 | BUY | 17 | $128.56 | $2,185.52 |
+| 2025-09-02 | 300750 | BUY | 15 | $302.87 | $4,543.05 |
+| 2025-09-02 | 002415 | BUY | 114 | $30.64 | $3,492.96 |
+| 2025-09-02 | 600276 | BUY | 51 | $68.87 | $3,512.37 |
+| 2025-09-03 | 000001 | SELL | 168 | $11.75 | $1,974.00 |
+| 2025-09-03 | 002142 | SELL | 84 | $28.20 | $2,368.80 |
+| 2025-09-03 | 002415 | SELL | 11 | $29.90 | $328.90 |
+| 2025-09-03 | 600276 | SELL | 9 | $71.98 | $647.82 |
+| 2025-09-03 | 600036 | BUY | 12 | $42.90 | $514.80 |
+| 2025-09-03 | 601166 | BUY | 25 | $21.72 | $543.00 |
+| 2025-09-03 | 600519 | BUY | 1 | $1480.55 | $1,480.55 |
+| 2025-09-03 | 000858 | BUY | 30 | $126.62 | $3,798.60 |
+| 2025-09-03 | 600887 | BUY | 20 | $27.91 | $558.20 |
+| 2025-09-03 | 603288 | BUY | 14 | $40.18 | $562.52 |
+
+*...and 1727 more trades*
+
+
+## Final Positions
+
+| Ticker | Shares | Value |
+|--------|--------|-------|
+| 600036 | 138 | $5,336.46 |
+| 601166 | 171 | $3,197.70 |
+| 000001 | 296 | $3,205.68 |
+| 002142 | 172 | $5,323.40 |
+| 600519 | 3 | $4,203.00 |
+| 000858 | 51 | $5,355.00 |
+| 600887 | 201 | $5,294.34 |
+| 603288 | 30 | $1,059.00 |
+| 300750 | 44 | $15,400.00 |
+| 002415 | 132 | $4,135.56 |
+| 688111 | 2 | $673.68 |
+| 300760 | 10 | $1,892.60 |
+| 600276 | 89 | $5,176.24 |
+| 300347 | 17 | $1,071.17 |
+| 601899 | 388 | $15,574.32 |
+| 600309 | 72 | $6,333.84 |
+| 601100 | 9 | $975.60 |
+| 002353 | 59 | $5,206.75 |
+
+**Cash Balance:** $14,603.34
+
+
+## FOF Diagnostics
+
+**Sleeves:** conservative, balanced, aggressive, passive  
+**Latest Regime:** `bull`  
+**Regime Counts:** bull: 26, neutral: 76  
+**Latest Rationale:** FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.
+
+### Latest Sleeve Weights
+
+| Sleeve | Weight |
+|--------|--------|
+| `aggressive` | 18.67% |
+| `balanced` | 37.33% |
+| `conservative` | 14.00% |
+| `passive` | 30.00% |
+
+### Latest Sleeve Attribution
+
+| Sleeve | Sleeve Return | Weighted Contribution |
+|--------|---------------|-----------------------|
+| `aggressive` | -2.16% | -0.40% |
+| `balanced` | -1.91% | -0.71% |
+| `conservative` | -1.62% | -0.23% |
+| `passive` | -1.85% | -0.55% |
+
+**Attribution Snapshot Date:** 2026-01-29
+
+**Estimated Total Contribution:** -1.90%
+
+### Sleeve Risk Contribution (MCR)
+
+**Attribution Date:** 2026-01-29  
+**Portfolio Volatility (daily):** 0.0092  
+
+| Sleeve | Attributed Weight | MCR | Component Contribution |
+|--------|-------------------|-----|------------------------|
+| `balanced` | 37.33% | 0.0092 | 0.0034 |
+| `passive` | 30.00% | 0.0091 | 0.0027 |
+| `aggressive` | 18.67% | 0.0095 | 0.0018 |
+| `conservative` | 14.00% | 0.0089 | 0.0012 |
+
+### Cumulative Rebalance Summary
+
+**Executed Trades:** 1777  
+**Skipped Trades:** 0  
+**Executed Trade Value:** 1163939.84  
+**Skipped Trade Value:** 0.00  
+**Avg Total Turnover Ratio:** 11.20%  
+**Peak Total Turnover Ratio:** 84.61%
+
+### Regime Turnover Summary
+
+| Regime | Days | Executed Trades | Skipped Trades | Avg Total Turnover | Peak Total Turnover |
+|--------|------|-----------------|----------------|--------------------|---------------------|
+| `bull` | 26 | 451 | 0 | 13.91% | 84.61% |
+| `neutral` | 76 | 1326 | 0 | 10.28% | 37.65% |
+
+### Regime Skip Reason Summary
+
+| Regime | Skipped Trades | Top Skip Reason | Top Reason Count |
+|--------|----------------|-----------------|------------------|
+| `bull` | 0 | `n/a` | 0 |
+| `neutral` | 0 | `n/a` | 0 |
+
+### Sleeve Stability Summary
+
+| Sleeve | Avg Weight | Min Weight | Max Weight | Max Daily Change |
+|--------|------------|------------|------------|------------------|
+| `aggressive` | 12.21% | 10.00% | 18.67% | 8.67% |
+| `balanced` | 39.32% | 37.33% | 40.00% | 2.67% |
+| `conservative` | 18.47% | 14.00% | 20.00% | 6.00% |
+| `passive` | 30.00% | 30.00% | 30.00% | 0.00% |
+
+### Latest Vs Avg Sleeve Deviation
+
+| Sleeve | Latest Weight | Avg Weight | Deviation | Abs Deviation |
+|--------|---------------|------------|-----------|---------------|
+| `aggressive` | 18.67% | 12.21% | +6.46% | 6.46% |
+| `conservative` | 14.00% | 18.47% | -4.47% | 4.47% |
+| `balanced` | 37.33% | 39.32% | -1.99% | 1.99% |
+| `passive` | 30.00% | 30.00% | -0.00% | 0.00% |
+
+### Sleeve Drift Alerts
+
+**Threshold:** 5.00%
+
+| Date | Sleeve | Previous Weight | Current Weight | Change |
+|------|--------|-----------------|----------------|--------|
+| 2025-09-02 | `aggressive` | 18.67% | 10.00% | -8.67% |
+| 2025-09-02 | `conservative` | 14.00% | 20.00% | +6.00% |
+| 2025-12-22 | `aggressive` | 10.00% | 18.67% | +8.67% |
+| 2025-12-22 | `conservative` | 20.00% | 14.00% | -6.00% |
+| 2025-12-30 | `aggressive` | 18.67% | 10.00% | -8.67% |
+| 2025-12-30 | `conservative` | 14.00% | 20.00% | +6.00% |
+| 2026-01-06 | `aggressive` | 10.00% | 18.67% | +8.67% |
+| 2026-01-06 | `conservative` | 20.00% | 14.00% | -6.00% |
+
+### Latest Rebalance Stats
+
+**Executed Trades:** 16  
+**Skipped Trades:** 0  
+**Executed Trade Value:** 5013.30  
+**Skipped Trade Value:** 0.00  
+**Executed Turnover Ratio:** 4.82%  
+**Skipped Turnover Ratio:** 0.00%  
+**Total Turnover Ratio:** 4.82%  
+**Skip - Weight Delta:** 0  
+**Skip - Trade Value Ratio:** 0  
+**Skip - Min Shares:** 0
+
+### Latest Sleeve Consensus
+
+**Average Pairwise Overlap:** 91.75%  
+**Distinct Sleeve Tickers:** 18
+
+| Ticker | Supporting Sleeves | Support Ratio | Avg Sleeve Weight |
+|--------|--------------------|---------------|-------------------|
+| `300750` | 4 | 100% | 17.62% |
+| `601899` | 4 | 100% | 15.75% |
+| `600309` | 4 | 100% | 6.08% |
+| `000858` | 4 | 100% | 5.20% |
+| `600036` | 4 | 100% | 5.12% |
+
+### Latest Sleeve Top Holdings
+
+- `aggressive`: `300750` 20.00%, `601899` 20.00%, `600309` 6.00%
+- `balanced`: `300750` 20.00%, `601899` 15.00%, `600309` 6.00%
+- `conservative`: `300750` 15.00%, `601899` 14.00%, `600309` 6.00%
+- `passive`: `300750` 15.50%, `601899` 14.00%, `600309` 6.30%
+
+### Latest Top Positions
+
+| Ticker | Weight |
+|--------|--------|
+| `601899` | 14.97% |
+| `300750` | 14.81% |
+| `600309` | 6.09% |
+| `000858` | 5.15% |
+| `600036` | 5.13% |
+
+
+---
+
+*Report generated at 2026-04-14 18:33:04*
+*Backtest Framework v1.0*

runs/exp1_caseStudy_cn_6m/macro_tactical/equity_curve.csv

@@ -0,0 +1,103 @@
+date,total_value,daily_return,cashflow,benchmark_value,benchmark_return,fof_regime,fof_rationale,fof_sleeve_aggressive,fof_sleeve_balanced,fof_sleeve_conservative,fof_sleeve_passive,fof_sleeve_return_aggressive,fof_sleeve_return_balanced,fof_sleeve_return_conservative,fof_sleeve_return_passive,fof_sleeve_contribution_aggressive,fof_sleeve_contribution_balanced,fof_sleeve_contribution_conservative,fof_sleeve_contribution_passive,fof_estimated_total_contribution,fof_avg_pairwise_overlap,fof_consensus_distinct_tickers,fof_rebalance_executed_trades,fof_rebalance_skipped_trades,fof_rebalance_executed_trade_value,fof_rebalance_skipped_trade_value,fof_rebalance_executed_turnover_ratio,fof_rebalance_skipped_turnover_ratio,fof_rebalance_total_turnover_ratio,fof_rebalance_skipped_weight_delta_trades,fof_rebalance_skipped_trade_value_ratio_trades,fof_rebalance_skipped_min_shares_trades,fof_target_000001,fof_target_000858,fof_target_002142,fof_target_002353,fof_target_002415,fof_target_300122,fof_target_300347,fof_target_300750,fof_target_300760,fof_target_600036,fof_target_600276,fof_target_600309,fof_target_600519,fof_target_600887,fof_target_601100,fof_target_601166,fof_target_601899,fof_target_603288,fof_target_603986,fof_target_688111
+2025-09-01,100000.0,0.0,15392.39,100000.0,0.0,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0037771907284615378,0.003962255973717119,0.004924795427764453,0.00037552228300448794,0.0007050756026461537,0.001479242230187724,0.0006894713598870235,0.0001126566849013464,0.0029864458776222478,0.48333333333333334,20,20,0,84607.61,0.0,0.8460761,0.0,0.8460761,0,0,0,0.12,0.043,0.12,0.015000000000000003,0.015000000000000003,0.015000000000000003,0.015000000000000003,0.015000000000000003,0.11299999999999999,0.015000000000000003,0.015000000000000003,0.015000000000000003,0.15,0.015000000000000003,0.015000000000000003,0.015000000000000003,0.10366666666666666,0.015000000000000003,0.015000000000000003,0.015000000000000003
+2025-09-02,100236.91,0.2369,25659.42,100037.55222830045,0.037552228300463675,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.002577155985384076,-0.0034714008100467184,-0.009447960271026746,-0.007916666484271613,-0.0002577155985384076,-0.0013885603240186872,-0.001889592054205349,-0.0023749999452814846,-0.005910867922043928,0.44621974371272416,20,20,0,37734.83,0.0,0.376456437054973,0.0,0.376456437054973,0,0,0,0.06623584905660378,0.0642722126929674,0.0798722126929674,0.011273584905660378,0.049781303602058326,0.011073584905660377,0.011273584905660378,0.05827221269296741,0.0776722126929674,0.011273584905660378,0.04958130360205832,0.011073584905660377,0.11363104631217838,0.011273584905660378,0.011273584905660378,0.011273584905660378,0.07647221269296742,0.011273584905660378,0.011073584905660377,0.010873584905660379
+2025-09-03,99853.02,-0.383,10445.76,99251.79316173487,-0.7482068382651308,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.018918869699883645,-0.01962076496787037,-0.020169472874750845,-0.021102776315415676,-0.0018918869699883643,-0.007848305987148148,-0.004033894574950169,-0.006330832894624705,-0.020104920426711387,0.7007513008292597,20,18,0,25852.7,0.0,0.25890754230568086,0.0,0.25890754230568086,0,0,0,0.04546254399195576,0.10215284062342884,0.05446254399195577,0.01669783810960282,0.04546254399195576,0.011921568627450982,0.01669783810960282,0.10642634489693312,0.10815284062342885,0.01669783810960282,0.04546254399195576,0.01669783810960282,0.1259175465057818,0.01669783810960282,0.011921568627450982,0.01669783810960282,0.10815284062342885,0.01669783810960282,0.011921568627450982,0.01669783810960282
+2025-09-04,98068.03,-1.7876,4852.64,96699.91919056367,-3.3000808094363343,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.02834180531834713,0.026674653472208834,0.02579717199702403,0.026915135367778575,0.002834180531834713,0.010669861388883532,0.005159434399404805,0.008074540610333575,0.026738016930456625,0.7804787938074805,20,19,0,23926.8,0.0,0.2439816523284907,0.0,0.2439816523284907,0,0,0,0.0330240823495409,0.08412231041152538,0.0357240823495409,0.024024082349540895,0.0327240823495409,0.022824082349540895,0.024024082349540895,0.11719287889904176,0.10380412859334356,0.024324082349540893,0.06317621112074523,0.024024082349540895,0.1252389781898219,0.055076211120745226,0.022524082349540894,0.024324082349540893,0.08147621112074524,0.024324082349540893,0.021924082349540894,0.023724082349540893
