{"date": "2026-10-30", "prev_date": "2026-10-23", "regime": "RANGING", "exposure_cap": 0.43, "prev_regime": "RANGING", "snapshot_scale_changed": false, "rankings": [{"rank": 1, "orig_rank": 1, "code": "159501.SZ", "name": "纳指科技ETF", "score": 0.8732, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.982, "factor_sharpe": 0.964, "factor_overbought": 0.5766, "factor_vol_stability": 0.964, "factor_valuation": 0.0901, "pe_ttm": 28.1975, "pe_pct": 0.3596, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": 28.1975, "true_pe_pct": 0.3596, "true_pb": 8.5929, "true_index_name": "纳指100", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 1, "factor_changes": {"momentum": -0.018, "sharpe": 0.009, "overbought": -0.027, "vol_stability": 0.009, "valuation": 0.036}, "reason_short": null, "anchor_confidence": 0.9278, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 2, "orig_rank": 2, "code": "513100.SH", "name": "纳指ETF", "score": 0.8725, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.964, "factor_sharpe": 0.9459, "factor_overbought": 0.5856, "factor_vol_stability": 0.9459, "factor_valuation": 0.1441, "pe_ttm": 28.1975, "pe_pct": 0.3596, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": 28.1975, "true_pe_pct": 0.3596, "true_pb": 8.5929, "true_index_name": "纳指100", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 4, "factor_changes": {"momentum": 0.0181, "sharpe": 0.045, "overbought": -0.027, "vol_stability": 0.045, "valuation": 0.018}, "reason_short": null, "anchor_confidence": 1.0, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 3, "orig_rank": 3, "code": "159941.SZ", "name": "纳指ETF", "score": 0.852, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": 1, "streak_desc": "回榜", "factor_momentum": 0.9459, "factor_sharpe": 0.9009, "factor_overbought": 0.5946, "factor_vol_stability": 0.9009, "factor_valuation": 0.1532, "pe_ttm": 28.1975, "pe_pct": 0.3596, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": 28.1975, "true_pe_pct": 0.3596, "true_pb": 8.5929, "true_index_name": "纳指100", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -1, "prev_rank": 2, "factor_changes": {"momentum": -0.0361, "sharpe": 0.018, "overbought": -0.027, "vol_stability": 0.009, "valuation": 0.0541}, "reason_short": null, "anchor_confidence": 0.9857, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 4, "orig_rank": 4, "code": "513390.SH", "name": "纳指ETF", "score": 0.8307, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.9009, "factor_sharpe": 0.8919, "factor_overbought": 0.6036, "factor_vol_stability": 0.8919, "factor_valuation": 0.1622, "pe_ttm": 28.1975, "pe_pct": 0.3596, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": 28.1975, "true_pe_pct": 0.3596, "true_pb": 8.5929, "true_index_name": "纳指100", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 6, "factor_changes": {"momentum": -0.009, "sharpe": 0.0631, "overbought": -0.036, "vol_stability": 0.0541, "valuation": 0.0}, "reason_short": null, "anchor_confidence": 0.9586, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 5, "orig_rank": 5, "code": "513300.SH", "name": "纳斯达克ETF", "score": 0.8066, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8468, "factor_sharpe": 0.8739, "factor_overbought": 0.6126, "factor_vol_stability": 0.8739, "factor_valuation": 0.1892, "pe_ttm": 28.1975, "pe_pct": 0.3596, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": 28.1975, "true_pe_pct": 0.3596, "true_pb": 8.5929, "true_index_name": "纳指100", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 5, "factor_changes": {"momentum": -0.0811, "sharpe": 0.009, "overbought": -0.018, "vol_stability": 0.009, "valuation": 0.0541}, "reason_short": null, "anchor_confidence": 0.9729, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 6, "orig_rank": 6, "code": "159612.SZ", "name": "标普500ETF", "score": 0.7802, "category": "跨境", "sub_category": "美股", "anchor_code": "SPY", "timing_predicted": 40.0, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8739, "factor_sharpe": 0.8829, "factor_overbought": 0.2793, "factor_vol_stability": 0.8829, "factor_valuation": 0.1712, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 8, "factor_changes": {"momentum": -0.009, "sharpe": 0.0361, "overbought": 0.018, "vol_stability": 0.0361, "valuation": -0.009}, "reason_short": null, "anchor_confidence": 0.9614}, {"rank": 7, "orig_rank": 7, "code": "159655.SZ", "name": "标普ETF", "score": 0.7567, "category": "跨境", "sub_category": "美股", "anchor_code": "SPY", "timing_predicted": 40.0, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8559, "factor_sharpe": 0.8468, "factor_overbought": 0.2703, "factor_vol_stability": 0.8468, "factor_valuation": 0.1982, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 5, "prev_rank": 12, "factor_changes": {"momentum": -0.036, "sharpe": -0.0451, "overbought": 0.0271, "vol_stability": -0.0361, "valuation": 0.027}, "reason_short": null, "anchor_confidence": 0.9594}, {"rank": 8, "orig_rank": 8, "code": "513850.SH", "name": "美国50ETF", "score": 0.7542, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.955, "factor_sharpe": 0.9279, "factor_overbought": 0.2252, "factor_vol_stability": 0.9279, "factor_valuation": 0.1261, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 1, "prev_rank": 9, "factor_changes": {"momentum": -0.018, "sharpe": -0.009, "overbought": 0.036, "vol_stability": -0.009, "valuation": 0.009}, "reason_short": null, "anchor_confidence": 0.942, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 9, "orig_rank": 9, "code": "513500.SH", "name": "标普500ETF", "score": 0.7448, "category": "跨境", "sub_category": "美股", "anchor_code": "SPY", "timing_predicted": 