{
  "created_at": "2026-11-05T15:32:40.095615+00:00",
  "method": "Read-only reanalysis of existing continuous NAV paths; month-end overlapping 10-year windows; no reset at window start, no new strategy selection or tuning",
  "common_period": [
    "2007-05-30",
    "2026-11-03"
  ],
  "cost_basis": "Archived single-sided 5bp cost, financing DFF+1.5pp where used; before investor tax and FX; actual futures/leveraged ETFs not represented",
  "scenarios": {
    "PP-annual": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.06775025204575957,
      "max_drawdown": -0.16972494894077517,
      "windows": 114,
      "rolling10_min": 0.033729127787603286,
      "rolling10_median": 0.06041665490932535,
      "rolling10_max": 0.08367291034608049,
      "targets": {
        "0.06": {
          "at_or_above": 58,
          "historical_fraction": 0.5087719298245614,
          "mean_shortfall_percentage_points_all_windows": 0.3978864347784701
        },
        "0.08": {
          "at_or_above": 4,
          "historical_fraction": 0.03508771929824561,
          "mean_shortfall_percentage_points_all_windows": 2.02188996194056
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 4.0136871646938275
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.0615435206341699
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.06240495812472302
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.0626499795521327
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.06356280215413013
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.058695234761821036
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.056300196883250386
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.05743020848651659
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.05702968711846168
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.05678285119625448
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.0536146712053196
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.05501536580687727
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.05534952590494946
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.056258845116230694
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.0558850454356028
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.05664293590434211
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.05889682339912117
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.05757662014048992
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.06576864947893357
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.06090536234782418
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.05472577677742452
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.062390197658480195
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.06546275004298607
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.06439679026864842
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.06580790650374646
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.06262344011166299
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.06794774055715425
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.06604606105551936
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.06854485427576384
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.0646274556149875
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.06569723219118373
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.060316647537985046
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.06413598486198846
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.06772831936561619
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.06583991729743865
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.06386175017773144
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.06597422725637436
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.06715430070535255
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.06746208757457839
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.07323534866615189
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.07050239209000586
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.06588644488785222
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.0634366501334831
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.06484102203909803
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.06598951770865402
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.06578340534968818
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.06085746838305739
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.05988592267100934
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.05917065666106147
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.06148032835952111
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.06277726795652394
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.06213626247821269
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.05837835525632018
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.05669670479847522
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.05721026257992512
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.05632286895587857
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.059827342606800116
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.053204890851297426
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.05225330214181012
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.054432400574838447
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.048211322692567116
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.047909076068276324
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.0439350395146485
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.04419872746515341
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.03992661341873083
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.033729127787603286
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.035269620794556644
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.0401073772813032
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.04030663974556914
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.04468430165341153
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.04201622564960639
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.04511677964655392
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.046559379885715346
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.04777770442390872
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.05286389029512639
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.051383690235468515
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.05007705979801558
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.04514440871242664
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.0439121070742543
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.050202494163962275
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.05423497817429346
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.0524356925863223
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.050556254218298236
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.0543579831198675
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.05173892530438895
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.05372059637855475
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.05346089742846161
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.057068876935479906
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.05646000703751164
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.061687765171483555
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.06080113568025913
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.060516662280665656
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.05682749095262074
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.05548335868718346
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.05914632198862568
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.06076166855036669
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.06260393507411854
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.06346530844997922
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.06766844764294166
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.0678844535587495
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.07057762364172926
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.0770923278530804
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.07659773545161963
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.08063009054466819
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.08142704111359489
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.08362114685693212
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.08367291034608049
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.07617393550408513
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.07682800875080886
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.0793633614073328
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.07172104978292149
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.06870262662063387
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.07342757424479607
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.07043242959648865
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.07255088637179785
        }
      ]
    },
    "PP-monthly": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.0668550209836225,
      "max_drawdown": -0.17507808970553818,
      "windows": 114,
      "rolling10_min": 0.033442771961718076,
      "rolling10_median": 0.061430433629007686,
      "rolling10_max": 0.08260440923701062,
      "targets": {
        "0.06": {
          "at_or_above": 63,
          "historical_fraction": 0.5526315789473685,
          "mean_shortfall_percentage_points_all_windows": 0.38432763186723
        },
        "0.08": {
          "at_or_above": 3,
          "historical_fraction": 0.02631578947368421,
          "mean_shortfall_percentage_points_all_windows": 1.9774380758728072
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 3.9724396076621744
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.06080402584549294
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.06166816780725948
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.06191373913232412
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.06280636508191373
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.05799672203978923
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.05570524133288357
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.05678382893101164
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.05656574908846346
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.056430643126439195
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.053395618100434916
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.05471579696213413
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.05479492841291633
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.05567099876874915
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.0553926111307157
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.056068084472387314
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.0580204212885258
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.05664718033058258
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.06569729703033222
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.06158868727566569
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.0560743368013179
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.06323173504645463
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.06659836859234325
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.06481390426084221
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.06592897970600609
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.06324946471229587
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.06830157284933502
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.06644732509029128
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.06894341404714632
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.06517700093491197
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.06637107285422417
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.06146666255183986
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.06521018779511079
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.06896295090042126
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.06693406365522137
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.06443467121009183
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.06747506047098906
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.0687933086484922
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.0692864901418353
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.07460509793923542
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.07237270327387124
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.06763564684833545
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.06508507323550927
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.06685808942448057
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.06791610890652411
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.06766160212939099
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.06257918262946016