+2025-09-05,100564.0,2.5451,6158.19,98870.19240498942,-1.1298075950105901,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.007950848591805382,0.010176022494123565,0.010110965351797044,0.010011166903385252,0.0007950848591805382,0.004070408997649426,0.0020221930703594087,0.0030033500710155768,0.00989103699820495,0.770728829883764,20,19,0,13667.89,0.0,0.135912354321626,0.0,0.135912354321626,0,0,0,0.025595540691192867,0.08255466369379415,0.0564041248606466,0.021486138981791157,0.025595540691192867,0.02118613898179116,0.021486138981791157,0.14762541806020069,0.09768286882199928,0.02118613898179116,0.05346135265700484,0.021486138981791157,0.14267759197324414,0.043033147528799706,0.020886138981791157,0.02118613898179116,0.07370836120401339,0.021486138981791157,0.02058613898179116,0.02058613898179116
+2025-09-08,101488.59,0.9194,6490.82,99961.3006078263,-0.03869939217370222,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.005809956687269588,-0.006206347011009396,-0.004782028921294654,-0.006181154056278164,-0.0005809956687269587,-0.0024825388044037583,-0.0009564057842589307,-0.0018543462168834498,-0.005874286474273098,0.8547323540370302,20,17,0,6850.249999999999,0.0,0.06749773545972013,0.0,0.06749773545972013,0,0,0,0.025431129476584026,0.08009559228650139,0.062356473829201106,0.019272451790633614,0.025731129476584024,0.019272451790633614,0.019272451790633614,0.14066005509641874,0.09902892561983473,0.023931129476584025,0.04833112947658403,0.03198980716253444,0.13336005509641874,0.048789807162534435,0.018972451790633612,0.024231129476584026,0.0633977961432507,0.024531129476584024,0.018672451790633614,0.018372451790633612
+2025-09-09,100942.67,-0.5379,4625.56,99151.97230429009,-0.8480276957099075,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.004711771655394428,-0.0041264122977345465,-0.004231933383888874,-0.004321096825571478,-0.00047117716553944275,-0.0016505649190938184,-0.0008463866767777747,-0.001296329047671444,-0.00426445780908248,0.7864676698441787,20,19,0,9538.38,0.0,0.09449304243686045,0.0,0.09449304243686045,0,0,0,0.03086662202879143,0.08371673920321393,0.08421673920321393,0.016480046869769,0.0239700703046535,0.016480046869769,0.016480046869769,0.1416503515232675,0.087400234348845,0.03026662202879143,0.046050117174422506,0.0254700703046535,0.1460503515232675,0.046950117174422504,0.016180046869769,0.03026662202879143,0.07757499163039841,0.0236700703046535,0.015880046869769,0.015880046869769
+2025-09-10,100513.93,-0.4247,7210.48,98811.47660686531,-1.1885233931346884,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.010981917565031722,0.010696292021575782,0.010700107340240763,0.010627494818902563,0.001098191756503172,0.0042785168086303125,0.0021400214680481525,0.00318824844567077,0.010704978478852408,0.8863707554313006,20,20,0,6323.88,0.0,0.06291545858370079,0.0,0.06291545858370079,0,0,0,0.028694915254237292,0.08471186440677966,0.08471186440677966,0.018494915254237288,0.02089491525423729,0.018494915254237288,0.018494915254237288,0.13344915254237288,0.08197457627118646,0.028694915254237292,0.04519491525423729,0.021194915254237293,0.13344915254237288,0.04519491525423729,0.018494915254237288,0.028694915254237292,0.07987457627118645,0.02059491525423729,0.018494915254237288,0.01819491525423729
+2025-09-11,101518.64,0.9996,6511.34,100087.81514509757,0.08781514509756949,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.004014549393852286,-0.005049102775400314,-0.005666985066327291,-0.005151030537528076,-0.00040145493938522855,-0.0020196411101601254,-0.0011333970132654581,-0.0015453091612584232,-0.005099802224069235,0.8604676955191213,20,18,0,5201.6,0.0,0.05123788104332367,0.0,0.05123788104332367,0,0,0,0.03202075471698113,0.07984150943396227,0.07984150943396227,0.020947169811320755,0.023733962264150945,0.021247169811320757,0.020647169811320754,0.1296358490566038,0.08112830188679246,0.03202075471698113,0.04210754716981132,0.021847169811320757,0.12173584905660378,0.04270754716981132,0.021247169811320757,0.03202075471698113,0.07894150943396228,0.023433962264150943,0.021247169811320757,0.020947169811320755
+2025-09-12,101030.15,-0.4812,7553.45,99624.65587546732,-0.37534412453268384,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.010332792917727545,0.011419334907731745,0.00715878519611672,0.011196545885924145,0.0010332792917727544,0.004567733963092698,0.0014317570392233438,0.0033589637657772445,0.01039173405986604,0.8278991662316102,20,19,0,7692.69,0.0,0.07614251785234408,0.0,0.07614251785234408,0,0,0,0.033504761904761905,0.08522380952380954,0.09474761904761907,0.020204761904761906,0.02710476190476191,0.019252380952380955,0.020204761904761906,0.12498571428571428,0.07522380952380954,0.033504761904761905,0.04050476190476191,0.020204761904761906,0.11828571428571427,0.04050476190476191,0.020204761904761906,0.033204761904761904,0.07522380952380954,0.02680476190476191,0.019852380952380955,0.018352380952380953
+2025-09-15,101993.16,0.9532,5523.2,100270.96887418044,0.2709688741804328,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.008538044732545874,-0.0066764682770169516,-0.005963029927839789,-0.006040686558227548,-0.0008538044732545874,-0.0026705873108067804,-0.0011926059855679578,-0.0018122059674682651,-0.00652920373709759,0.8592751350459618,20,13,0,6698.749999999999,0.0,0.06567842392568285,0.0,0.06567842392568285,0,0,0,0.03263898531375167,0.08721174899866489,0.1307604806408545,0.01956234979973298,0.027100667556742324,0.018962349799732978,0.01926234979973298,0.13506762349799734,0.07294939919893191,0.03263898531375167,0.03673898531375167,0.01926234979973298,0.10945267022696928,0.040477303070761014,0.01956234979973298,0.03233898531375167,0.07324939919893192,0.026800667556742323,0.005700000000000002,0.01866234979973298
+2025-09-16,101357.53,-0.6232,23206.53,99832.39689656234,-0.1676031034376635,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.011019735995446221,0.009443787976560702,0.002414521186776202,0.007311501610217137,0.001101973599544622,0.0037775151906242806,0.0004829042373552403,0.0021934504830651417,0.007555843510589285,0.7188812263853479,20,20,0,17683.329999999994,0.0,0.1744648868219262,0.0,0.1744648868219262,0,0,0,0.025,0.076,0.11000000000000001,0.015000000000000003,0.024000000000000004,0.014000000000000002,0.015000000000000003,0.11000000000000001,0.06000000000000001,0.025,0.029000000000000005,0.015000000000000003,0.09200000000000003,0.034,0.015000000000000003,0.025,0.06000000000000001,0.024000000000000004,0.0018000000000000006,0.014000000000000002
+2025-09-17,101934.02,0.5688,31149.26,100176.92991961002,0.1769299196100249,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.01561046299017522,-0.014358004514502379,-0.014480718298772935,-0.014017179269928765,-0.0015610462990175219,-0.005743201805800951,-0.002896143659754587,-0.00420515378097863,-0.01440554554555169,0.907120005719363,19,19,0,7942.73,0.0,0.07792030570363062,0.0,0.07792030570363062,0,0,0,0.023500000000000004,0.07150000000000001,0.1024,0.013500000000000002,0.021200000000000004,0.0102,0.011200000000000002,0.10750000000000001,0.0527,0.023500000000000004,0.024700000000000003,0.013200000000000003,0.0824,0.031200000000000002,0.013500000000000002,0.023500000000000004,0.0527,0.021200000000000004,0.0,0.009600000000000001
+2025-09-18,100914.44,-1.0002,18241.91,99271.50731696024,-0.7284926830397609,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0005979292175694491,0.00026897157416788084,0.0009254284555288263,0.0010322678043232806,5.97929217569449e-05,0.00010758862966715232,0.00018508569110576523,0.0003096803412969843,0.0006621475838268468,0.75166831553824,20,19,0,14873.01,0.0,0.14738237659546044,0.0,0.14738237659546044,0,0,0,0.03387825348284064,0.08095650696568128,0.0965565069656813,0.018761026163778456,0.03327825348284064,0.014491301393136254,0.018161026163778456,0.1020861365953109,0.06236520557254502,0.03387825348284064,0.03447825348284064,0.018761026163778456,0.08185650696568128,0.03827825348284064,0.018761026163778456,0.03387825348284064,0.06236520557254502,0.03327825348284064,0.007339449541284402,0.013891301393136254
+2025-09-19,100975.66,0.0607,19918.76,99104.45278854946,-0.8955472114505425,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.006540392365764638,-0.0033848830210586474,-0.0033848830210586474,-0.0034697668464766882,-0.0006540392365764637,-0.0013539532084234588,-0.0006769766042117294,-0.0010409300539430068,-0.003725899103154659,0.7351628546939143,20,19,0,9309.51,0.0,0.092195584559685,0.0,0.092195584559685,0,0,0,0.028200000000000003,0.08700000000000001,0.1188,0.018000000000000002,0.0279,0.0102,0.017100000000000004,0.1106,0.059300000000000005,0.028200000000000003,0.0279,0.017400000000000002,0.07890000000000001,0.0354,0.0177,0.028200000000000003,0.060200000000000004,0.0279,0.0078000000000000005,0.009600000000000001
+2025-09-22,100671.95,-0.3008,10749.64,98930.55808772208,-1.0694419122779242,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.000800281292473841,-0.0013539572605511942,-0.0008035013979695365,-0.0014985170171924627,-8.002812924738409e-05,-0.0005415829042204777,-0.0001607002795939073,-0.000449555105157739,-0.001231866418219508,0.8356889893926184,20,18,0,9854.92,0.0,0.09789141861263244,0.0,0.09789141861263244,0,0,0,0.03710270270270271,0.08431081081081082,0.12962252252252252,0.0189018018018018,0.03680270270270271,0.011900900900900901,0.0189018018018018,0.11451351351351352,0.06000630630630631,0.0451027027027027,0.033102702702702706,0.0189018018018018,0.08841081081081081,0.03320270270270271,0.0189018018018018,0.03710270270270271,0.06150720720720722,0.032802702702702705,0.011300900900900902,0.011600900900900902
+2025-09-23,100576.5,-0.0948,8257.89,98489.7743701652,-1.5102256298347938,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.008759799707050762,0.008417184711511766,0.00826276613274026,0.008159631041688455,0.0008759799707050761,0.003366873884604706,0.0016525532265480518,0.0024478893125065375,0.008343296394364371,0.8162454458116247,20,16,0,6806.549999999999,0.0,0.0676753515980373,0.0,0.0676753515980373,0,0,0,0.039400000000000004,0.08720000000000001,0.12200000000000003,0.0187,0.0388,0.011600000000000001,0.021400000000000002,0.1149,0.0604,0.05450000000000001,0.025600000000000005,0.021400000000000002,0.0968,0.033900000000000007,0.0204,0.039400000000000004,0.0789,0.0276,0.011000000000000001,0.012700000000000001
+2025-09-24,101348.06,0.7671,9116.87,99797.97427566453,-0.20202572433547505,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.010418144325887302,0.009948456191434111,0.009742324106164425,0.009862512050143777,0.00104181443258873,0.003979382476573644,0.0019484648212328847,0.0029587536150431338,0.009928415345438393,0.8879165121740206,20,19,0,10188.980000000001,0.0,0.10053453415881865,0.0,0.10053453415881865,0,0,0,0.06620000000000001,0.08333333333333333,0.10883333333333334,0.01916666666666667,0.03883333333333334,0.010833333333333334,0.020666666666666667,0.10800000000000001,0.0745,0.05256666666666667,0.02216666666666667,0.02016666666666667,0.08450000000000002,0.03633333333333334,0.01966666666666667,0.03903333333333334,0.07816666666666668,0.028833333333333336,0.009833333333333335,0.011666666666666667
