Source: task5-ashare-leader/output/streaming_v0/v1_4_ab/task5_v14_ab_summary.md
Last modified: 2026-05-18 23:17:36 · 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
v1_3_y2_baseline 12 0.0800 0.0400 0.0000 0 0.1746 0.8708 -0.2249 0.3877 4.9260 0.3611 0.8688 2.6836 -0.1406 444 0 34 17 0.0000 0.0000
seed2_cap12 12 0.0800 0.0400 0.0200 0 0.1717 0.8583 -0.2249 0.3870 4.9105 0.3611 0.8688 2.6837 -0.1405 444 0 34 17 -0.0126 -0.0000
seed2_top20_cap12 12 0.0800 0.0400 0.0200 20 0.1717 0.8583 -0.2249 0.3870 4.9105 0.3611 0.8688 2.6837 -0.1405 444 0 34 17 -0.0126 -0.0000
cap18_no_seed 18 0.0500 0.0400 0.0000 0 0.1580 0.8236 -0.2108 0.3856 7.3697 0.3451 0.9253 2.9109 -0.1412 635 0 96 12 -0.0472 0.0141
cap15_no_seed 15 0.0600 0.0400 0.0000 0 0.1507 0.7960 -0.2212 0.3745 6.0640 0.3628 0.7057 2.3517 -0.1333 531 0 60 10 -0.0749 0.0038
seed2_cap15 15 0.0600 0.0400 0.0200 0 0.1445 0.7701 -0.2212 0.3730 6.0415 0.3762 0.6226 2.1234 -0.1333 533 0 60 9 -0.1007 0.0038
seed2_top20_cap15 15 0.0600 0.0400 0.0200 20 0.1445 0.7701 -0.2212 0.3730 6.0415 0.3762 0.6226 2.1234 -0.1333 533 0 60 9 -0.1007 0.0038
seed2_cap18 18 0.0500 0.0400 0.0200 0 0.1412 0.7454 -0.2108 0.3849 7.3577 0.3505 0.6340 2.0783 -0.1482 635 0 94 12 -0.1255 0.0141
seed2_top20_cap18 18 0.0500 0.0400 0.0200 20 0.1376 0.7314 -0.2095 0.3799 7.2441 0.3512 0.6338 2.0776 -0.1482 637 0 93 11 -0.1394 0.0154

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 2025-12-26 00:00:00 120.7809 early_watchlist_entry 19.0000
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 2025-12-26 00:00:00 120.7809 early_watchlist_entry 19.0000
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 2025-12-26 00:00:00 120.7809 early_watchlist_entry 19.0000
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 2025-12-26 00:00:00 120.7809 early_watchlist_entry 19.0000
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 2025-08-01 00:00:00 74.0986 early_watchlist_entry 11.0000
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 2025-09-26 00:00:00 97.9774 early_watchlist_entry 12.0000
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 2025-09-26 00:00:00 97.9774 early_watchlist_entry 12.0000
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 2025-09-26 00:00:00 97.9774 early_watchlist_entry 12.0000
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 2025-09-26 00:00:00 97.9774 early_watchlist_entry 12.0000

Stress Windows

scenario window return mdd avg_exposure avg_ai_chain
v1_3_y2_baseline 2018_bear 0.0000 0.0000 0.0000 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 0.0267 -0.0933 0.6644 0.2439
v1_3_y2_baseline 2025_apr_shock -0.0572 -0.1315 0.4400 0.0138
v1_3_y2_baseline 2025_q4_drawdown -0.0478 -0.1211 0.7209 0.3248
seed2_cap12 2018_bear 0.0000 0.0000 0.0000 0.0000
seed2_cap12 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_cap12 2024_oos_b_rebound 0.0267 -0.0933 0.6644 0.2439
seed2_cap12 2025_apr_shock -0.0578 -0.1306 0.4415 0.0217
seed2_cap12 2025_q4_drawdown -0.0477 -0.1211 0.7209 0.3248
seed2_top20_cap12 2018_bear 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap12 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap12 2024_oos_b_rebound 0.0267 -0.0933 0.6644 0.2439
seed2_top20_cap12 2025_apr_shock -0.0578 -0.1306 0.4415 0.0217
seed2_top20_cap12 2025_q4_drawdown -0.0477 -0.1211 0.7209 0.3248
cap15_no_seed 2018_bear 0.0000 0.0000 0.0000 0.0000
cap15_no_seed 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
cap15_no_seed 2024_oos_b_rebound 0.0504 -0.0839 0.6113 0.2409
cap15_no_seed 2025_apr_shock -0.0508 -0.1158 0.4220 0.0168
cap15_no_seed 2025_q4_drawdown -0.0815 -0.1333 0.6637 0.2656
cap18_no_seed 2018_bear 0.0000 0.0000 0.0000 0.0000
cap18_no_seed 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
cap18_no_seed 2024_oos_b_rebound 0.0495 -0.0863 0.6067 0.2334
cap18_no_seed 2025_apr_shock -0.0642 -0.1185 0.3859 0.0156
cap18_no_seed 2025_q4_drawdown -0.0616 -0.1195 0.6870 0.2973
seed2_cap15 2018_bear 0.0000 0.0000 0.0000 0.0000
seed2_cap15 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_cap15 2024_oos_b_rebound 0.0504 -0.0839 0.6113 0.2409
seed2_cap15 2025_apr_shock -0.0478 -0.1112 0.4219 0.0220
seed2_cap15 2025_q4_drawdown -0.0831 -0.1333 0.6415 0.2732
seed2_cap18 2018_bear 0.0000 0.0000 0.0000 0.0000
seed2_cap18 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_cap18 2024_oos_b_rebound 0.0495 -0.0863 0.6067 0.2334
seed2_cap18 2025_apr_shock -0.0604 -0.1144 0.3855 0.0203
seed2_cap18 2025_q4_drawdown -0.0718 -0.1314 0.6845 0.2823
seed2_top20_cap15 2018_bear 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap15 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap15 2024_oos_b_rebound 0.0504 -0.0839 0.6113 0.2409
seed2_top20_cap15 2025_apr_shock -0.0478 -0.1112 0.4219 0.0220
seed2_top20_cap15 2025_q4_drawdown -0.0831 -0.1333 0.6415 0.2732
seed2_top20_cap18 2018_bear 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap18 2024_smallcap_crash 0.0000 0.0000 0.0000 0.0000
seed2_top20_cap18 2024_oos_b_rebound 0.0162 -0.0830 0.5839 0.2285
seed2_top20_cap18 2025_apr_shock -0.0606 -0.1168 0.3875 0.0209
seed2_top20_cap18 2025_q4_drawdown -0.0719 -0.1314 0.6845 0.2823