40.0, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8829, "factor_sharpe": 0.8649, "factor_overbought": 0.2432, "factor_vol_stability": 0.8649, "factor_valuation": 0.2072, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 4, "prev_rank": 13, "factor_changes": {"momentum": 0.018, "sharpe": 0.009, "overbought": 0.018, "vol_stability": 0.009, "valuation": -0.009}, "reason_short": null, "anchor_confidence": 1.0}, {"rank": 10, "orig_rank": 10, "code": "513650.SH", "name": "标普500ETF", "score": 0.7387, "category": "跨境", "sub_category": "美股", "anchor_code": "SPY", "timing_predicted": 40.0, "streak_weeks": 2, "streak_desc": "第2周在榜", "factor_momentum": 0.8649, "factor_sharpe": 0.8559, "factor_overbought": 0.2523, "factor_vol_stability": 0.8559, "factor_valuation": 0.1802, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 1, "prev_rank": 11, "factor_changes": {"momentum": -0.009, "sharpe": -0.018, "overbought": 0.0091, "vol_stability": -0.018, "valuation": -0.009}, "reason_short": null, "anchor_confidence": 0.9539}, {"rank": 11, "orig_rank": 11, "code": "159577.SZ", "name": "美国50ETF", "score": 0.7326, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": 1, "streak_desc": "回榜", "factor_momentum": 0.9369, "factor_sharpe": 0.9099, "factor_overbought": 0.2162, "factor_vol_stability": 0.9099, "factor_valuation": 0.1351, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -8, "prev_rank": 3, "factor_changes": {"momentum": -0.0271, "sharpe": -0.0, "overbought": -0.0631, "vol_stability": -0.0, "valuation": -0.0181}, "reason_short": null, "anchor_confidence": 0.9506, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 12, "orig_rank": 12, "code": "513400.SH", "name": "道琼斯ETF", "score": 0.6515, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2, "streak_weeks": 1, "streak_desc": "回榜", "factor_momentum": 0.8288, "factor_sharpe": 0.7748, "factor_overbought": 0.1982, "factor_vol_stability": 0.7748, "factor_valuation": 0.2342, "pe_ttm": 20.9, "pe_pct": 0.542, "anchor_pe": 20.9, "anchor_pe_pct": 0.542, "anchor_exp_ret_1y": 0.0, "true_pe": 20.9, "true_pe_pct": 0.542, "true_pb": null, "true_index_name": "道琼斯工业平均指数", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -2, "prev_rank": 10, "factor_changes": {"momentum": -0.0, "sharpe": 0.0, "overbought": -0.045, "vol_stability": 0.0, "valuation": -0.009}, "reason_short": null, "anchor_name": "纳斯达克", "anchor_confidence": 0.6293, "timing_yesterday": 68.8, "timing_today": 68.6, "premium_rate": 3.33, "premium_coef": 1.0, "premium_tag": "🟢", "premium_tier": "MID", "premium_tier_label": "🌤 主流跨境（美国50/道琼斯）", "premium_half": 4.0, "premium_clear": 6.0, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 13, "orig_rank": 13, "code": "159502.SZ", "name": "标普生物科技ETF", "score": 0.6267, "category": "跨境", "sub_category": "美股", "anchor_code": "159502", "timing_predicted": 57.5532, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8919, "factor_sharpe": 0.8288, "factor_overbought": 0.1622, "factor_vol_stability": 0.8288, "factor_valuation": 0.1171, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -6, "prev_rank": 7, "factor_changes": {"momentum": 0.036, "sharpe": 0.072, "overbought": -0.1441, "vol_stability": 0.072, "valuation": -0.0901}, "reason_short": "🛡️反追高↓", "anchor_confidence": 1.0}, {"rank": 14, "orig_rank": 14, "code": "159529.SZ", "name": "标普消费ETF", "score": 0.6119, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.9279, "factor_sharpe": 0.9369, "factor_overbought": 0.0811, "factor_vol_stability": 0.9369, "factor_valuation": 0.2252, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 1, "prev_rank": 15, "factor_changes": {"momentum": 0.027, "sharpe": 0.018, "overbought": -0.054, "vol_stability": 0.018, "valuation": -0.0361}, "reason_short": null, "anchor_confidence": 0.1622, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 15, "orig_rank": 15, "code": "159518.SZ", "name": "标普油气ETF", "score": 0.6046, "category": "跨境", "sub_category": "美股", "anchor_code": "159518", "timing_predicted": 21.9149, "streak_weeks": null, "streak_desc": null, "factor_momentum": 1.0, "factor_sharpe": 0.955, "factor_overbought": 0.045, "factor_vol_stability": 0.955, "factor_valuation": 0.027, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 5, "prev_rank": 20, "factor_changes": {"momentum": 0.009, "sharpe": 0.0271, "overbought": -0.0271, "vol_stability": 0.0271, "valuation": -0.009}, "reason_short": null, "anchor_confidence": 1.0, "anchors": [{"code": "159518", "name": "标普油气", "weight": 0.5}, {"code": "XOP", "name": "标普油气上游", "weight": 0.5}]}, {"rank": 16, "orig_rank": 16, "code": "159866.SZ", "name": "日经ETF", "score": 0.5995, "category": "跨境", "sub_category": "日股", "anchor_code": "QQQ", "timing_predicted": 63.2, "streak_weeks": 2, "streak_desc": "第2周在榜", "factor_momentum": 0.7838, "factor_sharpe": 0.7838, "factor_overbought": 0.2973, "factor_vol_stability": 0.7928, "factor_valuation": 0.2703, "pe_ttm": 15.2962, "pe_pct": 0.7156, "anchor_pe": 15.3, "anchor_pe_pct": 0.716, "anchor_exp_ret_1y": -0.066, "true_pe": 15.3, "true_pe_pct": 0.716, "true_pb": 2.39, "true_index_name": "东证竞争", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 44, "prev_rank": 60, "factor_changes": {"momentum": 0.027, "sharpe": 0.1712, "overbought": -0.1351, "vol_stability": 0.4279, "valuation": -0.009}, "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_name": "纳斯达克", "anchor_confidence": 0.779, "timing_yesterday": 68.8, "timing_today": 68.6, "premium_rate": 1.72, "premium_coef": 1.0, "premium_tag": "🟢", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 