Source: task5-ashare-leader/output/streaming_hist_2012/v1_4_ab/task5_v14_ab_summary.md
Last modified: 2026-05-19 03:49:47 · 11,435 bytes

Task #5 v1.4 A/B Summary

Baseline is v1.3 Y2. v1.4 candidates test 2% seed entries, top-20 queue, and 15/18 capacity.

Metrics

scenario max_holdings standard_weight early_weight seed_weight top_queue full_annualized full_sharpe full_mdd avg_exposure avg_holdings p95_ai_chain_weight oos_c_annualized oos_c_sharpe oos_c_mdd trades seed_buys early_buys smart_replaces delta_sharpe delta_mdd
seed2_cap12 12 0.0800 0.0400 0.0200 0 0.1725 0.8637 -0.2275 0.3968 4.9970 0.3793 1.0333 3.2244 -0.1407 694 0 90 23 0.0015 0.0000
seed2_top20_cap12 12 0.0800 0.0400 0.0200 20 0.1725 0.8637 -0.2275 0.3968 4.9970 0.3793 1.0333 3.2244 -0.1407 694 0 90 23 0.0015 0.0000
v1_3_y2_baseline 12 0.0800 0.0400 0.0000 0 0.1723 0.8621 -0.2275 0.3969 4.9975 0.3793 1.0333 3.2244 -0.1407 695 0 90 23 0.0000 0.0000
cap15_no_seed 15 0.0600 0.0400 0.0000 0 0.1496 0.7886 -0.2217 0.3838 6.2266 0.3669 0.8935 2.9582 -0.1246 800 0 128 24 -0.0735 0.0058
seed2_cap15 15 0.0600 0.0400 0.0200 0 0.1490 0.7825 -0.2217 0.3844 6.2331 0.3610 0.8899 2.9100 -0.1292 800 0 128 24 -0.0796 0.0058
seed2_top20_cap15 15 0.0600 0.0400 0.0200 20 0.1485 0.7802 -0.2217 0.3844 6.2331 0.3610 0.8831 2.8866 -0.1304 800 0 128 23 -0.0820 0.0058
seed2_cap18 18 0.0500 0.0400 0.0200 0 0.1386 0.7295 -0.2174 0.3999 7.6428 0.3542 0.7783 2.5465 -0.1459 972 3 176 27 -0.1327 0.0101
seed2_top20_cap18 18 0.0500 0.0400 0.0200 20 0.1345 0.7037 -0.2219 0.3990 7.5538 0.3709 0.8724 2.8140 -0.1473 966 3 171 23 -0.1585 0.0056
cap18_no_seed 18 0.0500 0.0400 0.0000 0 0.1288 0.6804 -0.2174 0.4002 7.6328 0.3526 0.6445 2.1297 -0.1652 974 0 178 25 -0.1818 0.0101

Leader Capture

scenario order_book_id symbol first_buy_date first_buy_price reason queue_rank
v1_3_y2_baseline 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
v1_3_y2_baseline 301200.XSHE 大族数控 nan nan
seed2_cap12 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
seed2_cap12 301200.XSHE 大族数控 nan nan
seed2_top20_cap12 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
seed2_top20_cap12 301200.XSHE 大族数控 nan nan
cap15_no_seed 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
cap15_no_seed 301200.XSHE 大族数控 nan nan
cap18_no_seed 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
cap18_no_seed 301200.XSHE 大族数控 2026-02-27 00:00:00 156.7559 early_watchlist_entry 14.0000
seed2_cap15 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
seed2_cap15 301200.XSHE 大族数控 2025-09-12 00:00:00 118.1407 early_watchlist_entry 19.0000
seed2_cap18 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
seed2_cap18 301200.XSHE 大族数控 2025-09-12 00:00:00 118.1407 early_watchlist_entry 19.0000
seed2_top20_cap15 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
seed2_top20_cap15 301200.XSHE 大族数控 2025-09-12 00:00:00 118.1407 early_watchlist_entry 19.0000
seed2_top20_cap18 300502.XSHE 新易盛 2023-04-07 00:00:00 35.7455 strict_breakout_entry 4.0000
seed2_top20_cap18 301200.XSHE 大族数控 2025-09-12 00:00:00 118.1407 early_watchlist_entry 19.0000