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.06140518267207251
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.06063772341012763
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.06301857835511449
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.06426013414279508
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.06363179571046818
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.06006564563327155
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.058489545677140375
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.05755898827256267
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.05736387090227035
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.06057381832629649
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.05377751532549069
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.0528127400025975
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.05510779245932529
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.048573435327863956
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.04806994478679916
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.0437738904850653
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.04445843675923933
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.04001213682100979
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.033442771961718076
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.03492504467643309
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.03999891186015625
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.0399414073391251
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.044441879970711584
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.04183576479245654
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.04497529170327108
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.04655602001142278
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.04794420815161504
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.05338022090575145
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.051663094856596814
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.049909980255159914
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.04521059465667632
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.04410782458340301
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.05105105949545807
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.05560132345248836
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.053697206550347376
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.05168387696261956
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.05542843818716747
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.05271363432641896
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.054733222588519315
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.054424240018583925
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.05803253996501234
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.057494832374812566
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.06263653897354304
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.06162683318955997
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.06161333719120021
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.0578764052159475
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.05653624720376982
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.06002950515881955
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.06145568458594286
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.06306541459604631
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.06403716406843607
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.06840563632358054
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.06857906708300998
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.0709247949259415
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.07696008386536723
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.07622983114270765
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.07998531010102572
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.08049585921134828
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.08259798531176288
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.08260440923701062
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.0754078416897328
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.07628965767078255
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.0785878366976116
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.07114691949996166
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.06812013589872135
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.07286291548797652
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.06970402062445369
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.07177466678142763
        }
      ]
    },
    "PP-band15-35": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.07059055128097702,
      "max_drawdown": -0.18254005760351977,
      "windows": 114,
      "rolling10_min": 0.03453136431085735,
      "rolling10_median": 0.06299404866223046,
      "rolling10_max": 0.08714157632665809,
      "targets": {
        "0.06": {
          "at_or_above": 72,
          "historical_fraction": 0.631578947368421,
          "mean_shortfall_percentage_points_all_windows": 0.2974976513935359
        },
        "0.08": {
          "at_or_above": 7,
          "historical_fraction": 0.06140350877192982,
          "mean_shortfall_percentage_points_all_windows": 1.743806190663437
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 3.7232161205841092
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.06480115176860757
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.06585865695047
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.06608677526314022
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.06683862084865488
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.062250835643626434
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.06005410136339617
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.06139176899234311
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.060980467409953665
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.06041973745049267
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.05699661641977416
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.05854023463687441
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.059334495196766035
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.060257701581381884
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.059338496241551075
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.06012504834613819
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.06289088576394852
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.061074024903099655
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.06740003919885651
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.06393878983002321
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.05842406578009318
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.06602164926346177
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.0690653727086803
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.0679408819602747
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.06946288555430069
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.0666939284748338
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.07183786090549948
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.06992543228933723
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.07251016951750633
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.06850940618501489
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.06963712494416963
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.06428199284593128
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.06814571622070953
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.07224704815739225
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.07000766728726249
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.06758121225325064
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.06974242375200879
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.07138179711488535
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.07205703766935767
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.0779053580071345
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.0755250855129892
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.07022234346070877
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.06722644336330719
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.06864396799298222
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.06936641548259659
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.06921302536393692
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.06360884905186492
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.06249815044231344
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.061392729650299405
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.06428937587682215
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.06557814615656166
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.06478847728499937
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.06144557871491818
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.05967857303288282
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.059991393557345285
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.05933537673129541
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.06267747410005398
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.055650165759600245
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.054498106491464915
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.056966895945961715
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.0499938272360545
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.049451491507104706
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.04481709787897126
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.045745286971107024
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.0412833660584051
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.03453136431085735
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.03677338394546115
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.041892442681100484
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.041510743246761406
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.045984851004496674
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.043037959407312476
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.04618078092882305
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.04732143828490787
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.0485120566988364
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.05366927282548395
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.052614728315089065
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.050680008222665274
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.04619011379549787
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.04560309969053944
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.05248420131880671
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.05665379003613591
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.05503166662046466
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.05312964721686275
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.05691731842124703
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.054269832296273135
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.05616612811262445
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.05592922682425838
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.059559658895064205
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.05890110960158679
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.06406619563765781
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.0630972115605124
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.06273741646947051
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.05907983658160254
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.05818252868335816
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.06140419677430997
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.06323341350378842
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.06594294967389858
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.0670696842637295
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.07163704091652989
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.07141343805108757
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.07427485314570403
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.08034115435064271
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.07958883055012023
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.08299798019056737
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.08372026183529502
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.08654340941502903
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.08714157632665809
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.07901783321653211
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.0803221807887009