17, "orig_rank": 17, "code": "513520.SH", "name": "日经ETF", "score": 0.5994, "category": "跨境", "sub_category": "日股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7928, "factor_sharpe": 0.8018, "factor_overbought": 0.2883, "factor_vol_stability": 0.8018, "factor_valuation": 0.2793, "pe_ttm": 15.2962, "pe_pct": 0.7156, "anchor_pe": 15.2962, "anchor_pe_pct": 0.7156, "anchor_exp_ret_1y": -0.066, "true_pe": 15.2962, "true_pe_pct": 0.7156, "true_pb": 2.3945, "true_index_name": "东证竞争", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 36, "prev_rank": 53, "factor_changes": {"momentum": 0.027, "sharpe": 0.1171, "overbought": -0.1441, "vol_stability": 0.4369, "valuation": 0.009}, "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_confidence": 0.8613, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 18, "orig_rank": 18, "code": "513800.SH", "name": "东证指数ETF", "score": 0.5931, "category": "跨境", "sub_category": "日股", "anchor_code": "EWJ", "timing_predicted": 39.0, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7748, "factor_sharpe": 0.7928, "factor_overbought": 0.3063, "factor_vol_stability": 0.7838, "factor_valuation": 0.2432, "pe_ttm": 15.2962, "pe_pct": 0.7156, "anchor_pe": 15.2962, "anchor_pe_pct": 0.7156, "anchor_exp_ret_1y": -0.066, "true_pe": 15.2962, "true_pe_pct": 0.7156, "true_pb": 2.3945, "true_index_name": "东证竞争", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 4, "prev_rank": 22, "factor_changes": {"momentum": -0.045, "sharpe": 0.0, "overbought": 0.018, "vol_stability": -0.009, "valuation": 0.009}, "reason_short": null, "anchor_confidence": 0.7582}, {"rank": 19, "orig_rank": 19, "code": "513290.SH", "name": "纳指生物科技ETF", "score": 0.5904, "category": "跨境", "sub_category": "美股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.973, "factor_sharpe": 0.9189, "factor_overbought": 0.0901, "factor_vol_stability": 0.9189, "factor_valuation": 0.036, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -5, "prev_rank": 14, "factor_changes": {"momentum": 0.0361, "sharpe": -0.027, "overbought": -0.0901, "vol_stability": -0.027, "valuation": -0.0271}, "reason_short": null, "anchor_confidence": 0.0155, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 20, "orig_rank": 20, "code": "513050.SH", "name": "中概互联ETF", "score": 0.5763, "category": "跨境", "sub_category": "中概", "anchor_code": "HSI", "timing_predicted": 23.8, "streak_weeks": 1, "streak_desc": "回榜", "factor_momentum": 0.3153, "factor_sharpe": 0.1351, "factor_overbought": 0.9595, "factor_vol_stability": 0.3423, "factor_valuation": 0.9459, "pe_ttm": 14.7569, "pe_pct": 0.0012, "anchor_pe": 14.76, "anchor_pe_pct": 0.001, "anchor_exp_ret_1y": 0.249, "true_pe": 14.76, "true_pe_pct": 0.001, "true_pb": 1.82, "true_index_name": "中概互联50", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -4, "prev_rank": 16, "factor_changes": {"momentum": -0.0, "sharpe": -0.1712, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.0091}, "reason_short": "⚖️夏普↓", "anchor_name": "恒生指数", "anchor_confidence": 0.8547, "timing_yesterday": 20.4, "timing_today": 23.8, "premium_rate": -2.59, "premium_coef": 1.0, "premium_tag": "🟡", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0}, {"rank": 21, "orig_rank": 21, "code": "513880.SH", "name": "日经225ETF", "score": 0.5744, "category": "跨境", "sub_category": "日股", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8108, "factor_sharpe": 0.8108, "factor_overbought": 0.2613, "factor_vol_stability": 0.8198, "factor_valuation": 0.2613, "pe_ttm": 15.2962, "pe_pct": 0.7156, "anchor_pe": 15.2962, "anchor_pe_pct": 0.7156, "anchor_exp_ret_1y": -0.066, "true_pe": 15.2962, "true_pe_pct": 0.7156, "true_pb": 2.3945, "true_index_name": "东证竞争", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 31, "prev_rank": 52, "factor_changes": {"momentum": 0.009, "sharpe": 0.1351, "overbought": -0.1711, "vol_stability": 0.4549, "valuation": 0.009}, "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_confidence": 0.8574, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 22, "orig_rank": 22, "code": "159903.SZ", "name": "深成ETF", "score": 0.5632, "category": "宽基指数", "sub_category": "大盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7, "streak_weeks": 2, "streak_desc": "第2周在榜", "factor_momentum": 0.1802, "factor_sharpe": 0.1982, "factor_overbought": 0.9009, "factor_vol_stability": 0.3423, "factor_valuation": 1.0, "pe_ttm": 24.824, "pe_pct": 0.3356, "anchor_pe": 24.82, "anchor_pe_pct": 0.336, "anchor_exp_ret_1y": 0.08, "true_pe": 24.82, "true_pe_pct": 0.336, "true_pb": 2.26, "true_index_name": "深证成指", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 4, "prev_rank": 26, "factor_changes": {"momentum": 0.018, "sharpe": 0.0721, "overbought": -0.0, "vol_stability": -0.0226, "valuation": 0.0}, "reason_short": null, "anchor_name": "沪深300", "anchor_confidence": 0.9427, "timing_yesterday": 21.7, "timing_today": 21.7, "premium_rate": 0.05, "premium_coef": 1.0, "premium_tag": "🟢", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0}, {"rank": 23, "orig_rank": 23, "code": "159607.SZ", "name": "中概互联网ETF", "score": 0.5607, "category": "跨境", "sub_category": "中概", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3514, "factor_sharpe": 0.0721, "factor_overbought": 0.9595, "factor_vol_stability": 0.3423, "factor_valuation": 0.9099, "pe_ttm": 14.7569, "pe_pct": 0.0012, "anchor_pe": 14.7569, "anchor_pe_pct": 0.0012, "anchor_exp_ret_1y": 0.249, "true_pe": 14.7569, "true_pe_pct": 0.0012, "true_pb": 1.8217, "true_index_name": "中概互联50", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -6, "prev_rank": 