+2025-09-25,102273.11,0.9127,4923.6,100488.74146608092,0.48874146608091085,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.010098850305347552,-0.009854044794362056,-0.009627729734903103,-0.009011895132630525,-0.0010098850305347551,-0.0039416179177448225,-0.0019255459469806205,-0.0027035685397891586,-0.009580617435049357,0.8713532214803402,20,15,0,8564.81,0.0,0.08374449549837686,0.0,0.08374449549837686,0,0,0,0.06827966101694916,0.08622711864406779,0.09026949152542374,0.01939491525423729,0.0728864406779661,0.009847457627118646,0.01969491525423729,0.10772203389830509,0.08187966101694916,0.04953728813559323,0.02659491525423729,0.02369491525423729,0.08377966101694916,0.03788983050847458,0.01939491525423729,0.03908983050847458,0.0799271186440678,0.03294237288135594,0.008400000000000001,0.013547457627118646
+2025-09-26,101334.91,-0.9173,3892.94,99397.69955752249,-0.6023004424775102,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.017978162620771485,0.014575072000966915,0.0155200428042852,0.01575298251558914,0.0017978162620771484,0.005830028800386766,0.0031040085608570397,0.004725894754676743,0.015457748377997698,0.7409123545185826,20,19,0,22492.579999999998,0.0,0.22196279643412128,0.0,0.22196279643412128,0,0,0,0.05368627450980393,0.10955882352941175,0.06468627450980394,0.026686274509803924,0.05428627450980393,0.020686274509803926,0.026386274509803923,0.09395098039215688,0.07745098039215687,0.04368627450980393,0.03148627450980392,0.028586274509803923,0.10405882352941176,0.03768627450980393,0.026386274509803923,0.03768627450980393,0.059986274509803934,0.03358627450980393,0.021086274509803923,0.022286274509803927
+2025-09-29,102840.37,1.4856,5231.57,100848.48342219916,0.8484834221991644,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0039725384466684525,0.005087129133407993,0.005440128357496045,0.005316890230399469,0.00039725384466684523,0.002034851653363197,0.001088025671499209,0.0015950670691198413,0.005115198238649092,0.868725284647375,20,16,0,7279.37,0.0,0.07078319535412018,0.0,0.07078319535412018,0,0,0,0.07373076923076924,0.10603846153846155,0.05488461538461538,0.026923076923076925,0.04988461538461539,0.014000000000000002,0.026923076923076925,0.10003846153846155,0.0726923076923077,0.04038461538461539,0.03388461538461539,0.029384615384615384,0.10392307692307692,0.037384615384615384,0.027423076923076925,0.036884615384615384,0.053884615384615385,0.03538461538461539,0.020423076923076926,0.020423076923076926
+2025-09-30,103326.74,0.4729,12367.78,101674.95759223102,1.674957592231019,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.01688904986948835,0.015372848264477823,0.016906304773130005,0.016412082320490514,0.0016889049869488347,0.006149139305791129,0.0033812609546260007,0.004923624696147156,0.016142929943513122,0.8155550230335352,20,20,0,11632.990000000002,0.0,0.11258450619849227,0.0,0.11258450619849227,0,0,0,0.05984174757281553,0.0971504854368932,0.04414174757281554,0.023770873786407767,0.04585436893203884,0.01357087378640777,0.024741747572815536,0.08566310679611651,0.09447184466019419,0.0429126213592233,0.032412621359223306,0.027212621359223303,0.09110873786407768,0.035012621359223305,0.025041747572815538,0.03374174757281554,0.04935436893203883,0.032412621359223306,0.020241747572815535,0.017541747572815534
+2025-10-09,104812.58,1.438,15753.91,103757.59753974881,3.7575975397488026,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.018688295590228592,-0.01909304175627325,-0.01941943624708806,-0.01950680972102292,-0.001868829559022859,-0.0076372167025092995,-0.0038838872494176115,-0.005852042916306878,-0.019241976427256648,0.8074193904409682,20,19,0,15253.79,0.0,0.14553396166757845,0.0,0.14553396166757845,0,0,0,0.03850373831775701,0.10651869158878506,0.04757289719626168,0.015834579439252337,0.03856915887850468,0.010834579439252338,0.021069158878504676,0.09301495327102804,0.11229158878504673,0.05994579439252337,0.029169158878504672,0.023969158878504673,0.09461869158878505,0.03130373831775701,0.017034579439252337,0.026703738317757013,0.04657289719626169,0.030403738317757008,0.014634579439252338,0.013434579439252338
+2025-10-10,103109.86,-1.6245,10247.33,101396.20399399944,1.3962039939994453,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.01106117961983006,-0.009009077206971638,-0.010142700222830597,-0.009947455143344278,-0.0011061179619830058,-0.003603630882788655,-0.002028540044566119,-0.0029842365430032846,-0.009722525432341065,0.7340524255293447,20,19,0,7739.360000000001,0.0,0.0750593590176536,0.0,0.0750593590176536,0,0,0,0.04023076923076924,0.118,0.04907692307692308,0.017192307692307694,0.03638461538461539,0.005300000000000001,0.02253846153846154,0.09496153846153847,0.11415384615384616,0.06376923076923077,0.026938461538461543,0.023738461538461538,0.1123076923076923,0.031384615384615386,0.017492307692307696,0.031384615384615386,0.04657692307692308,0.031384615384615386,0.014592307692307693,0.015292307692307692
+2025-10-13,102213.01,-0.8698,5572.27,100496.59485317502,0.4965948531750142,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0066750768193407604,-0.007921398944511255,-0.0031694344123424432,-0.003971418775919837,-0.000667507681934076,-0.0031685595778045018,-0.0006338868824684886,-0.0011914256327759515,-0.005661379774983018,0.8230690399137002,20,20,0,20898.799999999996,0.0,0.20446320874417054,0.0,0.20446320874417054,0,0,0,0.030266990291262136,0.14566957928802587,0.04198381877022654,0.0185336569579288,0.026233656957928803,0.008216828478964402,0.020033656957928803,0.1341695792880259,0.09240129449838189,0.06128414239482201,0.023233656957928804,0.020333656957928804,0.14386957928802588,0.025566990291262137,0.0185336569579288,0.027866990291262134,0.07126828478964402,0.024733656957928805,0.011150161812297735,0.014350161812297736
+2025-10-14,101666.57,-0.5346,6025.0,99299.51114685318,-0.700488853146819,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.015366478396458876,0.013486177872822648,0.01272375802763183,0.012514531620650908,0.0015366478396458875,0.005394471149129059,0.002544751605526366,0.003754359486195274,0.013230230080496586,0.8825033921011514,20,15,0,6114.95,0.0,0.06014710636937983,0.0,0.06014710636937983,0,0,0,0.029134862385321102,0.15,0.0387348623853211,0.01791743119266055,0.024634862385321102,0.00891743119266055,0.018917431192660553,0.13903577981651377,0.0923091743119266,0.05948715596330276,0.03375229357798165,0.019834862385321103,0.13666146788990827,0.0276348623853211,0.01741743119266055,0.028534862385321103,0.0706743119266055,0.023417431192660553,0.009917431192660552,0.01091743119266055
+2025-10-15,102941.57,1.2541,9236.84,100786.08967098406,0.7860896709840581,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0010677604475515634,0.001529699562016852,0.0023617221101875584,0.002267839254503769,0.00010677604475515632,0.0006118798248067408,0.00047234442203751163,0.0006803517763511309,0.0018713520679505397,0.8684615459691587,20,15,0,7349.139999999999,0.0,0.07139137279526629,0.0,0.07139137279526629,0,0,0,0.0282348623853211,0.15,0.030152293577981656,0.016017431192660553,0.021034862385321103,0.0027000000000000006,0.017534862385321103,0.14034862385321104,0.0881743119266055,0.062287155963302754,0.028952293577981656,0.0195348623853211,0.1214091743119266,0.021934862385321104,0.019234862385321103,0.0282348623853211,0.0869091743119266,0.020734862385321105,0.009917431192660552,0.009617431192660552
+2025-10-16,103103.88,0.1577,5917.82,100713.37495896808,0.7133749589680827,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.01955104355007097,-0.018940534794915437,-0.01920838123586436,-0.019059981977931986,-0.0019551043550070967,-0.0075762139179661745,-0.0038416762471728716,-0.005717994593379598,-0.01909098911352574,0.8702379050345787,20,16,0,8100.5599999999995,0.0,0.0785669753650396,0.0,0.0785669753650396,0,0,0,0.025533200795228632,0.14964214711729623,0.027928429423459245,0.015361829025844934,0.019649900596421476,0.0026928429423459244,0.01585944333996024,0.14296838966202785,0.0886924453280318,0.06094970178926441,0.02723081510934394,0.049321073558648114,0.11622564612326045,0.02034751491053678,0.017157057654075547,0.025533200795228632,0.10720178926441352,0.019649900596421476,0.009976143141153082,0.009278528827037773
+2025-10-17,101255.47,-1.7928,7885.26,98463.1836849376,-1.536816315062406,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0010783845266372815,0.0004553307572149064,0.0004668717558633343,0.0006380886714619046,-0.00010783845266372814,0.00018213230288596254,9.337435117266685e-05,0.00019142660143857144,0.0003590948028334727,0.8300837466440886,20,17,0,12412.46,0.0,0.12258557488301616,0.0,0.12258557488301616,0,0,0,0.021338461538461542,0.1323923076923077,0.025476923076923078,0.01173846153846154,0.02030769230769231,0.006438461538461539,0.01233846153846154,0.1259923076923077,0.08025384615384616,0.05445384615384616,0.02917692307692308,0.04731538461538462,0.11803846153846154,0.01953846153846154,0.01233846153846154,0.0631846153846154,0.11563076923076925,0.01923846153846154,0.00916923076923077,0.010238461538461538
+2025-10-20,101275.88,0.0202,7513.93,98803.58491085749,-1.1964150891425107,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.009926555237253066,0.007783364085164691,0.007668358996243531,0.007676066007068994,0.0009926555237253065,0.003113345634065876,0.0015336717992487062,0.002302819802120699,0.007942492759160587,0.8538889428783967,20,19,0,9264.829999999998,0.0,0.09148111080348052,0.0,0.09148111080348052,0,0,0,0.02780374133204322,0.11710353168843735,0.02930374133204322,0.015256571520722463,0.023030156426382842,0.008282986615062087,0.015256571520722463,0.1287505402354459,0.07743568779229157,0.05946218351878729,0.028584857281083693,0.04594142880180616,0.11460353168843734,0.02780374133204322,0.015256571520722463,0.06158859861312692,0.10419225931301404,0.02173015642638284,0.012656571520722465,0.013556571520722465
+2025-10-21,102024.63,0.7393,7381.68,99812.08864499845,-0.18791135500154654,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0055795327526446375,-0.005449660336025986,-0.0052444439996005955,-0.005441059068472372,-0.0005579532752644637,-0.0021798641344103944,-0.001048888799920119,-0.0016323177205417121,-0.005419023930136689,0.8033831289911763,20,17,0,8613.050000000001,0.0,0.084421281410185,0.0,0.084421281410185,0,0,0,0.030400000000000003,0.1188,0.026700000000000005,0.0155,0.024900000000000005,0.006400000000000001,0.0155,0.15,0.06810000000000001,0.053000000000000005,0.026400000000000007,0.042800000000000005,0.12100000000000001,0.026100000000000005,0.0155,0.0553,0.0952,0.023300000000000005,0.0149,0.0146
+2025-10-22,101522.63,-0.492,12159.3,99201.02904589985,-0.7989709541001533,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.007287807177117783,0.008121379218922102,0.007385942723662574,0.007731536940928453,0.0007287807177117783,0.0032485516875688405,0.0014771885447325147,0.0023194610822785365,0.00777398203229167,0.9371205210926984,20,19,0,6247.58,0.0,0.06153879189299963,0.0,0.06153879189299963,0,0,0,0.0303,0.1114,0.0291,0.014500000000000002,0.021500000000000005,0.0088,0.014500000000000002,0.1491,0.0651,0.0509,0.0228,0.040900000000000006,0.11050000000000001,0.0288,0.014500000000000002,0.0518,0.0912,0.020900000000000002,0.010600000000000002,0.010600000000000002