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.08240611698354083
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.07467418563752592
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.07168529977277038
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.07653196596993195
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.07359594077566478
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.07543817643358097
        }
      ]
    },
    "PP-monthly-1.25x": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.07486659320029587,
      "max_drawdown": -0.21927863588581498,
      "windows": 114,
      "rolling10_min": 0.03549437144929746,
      "rolling10_median": 0.06931448473652146,
      "rolling10_max": 0.09299587730040226,
      "targets": {
        "0.06": {
          "at_or_above": 89,
          "historical_fraction": 0.7807017543859649,
          "mean_shortfall_percentage_points_all_windows": 0.19752757658864606
        },
        "0.08": {
          "at_or_above": 16,
          "historical_fraction": 0.14035087719298245,
          "mean_shortfall_percentage_points_all_windows": 1.2502989833108542
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 3.1724924048056113
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.06981267533950897
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.07099822254544907
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.07139940147102486
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.07261122861202951
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.06663740515546213
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.06384678798499288
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.06527719699040557
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.06506518168488618
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.06496106243718325
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.06116455752037431
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.06285518518512068
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.0629735691187161
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.06408260696464985
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.0637341604499313
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.06459146706012753
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.06705494032140624
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.06533061697667697
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.07688617419358112
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.07169664130897568
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.06477102241326338
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.07376865133210608
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.07799283753735176
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.07572724273098719
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.07708907669178755
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.07367045778635384
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.07998591717503922
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.07759703350998537
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.08069430865089
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.075900379792605
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.07736149055310593
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.07116777978810607
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.07588397048816575
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.08057570423727634
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.07797938678289218
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.07479873662167846
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.07859172912071943
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.08026637629284616
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.08089028877953175
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.08757742942746316
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.08476276820474737
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.07877746955552212
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.07555670939580383
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.07779982919495376
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.07913390273530485
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.0788101153474865
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.07238831170515714
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.0709124576547846
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.06995999986412116
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.07295408792770552
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.07452518461141922
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.0737359608383632
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.06926045407541093
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.0672683785912509
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.06610614176666663
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.06585846880710111
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.06990533739406302
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.06135051255974133
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.06013898783973648
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.06302540557918146
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.05475007419749178
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.054087886221994896
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.04865277364442244
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.04948599533772713
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.043825915602641485
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.03549437144929746
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.037305952086755134
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.043560376620438435
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.043373169769368
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.04890063538425515
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.045496511769504755
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.049310793646354156
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.05119596089508538
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.052827149599723455
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.059584816086638126
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.05730669348383732
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.054981635045563415
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.04893603471664365
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.047423701992879375
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.05599533858747385
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.06158437030328234
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.059065659763989586
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.05643776246734822
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.06103481413132883
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.05749309970372929
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.059910053829372645
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.0594162007864083
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.0638152099726812
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.06302750270509283
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.069368515397632
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.06798440249037885
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.06786928398408687
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.06305838016519028
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.06129686912737653
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.06559977414613316
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.0672966356397724
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.06922964351098226
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.07035879621722163
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.07575754421061243
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.07587876179613384
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.07874192396592128
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.08622116492729637
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.08521273141423769
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.08987481491011629
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.09042894846355676
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.09299587730040226
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.09293276436663045
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.08372582394668449
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.08477436317118037
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.08760094282177255
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.07815562724072711
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.07428616916746189
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.08016519258134536
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.07611232360087938
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.07865153947536463
        }
      ]
    },
    "PP-monthly-1.5x": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.08255190506537291,
      "max_drawdown": -0.2615817767705013,
      "windows": 114,
      "rolling10_min": 0.03726834730073825,
      "rolling10_median": 0.07612001091488252,
      "rolling10_max": 0.10311202859096258,
      "targets": {
        "0.06": {
          "at_or_above": 98,
          "historical_fraction": 0.8596491228070176,
          "mean_shortfall_percentage_points_all_windows": 0.12670224734689636
        },
        "0.08": {
          "at_or_above": 52,
          "historical_fraction": 0.45614035087719296,
          "mean_shortfall_percentage_points_all_windows": 0.7835126972197106
        },
        "0.1": {
          "at_or_above": 4,
          "historical_fraction": 0.03508771929824561,
          "mean_shortfall_percentage_points_all_windows": 2.4026944145786095
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.07852201305420525
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.08003603228468847
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.0805927356218823
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.0821270687781872
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.07497611064547871
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.07168291953152917
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.07346884139090815
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.07326288125774472
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.07319038744859241
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.06861976277514503
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.07068595169107206
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.07084562024806784
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.07219035188726197
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.07177077984453462
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.07281282194962602
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.07579613180421108
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.07371784839692119
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.08789359881856917
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.08161855246550775
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.07328713200163306
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.08416443412730312
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.08926984448594233
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.08652821440051972
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.08814458865547903
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.0839791219844448
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.0915743450485289
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.08864384877056342
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.09234931022428938
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.08651114515313996
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.08824173812566083
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.08074621263102921
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.08646342841919874
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.09210588155126254
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.08892970954861168
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.08505097281407781
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.0895918426614899
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.09163163753115078
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.09238818936749071
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.10045752520110995
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.09705050062650811
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.08979099454935957
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.08588646555208879
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.08860938379668659
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.09022301254826393
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.08982676326346684