17, "factor_changes": {"momentum": -0.063, "sharpe": -0.2162, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.018}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.7622}, {"rank": 24, "orig_rank": 24, "code": "518880.SH", "name": "黄金ETF", "score": 0.5583, "category": "商品", "sub_category": "贵金属", "anchor_code": "GLD", "timing_predicted": 21.7, "streak_weeks": 2, "streak_desc": "第2周在榜", "factor_momentum": 0.5946, "factor_sharpe": 0.6486, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.7387, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 8, "prev_rank": 32, "factor_changes": {"momentum": 0.018, "sharpe": 0.063, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.045}, "reason_short": null, "anchor_name": "黄金", "anchor_confidence": 1.0, "timing_yesterday": 38.3, "timing_today": 13.3, "premium_rate": 0.0, "premium_coef": 1.0, "premium_tag": "🟢", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "anchors": [{"code": "GLD", "name": "黄金", "weight": 1.0}, {"code": "short-GLD", "name": "黄金-做空（仓位=做多-做空*4）", "weight": -4.0}]}, {"rank": 25, "orig_rank": 25, "code": "513180.SH", "name": "恒生科技ETF", "score": 0.5582, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1712, "factor_sharpe": 0.018, "factor_overbought": 0.991, "factor_vol_stability": 0.3423, "factor_valuation": 0.973, "pe_ttm": 0.4246, "pe_pct": 0.0, "anchor_pe": 0.4246, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 0.4246, "true_pe_pct": 0.0, "true_pb": 0.0358, "true_index_name": "恒生科技", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 25, "factor_changes": {"momentum": -0.009, "sharpe": -0.0451, "overbought": 0.027, "vol_stability": -0.0226, "valuation": 0.0}, "reason_short": null, "anchor_confidence": 0.8142}, {"rank": 26, "orig_rank": 26, "code": "159937.SZ", "name": "黄金ETF", "score": 0.5557, "category": "商品", "sub_category": "贵金属", "anchor_code": "GLD", "timing_predicted": 21.6668, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6036, "factor_sharpe": 0.6396, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.7297, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 7, "prev_rank": 33, "factor_changes": {"momentum": 0.036, "sharpe": 0.063, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.027}, "reason_short": null, "anchor_confidence": 0.9999, "anchors": [{"code": "GLD", "name": "黄金", "weight": 1.0}, {"code": "short-GLD", "name": "黄金-做空（仓位=做多-做空*4）", "weight": -4.0}]}, {"rank": 27, "orig_rank": 27, "code": "516780.SH", "name": "稀土ETF", "score": 0.5555, "category": "策略风格", "sub_category": "稀土", "anchor_code": "399001.SZ", "timing_predicted": 4.3, "streak_weeks": 1, "streak_desc": "回榜", "factor_momentum": 0.2613, "factor_sharpe": 0.3964, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.955, "pe_ttm": null, "pe_pct": null, "anchor_pe": 24.82, "anchor_pe_pct": 0.336, "anchor_exp_ret_1y": 0.092, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -3, "prev_rank": 24, "factor_changes": {"momentum": -0.036, "sharpe": -0.009, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0181}, "reason_short": null, "anchor_name": "深证成指", "anchor_confidence": 0.8142, "timing_yesterday": 12.8, "timing_today": 12.8, "premium_rate": -0.16, "premium_coef": 1.0, "premium_tag": "🟡", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0}, {"rank": 28, "orig_rank": 28, "code": "159805.SZ", "name": "传媒ETF", "score": 0.5385, "category": "行业主题", "sub_category": "传媒", "anchor_code": "159805", "timing_predicted": 0.0, "streak_weeks": 5, "streak_desc": "连续5周强势", "factor_momentum": 0.5856, "factor_sharpe": 0.6667, "factor_overbought": 0.8694, "factor_vol_stability": 0.3423, "factor_valuation": 0.5676, "pe_ttm": 30.9796, "pe_pct": 0.2988, "anchor_pe": 30.9796, "anchor_pe_pct": 0.2988, "anchor_exp_ret_1y": 0.097, "true_pe": 30.9796, "true_pe_pct": 0.2988, "true_pb": 2.1219, "true_index_name": "中证传媒", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -7, "prev_rank": 21, "factor_changes": {"momentum": 0.1171, "sharpe": -0.045, "overbought": -0.0811, "vol_stability": -0.0226, "valuation": -0.1441}, "reason_short": "💎估值↓", "anchor_confidence": 1.0}, {"rank": 29, "orig_rank": 29, "code": "512400.SH", "name": "有色金属ETF", "score": 0.536, "category": "行业主题", "sub_category": "周期", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": 0, "streak_desc": "回榜", "factor_momentum": 0.1171, "factor_sharpe": 0.2793, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.991, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.28, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 29, "factor_changes": {"momentum": 0.018, "sharpe": -0.036, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0}, "reason_short": null, "anchor_confidence": 0.5933}, {"rank": 30, "orig_rank": 30, "code": "512660.SH", "name": "军工ETF", "score": 0.5348, "category": "行业主题", "sub_category": "军工", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.3604, "factor_sharpe": 0.5225, "factor_overbought": 0.9099, "factor_vol_stability": 0.3423, "factor_valuation": 0.6712, "pe_ttm": 55.0262, "pe_pct": 0.2052, "anchor_pe": 55.0262, "anchor_pe_pct": 0.2052, "anchor_exp_ret_1y": 0.144, "true_pe": 55.0262, "true_pe_pct": 0.2052, "true_pb": 2.9893, "true_index_name": "中证军工", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 73, "prev_rank": 103, "factor_changes": {"momentum": -0.027, "sharpe": -0.0, "overbought": 0.8468, "vol_stability": -0.0226, "valuation": -0.0495}, "reason_short": "🛡️反追高↑", "anchor_confidence": 0.7291}, {"rank": 31, "orig_rank": 31, "code": "510500.SH", "name": "中证500ETF", "score": 