Source: task5-ashare-leader/output/streaming_hist_2012/v1_4_final/v1_4_final_report.md
Last modified: 2026-05-23 16:08:28 · 3,216 bytes
Task #5 v1.4 Final Artifact
Formal v1.4 = v1.3 Y2 + winner_trim threshold 12% only.
FULL Metrics
| strategy_version |
base_version |
sole_change |
winner_trim_threshold |
full_annualized |
full_vol |
full_sharpe |
full_mdd |
full_final_nav |
avg_exposure |
avg_holdings |
trades |
buys |
trim_sells |
| v1.4_final |
v1.3 Y2 |
winner_trim_threshold 15% -> 12% |
0.1200 |
0.1743 |
0.1961 |
0.8889 |
-0.2132 |
3.5773 |
0.3928 |
4.9980 |
736 |
305 |
138 |
Sanity vs #33 trim_12pct
| reference_path |
reference_exists |
nav_rows_match |
max_abs_nav_diff |
trades_rows_match |
positions_rows_match |
trim_sells |
ref_trim_sells |
| output/streaming_hist_2012/v1_3_trim_threshold_ab/trim_12pct |
True |
True |
0.00000000 |
True |
True |
138 |
138 |
Latest Holdings
| date |
order_book_id |
symbol |
weight |
close |
entry_price |
unrealized_return |
| 2026-05-15 00:00:00 |
300308.XSHE |
中际旭创 |
0.1186 |
1049.8700 |
536.0360 |
0.9586 |
| 2026-05-15 00:00:00 |
300502.XSHE |
新易盛 |
0.1070 |
610.0500 |
312.1329 |
0.9545 |
| 2026-05-15 00:00:00 |
603256.XSHG |
宏和科技 |
0.1032 |
134.1000 |
81.5859 |
0.6437 |
| 2026-05-15 00:00:00 |
001309.XSHE |
德明利 |
0.0975 |
712.0600 |
527.4340 |
0.3500 |
| 2026-05-15 00:00:00 |
688072.XSHG |
拓荆科技 |
0.0929 |
529.9400 |
334.9665 |
0.5821 |
| 2026-05-15 00:00:00 |
300604.XSHE |
长川科技 |
0.0878 |
209.5000 |
138.7403 |
0.5100 |
| 2026-05-15 00:00:00 |
002487.XSHE |
大金重工 |
0.0830 |
77.4000 |
52.1325 |
0.4847 |
| 2026-05-15 00:00:00 |
688525.XSHG |
佰维存储 |
0.0820 |
306.3000 |
242.7175 |
0.2620 |
| 2026-05-15 00:00:00 |
688025.XSHG |
杰普特 |
0.0796 |
394.8000 |
357.7900 |
0.1034 |
| 2026-05-15 00:00:00 |
000426.XSHE |
兴业银锡 |
0.0754 |
44.1400 |
44.3607 |
-0.0050 |
| 2026-05-15 00:00:00 |
300548.XSHE |
长芯博创 |
0.0621 |
251.4000 |
261.4005 |
-0.0383 |
| 2026-05-15 00:00:00 |
301377.XSHE |
鼎泰高科 |
0.0108 |
247.6900 |
215.3130 |
0.1504 |