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.08203801995287985
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.08025680706064597
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.0791219749193417
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.08273562578827609
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.0846437569575762
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.08369241189069854
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.07830146811526939
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.0758846006363052
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.07449114927360156
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.07418972884206032
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.07908651808396971
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.06875101398421446
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.06729087842352288
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.07077565782441697
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.060717717207991795
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.05988843530005239
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.05329752536428223
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.05428189405205108
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.04738903048225218
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.03726834730073825
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.039418973852403116
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.04684774709561923
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.04651792925357445
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.05307007194296398
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.04884440062657869
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.05332687007263992
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.05551708769443997
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.057396038189005294
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.06550144455432028
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.06265499481866987
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.05975150470451429
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.05233545234361303
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.050408129749810016
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.060607029945108026
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.06723690380682035
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.06409956753166823
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.06085703045290081
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.06631356725857374
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.061936532945485956
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.06475323383443898
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.064073729015103
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.06926749348111794
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.06822862175277011
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.07577784706700985
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.07401310237884484
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.0737948584650796
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.06789649274186993
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.06571681589322975
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.07083636721115805
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.07280719861713103
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.07506757294260646
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.07635542119345984
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.08279598875779981
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.08286433606303989
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.08625085813877065
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.09518409984916487
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.0938946968779295
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.09947949512316634
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.10007756885367058
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.10311202859096258
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.10297741472616084
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.0917078395396631
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.09292983230889562
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.09629219612520945
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.08481915559096209
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.08010195188942526
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.08712537884179627
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.08216716016359293
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.08518365748597168
        }
      ]
    },
    "PP-monthly-2x": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.09689881325887395,
      "max_drawdown": -0.3407517822472441,
      "windows": 114,
      "rolling10_min": 0.0399706614137989,
      "rolling10_median": 0.09155371753349906,
      "rolling10_max": 0.125918632073438,
      "targets": {
        "0.06": {
          "at_or_above": 106,
          "historical_fraction": 0.9298245614035088,
          "mean_shortfall_percentage_points_all_windows": 0.06216162196500245
        },
        "0.08": {
          "at_or_above": 83,
          "historical_fraction": 0.7280701754385965,
          "mean_shortfall_percentage_points_all_windows": 0.3945926131731572
        },
        "0.1": {
          "at_or_above": 41,
          "historical_fraction": 0.35964912280701755,
          "mean_shortfall_percentage_points_all_windows": 1.2928311980767857
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.09499456314441868
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.09718566611955026
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.0980521788775448
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.1002402032171903
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.09070076665990512
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.0863935835002807
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.08890027306081172
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.08870618634298699
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.08869874216352369
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.08254441999598017
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.08537611544172585
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.08562451908293389
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.08744793346790436
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.08688314838027966
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.08830274786801673
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.09235013574662654
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.08955680590124193
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.10933522044000554
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.100880154544017
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.08975462499857612
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.10451107548181127
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.11145016667099727
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.10777384977766724
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.10992242046335088
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.10424134797349449
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.11444334454575245
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.11040926933888007
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.1153507637643969
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.10737520854399452
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.10965215255039418
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.09951762238983819
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.10732177937285026
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.11489897149166017
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.11052647064638776
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.105201225111893
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.11122244610681475
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.11401907081196727
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.11504635145591102
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.125918632073438
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.12129799521194218
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.11141338292721836
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.10610108753221259
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.10981179363008509
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.11199447556309616
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.11144387731213112
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.10084000097504986
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.09843828181309666
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.0969471234855972
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.10181722904969392
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.10442156769102162
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.10314259248223556
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.09590437952854192
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.09261153606685979
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.09075729932037158
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.09034503662611693
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.09697922812532989
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.08301899747119945
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.08105607044406327
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.08575736062164441
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.07200919468694722
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.0708177380748145
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.06186726064803705
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.06316120921203461
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.053747553940947324
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.0399706614137989
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.04282823935160973
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.052584001313373374
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.051928449521293274
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.06051972237556913
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.05458153703839841
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.060376725571626766
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.06317735453024764
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.06556555236545525
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.07644249292510708
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.0724385848188327
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.06836070813660933
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.05813405600993771
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.05536125237053846
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.06880514754221978
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.07751733383740222
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.07313273088101568
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.06866309534155524
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.07585644998498431
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.06978652730753776
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.07340837418583468
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.07235569839743539
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.07914775483874847
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.0776038840259905
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.08759191776422659
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.08504888414000811
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.08462021405239906
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.07650987331669357
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.07350525701800481
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.08027605916274605
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.08280375794002937
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.08572999407233062
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.08733890825169177
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.09589405360305503
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.09585493908250298
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.10030407896631144
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.11217033248344355
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.11031173648911707
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.11778748986989629
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.11847426286202078
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.1224502032690582
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.12216702072796282