+2025-10-23,102217.94,0.6849,17043.76,99547.9952281932,-0.452004771806791,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0008541401433065987,0.0007832063622447523,-0.0008222220762695417,0.001362081237471494,8.541401433065986e-05,0.0003132825448979009,-0.00016444441525390833,0.00040862437124144835,0.0006428765152161008,0.6894138035877165,20,15,0,7820.42,0.0,0.07650731368681468,0.0,0.07650731368681468,0,0,0,0.026923076923076925,0.11202307692307695,0.02950769230769231,0.011161538461538462,0.015261538461538465,0.0027000000000000006,0.009161538461538464,0.14813846153846155,0.0651923076923077,0.049223076923076925,0.019561538461538464,0.03622307692307693,0.12714615384615385,0.026623076923076926,0.003900000000000001,0.04952307692307693,0.08314615384615386,0.018961538461538464,0.007961538461538463,0.011661538461538463
+2025-10-24,102278.91,0.0596,13136.19,99901.91682996243,-0.09808317003756617,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.002950570654137826,0.005911206211635801,0.006051984031057883,0.005839075117626277,0.00029505706541378256,0.0023644824846543204,0.0012103968062115765,0.0017517225352878835,0.005621658891567563,0.7738592776703795,19,19,0,5444.29,0.0,0.05322983985652565,0.0,0.05322983985652565,0,0,0,0.030827334376630156,0.11318153364632239,0.031753260302556076,0.013437663015127804,0.020315597287428273,0.0,0.010633802816901409,0.15,0.06860250391236307,0.05111684924360981,0.022193531559728745,0.041435054773082944,0.11918153364632239,0.02987532603025561,0.005755868544600939,0.05111684924360981,0.08308815858111633,0.022193531559728745,0.00875586854460094,0.012633802816901409
+2025-10-27,102798.37,0.5079,14182.74,101313.59368327854,1.3135936832785466,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0035291685572089553,-0.004355292820078098,-0.004935533526927916,-0.005141948480049329,-0.0003529168557208955,-0.0017421171280312389,-0.000987106705385583,-0.0015425845440147992,-0.004624725233152517,0.8317606280541443,19,15,0,4819.569999999999,0.0,0.04688372004342091,0.0,0.04688372004342091,0,0,0,0.03095794096533086,0.10789894852413326,0.031257940965330855,0.013711466295060738,0.02175907548949228,0.0,0.012560210013653704,0.15,0.06485340286868517,0.060403319116591365,0.02235907548949228,0.04054055853497178,0.10338638571006292,0.03095794096533086,0.007280105006826852,0.049355671917008015,0.0822323733513506,0.02235907548949228,0.012260210013653704,0.013160210013653703
+2025-10-28,102348.28,-0.4378,9612.59,100843.73245450594,0.8437324545059299,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.01284780238477623,0.005884620316108405,0.003931060015326187,0.006059077091052925,0.001284780238477623,0.002353848126443362,0.0007862120030652373,0.0018177231273158781,0.0062425634953021,0.7416805701908441,19,15,0,11668.389999999998,0.0,0.11400670338573349,0.0,0.11400670338573349,0,0,0,0.031754478398314016,0.11558166491043204,0.02790832455216017,0.010216016859852477,0.019062170706006326,0.0,0.014062170706006322,0.15,0.06240252897787145,0.06413909378292941,0.0807017913593256,0.03675447839831402,0.1087355110642782,0.02790832455216017,0.010216016859852477,0.04560063224446787,0.0661390937829294,0.026754478398314015,0.014062170706006322,0.014062170706006322
+2025-10-29,102879.73,0.5193,14428.8,101699.00477083713,1.6990047708371314,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0049165762340693765,-0.004035900829310062,-0.004188548570370718,-0.004392436547344105,-0.0004916576234069376,-0.0016143603317240246,-0.0008377097140741435,-0.001317730964203232,-0.004261458633408338,0.8471294148040321,19,18,0,7595.65,0.0,0.07383038427491984,0.0,0.07383038427491984,0,0,0,0.0333,0.10590000000000001,0.026100000000000005,0.014,0.020700000000000003,0.0,0.0075000000000000015,0.1376,0.058300000000000005,0.0636,0.07800000000000001,0.0361,0.09510000000000002,0.026100000000000005,0.0143,0.0432,0.06640000000000001,0.026100000000000005,0.0146,0.0149
+2025-10-30,102504.73,-0.3645,16677.92,101243.8554744644,1.243855474464417,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.003489687029965633,-0.002341008751700983,-0.003337488347431325,-0.002995867396499068,-0.00034896870299656326,-0.0009364035006803931,-0.0006674976694862649,-0.0008987602189497207,-0.0028516300921129422,0.857867906572796,20,17,0,4283.040000000001,0.0,0.04178382792676982,0.0,0.04178382792676982,0,0,0,0.029900000000000003,0.10350000000000001,0.025800000000000003,0.012200000000000003,0.020000000000000004,0.002,0.010100000000000001,0.14080000000000004,0.052500000000000005,0.0592,0.0771,0.0368,0.08520000000000001,0.025800000000000003,0.0119,0.038900000000000004,0.0661,0.025800000000000003,0.012200000000000003,0.0119
+2025-10-31,102256.24,-0.2424,14770.3,101040.3414984519,1.0403414984519133,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0011954658253129197,0.0024783911998188827,0.0005694987833193643,-0.0003621832189060479,0.00011954658253129196,0.000991356479927553,0.00011389975666387286,-0.0001086549656718144,0.0011161478534509035,0.7828453659506763,20,18,0,13440.240000000002,0.0,0.1314368687915769,0.0,0.1314368687915769,0,0,0,0.03916666666666667,0.1037,0.03596666666666667,0.015266666666666668,0.0285,0.005433333333333333,0.014666666666666668,0.13176666666666667,0.05566666666666667,0.06636666666666667,0.07773333333333333,0.03726666666666667,0.09370000000000002,0.03196666666666667,0.014966666666666668,0.037866666666666667,0.019500000000000007,0.03196666666666667,0.018966666666666666,0.014966666666666668
+2025-11-03,102358.35,0.0999,10216.67,101289.09664790412,1.289096647904131,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.010841851261772692,-0.008321754271056714,-0.008179595626621128,-0.007585179729090617,-0.001084185126177269,-0.0033287017084226854,-0.0016359191253242254,-0.002275553918727186,-0.008324359878651365,0.8058146345487543,20,18,0,8331.49,0.0,0.08139531362121408,0.0,0.08139531362121408,0,0,0,0.038727272727272735,0.11436363636363636,0.038727272727272735,0.01790909090909091,0.02390909090909091,0.00890909090909091,0.01790909090909091,0.15,0.05627272727272727,0.07154545454545455,0.07654545454545456,0.03781818181818182,0.09818181818181819,0.02881818181818182,0.01490909090909091,0.03472727272727273,0.019818181818181818,0.02881818181818182,0.01890909090909091,0.013909090909090911
+2025-11-04,101603.12,-0.7378,8630.89,100553.5050365056,0.5535050365055971,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.003677734397797273,0.0008377668300764987,0.0008837072182700318,0.000649375589652308,0.0003677734397797273,0.00033510673203059944,0.00017674144365400634,0.00019481267689569246,0.0010744342923600255,0.8125723684210526,20,18,0,6862.9400000000005,0.0,0.06754654778317831,0.0,0.06754654778317831,0,0,0,0.04070000000000001,0.12090000000000001,0.037700000000000004,0.0177,0.019900000000000004,0.008700000000000001,0.017400000000000002,0.15,0.051500000000000004,0.08020000000000001,0.07850000000000001,0.035100000000000006,0.10940000000000001,0.04870000000000001,0.0102,0.036800000000000006,0.0177,0.0267,0.018400000000000003,0.009000000000000001
+2025-11-05,101699.45,0.0948,11406.01,100161.81801815324,0.16181801815324803,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.007748933831038851,0.006225042774121653,0.007908226565547558,0.0060612204819805735,0.000774893383103885,0.002490017109648661,0.0015816453131095114,0.0018183661445941727,0.00666492195045623,0.8513540377419228,20,15,0,3904.8999999999996,0.0,0.03839647117068971,0.0,0.03839647117068971,0,0,0,0.03563636363636364,0.11860909090909091,0.03703636363636364,0.019827272727272728,0.019818181818181818,0.009209090909090908,0.01771818181818182,0.15,0.04624545454545455,0.08127272727272727,0.07267272727272728,0.03052727272727273,0.0984909090909091,0.04524545454545455,0.009209090909090908,0.036736363636363636,0.018418181818181816,0.024527272727272727,0.01771818181818182,0.00780909090909091
+2025-11-06,102258.83,0.55,16101.98,101181.76357464513,1.1817635746451227,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.00045156534843398595,0.001080174782998825,0.0017370675522792596,0.00190059397164278,4.515653484339859e-05,0.00043206991319953,0.0003474135104558519,0.0005701781914928342,0.0013948181499916148,0.7324570650833048,20,17,0,16752.09,0.0,0.16382047398742972,0.0,0.16382047398742972,0,0,0,0.030049425287356324,0.09284712643678163,0.031249425287356324,0.05124137931034482,0.019149425287356324,0.009074712643678162,0.017249425287356325,0.15,0.03892413793103448,0.06487356321839081,0.05604942528735633,0.023749425287356324,0.13213563218390806,0.03864942528735633,0.009074712643678162,0.030949425287356322,0.018449425287356325,0.020349425287356324,0.017549425287356323,0.008649425287356323
+2025-11-07,102390.25,0.1285,13436.84,101264.6695767028,1.2646695767027927,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0066556447467653376,0.0033553083047627346,-2.522667950973076e-05,0.0031298735669777937,-0.0006655644746765336,0.0013421233219050937,-5.045335901946151e-06,0.0009389620700933385,0.0016104755814199524,0.7353950480413896,20,16,0,5956.92,0.0,0.058178586340007964,0.0,0.058178586340007964,0,0,0,0.030981933152664863,0.08494146341463416,0.031281933152664865,0.06407145438121048,0.02205591689250226,0.011578048780487807,0.020529990966576334,0.15,0.035755916892502265,0.06561201445347788,0.05210794941282747,0.02785591689250226,0.13733839205058718,0.03768193315266487,0.009652032520325204,0.030981933152664863,0.021129990966576334,0.02235591689250226,0.019929990966576334,0.013229990966576333
+2025-11-10,102549.22,0.1553,6566.75,101548.48162738816,1.5484816273881652,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.001242268643773384,-0.0028516445032663556,-0.002296493948579161,-0.0024253003681200826,-0.00012422686437733838,-0.0011406578013065422,-0.0004592987897158322,-0.000727590110436025,-0.0024517735658357376,0.7735166872950731,20,15,0,7622.73,0.0,0.07433240350341035,0.0,0.07433240350341035,0,0,0,0.03144969708813758,0.0878419060647515,0.03144969708813758,0.0593467982541854,0.027199309491238357,0.014375845221809656,0.02043718975962478,0.15,0.05069021562113217,0.0635951924956029,0.05248489349228064,0.03054969708813758,0.13874264868738193,0.05689575271969253,0.013475845221809656,0.03144969708813758,0.02689930949123836,0.029049697088137583,0.01983718975962478,0.018037189759624782
+2025-11-11,102316.13,-0.2273,8238.88,101110.55765987842,1.1105576598784195,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0007941024439614498,-0.0016047891393705836,-0.0018404939031375553,-0.0015712817380433319,7.941024439614498e-05,-0.0006419156557482333,-0.000368098780627511,-0.00047138452141299973,-0.0014019887133925992,0.7577770567643922,20,17,0,3902.49,0.0,0.03814149342826003,0.0,0.03814149342826003,0,0,0,0.03085925925925926,0.08691481481481482,0.030559259259259258,0.05751111111111111,0.025655555555555556,0.011903703703703705,0.017703703703703704,0.15,0.048959259259259265,0.06971851851851851,0.044859259259259265,0.031855555555555554,0.13762222222222223,0.06091481481481481,0.011603703703703705,0.03085925925925926,0.025355555555555555,0.02995925925925926,0.017403703703703706,0.016503703703703704
