Task #5 v1.2 Candidate Summary
Candidate config: v1.1 + public-fund combined sponsorship bonus (market-value and holding-count scores), release-date PIT merged.
| period | annualized | vol | sharpe | max_drawdown | final_nav |
|---|---|---|---|---|---|
| IS | 0.1109 | 0.1777 | 0.6240 | -0.2234 | 1.8153 |
| OOS-A | 0.0000 | 0.0000 | nan | 0.0000 | 1.0000 |
| OOS-B | 0.0697 | 0.2575 | 0.2706 | -0.1896 | 1.0501 |
| OOS-C | 0.7059 | 0.3263 | 2.1632 | -0.1688 | 1.5640 |
| FULL | 0.1476 | 0.1997 | 0.7392 | -0.2234 | 2.9814 |
Portfolio Profile
Average exposure: 28.47%
Trades: 405 rows; buys=196; sells=209
Latest Holdings
| date | order_book_id | weight | close | entry_price | unrealized_return |
|---|---|---|---|---|---|
| 2026-05-15 00:00:00 | 300308.XSHE | 0.1172 | 1049.8700 | 536.0360 | 0.9586 |
| 2026-05-15 00:00:00 | 603256.XSHG | 0.1045 | 134.1000 | 81.5859 | 0.6437 |
| 2026-05-15 00:00:00 | 300604.XSHE | 0.0988 | 209.5000 | 138.7403 | 0.5100 |
| 2026-05-15 00:00:00 | 001309.XSHE | 0.0974 | 712.0600 | 527.4340 | 0.3500 |
| 2026-05-15 00:00:00 | 300502.XSHE | 0.0965 | 610.0500 | 384.9351 | 0.5848 |
| 2026-05-15 00:00:00 | 688072.XSHG | 0.0957 | 529.9400 | 334.9665 | 0.5821 |
| 2026-05-15 00:00:00 | 688525.XSHG | 0.0825 | 306.3000 | 242.7175 | 0.2620 |
| 2026-05-15 00:00:00 | 002487.XSHE | 0.0689 | 77.4000 | 69.8815 | 0.1076 |
| 2026-05-15 00:00:00 | 300548.XSHE | 0.0672 | 251.4000 | 261.4005 | -0.0383 |
| 2026-05-15 00:00:00 | 000426.XSHE | 0.0632 | 44.1400 | 44.3607 | -0.0050 |
| 2026-05-15 00:00:00 | 688025.XSHG | 0.0618 | 394.8000 | 357.7900 | 0.1034 |
| 2026-05-15 00:00:00 | 300857.XSHE | 0.0462 | 274.0100 | 265.5009 | 0.0320 |