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.10661775810122043
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.10820716646987649
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.11266127578510954
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.09706973771787197
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.09064562497795992
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.09997773975388746
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.09317780455043922
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.09717303149574907
        }
      ]
    },
    "RP4-monthly-1x": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.05207570085230295,
      "max_drawdown": -0.1625154366802536,
      "windows": 114,
      "rolling10_min": 0.023257268858914548,
      "rolling10_median": 0.04745158277399797,
      "rolling10_max": 0.058407795327303225,
      "targets": {
        "0.06": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 1.4515877546809988
        },
        "0.08": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 3.451587754680999
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 5.451587754681
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.05025143668794585
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.05046954297896589
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.05033078581847117
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.05048730859365236
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.047647587435508676
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.046399613316213006
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.04532174341650674
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.04607834107955355
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.04502272856125389
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.04149181519227674
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.04177713406842076
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.04183446914373312
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.042577618729353395
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.04192866264200257
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.04286408172681888
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.04369811578937344
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.04522867349756576
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.05474123180882695
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.05121796860257999
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.04544992591009489
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.05233661407336587
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.05555200008633099
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.05228088952977927
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.05454647808780311
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.052992612517241966
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.056354640424685964
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.05496334196751551
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.05671368383248687
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.053885459544790404
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.053811316955462374
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.0502490529078643
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.05410744193062755
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.0556455106101974
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.054072806294660936
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.05028837717569412
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.05100427236500371
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.05342655820099074
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.05378764371880096
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.05653333850040276
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.055352099098410656
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.0518402590733924
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.04846575667807751
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.05185760808503126
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.05335701872025633
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.05283086582835028
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.04975593654472843
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.047960805843310306
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.047349573329633854
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.04883763992169299
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.05060459672141859
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.05005865028359602
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.048267187046908244
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.048851670912430034
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.047553592218362084
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.04694784169635002
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.04851534721236095
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.04350716933495269
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.04308647779178232
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.04426548514835371
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.038467468057936216
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.038330493134584254
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.03377524298927792
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.03527670791582427
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.03068155498625913
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.023257268858914548
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.025247113075100858
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.028639601502769896
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.027473480089700297
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.03123928776599394
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.02806109360293796
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.03083636484324548
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.030817302963705995
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.031896778715204244
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.03629963190909158
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.03611135548386635
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.035999660809123535
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.03158965894899679
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.02946383675987274
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.034255044002488244
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.03757970764435137
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.037158572795434885
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.0350475355173856
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.038115732352899556
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.03502847543682219
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.03596959145649459
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.036016192984758
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.03898788355797378
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.03823738999463289
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.04311141808440233
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.041183717873625625
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.04221145225104239
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.041170438836779955
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.040978686278847265
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.04290755619348574
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.04415472921960717
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.042910564354081915
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.04365663516256868
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.047316316445056295
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.04794478635964339
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.05108239031966555
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.05428478764035827
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.053476404203055106
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.055624887321144456
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.05666181978394258
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.058059654606980926
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.058407795327303225
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.05455268741213004
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.055436219015080335
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.05619912055961018
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.051209238782841116
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.05045983565635859
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.05258869174747938
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.04958462033806876
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.05351907252263377
        }
      ]
    },
    "RP4-monthly-1.5x": {
      "source_study": "再平衡与杠杆全天候回测",
      "run_id": "078baf2b75f41a2e4416fc79",
      "full_cagr": 0.06072218857465672,
      "max_drawdown": -0.24320404354844483,
      "windows": 114,
      "rolling10_min": 0.022359443671463586,
      "rolling10_median": 0.05700762577008556,
      "rolling10_max": 0.0740788936470238,
      "targets": {
        "0.06": {
          "at_or_above": 47,
          "historical_fraction": 0.41228070175438597,
          "mean_shortfall_percentage_points_all_windows": 0.8530660475891324
        },
        "0.08": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 2.590473176899682
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 4.590473176899682
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.0629670372642468
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.06348112354503543
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.06345614943742794
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.06387059189134003
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.059730581364797475
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.05802061372275569
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.05654079301599935
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.057814311620906
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.05634390457341398
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.05104807437743819
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.051532364820725984
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.051651787831002105
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.05278627240674272
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.05181002807013124
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.05324585442624841
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.054505307348114096
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.05684553269771775
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.0717189159304179
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.06628704458886725
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.05756005604604253
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.06793241337951472
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.07278019532421154
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.0678022312029205
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.07117308897590346
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.0687289605418906
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.07373376668801446
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.07151262979771245
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.0740788936470238
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.06969202815924858
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.06950203587690762
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.06406197866675734
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.06990239129941433
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.07215697183851622
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.06969706920571794
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.06383197474008284
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.06487675269496207
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.0685651680019399
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.06911951168364006
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.07326378910360076
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.07147519539761338
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.06613887989850165
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.061015222852569106
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.06617343203315618
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.06845070719096547
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.06765162241012113
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.06297970753133653
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.060255065428332255