0.5288, "category": "宽基指数", "sub_category": "中盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.2703, "factor_sharpe": 0.3423, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8829, "pe_ttm": 27.1449, "pe_pct": 0.5704, "anchor_pe": 27.1449, "anchor_pe_pct": 0.5704, "anchor_exp_ret_1y": -0.01, "true_pe": 27.1449, "true_pe_pct": 0.5704, "true_pb": 2.0086, "true_index_name": "中证500", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 4, "prev_rank": 35, "factor_changes": {"momentum": -0.009, "sharpe": 0.009, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0361}, "reason_short": null, "anchor_confidence": 0.9202}, {"rank": 32, "orig_rank": 32, "code": "508000.SH", "name": "张江产业园REIT", "score": 0.5275, "category": "REITs", "sub_category": "产业园", "anchor_code": "508021.SH", "timing_predicted": 34.0101, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.4775, "factor_sharpe": 0.5676, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.964, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 13, "prev_rank": 45, "factor_changes": {"momentum": -0.063, "sharpe": 0.0271, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.1262}, "reason_short": "💎估值↑", "anchor_confidence": 0.8132}, {"rank": 33, "orig_rank": 33, "code": "515210.SH", "name": "钢铁ETF", "score": 0.5257, "category": "行业主题", "sub_category": "周期", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3694, "factor_sharpe": 0.2162, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.9009, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.28, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 8, "prev_rank": 41, "factor_changes": {"momentum": -0.1171, "sharpe": -0.2162, "overbought": 0.3199, "vol_stability": -0.0226, "valuation": 0.027}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.1797}, {"rank": 34, "orig_rank": 34, "code": "159869.SZ", "name": "游戏ETF", "score": 0.5216, "category": "行业主题", "sub_category": "传媒", "anchor_code": "159869", "timing_predicted": 0.0, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4955, "factor_sharpe": 0.5315, "factor_overbought": 0.8694, "factor_vol_stability": 0.3423, "factor_valuation": 0.6036, "pe_ttm": 30.9796, "pe_pct": 0.2988, "anchor_pe": 30.9796, "anchor_pe_pct": 0.2988, "anchor_exp_ret_1y": 0.097, "true_pe": 30.9796, "true_pe_pct": 0.2988, "true_pb": 2.1219, "true_index_name": "中证传媒", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -11, "prev_rank": 23, "factor_changes": {"momentum": 0.1441, "sharpe": -0.0, "overbought": -0.0811, "vol_stability": -0.0226, "valuation": -0.1892}, "reason_short": "💎估值↓", "anchor_confidence": 1.0}, {"rank": 35, "orig_rank": 35, "code": "513330.SH", "name": "恒生互联网ETF", "score": 0.5194, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2252, "factor_sharpe": 0.027, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.982, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 0.4246, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 0.4246, "true_pe_pct": 0.0, "true_pb": 0.0358, "true_index_name": "恒生科技", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -5, "prev_rank": 30, "factor_changes": {"momentum": -0.009, "sharpe": -0.1352, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.7698}, {"rank": 36, "orig_rank": 36, "code": "159636.SZ", "name": "港股通科技ETF", "score": 0.5192, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2342, "factor_sharpe": 0.1081, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.9369, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 0.4246, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 0.4246, "true_pe_pct": 0.0, "true_pb": 0.0358, "true_index_name": "恒生科技", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -8, "prev_rank": 28, "factor_changes": {"momentum": -0.0271, "sharpe": -0.0901, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.0271}, "reason_short": null, "anchor_confidence": 0.8368}, {"rank": 37, "orig_rank": 37, "code": "515050.SH", "name": "5GETF", "score": 0.5187, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.018, "factor_sharpe": 0.4054, "factor_overbought": 0.8874, "factor_vol_stability": 0.3423, "factor_valuation": 0.8018, "pe_ttm": 31.0548, "pe_pct": 0.3854, "anchor_pe": 31.0548, "anchor_pe_pct": 0.3854, "anchor_exp_ret_1y": 0.056, "true_pe": 31.0548, "true_pe_pct": 0.3854, "true_pb": 4.7332, "true_index_name": "5G通讯", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 29, "prev_rank": 66, "factor_changes": {"momentum": -0.0, "sharpe": 0.054, "overbought": 0.1081, "vol_stability": -0.0226, "valuation": 0.1712}, "reason_short": "💎估值↑", "anchor_confidence": 0.9481}, {"rank": 38, "orig_rank": 38, "code": "159845.SZ", "name": "中证1000ETF", "score": 0.5158, "category": "宽基指数", "sub_category": "小盘", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2973, "factor_sharpe": 0.4685, "factor_overbought": 0.6261, "factor_vol_stability": 0.3423, "factor_valuation": 0.8559, "pe_ttm": 36.8601, "pe_pct": 0.4148, "anchor_pe": 36.8601, "anchor_pe_pct": 0.4148, "anchor_exp_ret_1y": 0.045, "true_pe": 36.8601, "true_pe_pct": 0.4148, "true_pb": 1.9979, "true_index_name": "中证1000", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 64, "prev_rank": 102, "factor_changes": {"momentum": -0.0631, "sharpe": -0.009, "overbought": 0.036, "vol_stability": -0.0226, "valuation": 0.0271}, "reason_short": null, "anchor_confidence": 0.9175}, {"rank": 39, "orig_rank": 39, "code": "512100.SH", "name": "中证1000ETF", "score": 0.5129, "category": "宽基指数", "sub_category": "小盘", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.3063, "factor_sharpe": 0.4595, "factor_overbought": 0.6261, "factor_vol_stability": 