+2025-11-12,102176.2,-0.1368,12703.07,100475.29752114713,0.4752975211471444,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.023396257839149795,0.019768745398636524,0.018443277328076466,0.01975057161356222,0.0023396257839149795,0.007907498159454608,0.0036886554656152927,0.005925171484068668,0.01986095089305355,0.8569859818767865,20,19,0,7490.6500000000015,0.0,0.07331110375997542,0.0,0.07331110375997542,0,0,0,0.028904761904761905,0.08337142857142858,0.028904761904761905,0.05286190476190476,0.022404761904761906,0.010552380952380954,0.013052380952380954,0.15,0.06098571428571429,0.07461904761904763,0.04260952380952381,0.029204761904761907,0.1233809523809524,0.060666666666666674,0.010252380952380954,0.028904761904761905,0.022404761904761906,0.023904761904761908,0.012752380952380953,0.012752380952380953
+2025-11-13,103951.87,1.7379,14462.05,102332.22710651226,2.3322271065122635,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.012528719810259976,-0.010042176261728632,-0.008411155915716678,-0.007553561024049783,-0.0012528719810259974,-0.004016870504691452,-0.0016822311831433355,-0.0022660683072149358,-0.009218041976075722,0.7937664898824751,20,20,0,16738.58,0.0,0.16102240392597073,0.0,0.16102240392597073,0,0,0,0.02413000462320851,0.06489588534442904,0.02443000462320851,0.03921349976883958,0.02233000462320851,0.003000000000000001,0.010794128525196487,0.15,0.07247905686546463,0.07449588534442904,0.030571752196024045,0.02443000462320851,0.13978257050392973,0.07311604253351828,0.009894128525196486,0.02413000462320851,0.05234429033749422,0.02263000462320851,0.010794128525196487,0.010494128525196487
+2025-11-14,103185.98,-0.7368,16216.99,101051.71674343351,1.0517167434335173,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.010490089505779728,-0.011045025451957064,-0.011513775524087253,-0.01114628073722819,-0.0010490089505779728,-0.004418010180782825,-0.0023027551048174504,-0.003343884221168458,-0.011113658457346708,0.8120167108461431,20,16,0,12942.320000000003,0.0,0.1254271171335486,0.0,0.1254271171335486,0,0,0,0.04081904761904762,0.05596190476190477,0.021104761904761907,0.034504761904761906,0.04021904761904762,0.004900000000000001,0.009952380952380952,0.15,0.07321904761904761,0.059261904761904766,0.02490476190476191,0.020804761904761906,0.14590952380952382,0.05866190476190476,0.009652380952380952,0.021104761904761907,0.04415714285714287,0.020504761904761908,0.009352380952380952,0.009652380952380952
+2025-11-17,102214.46,-0.9415,7753.86,99997.01972387514,-0.0029802761248531873,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0024836577723707687,-0.0014212432298085574,-0.0002273512234770274,-0.0003295901424290479,-0.00024836577723707685,-0.0005684972919234229,-4.5470244695405475e-05,-9.88770427287144e-05,-0.0009612103565846196,0.8254385964912281,20,20,0,13932.289999999999,0.0,0.1363044915562827,0.0,0.1363044915562827,0,0,0,0.06570243791296423,0.058836181362497145,0.05970243791296423,0.033381408065618595,0.042704032809295966,0.009322624743677375,0.014736158578263842,0.15,0.0706719070403281,0.06234495329232172,0.01864524948735475,0.024058783321941217,0.14138482570061517,0.06234495329232172,0.014736158578263842,0.024058783321941217,0.042704032809295966,0.01773615857826384,0.014736158578263842,0.014736158578263842
+2025-11-18,102122.0,-0.0905,15924.16,99741.61619434449,-0.25838380565551544,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.007188973132412739,0.004782301932921646,0.004491459452575489,0.004390551992163422,0.0007188973132412739,0.0019129207731686582,0.0008982918905150977,0.001317165597649027,0.004847275574574057,0.8081440953412784,20,15,0,8880.3,0.0,0.08695775640900098,0.0,0.08695775640900098,0,0,0,0.05438461538461539,0.05450769230769231,0.05258461538461538,0.029823076923076924,0.03482307692307692,0.009661538461538463,0.016123076923076924,0.15,0.06410769230769231,0.05570769230769231,0.018361538461538464,0.020161538461538463,0.12742307692307692,0.055046153846153856,0.015461538461538464,0.020161538461538463,0.03948461538461539,0.019023076923076927,0.015161538461538462,0.015523076923076924
+2025-11-19,102503.23,0.3733,14795.84,99934.31459269683,-0.06568540730317318,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.01246086067256722,-0.010580589852592573,-0.009081714587924825,-0.011027134201998714,-0.0012460860672567219,-0.004232235941037029,-0.0018163429175849647,-0.0033081402605996155,-0.010602805186478331,0.8318634898864071,20,16,0,6687.260000000001,0.0,0.06523950513559425,0.0,0.06523950513559425,0,0,0,0.059535087719298246,0.059235087719298245,0.05893508771929824,0.031017543859649124,0.0339719298245614,0.011208771929824564,0.014763157894736843,0.1402438596491228,0.06263508771929824,0.05983508771929824,0.019663157894736844,0.023017543859649128,0.11155263157894738,0.059535087719298246,0.014763157894736843,0.023017543859649128,0.042826315789473685,0.02271754385964913,0.014463157894736844,0.013863157894736843
+2025-11-20,101580.5,-0.9002,20288.59,98960.94785255055,-1.0390521474494485,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.017478214443826117,-0.015508127040745537,-0.014630719663838623,-0.014108463907750265,-0.0017478214443826115,-0.006203250816298214,-0.0029261439327677246,-0.004232539172325081,-0.015109755365773631,0.8061881791448475,20,20,0,14095.67,0.0,0.13876354221528736,0.0,0.13876354221528736,0,0,0,0.051000000000000004,0.052000000000000005,0.051000000000000004,0.027000000000000003,0.028999999999999998,0.010000000000000002,0.010000000000000002,0.15,0.09,0.052000000000000005,0.019000000000000003,0.020000000000000004,0.09800000000000002,0.051000000000000004,0.010000000000000002,0.020000000000000004,0.03900000000000001,0.020000000000000004,0.010000000000000002,0.010000000000000002
+2025-11-21,100359.74,-1.2018,9328.04,97243.46770721846,-2.756532292781544,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.004582974376266794,-0.002716014113531093,-0.003621025036241637,-0.003794180772475865,-0.00045829743762667934,-0.0010864056454124372,-0.0007242050072483273,-0.0011382542317427597,-0.0034071623220302038,0.7595675528723564,20,17,0,11285.909999999998,0.0,0.1124545559803164,0.0,0.1124545559803164,0,0,0,0.06609404529773512,0.05121418929053548,0.05121418929053548,0.028664616769161544,0.050324133793310334,0.015274786260686967,0.015274786260686967,0.15,0.10326818659067048,0.05209914504274787,0.023969701514924256,0.023969701514924256,0.10680800959952004,0.05121418929053548,0.015274786260686967,0.022549572521373934,0.03993940302984851,0.021664616769161545,0.015274786260686967,0.015274786260686967
+2025-11-24,100048.57,-0.3101,15434.66,97198.95762423263,-2.801042375767371,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0025960929446189355,0.0033753991173891247,0.004685941499439132,0.007017843367654441,0.0002596092944618935,0.0013501596469556497,0.0009371882998878264,0.002105353010296333,0.004652310251601703,0.7338916365729838,20,19,0,15104.14,0.0,0.15096807480606667,0.0,0.15096807480606667,0,0,0,0.045260942760942766,0.04931144781144782,0.04653367003367004,0.022124579124579123,0.03926094276094276,0.004500000000000001,0.01577272727272727,0.15,0.08985016835016835,0.04931144781144782,0.020624579124579125,0.020624579124579125,0.15,0.04931144781144782,0.01577272727272727,0.020624579124579125,0.030624579124579124,0.020624579124579125,0.004500000000000001,0.01577272727272727
+2025-11-25,100480.31,0.4315,21205.51,98080.08909058213,-1.9199109094178657,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0008414384179799394,-7.833937206929962e-05,-0.00025984959701982056,-3.28631911322748e-05,8.414384179799394e-05,-3.133574882771984e-05,-5.1969919403964104e-05,-9.858957339682444e-06,-9.02078377337245e-06,0.7378934146316166,20,17,0,5770.85,0.0,0.057432645261544284,0.0,0.057432645261544284,0,0,0,0.04158571428571429,0.047542857142857144,0.04158571428571429,0.019492857142857145,0.03348571428571429,0.0012000000000000003,0.013692857142857146,0.15,0.08562857142857144,0.04248571428571429,0.019192857142857147,0.018892857142857145,0.15,0.04248571428571429,0.013392857142857144,0.019192857142857147,0.029085714285714288,0.018892857142857145,0.0012000000000000003,0.014364285714285715
+2025-11-26,100471.01,-0.0093,20723.32,98246.1949148119,-1.7538050851880982,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0025213180615055015,0.0018949859880359452,0.0019788024249173496,0.0022606046851265035,0.0002521318061505501,0.000757994395214378,0.0003957604849834699,0.0006781814055379512,0.0020840680918863493,0.8716276893559959,18,17,0,3194.8500000000004,0.0,0.031798724826196126,0.0,0.031798724826196126,0,0,0,0.04170540540540541,0.0513072072072072,0.04170540540540541,0.020402702702702703,0.03240450450450451,0.0,0.012001801801801803,0.15,0.08431081081081082,0.047807207207207214,0.021303603603603605,0.020402702702702703,0.14561441441441442,0.04020360360360361,0.011701801801801803,0.021303603603603605,0.030303603603603606,0.019501801801801805,0.0,0.011701801801801803
+2025-11-27,100638.48,0.1667,16152.73,98951.5176794744,-1.048482320525601,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.007312017316149704,0.006947565567173822,0.00778146865524004,0.007919027521550985,0.0007312017316149703,0.0027790262268695284,0.0015562937310480078,0.0023757082564652963,0.0074422299459978025,0.8230474581983239,19,16,0,5737.87,0.0,0.05701467271763246,0.0,0.05701467271763246,0,0,0,0.047807207207207214,0.05620720720720721,0.04750720720720721,0.019801801801801803,0.0334018018018018,0.0,0.015401801801801803,0.15,0.08671351351351353,0.05560720720720721,0.024101801801801805,0.024101801801801805,0.15,0.0378018018018018,0.015401801801801803,0.020101801801801805,0.0288018018018018,0.019501801801801805,0.008,0.014501801801801804
+2025-11-28,101269.84,0.6274,11716.98,99766.93287183289,-0.23306712816710817,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.011747569687560615,0.014978725211756496,0.01238625409503057,0.011631590341057372,0.0011747569687560614,0.005991490084702598,0.0024772508190061136,0.003489477102317213,0.013132974974781986,0.7631299664706325,19,14,0,8303.73,0.0,0.0819960809654681,0.0,0.0819960809654681,0,0,0,0.03769490525007767,0.05307347002174588,0.043212146629388014,0.022235383659521595,0.03425352593973283,0.0,0.01767676296986642,0.14979493631562596,0.09759282385834112,0.05307347002174588,0.024036284560422495,0.024036284560422495,0.15,0.035753525939732834,0.01767676296986642,0.02559490525007766,0.06508831935383659,0.022536284560422497,0.013576762969866417,0.014776762969866417
+2025-12-01,102461.88,1.1771,6293.58,101609.44792823949,1.6094479282394936,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.008056771020509564,-0.008780038302465484,-0.008351337941081956,-0.0083831437190342,-0.0008056771020509563,-0.003512015320986193,-0.001670267588216391,-0.0025149431157102608,-0.008502903126963801,0.7822601299694188,20,19,0,9203.599999999999,0.0,0.08982462550950654,0.0,0.08982462550950654,0,0,0,0.03987236238532111,0.0625644495412844,0.048152293577981654,0.0272848623853211,0.0358473623853211,0.008,0.018704931192660555,0.15,0.09299931192660552,0.06411215596330275,0.0272848623853211,0.0272848623853211,0.1327466743119266,0.04018979357798166,0.018704931192660555,0.030709862385321102,0.06518715596330277,0.0282473623853211,0.015642431192660552,0.015642431192660552