Stress Windows

scenario window return mdd avg_exposure avg_ai_chain
v1_3_y2_baseline 2018_bear -0.0017 -0.0526 0.1215 0.0000
v1_3_y2_baseline 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
v1_3_y2_baseline 2024_oos_b_rebound 0.0104 -0.0952 0.6376 0.2631
v1_3_y2_baseline 2025_apr_shock -0.0683 -0.1364 0.4242 0.0213
v1_3_y2_baseline 2025_q4_drawdown -0.0611 -0.1407 0.6714 0.2931
seed2_cap12 2018_bear -0.0017 -0.0526 0.1215 0.0000
seed2_cap12 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_cap12 2024_oos_b_rebound 0.0094 -0.0952 0.6369 0.2642
seed2_cap12 2025_apr_shock -0.0683 -0.1363 0.4239 0.0213
seed2_cap12 2025_q4_drawdown -0.0611 -0.1407 0.6714 0.2931
seed2_top20_cap12 2018_bear -0.0017 -0.0526 0.1215 0.0000
seed2_top20_cap12 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap12 2024_oos_b_rebound 0.0094 -0.0952 0.6369 0.2642
seed2_top20_cap12 2025_apr_shock -0.0683 -0.1363 0.4239 0.0213
seed2_top20_cap12 2025_q4_drawdown -0.0611 -0.1407 0.6714 0.2931
cap15_no_seed 2018_bear -0.0069 -0.0583 0.1141 0.0000
cap15_no_seed 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
cap15_no_seed 2024_oos_b_rebound 0.0440 -0.0838 0.5773 0.2451
cap15_no_seed 2025_apr_shock -0.0715 -0.1293 0.3763 0.0169
cap15_no_seed 2025_q4_drawdown -0.0225 -0.1193 0.7107 0.3303
cap18_no_seed 2018_bear -0.0094 -0.0667 0.1455 0.0000
cap18_no_seed 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
cap18_no_seed 2024_oos_b_rebound 0.0377 -0.0843 0.5861 0.2406
cap18_no_seed 2025_apr_shock -0.0594 -0.1134 0.3874 0.0201
cap18_no_seed 2025_q4_drawdown -0.0947 -0.1430 0.7253 0.2902
seed2_cap15 2018_bear -0.0069 -0.0583 0.1141 0.0000
seed2_cap15 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_cap15 2024_oos_b_rebound 0.0440 -0.0838 0.5773 0.2451
seed2_cap15 2025_apr_shock -0.0715 -0.1293 0.3763 0.0169
seed2_cap15 2025_q4_drawdown -0.0238 -0.1219 0.7203 0.3294
seed2_cap18 2018_bear -0.0094 -0.0667 0.1455 0.0000
seed2_cap18 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_cap18 2024_oos_b_rebound 0.0377 -0.0843 0.5861 0.2406
seed2_cap18 2025_apr_shock -0.0594 -0.1134 0.3874 0.0201
seed2_cap18 2025_q4_drawdown -0.0562 -0.1339 0.7105 0.2973
seed2_top20_cap15 2018_bear -0.0069 -0.0583 0.1141 0.0000
seed2_top20_cap15 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap15 2024_oos_b_rebound 0.0440 -0.0838 0.5773 0.2451
seed2_top20_cap15 2025_apr_shock -0.0715 -0.1293 0.3763 0.0169
seed2_top20_cap15 2025_q4_drawdown -0.0240 -0.1219 0.7205 0.3292
seed2_top20_cap18 2018_bear -0.0094 -0.0667 0.1455 0.0000
seed2_top20_cap18 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap18 2024_oos_b_rebound 0.0366 -0.0860 0.5932 0.2352
seed2_top20_cap18 2025_apr_shock -0.0807 -0.1283 0.3397 0.0271
seed2_top20_cap18 2025_q4_drawdown -0.0706 -0.1389 0.7333 0.2815