0.3423, "factor_valuation": 0.8468, "pe_ttm": 36.8601, "pe_pct": 0.4148, "anchor_pe": 36.8601, "anchor_pe_pct": 0.4148, "anchor_exp_ret_1y": 0.045, "true_pe": 36.8601, "true_pe_pct": 0.4148, "true_pb": 1.9979, "true_index_name": "中证1000", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -2, "prev_rank": 37, "factor_changes": {"momentum": -0.0631, "sharpe": -0.009, "overbought": 0.036, "vol_stability": -0.0226, "valuation": 0.027}, "reason_short": null, "anchor_confidence": 0.9143}, {"rank": 40, "orig_rank": 40, "code": "159870.SZ", "name": "化工ETF", "score": 0.5122, "category": "行业主题", "sub_category": "周期", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2523, "factor_sharpe": 0.2703, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8649, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.28, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -9, "prev_rank": 31, "factor_changes": {"momentum": 0.0091, "sharpe": -0.009, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.054}, "reason_short": null, "anchor_confidence": 0.6262}, {"rank": 41, "orig_rank": 41, "code": "513730.SH", "name": "东南亚科技ETF", "score": 0.5117, "category": "跨境", "sub_category": "亚太", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4595, "factor_sharpe": 0.0991, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7838, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -7, "prev_rank": 34, "factor_changes": {"momentum": 0.0, "sharpe": -0.036, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0}, "reason_short": null, "anchor_confidence": 0.5674, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 42, "orig_rank": 42, "code": "515790.SH", "name": "光伏ETF", "score": 0.5056, "category": "行业主题", "sub_category": "新能源", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1532, "factor_sharpe": 0.2342, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8919, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.28, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -3, "prev_rank": 39, "factor_changes": {"momentum": -0.018, "sharpe": 0.009, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.009}, "reason_short": null, "anchor_confidence": 0.8797}, {"rank": 43, "orig_rank": 43, "code": "515030.SH", "name": "新能源车ETF", "score": 0.5033, "category": "行业主题", "sub_category": "新能源", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.0991, "factor_sharpe": 0.1171, "factor_overbought": 0.9459, "factor_vol_stability": 0.3423, "factor_valuation": 0.8198, "pe_ttm": 17.5624, "pe_pct": 0.0772, "anchor_pe": 17.5624, "anchor_pe_pct": 0.0772, "anchor_exp_ret_1y": 0.211, "true_pe": 17.5624, "true_pe_pct": 0.0772, "true_pb": 2.4869, "true_index_name": "新能源车", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -7, "prev_rank": 36, "factor_changes": {"momentum": 0.036, "sharpe": 0.063, "overbought": -0.0271, "vol_stability": -0.0226, "valuation": -0.0811}, "reason_short": null, "anchor_confidence": 0.7069}, {"rank": 44, "orig_rank": 44, "code": "513030.SH", "name": "德国ETF", "score": 0.5007, "category": "跨境", "sub_category": "欧洲", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6847, "factor_sharpe": 0.6577, "factor_overbought": 0.5586, "factor_vol_stability": 0.3423, "factor_valuation": 0.3333, "pe_ttm": 17.0883, "pe_pct": 0.4736, "anchor_pe": 17.0883, "anchor_pe_pct": 0.4736, "anchor_exp_ret_1y": 0.024, "true_pe": 17.0883, "true_pe_pct": 0.4736, "true_pb": 1.7318, "true_index_name": "德国DAX", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -6, "prev_rank": 38, "factor_changes": {"momentum": 0.009, "sharpe": -0.063, "overbought": -0.0135, "vol_stability": -0.0226, "valuation": -0.0361}, "reason_short": null, "anchor_confidence": 0.5345, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 45, "orig_rank": 45, "code": "159615.SZ", "name": "恒生生物科技ETF", "score": 0.5007, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6396, "factor_sharpe": 0.7027, "factor_overbought": 0.3333, "factor_vol_stability": 0.7117, "factor_valuation": 0.3423, "pe_ttm": null, "pe_pct": null, "anchor_pe": 1.3893, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 31, "prev_rank": 76, "factor_changes": {"momentum": -0.0181, "sharpe": 0.036, "overbought": -0.0991, "vol_stability": 0.3468, "valuation": -0.0181}, "reason_short": "📊稳定性↑", "anchor_confidence": 0.3156}, {"rank": 46, "orig_rank": 46, "code": "515880.SH", "name": "通信ETF", "score": 0.5006, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.027, "factor_sharpe": 0.4324, "factor_overbought": 0.8874, "factor_vol_stability": 0.3423, "factor_valuation": 0.7207, "pe_ttm": 31.0548, "pe_pct": 0.3854, "anchor_pe": 31.0548, "anchor_pe_pct": 0.3854, "anchor_exp_ret_1y": 0.056, "true_pe": 31.0548, "true_pe_pct": 0.3854, "true_pb": 4.7332, "true_index_name": "5G通讯", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 28, "prev_rank": 74, "factor_changes": {"momentum": -0.018, "sharpe": 0.054, "overbought": 0.1081, "vol_stability": -0.0226, "valuation": 0.1982}, "reason_short": "💎估值↑", "anchor_confidence": 0.9523}, {"rank": 47, "orig_rank": 47, "code": "512010.SH", "name": "医药ETF", "score": 0.4942, "category": "行业主题", "sub_category": "医药", "anchor_code": "000933.SH", "timing_predicted": 28.3285, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7207, "factor_sharpe": 0.6937, "factor_overbought": 0.4505, "factor_vol_stability": 0.6937, "factor_valuation": 0.2883, "pe_ttm": 28.9028, "pe_pct": 0.1604, "anchor_pe": 28.9028, "anchor_pe_pct": 0.1604, "anchor_exp_ret_1y": 0.168, "true_pe": 28.9028, "true_pe_pct": 0.1604, "true_pb": 2.8205, "true_index_name": "全指医药", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 