+2025-12-02,101643.1,-0.7991,9510.38,100491.72319313553,0.49172319313552926,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.00670087321958582,-0.0027672178459685346,-0.0029342073879412775,-0.0025986915092643488,-0.000670087321958582,-0.0011068871383874137,-0.0005868414775882555,-0.0007796074527793049,-0.003143423390713556,0.7909538238931901,20,16,0,4231.700000000001,0.0,0.04163292933804657,0.0,0.04163292933804657,0,0,0,0.03930657870624886,0.06325523181235111,0.04557573758475353,0.025487868792376765,0.03365702767088143,0.008449551035367419,0.01731870991387209,0.15,0.0916347260399487,0.06505523181235111,0.025487868792376765,0.025487868792376765,0.12309461242440903,0.04117573758475353,0.009400000000000002,0.032606578706248855,0.0653552318123511,0.02805702767088144,0.01451870991387209,0.01521870991387209
+2025-12-03,101380.31,-0.2585,5267.48,100614.93106283149,0.6149310628314808,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.005774912347142007,0.00402501756780589,0.003932979246889495,0.004282575245060688,0.0005774912347142006,0.0016100070271223557,0.0007865958493778988,0.0012847725735182069,0.004258866684732662,0.8639377480017917,20,19,0,14864.08,0.0,0.14661703046676416,0.0,0.14661703046676416,0,0,0,0.04141574026760537,0.06761023297185792,0.07487322810802627,0.02457176706599292,0.022862995136168365,0.00873149756808418,0.016792121349760596,0.15,0.07892285433108122,0.06693935918545015,0.023671767065992923,0.02397176706599292,0.10987797081701016,0.042986614054013134,0.00903149756808418,0.07097322810802627,0.08117322810802627,0.026423618917844775,0.014040269497908743,0.014340269497908741
+2025-12-04,101792.91,0.407,11175.41,101015.39010723539,1.0153901072353921,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.012570151164112099,0.009811102837920473,0.009264736423447655,0.008898063160355747,0.0012570151164112099,0.003924441135168189,0.0018529472846895308,0.002669418948106725,0.009703822484375655,0.8383175048809307,20,18,0,8378.59,0.0,0.08231015303521629,0.0,0.08231015303521629,0,0,0,0.034300000000000004,0.0648,0.05420000000000001,0.021200000000000004,0.019900000000000004,0.0097,0.016100000000000003,0.15,0.0767,0.06509999999999999,0.020900000000000002,0.020900000000000002,0.0994,0.03860000000000001,0.0094,0.064,0.0939,0.020800000000000003,0.010600000000000002,0.010600000000000002
+2025-12-05,102648.42,0.8404,16037.86,102360.72971138802,2.36072971138801,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0023888729317067996,-0.0005630974530978462,-0.000909152178636163,-0.0007733572182158831,0.00023888729317067994,-0.00022523898123913845,-0.0001818304357272326,-0.000232007165464765,-0.0004001892892604561,0.7973492640622686,20,15,0,7305.41,0.0,0.07116923962395134,0.0,0.07116923962395134,0,0,0,0.03190270270270271,0.060704504504504514,0.0504045045045045,0.020801801801801804,0.019501801801801805,0.003000000000000001,0.012900900900900902,0.15,0.06460450450450451,0.05920270270270271,0.019801801801801803,0.020101801801801805,0.09840900900900901,0.0371027027027027,0.009600900900900902,0.05060270270270271,0.10702252252252253,0.020101801801801805,0.009900900900900901,0.009600900900900902
+2025-12-08,102603.44,-0.0438,11447.62,102433.74393551287,2.4337439355128776,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.01192110309434083,-0.011472350157027656,-0.011024969120532992,-0.011799145144275427,-0.0011921103094340829,-0.004588940062811062,-0.002204993824106598,-0.0035397435432826295,-0.011525787739634372,0.8670760880160643,20,15,0,10335.04,0.0,0.10072800678027949,0.0,0.10072800678027949,0,0,0,0.029631578947368425,0.05926315789473685,0.08015789473684212,0.01975438596491228,0.01975438596491228,0.0017771929824561407,0.00987719298245614,0.1381578947368421,0.05726315789473685,0.08315789473684211,0.01975438596491228,0.01975438596491228,0.09877192982456141,0.03950877192982456,0.00987719298245614,0.04938596491228071,0.12254385964912282,0.01975438596491228,0.00987719298245614,0.00987719298245614
+2025-12-09,101550.49,-1.0262,15965.28,101562.64875271847,1.5626487527184763,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0057945924043026065,-0.004031642283643583,-0.004386256706914527,-0.00437304913108256,-0.0005794592404302606,-0.001612656913457433,-0.0008772513413829052,-0.0013119147393247685,-0.004381282234595368,0.8288691810277177,20,13,0,8709.02,0.0,0.0857604921453358,0.0,0.0857604921453358,0,0,0,0.025439024390243904,0.05227804878048781,0.06436504065040652,0.019626016260162603,0.0193260162601626,0.0066,0.009813008130081301,0.12336016260162605,0.05197804878048781,0.09716016260162602,0.019626016260162603,0.0193260162601626,0.10136016260162603,0.0352520325203252,0.009813008130081301,0.03876504065040651,0.12196016260162602,0.019626016260162603,0.009213008130081302,0.009513008130081302
+2025-12-10,101169.05,-0.3756,11606.27,101546.65152130795,1.5466515213079512,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.00460164570607867,0.0017770788867014179,0.00022448879311424524,0.0013729322664317515,0.00046016457060786694,0.0007108315546805671,4.489775862284904e-05,0.0004118796799295256,0.0016277735638408086,0.7252371995820273,20,16,0,11171.649999999998,0.0,0.11042556987537193,0.0,0.11042556987537193,0,0,0,0.024772727272727276,0.06614545454545455,0.08074545454545455,0.020454545454545454,0.013336363636363638,0.007618181818181818,0.010636363636363637,0.15,0.050845454545454555,0.11001818181818182,0.020154545454545453,0.020154545454545453,0.09728181818181819,0.034590909090909096,0.010636363636363637,0.030490909090909093,0.10701818181818182,0.020154545454545453,0.011036363636363638,0.010336363636363637
+2025-12-11,101316.42,0.1457,11934.73,101036.57627887139,1.0365762788713928,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0024914829399777507,0.007971502369769111,0.007914664050258481,0.00840523596199742,0.00024914829399777505,0.003188600947907644,0.001582932810051696,0.0025215707885992266,0.007542252840556342,0.7494884045372578,20,18,0,11366.24,0.0,0.11218556676203123,0.0,0.11218556676203123,0,0,0,0.02748019801980198,0.08235148514851486,0.09980198019801981,0.016,0.0099,0.008100000000000001,0.009000000000000001,0.15,0.0444,0.12450198019801981,0.012000000000000002,0.016,0.10425148514851486,0.03018019801980198,0.009000000000000001,0.028980198019801978,0.09640000000000001,0.012000000000000002,0.009000000000000001,0.008700000000000001
+2025-12-12,101975.11,0.6501,5442.16,102141.21260704033,2.1412126070403215,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.001097476950920091,0.0002453822260519634,-0.0010461983295451016,-0.001462556583986181,0.00010974769509200909,9.815289042078534e-05,-0.00020923966590902032,-0.00043876697519585446,-0.0004401060555920803,0.7998563813663955,20,18,0,14936.91,0.0,0.14647603714278906,0.0,0.14647603714278906,0,0,0,0.05324982145629561,0.07279495419965845,0.10858837137090513,0.015817543859649126,0.014017543859649125,0.004400000000000001,0.011717543859649123,0.1453306939916162,0.03493508771929825,0.12976078248719142,0.014617543859649125,0.015517543859649124,0.10218683434249341,0.05765859338612017,0.004700000000000001,0.05030999844744605,0.09776205558143146,0.014617543859649125,0.0024000000000000007,0.010817543859649123
+2025-12-15,101944.32,-0.0302,7892.36,101605.39520650619,1.6053952065061994,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.008797060709286132,-0.009075701010131384,-0.009359134323928563,-0.009170835651274297,-0.0008797060709286132,-0.003630280404052553,-0.0018718268647857123,-0.00275125069538229,-0.009133064035149168,0.8313948323578786,20,19,0,19260.58,0.0,0.18893235052232432,0.0,0.18893235052232432,0,0,0,0.04890270270270271,0.09141351351351351,0.07050720720720721,0.0177009009009009,0.018001801801801803,0.0101009009009009,0.0162009009009009,0.15,0.04310720720720721,0.108009009009009,0.0171009009009009,0.0177009009009009,0.10291351351351352,0.051904504504504505,0.0101009009009009,0.04770270270270271,0.06630720720720722,0.018001801801801803,0.0144018018018018,0.016501801801801802
+2025-12-16,101087.72,-0.8403,8112.48,100243.21468061839,0.24321468061838658,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.007490939992156834,0.007142722646832611,0.00674211892069224,0.007034542397644911,0.0007490939992156833,0.002857089058733044,0.001348423784138448,0.002110362719293474,0.007064969561380649,0.833934660793893,20,16,0,6763.46,0.0,0.06690684091005315,0.0,0.06690684091005315,0,0,0,0.047530188679245286,0.08914716981132076,0.06507358490566038,0.014143396226415094,0.018343396226415096,0.009943396226415095,0.014143396226415094,0.14255471698113206,0.048147169811320764,0.09994716981132076,0.016143396226415096,0.0168433962264151,0.1063811320754717,0.07092075471698113,0.009943396226415095,0.04693018867924528,0.07463396226415095,0.018343396226415096,0.012743396226415096,0.013443396226415095
+2025-12-17,101740.99,0.6462,6783.27,101335.58704983068,1.3355870498306777,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0025332074583214828,-0.00025060587670161396,-0.0010809349144838072,-0.0004116261316487812,-0.00025332074583214823,-0.00010024235068064558,-0.00021618698289676142,-0.0001234878394946344,-0.0006932379189041897,0.8839571563088513,20,16,0,6317.89,0.0,0.06209778379392612,0.0,0.06209778379392612,0,0,0,0.0419,0.08960000000000001,0.059800000000000006,0.012800000000000002,0.0176,0.010000000000000002,0.012800000000000002,0.15,0.057800000000000004,0.0973,0.0142,0.0176,0.0993,0.092,0.010000000000000002,0.04590000000000001,0.07650000000000001,0.0176,0.0114,0.0114
+2025-12-18,101677.93,-0.062,5307.29,101498.86674876398,1.4988667487639828,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.001136127819192456,0.0005038470666410648,0.000452885030148509,0.00045148142505236597,0.0001136127819192456,0.00020153882665642592,9.057700602970179e-05,0.00013544442751570984,0.0005411730421210831,0.8644689799901436,20,20,0,8513.279999999999,0.0,0.08372790437413503,0.0,0.08372790437413503,0,0,0,0.041748623853211014,0.08909724770642202,0.06555779816513761,0.014339449541284402,0.016839449541284406,0.013339449541284404,0.014339449541284402,0.14914587155963302,0.06935779816513761,0.09449724770642202,0.015339449541284404,0.017339449541284403,0.09449724770642202,0.08075779816513762,0.012839449541284402,0.04574862385321102,0.08919724770642203,0.016839449541284406,0.013839449541284403,0.012839449541284402
+2025-12-19,101746.61,0.0675,8114.75,101513.78172250964,1.513781722509644,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.0061126609097032405,0.0033893921643338154,0.003935461654151862,0.0027530315113101058,0.000611266090970324,0.001355756865733526,0.0007870923308303724,0.000825909453393032,0.0035800247409272542,0.7528715043773285,20,17,0,11483.800000000001,0.0,0.11286665963612941,0.0,0.11286665963612941,0,0,0,0.03591217239370996,0.08541258008153757,0.05073296447291788,0.01455608619685498,0.01575608619685498,0.01455608619685498,0.014856086196854981,0.14188829353523585,0.08870984274898078,0.07178905066977287,0.01515608619685498,0.01575608619685498,0.08361258008153757,0.0946098427489808,0.010295690157251021,0.043072568433313925,0.09700984274898078,0.0172266744321491,0.010295690157251021,0.010295690157251021