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.05935243640091925
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.0616015027012935
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.06428657337480237
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.0634619804389771
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.060751499591618074
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.061660246958604725
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.05971673030003122
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.058804557379602995
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.061173593905571755
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.05359749846821438
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.0529611616076735
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.0547300485185076
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.04588270802905048
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.04561938636630636
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.03865312890798345
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.04087704769553291
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.03379051808114997
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.022359443671463586
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.0252873447470503
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.0301874839242402
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.028200592107765488
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.033628885670442976
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.028592881885661114
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.03251695502806795
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.032286921972495275
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.03368974895847354
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.040156420107537505
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.039637378351098596
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.03923496739080723
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.032347407679429896
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.028893712727655174
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.03582884590603319
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.04058692428066113
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.039705391821889924
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.03633027208300832
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.04073446937159453
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.035840524286955056
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.03701618438553855
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.03687639285021582
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.041088259099308244
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.039742884842072224
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.04684493772592435
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.043705562029620504
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.04504867273361279
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.04326506865449797
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.04279726172629039
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.04552439208220527
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.04721334558128354
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.045152398579074715
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.04609252874349434
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.05140750590063026
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.05216606945920166
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.05672675724622511
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.061367305183084975
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.05997546766822737
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.0630720554635753
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.06447716877924892
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.06643672161899672
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.06682303484818841
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.06084252772549359
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.06202863011688042
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.06304048565172815
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.05537334758571344
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.054119034650035314
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.057169718842453365
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.05247443079051517
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.05825720852290983
        }
      ]
    },
    "Trend10": {
      "source_study": "趋势防守与收益增强研究",
      "run_id": "20846118e0c172fa61826bb7",
      "full_cagr": 0.04954994693267145,
      "max_drawdown": -0.08172274073796082,
      "windows": 114,
      "rolling10_min": 0.024303411800563834,
      "rolling10_median": 0.03697364894999455,
      "rolling10_max": 0.06258790099549594,
      "targets": {
        "0.06": {
          "at_or_above": 1,
          "historical_fraction": 0.008771929824561403,
          "mean_shortfall_percentage_points_all_windows": 2.239025726146926
        },
        "0.08": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 4.236755637554386
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 6.2367556375543876
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.044500581578370335
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.04496307853985537
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.044990717320892104
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.04585060837540955
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.04112227951249481
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.03886277424393092
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.039924154315362115
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.039714129761205585
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.03818972879752147
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.03548250619137572
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.03516412342595543
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.03711582328282148
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.037884087768853325
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.036522645653930264
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.03757136055368093
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.03994667191220325
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.03970258994167919
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.03834538656674513
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.035143644434687316
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.029157347706131542
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.03178855879566589
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.03144736358117406
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.03258464865306876
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.03550048088886859
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.033659017397518864
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.03701943555964826
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.035247021613813656
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.038231820796515104
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.03519710999291181
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.035715600398057434
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.031218846615903573
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.03464033753728968
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.03905084173592965
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.036980903102152185
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.03822691447040971
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.03852137023528779
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.039954572804208555
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.04051337029244784
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.047633367352575506
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.0461125715385573
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.042996809980522244
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.040648015720818
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.04211124435898905
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.04220579779576239
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.04191026034190104
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.040487236242714
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.04101566776155896
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.03932258065835392
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.040512630525957105
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.0410611979359361
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.040095855022065585
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.03664132538299292
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.033576042479003254
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.03556476932336161
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.034774659085872406
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.03736069326262892
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.03446691989998096
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.03256294871037624
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.03431969415120406
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.03011108646982752
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.028704515482878667
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.028159745988035834
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.026969809772316333
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.026840301363681762
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.025914494987336
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.02744277740655332
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.0274454580290171
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.027474528123681452
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.027784915917579145
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.02530408504313697
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.027441357046930293
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.027888078350999157
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.02815242474823032
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.029644958877077743
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.02921453602128321
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.029019685624050773
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.02582625220085788
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.024303411800563834
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.024884768210179375
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.025844081964526255
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.02638955048410363
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.026359908376333285
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.03062032225123823
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.028616197993129644
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.029360436897285735
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.030021270847341297
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.03421144043600921
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.03369228106013167
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.03871178259612473
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.0368491147019987
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.03672027101971587
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.03342359369707881
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.034312155559641955
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.036158875526455914
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.03696639479783692
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.03947033766388186
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.03999235152679059
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.04229662156100722
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.042336384403963256
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.04572412246827806
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.050837531522925916
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.052758308320110414
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.054470233260934364
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.05504790080032018
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.0599724153954051
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.06258790099549594
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.05721046263912766
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.056029463006969094
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.05813908752084185