60, "prev_rank": 107, "factor_changes": {"momentum": 0.009, "sharpe": 0.0631, "overbought": 0.0181, "vol_stability": 0.3288, "valuation": 0.0}, "reason_short": "📊稳定性↑", "anchor_confidence": 1.0}, {"rank": 48, "orig_rank": 48, "code": "512880.SH", "name": "证券ETF", "score": 0.4936, "category": "行业主题", "sub_category": "金融", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5315, "factor_sharpe": 0.1712, "factor_overbought": 0.973, "factor_vol_stability": 0.3423, "factor_valuation": 0.5946, "pe_ttm": 11.4998, "pe_pct": 0.0008, "anchor_pe": 11.4998, "anchor_pe_pct": 0.0008, "anchor_exp_ret_1y": 0.25, "true_pe": 11.4998, "true_pe_pct": 0.0008, "true_pb": 1.1227, "true_index_name": "证券公司", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 9, "prev_rank": 57, "factor_changes": {"momentum": 0.2792, "sharpe": -0.045, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0451}, "reason_short": "📈动量↑", "anchor_confidence": 0.2802}, {"rank": 49, "orig_rank": 49, "code": "159949.SZ", "name": "创业板50ETF", "score": 0.4922, "category": "宽基指数", "sub_category": "成长", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.009, "factor_sharpe": 0.1802, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.9189, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.206, "true_pe": 28.4607, "true_pe_pct": 0.0876, "true_pb": 3.9994, "true_index_name": "创业板", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 51, "factor_changes": {"momentum": -0.0, "sharpe": 0.1081, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.027}, "reason_short": "⚖️夏普↑", "anchor_confidence": 0.9943}, {"rank": 50, "orig_rank": 50, "code": "513090.SH", "name": "香港证券ETF", "score": 0.4911, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3333, "factor_sharpe": 0.1261, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7928, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 1.3893, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 1.3893, "true_pe_pct": 0.0, "true_pb": 0.12, "true_index_name": "恒生指数", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -2, "prev_rank": 48, "factor_changes": {"momentum": -0.0901, "sharpe": 0.045, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0451}, "reason_short": null, "anchor_confidence": 0.5565}, {"rank": 51, "orig_rank": 51, "code": "512090.SH", "name": "MSCI中国ETF", "score": 0.4885, "category": "宽基指数", "sub_category": "大盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4144, "factor_sharpe": 0.1892, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7658, "pe_ttm": 12.9976, "pe_pct": 0.5459, "anchor_pe": 12.9976, "anchor_pe_pct": 0.5459, "anchor_exp_ret_1y": -0.001, "true_pe": 12.9976, "true_pe_pct": 0.5459, "true_pb": 1.417, "true_index_name": "MSCI中国", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -5, "prev_rank": 46, "factor_changes": {"momentum": -0.0361, "sharpe": 0.036, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.009}, "reason_short": null, "anchor_confidence": 0.9818}, {"rank": 52, "orig_rank": 52, "code": "159915.SZ", "name": "创业板ETF", "score": 0.4859, "category": "宽基指数", "sub_category": "成长", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.036, "factor_sharpe": 0.2072, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8739, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.206, "true_pe": 28.4607, "true_pe_pct": 0.0876, "true_pb": 3.9994, "true_index_name": "创业板", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 54, "factor_changes": {"momentum": 0.009, "sharpe": 0.1081, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.009}, "reason_short": "⚖️夏普↑", "anchor_confidence": 1.0}, {"rank": 53, "orig_rank": 53, "code": "513060.SH", "name": "恒生医疗ETF", "score": 0.4854, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1892, "factor_sharpe": 0.6757, "factor_overbought": 0.4505, "factor_vol_stability": 0.6847, "factor_valuation": 0.4144, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 27.1022, "anchor_pe_pct": 0.1044, "anchor_exp_ret_1y": 0.198, "true_pe": 27.1022, "true_pe_pct": 0.1044, "true_pb": 3.2613, "true_index_name": "中证医疗", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 33, "prev_rank": 86, "factor_changes": {"momentum": -0.0991, "sharpe": 0.0721, "overbought": 0.0181, "vol_stability": 0.3198, "valuation": 0.027}, "reason_short": "📊稳定性↑", "anchor_confidence": 0.3194}, {"rank": 54, "orig_rank": 54, "code": "516160.SH", "name": "新能源ETF", "score": 0.4845, "category": "行业主题", "sub_category": "新能源", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.0721, "factor_sharpe": 0.0631, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.9279, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 17.5624, "anchor_pe_pct": 0.0772, "anchor_exp_ret_1y": 0.211, "true_pe": 17.5624, "true_pe_pct": 0.0772, "true_pb": 2.4869, "true_index_name": "新能源车", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -10, "prev_rank": 44, "factor_changes": {"momentum": 0.018, "sharpe": 0.0181, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.018}, "reason_short": null, "anchor_confidence": 0.8338}, {"rank": 55, "orig_rank": 55, "code": "159985.SZ", "name": "豆粕ETF", "score": 0.484, "category": "商品", "sub_category": "农产品", "anchor_code": "159985", "timing_predicted": 19.512, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.6667, "factor_sharpe": 0.7297, "factor_overbought": 0.3153, "factor_vol_stability": 0.7387, "factor_valuation": 0.2523, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 36, "prev_rank": 91, "factor_changes": {"momentum": 0.1081, "sharpe": 0.1351, "overbought": -0.1171, "vol_stability": 