Source: task5-ashare-leader/output/streaming_hist_2012/v1_4_loss_growth_ab/summary.md
Last modified: 2026-05-19 14:28:12 · 958 bytes
Task #5 loss-growth / top-N fundamental relaxation A/B
| scenario |
full_ann |
full_sharpe |
full_mdd |
final_nav |
avg_exposure |
avg_holdings |
trades |
buys |
exception_buys |
exception_candidate_rows |
exception_candidate_stocks |
first_buy_date |
first_buy_price |
first_buy_reason |
first_buy_rank |
| top3_exempt_4pct |
0.1427 |
0.7442 |
-0.3378 |
0.0000 |
0.3828 |
5.0990 |
774 |
370 |
123 |
1540 |
562 |
2024-11-08 |
290.4735 |
top3_fundamental_exempt_entry |
4.0000 |