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.050587624161437805
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.04889811391628962
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.05093095716525409
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.05127911610286584
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.053712029197823696
        }
      ]
    },
    "Trend10-half": {
      "source_study": "趋势防守与收益增强研究",
      "run_id": "20846118e0c172fa61826bb7",
      "full_cagr": 0.05857232910967469,
      "max_drawdown": -0.12104797427756009,
      "windows": 114,
      "rolling10_min": 0.03000841121083253,
      "rolling10_median": 0.04915551243645555,
      "rolling10_max": 0.07290563289715823,
      "targets": {
        "0.06": {
          "at_or_above": 14,
          "historical_fraction": 0.12280701754385964,
          "mean_shortfall_percentage_points_all_windows": 1.1470067950150922
        },
        "0.08": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 3.07735199256445
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 5.077351992564451
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.053053904462638135
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.053715587959440425
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.053852913666527114
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.054729645705584806
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.0499587451894592
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.047682486428034965
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.04875287737845824
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.048538643847862106
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.04769998823673505
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.04483056253861495
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.045323119331495354
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.04634736678718676
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.04716905004700633
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.04634100045108225
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.04720638143722167
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.04937288417550478
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.04856636343529375
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.05226093880236915
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.04860946495214247
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.04280926166468535
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.04765730566443094
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.04913222047210897
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.04880292028912736
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.0508295223961277
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.04857203337969862
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.05277216834109555
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.05096117563621427
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.05370492314832864
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.050308215932326705
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.05115783104978866
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.046458138265891735
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.050039074939249195
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.054125246757165346
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.05207523170336503
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.051495714856422126
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.053181173922431046
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.05455254735723236
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.05507933439705903
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.0613076496467857
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.05943007417105539
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.05550869259237512
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.053058014623711625
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.054675360182240285
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.05524881848306418
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.054977231702625806
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.05175819975970941
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.05144881204905949
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.05021233739754982
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.051995301263010774
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.052887556127917845
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.05208997518278169
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.048579168639264036
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.04624484403790308
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.04676498802362872
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.046282836918373205
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.049178804400802134
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.04433971230686096
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.04289885018991346
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.044927951457342186
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.0395744254417445
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.03861652915037728
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.03622396923328974
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.03596354511441979
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.03370952775585767
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.03000841121083253
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.03150109946516855
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.03405307695744342
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.03405879677259116
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.03645973977577377
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.033923684236018214
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.036562238485011056
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.03757094683845397
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.03839036609762814
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.04181233992462419
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.04074944234800282
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.03978088383024114
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.035843821290144406
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.034528121222043406
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.03827327924603319
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.04101115031110436
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.040344099402119804
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.03932802128867752
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.04333275838128792
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.0409762435030383
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.04235130637256623
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.04253074430123016
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.046433583582238036
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.045904926005475355
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.05098711005644785
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.04954383380869065
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.04947155854743701
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.04595422089119716
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.045736490315388734
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.04840027977638117
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.04951424231463086
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.05157912470819914
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.052323840277974654
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.055649114080810635
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.05575388791334346
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.05862710594922005
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.06419858639928155
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.06480224358843012
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.0675184788419807
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.06806579974607696
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.07159041170043534
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.07290563289715823
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.06661801775309706
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.06646420433166034
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.06867036517663005
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.06117105392823641
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.05882087298504124
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.06220448238572973
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.06081834896220473
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.0630711994360258
        }
      ]
    },
    "Drawdown8-half": {
      "source_study": "趋势防守与收益增强研究",
      "run_id": "20846118e0c172fa61826bb7",
      "full_cagr": 0.060378820129345145,
      "max_drawdown": -0.13134640726003888,
      "windows": 114,
      "rolling10_min": 0.031886708321674284,
      "rolling10_median": 0.054229641177986454,
      "rolling10_max": 0.07887935464474749,
      "targets": {
        "0.06": {
          "at_or_above": 39,
          "historical_fraction": 0.34210526315789475,
          "mean_shortfall_percentage_points_all_windows": 0.7097764421981803
        },
        "0.08": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 2.489820770074787
        },
        "0.1": {
          "at_or_above": 0,
          "historical_fraction": 0.0,
          "mean_shortfall_percentage_points_all_windows": 4.489820770074787
        }
      },
      "window_details": [
        {
          "start": "2007-05-31",
          "end": "2017-05-31",
          "annualized_return": 0.051949880778766167
        },
        {
          "start": "2007-06-29",
          "end": "2017-06-30",
          "annualized_return": 0.05280922502744967
        },
        {
          "start": "2007-07-31",
          "end": "2017-07-31",
          "annualized_return": 0.05305033169273243
        },
        {
          "start": "2007-08-31",
          "end": "2017-08-31",
          "annualized_return": 0.053935507218440204
        },
        {
          "start": "2007-09-28",
          "end": "2017-09-29",
          "annualized_return": 0.04916841512998027
        },
        {
          "start": "2007-10-31",
          "end": "2017-10-31",
          "annualized_return": 0.046893653964505067
        },
        {
          "start": "2007-11-30",
          "end": "2017-11-30",
          "annualized_return": 0.047963238984561896
        },
        {
          "start": "2007-12-28",
          "end": "2017-12-29",
          "annualized_return": 0.04774938273398033
        },
        {
          "start": "2008-01-31",
          "end": "2018-01-31",
          "annualized_return": 0.047613001093339324
        },
        {
          "start": "2008-02-28",
          "end": "2018-02-28",
          "annualized_return": 0.04460330831646564
        },
        {
          "start": "2008-03-28",
          "end": "2018-03-29",
          "annualized_return": 0.04591246812575678
        },
        {
          "start": "2008-04-30",
          "end": "2018-04-30",
          "annualized_return": 0.045988538455814076
        },
        {
          "start": "2008-05-30",
          "end": "2018-05-31",
          "annualized_return": 0.046859697210589246
        },
        {
          "start": "2008-06-27",
          "end": "2018-06-29",
          "annualized_return": 0.04658603386321425
        },
        {
          "start": "2008-07-31",
          "end": "2018-07-31",
          "annualized_return": 0.04725106504747667
        },
        {
          "start": "2008-08-29",
          "end": "2018-08-31",
          "annualized_return": 0.04919191662362277
        },
        {
          "start": "2008-09-26",
          "end": "2018-09-28",
          "annualized_return": 0.04783013448439344
        },
        {
          "start": "2008-10-31",
          "end": "2018-10-31",
          "annualized_return": 0.05518226345510979
        },
        {
          "start": "2008-11-28",
          "end": "2018-11-30",
          "annualized_return": 0.053668346960332514
        },
        {
          "start": "2008-12-31",
          "end": "2018-12-31",
          "annualized_return": 0.05079211455940391
        },
        {
          "start": "2009-01-30",
          "end": "2019-01-31",
          "annualized_return": 0.05789519718052594
        },
        {
          "start": "2009-02-27",
          "end": "2019-02-28",
          "annualized_return": 0.06085677339449869
        },
        {
          "start": "2009-03-27",
          "end": "2019-03-29",
          "annualized_return": 0.06071467828238819
        },
        {
          "start": "2009-04-30",
          "end": "2019-04-30",
          "annualized_return": 0.061481576305118635
        },
        {