+2025-12-22,102076.61,0.3243,14309.85,102116.26864072413,2.116268640724117,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0012075782524729542,-0.00030607790879810294,-0.0005847084409744502,-0.0005506157338532732,0.00022541460712828475,-0.00011426908595129175,-8.185918173642303e-05,-0.000165184720155982,-0.00013589838071541201,0.8222208645595742,20,17,0,16149.1,0.0,0.15820568492625295,0.0,0.15820568492625295,0,0,0,0.031133333333333332,0.0688,0.04253333333333334,0.01,0.013000000000000001,0.01,0.013000000000000001,0.15,0.07880000000000001,0.056933333333333336,0.016733333333333333,0.016733333333333333,0.0688,0.0844,0.01,0.03626666666666667,0.10746666666666665,0.046133333333333325,0.01,0.01
+2025-12-23,102040.35,-0.0355,17681.98,101972.32965898894,1.972329658988925,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.0007901037220150936,-0.0009896685957904094,-0.0007240702906292122,-0.0010032919297357174,-0.00014748602810948412,-0.00036947627576175277,-0.00010136984068808971,-0.00030098757892071525,-0.0009193197234800419,0.8065885394660962,20,17,0,11697.11,0.0,0.11463220186916251,0.0,0.11463220186916251,0,0,0,0.02362962962962963,0.05831851851851852,0.03994074074074074,0.009614814814814816,0.009614814814814816,0.009614814814814816,0.009614814814814816,0.15,0.07391851851851852,0.05087407407407407,0.01622962962962963,0.012496296296296297,0.05227407407407407,0.10496296296296297,0.009614814814814816,0.02362962962962963,0.12583703703703703,0.04507407407407408,0.009614814814814816,0.009614814814814816
+2025-12-24,101970.86,-0.0681,16326.92,102358.1212052366,2.3581212052365963,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0035746329880598634,0.002214458017469272,0.0029034730349388155,0.002187049541634771,0.0006672648244378411,0.0008267309931885281,0.0004064862248914342,0.0006561148624904314,0.0025565969050082345,0.7730991299822376,20,16,0,13232.2,0.0,0.12976452292350973,0.0,0.12976452292350973,0,0,0,0.02358688524590164,0.060440437158469945,0.06966775956284153,0.010893442622950819,0.012423497267759563,0.0030000000000000005,0.01119344262295082,0.12940054644808743,0.06145355191256831,0.05290710382513661,0.018256830601092892,0.01209344262295082,0.046473770491803276,0.13135136612021858,0.010893442622950819,0.02358688524590164,0.11287377049180329,0.03985355191256831,0.012423497267759563,0.010893442622950819
+2025-12-25,102187.72,0.2127,19784.44,102688.1138546873,2.688113854687302,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0013018782645861835,0.005070516634762624,0.005965203067365315,0.005514129476889573,0.00024301727605608757,0.0018929928769780462,0.0008351284294311442,0.0016542388430668723,0.00462537742553215,0.6459642946944933,19,19,0,21161.62,0.0,0.20708574376647212,0.0,0.20708574376647212,0,0,0,0.018133333333333335,0.04786666666666667,0.05226666666666667,0.01,0.01,0.0,0.01,0.1258,0.04786666666666667,0.039733333333333336,0.016733333333333333,0.01,0.11279999999999998,0.15,0.01,0.018133333333333335,0.08526666666666667,0.031599999999999996,0.01,0.01
+2025-12-26,102558.11,0.3625,13991.87,103610.80820866236,3.6108082086623527,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.00799424425756462,-0.008651107208265323,-0.006951858104060603,-0.008740109693625759,-0.0014922589280787289,-0.0032297466910857203,-0.0009732601345684845,-0.002622032908087728,-0.008317298661820662,0.8292259870636124,19,16,0,7739.75,0.0,0.07546697184649753,0.0,0.07546697184649753,0,0,0,0.021057559743055926,0.051759175430167795,0.0555698980408904,0.0162295877150839,0.0162295877150839,0.0,0.014924226409722593,0.12413776045837116,0.051759175430167795,0.039572353600597875,0.021762921048417233,0.0162295877150839,0.11993776045837115,0.14022703784764853,0.0162295877150839,0.021057559743055926,0.08795671987046033,0.03213365896190323,0.015929587715083897,0.015929587715083897
+2025-12-29,101823.99,-0.7158,13239.65,103056.8886305332,3.0568886305331944,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0011617606371031126,-0.000939378627477173,-0.00041610259483886594,-0.00042479664337817963,0.00021686198559258101,-0.00035070135425814455,-5.825436327744124e-05,-0.00012743899301345392,-0.00031953272495645866,0.7976936798722326,19,18,0,11121.18,0.0,0.10921964460438058,0.0,0.10921964460438058,0,0,0,0.0203,0.043346666666666665,0.04890666666666667,0.014879999999999999,0.014879999999999999,0.0,0.014066666666666667,0.12691999999999998,0.043346666666666665,0.0344,0.018806666666666666,0.014879999999999999,0.15,0.15,0.014879999999999999,0.02,0.10728,0.027613333333333333,0.014879999999999999,0.014066666666666667
+2025-12-30,101815.01,-0.0088,11398.48,103077.21099492119,3.077210994921198,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,-0.0031675024662005625,-0.0027914959842575237,-0.0029074202746744303,-0.0029074202746744303,-0.0003167502466200562,-0.0011165983937030093,-0.000581484054934886,-0.0008722260824023294,-0.002887058777660281,0.8094072164948454,19,15,0,5592.63,0.0,0.054929327218059494,0.0,0.054929327218059494,0,0,0,0.022000000000000002,0.039666666666666676,0.04316666666666667,0.013666666666666667,0.014166666666666668,0.0,0.013666666666666667,0.15,0.04266666666666667,0.035666666666666666,0.015666666666666666,0.013666666666666667,0.15,0.15,0.014666666666666668,0.022000000000000002,0.11499999999999999,0.025500000000000002,0.013166666666666667,0.012666666666666666
+2025-12-31,101572.02,-0.2387,6330.63,102317.36852783366,2.317368527833663,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.02382060547705366,0.02557245449323622,0.023406520427860986,0.022898714961872336,0.0023820605477053655,0.010228981797294487,0.004681304085572197,0.006869614488561703,0.02416196091913375,0.7568399048939964,20,19,0,12060.909999999998,0.0,0.1187424450158616,0.0,0.1187424450158616,0,0,0,0.03113398058252427,0.03823398058252427,0.041433980582524274,0.016666990291262136,0.016966990291262137,0.007766990291262135,0.016666990291262136,0.15,0.04083398058252427,0.03703398058252427,0.017266990291262135,0.016966990291262137,0.15,0.12006796116504855,0.016966990291262137,0.03113398058252427,0.1351854368932039,0.03203398058252427,0.016666990291262136,0.016366990291262137
+2026-01-05,103844.94,2.2377,3147.04,105143.2228905463,5.143222890546295,neutral,"FOF meta allocation using 4 sleeves under neutral regime. Weights: aggressive=10%, balanced=40%, conservative=20%, passive=30%.",0.09999999999999999,0.39999999999999997,0.19999999999999998,0.3000000000000001,0.013440967508864437,0.01446019735934698,0.013153178028696701,0.014630953136113227,0.0013440967508864434,0.005784078943738792,0.00263063560573934,0.0043892859408339695,0.014148097241198544,0.8175463288763782,20,20,0,12528.79,0.0,0.12064901766036938,0.0,0.12064901766036938,0,0,0,0.03796551724137932,0.04096551724137931,0.04096551724137931,0.02206896551724138,0.02206896551724138,0.012758620689655175,0.02206896551724138,0.13827586206896553,0.03896551724137931,0.04096551724137931,0.02206896551724138,0.02206896551724138,0.1439655172413793,0.11462068965517241,0.02206896551724138,0.03796551724137932,0.12006896551724139,0.03796551724137932,0.02206896551724138,0.02206896551724138
+2026-01-06,105269.68,1.372,4978.94,106982.19076821544,6.982190768215446,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.0012780750445061492,-0.005171549784469947,-0.0056070475980709925,-0.00497696160996692,-0.0002385740083078145,-0.0019307119195354466,-0.0007849866637299391,-0.0014930884829900762,-0.004447361074563276,0.7886869540105407,20,20,0,17412.74,0.0,0.16541078114800006,0.0,0.16541078114800006,0,0,0,0.06926666666666667,0.03626666666666667,0.07016666666666667,0.0206,0.0206,0.009033333333333334,0.010033333333333333,0.15,0.03596666666666667,0.036566666666666664,0.0206,0.020900000000000002,0.13133333333333333,0.09970000000000001,0.020300000000000002,0.035666666666666666,0.10686666666666667,0.035666666666666666,0.020300000000000002,0.0206
+2026-01-07,104815.4,-0.4315,4024.94,107170.10159167847,7.170101591678457,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.012376662997378138,-0.011313936252538568,-0.011540718000230226,-0.012282572803696538,-0.0023103104261772522,-0.0042238695342810655,-0.0016157005200322318,-0.003684771841108962,-0.011834652321599512,0.85546434084594,20,20,0,18758.260000000002,0.0,0.1789647322817067,0.0,0.1789647322817067,0,0,0,0.051895340969962775,0.04639413451972883,0.07886224222417491,0.025431422064950936,0.0269490372411027,0.010776091861210726,0.014355330203740206,0.1388649184748907,0.04010067631932405,0.04639413451972883,0.025731422064950934,0.025431422064950936,0.10855280278021864,0.08726224222417492,0.025731422064950934,0.051910058501753474,0.08754462704802315,0.04432198262099466,0.024545346115583847,0.024245346115583846
+2026-01-08,103609.19,-1.1508,8878.14,105982.97176437893,5.9829717643789415,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0035501916866242027,0.0043683797972279,0.004350446281257403,0.004526842505709254,0.0006627024481698511,0.0016308617909650827,0.0006090624793760364,0.0013580527517127762,0.004260679470223746,0.8049215576315057,20,20,0,11700.74,0.0,0.11293148802726866,0.0,0.11293148802726866,0,0,0,0.0436,0.043666666666666666,0.0794,0.019633333333333336,0.023966666666666664,0.0103,0.011200000000000002,0.15,0.03456666666666666,0.0418,0.02553333333333333,0.019633333333333336,0.11203333333333332,0.0924,0.019633333333333336,0.0436,0.08023333333333334,0.03746666666666667,0.018733333333333334,0.018733333333333334
+2026-01-09,104011.01,0.3878,12448.73,106661.1620097987,6.661162009798693,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0007450134234681829,0.004004988660517377,0.003944678089883993,0.0031227580544243806,0.00013906917238072747,0.001495195766593154,0.000552254932583759,0.0009368274163273143,0.003123347287884955,0.8455293544522126,20,15,0,7896.209999999999,0.0,0.07591705916517874,0.0,0.07591705916517874,0,0,0,0.04513333333333333,0.04513333333333333,0.06833333333333333,0.02,0.028866666666666665,0.0114,0.0114,0.15,0.028133333333333333,0.04513333333333333,0.025133333333333334,0.018133333333333335,0.11979999999999999,0.06946666666666668,0.02,0.04513333333333333,0.06833333333333333,0.03813333333333334,0.02,0.02
+2026-01-12,104341.16,0.3174,15596.83,107777.54676558689,7.777546765586885,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.0017943366712935339,-0.00012303317855688245,0.0017585363999760943,0.003235975736440406,-0.0003349428453081263,-4.593238666123611e-05,0.0002461950959966532,0.0009707927209321219,0.0008361125849594127,0.8133808684522498,20,20,0,14189.939999999997,0.0,0.13599561285306772,0.0,0.13599561285306772,0,0,0,0.042533986928104575,0.04813398692810457,0.04943398692810458,0.014026797385620914,0.02425359477124183,0.010226797385620915,0.010226797385620915,0.15,0.02365359477124183,0.06844771241830065,0.02245359477124183,0.013426797385620914,0.13240196078431374,0.07844771241830065,0.014326797385620916,0.042533986928104575,0.05503398692810457,0.031713725490196076,0.01985359477124183,0.02045359477124183
