{
  "method": {
    "written_before_new_search_results": true,
    "research_status": "Retrospective research. These historical years and the asset universe have already been examined in this conversation; chronological validation is not a genuinely untouched holdout.",
    "objective": "Raise CNY compound annual growth versus the 15/15/15/12.5/42.5 baseline. Prefer historical maximum drawdown <=15%; also show the frontier at <=20%. Report incremental CAGR and drawdown in percentage points. The user's +5pp CAGR for +2pp drawdown is an example, not an imposed exact utility function.",
    "user_constraints": "Stock caps explicitly relaxed by user. No leverage or shorts. Gold remains <=15% as previously requested. Retain stocks, dividend equities, gold and government bonds.",
    "search_guardrails": "Research choices, not user-mandated limits: Nasdaq target <=50%, dividend target >=10% in static search, gold target 5%-15%, bonds >=20%. Static stock total consequently <=75%. Dynamic defensive states may hold less dividend/gold; portfolio risk-asset targets total <=80%, each equity <=50%, gold <=15%. Actual weights drift between trades.",
    "window": "2016-10-21 to 2026-10-21, same as previous ten-year study. 512890 pre-listing official total-return index minus assumed annual0.6%; full actual-ETF check from2019-01-18. Index2014+ only warms signals.",
    "static_grid": "Nasdaq10..50 step5; S&P0..25 step5; dividend low vol10..30 step5; gold5,10,15; five-year treasury residual>=20. Quarterly rebalancing. Include exact baseline separately. Report all configurations and count.",
    "dynamic_bases": {
      "baseline": [
        0.15,
        0.15,
        0.15,
        0.125,
        0.425
      ],
      "equal60": [
        0.2,
        0.2,
        0.2,
        0.1,
        0.3
      ],
      "growth65": [
        0.3,
        0.15,
        0.2,
        0.1,
        0.25
      ],
      "nasdaq40": [
        0.4,
        0.1,
        0.15,
        0.1,
        0.25
      ],
      "nasdaq50": [
        0.5,
        0.0,
        0.15,
        0.1,
        0.25
      ],
      "equity70": [
        0.35,
        0.15,
        0.2,
        0.1,
        0.2
      ],
      "balanced70": [
        0.25,
        0.25,
        0.2,
        0.1,
        0.2
      ]
    },
    "dynamic_rules": [
      "fixed monthly control",
      "40-week MA below -> half equity allocation, gold fixed",
      "40-week MA below -> half stock/gold allocation",
      "26/52-week returns relative to gov5, exposures0.25/0.625/1",
      "52-week covariance target portfolio volatility8%",
      "volatility10%",
      "volatility12%",
      "MA half stocks plus volatility10%",
      "104-week contrarian with confirmation for additions"
    ],
    "signals": "For each monthly rebalance, use observations no later than 8 days before the calendar month begins. Execution is first common valuation/trading day of the month; start-date uses current month's lagged signals. No future-centered regression or future peak/trough decisions.",
    "cost": "Initial purchase and each side of turnover0.1%. Cash distributions reinvested. Fund ongoing costs already in actual NAV. Test shortlisted strategies at0.3% and0.5%, and with additional7-day signal delay.",
    "chronological_validation": "From2020 onward, each year's selection uses only the preceding3 years ending 8 days before Jan1. Rank eligible candidates by historical CAGR subject to training drawdown<=12% and volatility<=10% (preferred), or drawdown<=16% and volatility<=12.5% (expanded). Combine top3 candidates equally, execute their current monthly/quarterly target paths; actual trades charged at transitions. If no candidate qualifies use the baseline. Selection accounts for both static and dynamic candidate pool.",
    "additional_checks": "Compare selected fixed/dynamic rules over2016-2019,2020-2022,2023-2026, actual ETF period, market prices,3-year rolling windows, neighboring static weights, and5/10-year treasury alternatives in a shared actual period. Do not label full-sample winner as proven optimal or walk-forward research as future guarantee. No repeated threshold tuning to rescue failures."
  },
  "protocol_sha256": "dbed4f8e6d8a85747995dee9ee575aa369a42780b5af05778de338ef0c619654",
  "candidate_count": 634,
  "frontier": {
    "fixed": {
      "0.12": "q_30_0_20_15_35",
      "0.15": "q_40_0_20_15_25",
      "0.18": "q_50_0_15_15_20",
      "0.2": "q_50_10_10_10_20"
    },
    "dynamic": {
      "0.12": "baseline__vol12",
      "0.15": "nasdaq50__contrarian",
      "0.18": "nasdaq50__fixed_m",
      "0.2": "nasdaq50__fixed_m"
    },
    "all": {
      "0.12": "q_30_0_20_15_35",
      "0.15": "nasdaq50__contrarian",
      "0.18": "q_50_0_15_15_20",
      "0.2": "q_50_10_10_10_20"
    },
    "old_caps": {
      "0.12": "q_20_10_20_15_35",
      "0.15": "q_20_20_20_15_25",
      "0.18": "q_20_20_20_15_25",
      "0.2": "q_20_20_20_15_25"
    }
  },
  "selected": {
    "baseline": {
      "candidate": {
        "id": "baseline",
        "name": "新组合基线",
        "family": "fixed",
        "freq": "Q",
        "rule": "fixed_q",
        "base": [
          0.15,
          0.15,
          0.15,
          0.125,
          0.425
        ]
      },
      "nav": {
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          "end": "2026-10-21",
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            "trough": "2022-06-16",
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            "end": "2023-03-16",
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            "rebound_days": 56
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        },
        "annual": {
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          "2018": 0.01140551138421353,
          "2019": 0.17730819463175473,
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          },
          "2023至今": {
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            "end": "2026-10-21",
            "years": 3.7973990417522243,
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      "bond_duration": {
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  "illustrative_shocks": {
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  "shock_inputs": {
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}