          "start": "2009-05-29",
          "end": "2019-05-31",
          "annualized_return": 0.060421639414181216
        },
        {
          "start": "2009-06-26",
          "end": "2019-06-28",
          "annualized_return": 0.06503955002016704
        },
        {
          "start": "2009-07-31",
          "end": "2019-07-31",
          "annualized_return": 0.06378327850638787
        },
        {
          "start": "2009-08-28",
          "end": "2019-08-30",
          "annualized_return": 0.06631838954976543
        },
        {
          "start": "2009-09-30",
          "end": "2019-09-30",
          "annualized_return": 0.06255979493399866
        },
        {
          "start": "2009-10-30",
          "end": "2019-10-31",
          "annualized_return": 0.06375164931986621
        },
        {
          "start": "2009-11-27",
          "end": "2019-11-29",
          "annualized_return": 0.05885999885408433
        },
        {
          "start": "2009-12-31",
          "end": "2019-12-31",
          "annualized_return": 0.06259290025202202
        },
        {
          "start": "2010-01-29",
          "end": "2020-01-31",
          "annualized_return": 0.06633787842602157
        },
        {
          "start": "2010-02-26",
          "end": "2020-02-28",
          "annualized_return": 0.06431397355748536
        },
        {
          "start": "2010-03-31",
          "end": "2020-03-31",
          "annualized_return": 0.058238267419643996
        },
        {
          "start": "2010-04-30",
          "end": "2020-04-30",
          "annualized_return": 0.06101807027345019
        },
        {
          "start": "2010-05-28",
          "end": "2020-05-29",
          "annualized_return": 0.062330108496945424
        },
        {
          "start": "2010-06-30",
          "end": "2020-06-30",
          "annualized_return": 0.06281854288865985
        },
        {
          "start": "2010-07-30",
          "end": "2020-07-31",
          "annualized_return": 0.0681067527721646
        },
        {
          "start": "2010-08-31",
          "end": "2020-08-31",
          "annualized_return": 0.0658860879986698
        },
        {
          "start": "2010-09-30",
          "end": "2020-09-30",
          "annualized_return": 0.061177685288839045
        },
        {
          "start": "2010-10-29",
          "end": "2020-10-30",
          "annualized_return": 0.0586442975017516
        },
        {
          "start": "2010-11-30",
          "end": "2020-11-30",
          "annualized_return": 0.060404831188602515
        },
        {
          "start": "2010-12-31",
          "end": "2020-12-31",
          "annualized_return": 0.06145645087576823
        },
        {
          "start": "2011-01-28",
          "end": "2021-01-29",
          "annualized_return": 0.0612052456263652
        },
        {
          "start": "2011-02-25",
          "end": "2021-02-26",
          "annualized_return": 0.056153560501562394
        },
        {
          "start": "2011-03-31",
          "end": "2021-03-31",
          "annualized_return": 0.054984908218909556
        },
        {
          "start": "2011-04-29",
          "end": "2021-04-30",
          "annualized_return": 0.054223841662169425
        },
        {
          "start": "2011-05-27",
          "end": "2021-05-28",
          "annualized_return": 0.056590299116157095
        },
        {
          "start": "2011-06-30",
          "end": "2021-06-30",
          "annualized_return": 0.05782259053333649
        },
        {
          "start": "2011-07-29",
          "end": "2021-07-30",
          "annualized_return": 0.05719980822738924
        },
        {
          "start": "2011-08-31",
          "end": "2021-08-31",
          "annualized_return": 0.05365347383079255
        },
        {
          "start": "2011-09-30",
          "end": "2021-09-30",
          "annualized_return": 0.05208690745754674
        },
        {
          "start": "2011-10-28",
          "end": "2021-10-29",
          "annualized_return": 0.0511637242323002
        },
        {
          "start": "2011-11-30",
          "end": "2021-11-30",
          "annualized_return": 0.050968041713872037
        },
        {
          "start": "2011-12-30",
          "end": "2021-12-31",
          "annualized_return": 0.05416032302475782
        },
        {
          "start": "2012-01-31",
          "end": "2022-01-31",
          "annualized_return": 0.04740337944278328
        },
        {
          "start": "2012-02-28",
          "end": "2022-02-28",
          "annualized_return": 0.046444439895388046
        },
        {
          "start": "2012-03-30",
          "end": "2022-03-31",
          "annualized_return": 0.04872560993765496
        },
        {
          "start": "2012-04-27",
          "end": "2022-04-29",
          "annualized_return": 0.04223250866666617
        },
        {
          "start": "2012-05-31",
          "end": "2022-05-31",
          "annualized_return": 0.0416567651113291
        },
        {
          "start": "2012-06-29",
          "end": "2022-06-30",
          "annualized_return": 0.03889200213845667
        },
        {
          "start": "2012-07-27",
          "end": "2022-07-29",
          "annualized_return": 0.03844078437044862
        },
        {
          "start": "2012-08-31",
          "end": "2022-08-31",
          "annualized_return": 0.03562875435473489
        },
        {
          "start": "2012-09-28",
          "end": "2022-09-30",
          "annualized_return": 0.031886708321674284
        },
        {
          "start": "2012-10-31",
          "end": "2022-10-31",
          "annualized_return": 0.033383149674469204
        },
        {
          "start": "2012-11-30",
          "end": "2022-11-30",
          "annualized_return": 0.03593978343882731
        },
        {
          "start": "2012-12-28",
          "end": "2022-12-30",
          "annualized_return": 0.03674803961949835
        },
        {
          "start": "2013-01-31",
          "end": "2023-01-31",
          "annualized_return": 0.03886810433112253
        },
        {
          "start": "2013-02-28",
          "end": "2023-02-28",
          "annualized_return": 0.03810802749797437
        },
        {
          "start": "2013-03-28",
          "end": "2023-03-31",
          "annualized_return": 0.03932224558593411
        },
        {
          "start": "2013-04-26",
          "end": "2023-04-28",
          "annualized_return": 0.04067248064022544
        },
        {
          "start": "2013-05-31",
          "end": "2023-05-31",
          "annualized_return": 0.042705803481853044
        },
        {
          "start": "2013-06-28",
          "end": "2023-06-30",
          "annualized_return": 0.04780904311636913
        },
        {
          "start": "2013-07-31",
          "end": "2023-07-31",
          "annualized_return": 0.047152744219684184
        },
        {
          "start": "2013-08-30",
          "end": "2023-08-31",
          "annualized_return": 0.04653556772781853
        },
        {
          "start": "2013-09-27",
          "end": "2023-09-29",
          "annualized_return": 0.044430396688797336
        },
        {
          "start": "2013-10-31",
          "end": "2023-10-31",
          "annualized_return": 0.04451298852570251
        },
        {
          "start": "2013-11-29",
          "end": "2023-11-30",
          "annualized_return": 0.04894188176542835
        },
        {
          "start": "2013-12-27",
          "end": "2023-12-29",
          "annualized_return": 0.05196214709124258
        },
        {
          "start": "2014-01-31",
          "end": "2024-01-31",
          "annualized_return": 0.05006963452963631
        },
        {
          "start": "2014-02-28",
          "end": "2024-02-29",
          "annualized_return": 0.04806422568232649
        },
        {
          "start": "2014-03-28",
          "end": "2024-03-28",
          "annualized_return": 0.05179589899813375
        },
        {
          "start": "2014-04-30",
          "end": "2024-04-30",
          "annualized_return": 0.049090438860803776
        },
        {
          "start": "2014-05-30",
          "end": "2024-05-31",
          "annualized_return": 0.051104067930646924
        },
        {
          "start": "2014-06-27",
          "end": "2024-06-28",
          "annualized_return": 0.05079614851631242
        },
        {
          "start": "2014-07-31",
          "end": "2024-07-31",
          "annualized_return": 0.054391038063379415
        },
        {
          "start": "2014-08-29",
          "end": "2024-08-30",
          "annualized_return": 0.05385617549514188
        },
        {
          "start": "2014-09-30",
          "end": "2024-09-30",
          "annualized_return": 0.058979191178224255
        },
        {
          "start": "2014-10-31",
          "end": "2024-10-31",
          "annualized_return": 0.05797296056668966
        },
        {
          "start": "2014-11-28",
          "end": "2024-11-29",
          "annualized_return": 0.057960509248536685
        },
        {
          "start": "2014-12-31",
          "end": "2024-12-31",
          "annualized_return": 0.05423544069380348
        },
        {
          "start": "2015-01-30",
          "end": "2025-01-31",
          "annualized_return": 0.05290088864993536
        },
        {
          "start": "2015-02-27",
          "end": "2025-02-28",
          "annualized_return": 0.05638212690833844
        },
        {
          "start": "2015-03-31",
          "end": "2025-03-31",
          "annualized_return": 0.05780240101675638
        },
        {
          "start": "2015-04-30",
          "end": "2025-04-30",
          "annualized_return": 0.05940659071059229
        },
        {
          "start": "2015-05-29",
          "end": "2025-05-30",
          "annualized_return": 0.060375996156562195
        },
        {
          "start": "2015-06-30",
          "end": "2025-06-30",
          "annualized_return": 0.06472843263708872
        },
        {
          "start": "2015-07-31",
          "end": "2025-07-31",
          "annualized_return": 0.0649012664881845
        },
        {
          "start": "2015-08-28",
          "end": "2025-08-29",
          "annualized_return": 0.06723992786714317
        },
        {
          "start": "2015-09-30",
          "end": "2025-09-30",
          "annualized_return": 0.07325343776022164
        },
        {
          "start": "2015-10-30",
          "end": "2025-10-31",
          "annualized_return": 0.07252671037151659
        },
        {
          "start": "2015-11-27",
          "end": "2025-11-28",
          "annualized_return": 0.076269267376053
        },
        {
          "start": "2015-12-31",
          "end": "2025-12-31",
          "annualized_return": 0.07677704378989181
        },
        {
          "start": "2016-01-29",
          "end": "2026-01-30",
          "annualized_return": 0.0788729528231158
        },
        {
          "start": "2016-02-26",
          "end": "2026-02-27",
          "annualized_return": 0.07887935464474749
        },
        {
          "start": "2016-03-31",
          "end": "2026-03-31",
          "annualized_return": 0.07170552628724747
        },
        {
          "start": "2016-04-29",
          "end": "2026-04-30",
          "annualized_return": 0.0725853190166561
        },
        {
          "start": "2016-05-27",
          "end": "2026-05-29",
          "annualized_return": 0.074876602437
        },
        {
          "start": "2016-06-30",
          "end": "2026-06-30",
          "annualized_return": 0.0674592732092687
        },
        {
          "start": "2016-07-29",
          "end": "2026-07-31",
          "annualized_return": 0.06444491918671624
        },
        {
          "start": "2016-08-31",
          "end": "2026-08-31",
          "annualized_return": 0.06916936152381248
        },
        {
          "start": "2016-09-30",
          "end": "2026-09-30",
          "annualized_return": 0.06602134181356134
        },
        {
          "start": "2016-10-28",
          "end": "2026-10-30",
          "annualized_return": 0.06808687546051573
        }
      ]
    }
  },
  "source_hashes": {
    "C:\\Users\\Administrator\\Documents\\Codex\\2026-11-04\\windows-codex-ai-1-2-10\\outputs\\再平衡与杠杆全天候回测\\research-results.sqlite3": "fefc1f69d9ea8f2bf30e22e049ab4a7764559df351c15b650789424abb54266e",
    "C:\\Users\\Administrator\\Documents\\Codex\\2026-11-04\\windows-codex-ai-1-2-10\\outputs\\再平衡与杠杆全天候回测\\研究结果.json": "3425824d44568593be721b86a9bd53731d9143806d26843740a2d2b5fc817095",
    "C:\\Users\\Administrator\\Documents\\Codex\\2026-11-04\\windows-codex-ai-1-2-10\\outputs\\趋势防守与收益增强研究\\defensive-research.sqlite3": "880ba172ee1bf77d19d4d4151c42144b147a5a8aaadd2529c83804eac6e6ec52",
    "C:\\Users\\Administrator\\Documents\\Codex\\2026-11-04\\windows-codex-ai-1-2-10\\outputs\\趋势防守与收益增强研究\\研究结果.json": "562ff8ef29b15199207bd9ee03ee314a0ef5568b0779dace429150be2c8cb4f3"
  },
  "limitations": [
    "Overlapping windows are not independent trials or estimates of future probability",
    "Less than 20 years shared history; no 1970s stagflation or 2000 crash coverage",
    "Descriptive retrospective comparison with multiple historical experiments; not true forward out-of-sample",
    "RP4 balances estimated asset-group variance contributions, not proven economic-environment exposures or a Bridgewater replication"
  ]
}