+2026-01-13,104476.63,0.1298,11979.37,108557.81281451347,8.557812814513465,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.013913514084402692,-0.009869032433659917,-0.010798379037050153,-0.009916845757238493,-0.002597189295755169,-0.0036844387752330353,-0.0015117730651870217,-0.0029750537271715483,-0.010768454863346774,0.7169085549890694,20,16,0,15583.980000000001,0.0,0.14916235334160374,0.0,0.14916235334160374,0,0,0,0.03963456926766279,0.043977494927135215,0.09969935436266371,0.012922412838959601,0.01956923076923077,0.01157948717948718,0.012922412838959601,0.15,0.02225508208817561,0.10849935436266371,0.01956923076923077,0.012922412838959601,0.11887788230953698,0.06928965135583841,0.012922412838959601,0.03963456926766279,0.050567238516878804,0.02531215642870319,0.01956923076923077,0.015979487179487183
+2026-01-14,103488.6,-0.9457,9868.63,108064.42076860965,8.064420768609647,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.0033715504792160515,-0.004585529816852906,-0.004651728814471333,-0.00501287750771987,-0.0006293560894536629,-0.0017119311316250848,-0.0006512420340259867,-0.0015038632523159613,-0.004496392507420696,0.7818761436561554,20,18,0,11424.42,0.0,0.11039302879737474,0.0,0.11039302879737474,0,0,0,0.04,0.04276666666666667,0.09036666666666666,0.009333333333333334,0.021866666666666666,0.008433333333333334,0.012766666666666666,0.15,0.01686666666666667,0.14006666666666664,0.015966666666666667,0.012766666666666666,0.11173333333333332,0.0991,0.008733333333333334,0.0397,0.046566666666666666,0.024766666666666666,0.015366666666666667,0.013066666666666666
+2026-01-15,103071.13,-0.4034,13272.59,107159.89829323845,7.1598982932384425,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.001218722346462047,-0.0075375480053441555,-0.0063654739170408,-0.008423983566274456,-0.00022749483800624874,-0.002814017921995151,-0.0008911663483857121,-0.002527195069882337,-0.006459874178269449,0.7366461853558629,20,15,0,13340.719999999998,0.0,0.12943216980351333,0.0,0.12943216980351333,0,0,0,0.03608888888888889,0.03964444444444445,0.07648888888888888,0.05395555555555555,0.019822222222222224,0.008133333333333334,0.01168888888888889,0.15,0.018422222222222222,0.12324444444444446,0.01542222222222222,0.01168888888888889,0.10724444444444445,0.09211111111111112,0.008133333333333334,0.03608888888888889,0.04815555555555555,0.01626666666666667,0.008133333333333334,0.01168888888888889
+2026-01-16,102485.66,-0.568,16093.98,107389.03297891645,7.389032978916443,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0005695491445737524,-0.004239752112242771,-0.004045377883468172,-0.004045377883468172,0.00010631584032043378,-0.0015828407885706342,-0.0005663529036855441,-0.0012136133650404517,-0.0032564912169761964,0.8397727272727272,20,16,0,11665.630000000001,0.0,0.11382694905804382,0.0,0.11382694905804382,0,0,0,0.03077333333333333,0.035826666666666666,0.06792000000000001,0.07504,0.02,0.00912,0.01044,0.15,0.019119999999999998,0.10649333333333333,0.0178,0.01088,0.09362666666666666,0.07781333333333333,0.00912,0.03077333333333333,0.06734666666666667,0.01637333333333333,0.00912,0.01
+2026-01-19,102216.9,-0.2622,13947.46,107250.18862034092,7.250188620340925,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0029446494659766498,0.0008537519962892811,-4.297732705319693e-05,-0.0008577976757319517,0.0005496679003156413,0.00031873407861466495,-6.016825787447571e-06,-0.00025733930271958555,0.000605045850423273,0.7930089294601674,20,16,0,13939.28,0.0,0.13636962185313775,0.0,0.13636962185313775,0,0,0,0.02818909657320872,0.031133644859813084,0.059322741433021804,0.07702305295950156,0.04491214953271027,0.007877881619937695,0.009877881619937695,0.15,0.017755763239875388,0.09708971962616822,0.01745576323987539,0.04081214953271027,0.07932305295950157,0.0698006230529595,0.007877881619937695,0.02818909657320872,0.09200155763239876,0.011677881619937696,0.007877881619937695,0.007577881619937694
+2026-01-20,102282.21,0.0639,10626.53,107007.68192824816,7.007681928248166,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.005643152373119409,0.0022722273874039812,0.004726617335356939,0.003816276342003758,0.0010533884429822895,0.0008482982246308195,0.0006617264269499715,0.0011448829026011276,0.0037082959971642083,0.7778743616204916,20,17,0,14218.23,0.0,0.1390098043442745,0.0,0.1390098043442745,0,0,0,0.031793464052287584,0.04101699346405229,0.05246013071895425,0.06550718954248366,0.041326797385620916,0.008133333333333334,0.008133333333333334,0.14960130718954248,0.019926797385620917,0.08001699346405228,0.019926797385620917,0.05464052287581699,0.0789673202614379,0.06059346405228759,0.008133333333333334,0.031793464052287584,0.1407019607843137,0.008133333333333334,0.008133333333333334,0.011793464052287582
+2026-01-21,102638.01,0.3479,7354.73,108000.40253392207,8.000402533922069,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.004283990289915838,-0.005266739334199843,-0.004685041351789112,-0.005602762983215406,-0.0007996781874509564,-0.0019662493514346078,-0.0006559057892504757,-0.001680828894964622,-0.005102662223100662,0.8442053872053873,20,19,0,10842.159999999998,0.0,0.1056349397265204,0.0,0.1056349397265204,0,0,0,0.034952525252525256,0.039219191919191924,0.07337070707070707,0.06726464646464647,0.04353030303030303,0.013034343434343433,0.013034343434343433,0.15,0.022584848484848482,0.0681040404040404,0.022584848484848482,0.051236363636363635,0.0642040404040404,0.062404040404040406,0.013034343434343433,0.034952525252525256,0.13283939393939392,0.013034343434343433,0.012434343434343433,0.013634343434343435
+2026-01-22,102169.45,-0.4565,12595.49,107444.84938037148,7.444849380371488,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.0035215034482884173,-0.005807647629046761,-0.0047180560985224974,-0.005266419416509222,-0.0006573473103471711,-0.002168188448177457,-0.0006605278537931497,-0.0015799258249527667,-0.005065989437270544,0.8275637647364493,20,17,0,7137.760000000001,0.0,0.06986197929028685,0.0,0.06986197929028685,0,0,0,0.02808974358974359,0.042607692307692305,0.06834102564102565,0.06220769230769231,0.04100769230769231,0.0039000000000000003,0.01082820512820513,0.15,0.02195128205128205,0.06220769230769231,0.02045641025641026,0.050241025641025644,0.057025641025641026,0.05697435897435897,0.012623076923076924,0.03098461538461538,0.13803076923076923,0.01082820512820513,0.01052820512820513,0.01082820512820513
+2026-01-23,101699.68,-0.4598,8828.95,106900.8018357162,6.900801835716197,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.011927967920707092,0.009105136558743353,0.009590878864478247,0.010478881118656443,0.0022265540118653233,0.0033992509819308517,0.0013427230410269547,0.0031436643355969335,0.010112192370420063,0.8311807117391935,20,16,0,5979.92,0.0,0.058799791700426186,0.0,0.058799791700426186,0,0,0,0.03319103288777317,0.05174357538538154,0.06290583953632493,0.05816433010236267,0.043519762006913654,0.007204935549517252,0.013565322812430142,0.15,0.02257025836194739,0.06140583953632493,0.022270258361947393,0.05209902709877717,0.05606433010236267,0.05726433010236267,0.013865322812430142,0.034091032887773175,0.15,0.013565322812430142,0.012965322812430142,0.013265322812430142
+2026-01-26,102699.1,0.9827,15499.03,107519.65892994289,7.519658929942885,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.0020479256023348737,0.0021481286621381156,-0.0005260631610198149,7.826243027422082e-05,0.0003822794457691764,0.0008019680338648964,-7.36488425427741e-05,2.347872908226625e-05,0.001134077366173565,0.8308968934508556,20,15,0,7222.4,0.0,0.07032583537733046,0.0,0.07032583537733046,0,0,0,0.034188888888888894,0.05163333333333333,0.05405555555555555,0.05373333333333333,0.04092222222222222,0.0024000000000000002,0.012588888888888889,0.13956666666666664,0.0219,0.05285555555555555,0.0222,0.04985555555555555,0.05193333333333333,0.05135555555555555,0.012288888888888889,0.034188888888888894,0.15,0.012588888888888889,0.013766666666666667,0.01168888888888889
+2026-01-27,102738.74,0.0386,18808.08,107458.05934503807,7.4580593450380706,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.010772340786162495,0.009959756411855099,0.008129429528054283,0.009516145938434062,0.002010836946750332,0.0037183090604259034,0.0011381201339275998,0.0028548437815302187,0.009722109922634054,0.8700003551881424,20,18,0,3987.85,0.0,0.038815445858105715,0.0,0.038815445858105715,0,0,0,0.0312,0.05,0.051199999999999996,0.0506,0.04,0.0006000000000000001,0.010600000000000002,0.14036666666666667,0.020300000000000002,0.0509,0.0206,0.0497,0.04156666666666667,0.0503,0.010600000000000002,0.0312,0.15,0.010600000000000002,0.010600000000000002,0.01
+2026-01-28,103563.74,0.803,11152.98,108223.53209065349,8.223532090653496,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,0.022110459398843856,0.02401828426734961,0.024384826521214136,0.022411039150267088,0.004127285754450853,0.008966826126477187,0.0034138757129699793,0.006723311745080127,0.023231299338978148,0.7693724199776182,20,18,0,10683.820000000002,0.0,0.10316178229948049,0.0,0.10316178229948049,0,0,0,0.03433054795908032,0.05492678010736352,0.05539694115263852,0.05727758533373849,0.043073108477666364,0.00030000000000000003,0.012323832674972147,0.14460692798541475,0.020596232148283197,0.05539694115263852,0.052990823457915524,0.0558671021979135,0.039021675276005266,0.05492678010736352,0.012323832674972147,0.03386038691380533,0.15,0.012323832674972147,0.0027,0.007802238428036058
+2026-01-29,105724.56,2.0865,11516.76,109577.95584522703,9.577955845227027,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,-0.021558180495086048,-0.01913054556020771,-0.01620179981190142,-0.018487074647319156,-0.004024193692416062,-0.007142070342477544,-0.002268251973666199,-0.005546122394195748,-0.018980638402755552,0.857693875599916,19,16,0,3529.6800000000007,0.0,0.03338562014351254,0.0,0.03338562014351254,0,0,0,0.03276752136752137,0.06044188034188034,0.05401367521367522,0.05371367521367522,0.040695726495726496,0.0,0.011521367521367521,0.15,0.02064615384615385,0.05371367521367522,0.05072051282051282,0.06283162393162393,0.04159230769230769,0.05371367521367522,0.011221367521367522,0.03276752136752137,0.15,0.011521367521367521,0.0023931623931623936,0.008824786324786324
+2026-01-30,104017.68,-1.6145,14603.34,108114.34444407292,8.11434444407293,bull,"FOF meta allocation using 4 sleeves under bull regime. Weights: aggressive=19%, balanced=37%, conservative=14%, passive=30%.",0.18666666666666665,0.3733333333333333,0.14,0.30000000000000004,,,,,,,,,,0.9174586124661026,18,16,0,5013.3,0.0,0.04819661426788215,0.0,0.04819661426788215,0,0,0,0.0309,0.0524,0.051199999999999996,0.0509,0.04,0.0,0.010600000000000002,0.15,0.02,0.051500000000000004,0.0503,0.060899999999999996,0.0456,0.0509,0.01,0.0309,0.15,0.0103,0.0,0.0088

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