0.3738, "valuation": 0.0271}, "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_confidence": 1.0}, {"rank": 56, "orig_rank": 56, "code": "159819.SZ", "name": "人工智能ETF", "score": 0.4822, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1261, "factor_sharpe": 0.3784, "factor_overbought": 0.9369, "factor_vol_stability": 0.3423, "factor_valuation": 0.6126, "pe_ttm": 33.0889, "pe_pct": 0.1715, "anchor_pe": 33.0889, "anchor_pe_pct": 0.1715, "anchor_exp_ret_1y": 0.162, "true_pe": 33.0889, "true_pe_pct": 0.1715, "true_pb": 5.4298, "true_index_name": "科技龙头", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 8, "prev_rank": 64, "factor_changes": {"momentum": 0.018, "sharpe": 0.1261, "overbought": -0.0, "vol_stability": -0.0226, "valuation": 0.045}, "reason_short": "⚖️夏普↑", "anchor_confidence": 0.8506}, {"rank": 57, "orig_rank": 57, "code": "159561.SZ", "name": "德国ETF", "score": 0.481, "category": "跨境", "sub_category": "欧洲", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6577, "factor_sharpe": 0.5405, "factor_overbought": 0.5676, "factor_vol_stability": 0.3423, "factor_valuation": 0.3514, "pe_ttm": 17.0883, "pe_pct": 0.4736, "anchor_pe": 17.0883, "anchor_pe_pct": 0.4736, "anchor_exp_ret_1y": 0.024, "true_pe": 17.0883, "true_pe_pct": 0.4736, "true_pb": 1.7318, "true_index_name": "德国DAX", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -15, "prev_rank": 42, "factor_changes": {"momentum": -0.009, "sharpe": -0.1172, "overbought": -0.0045, "vol_stability": -0.0226, "valuation": 0.0091}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.5107, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 58, "orig_rank": 58, "code": "510300.SH", "name": "沪深300ETF", "score": 0.4798, "category": "宽基指数", "sub_category": "大盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4414, "factor_sharpe": 0.1441, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7477, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": 13.0437, "anchor_pe_pct": 0.5664, "anchor_exp_ret_1y": -0.008, "true_pe": 13.0437, "true_pe_pct": 0.5664, "true_pb": 1.3628, "true_index_name": "沪深300", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -11, "prev_rank": 47, "factor_changes": {"momentum": -0.0, "sharpe": 0.1171, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.0631}, "reason_short": "⚖️夏普↑", "anchor_confidence": 1.0}, {"rank": 59, "orig_rank": 59, "code": "159908.SZ", "name": "创业板综ETF", "score": 0.4792, "category": "宽基指数", "sub_category": "成长", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.045, "factor_sharpe": 0.2252, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8378, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.206, "true_pe": 28.4607, "true_pe_pct": 0.0876, "true_pb": 3.9994, "true_index_name": "创业板", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -4, "prev_rank": 55, "factor_changes": {"momentum": 0.009, "sharpe": 0.1171, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.0181}, "reason_short": "⚖️夏普↑", "anchor_confidence": 1.0}, {"rank": 60, "orig_rank": 60, "code": "515220.SH", "name": "煤炭ETF", "score": 0.4787, "category": "行业主题", "sub_category": "周期", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6757, "factor_sharpe": 0.7207, "factor_overbought": 0.3243, "factor_vol_stability": 0.7207, "factor_valuation": 0.2973, "pe_ttm": 18.6998, "pe_pct": 0.8508, "anchor_pe": 18.6998, "anchor_pe_pct": 0.8508, "anchor_exp_ret_1y": -0.127, "true_pe": 18.6998, "true_pe_pct": 0.8508, "true_pb": 1.8758, "true_index_name": "中证煤炭", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 20, "prev_rank": 80, "factor_changes": {"momentum": -0.027, "sharpe": 0.0991, "overbought": -0.2343, "vol_stability": 0.3558, "valuation": 0.0}, "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_confidence": 0.2319}, {"rank": 61, "orig_rank": 61, "code": "511090.SH", "name": "30年国债ETF", "score": 0.4759, "category": "债券", "sub_category": "利率债", "anchor_code": "511090", "timing_predicted": 89.2, "streak_weeks": 0, "streak_desc": "回榜", "factor_momentum": 0.9189, "factor_sharpe": 0.973, "factor_overbought": 0.1261, "factor_vol_stability": 0.973, "factor_valuation": 0.018, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -34, "prev_rank": 27, "factor_changes": {"momentum": -0.0, "sharpe": 0.0, "overbought": -0.0451, "vol_stability": 0.0, "valuation": 0.009}, "reason_short": null, "anchor_name": "30年国债", "timing_yesterday": 89.2, "timing_today": 89.2, "premium_rate": 0.01, "premium_coef": 1.0, "premium_tag": "🟢", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "anchor_confidence": 1.0}, {"rank": 62, "orig_rank": 62, "code": "159995.SZ", "name": "芯片ETF", "score": 0.4724, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.0541, "factor_sharpe": 0.2973, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7748, "pe_ttm": 37.3381, "pe_pct": 0.2312, "anchor_pe": 37.3381, "anchor_pe_pct": 0.2312, "anchor_exp_ret_1y": 0.13, "true_pe": 37.3381, "true_pe_pct": 0.2312, "true_pb": 4.7115, "true_index_name": "中证电子", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -1, "prev_rank": 61, "factor_changes": {"momentum": -0.081, "sharpe": 0.0631, "overbought": -0.1666, "vol_stability": -0.0226, "valuation": 0.1622}, "reason_short": "🛡️反追高↓", "anchor_confidence": 0.8555}, {"rank": 63, "orig_rank": 63, "code": "512760.SH", "name": "国芯ETF", "score": 0.4717, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1081, "factor_sharpe": 0.3153, "factor_overbought": 0.9234, "factor_vol_stability": 0.3423, "factor_valuation": 0.6216, "pe_ttm": 37.3381, "pe_pct": 0.2312, "anchor_pe": 37.3381, "anchor_pe_pct": 0.2312, "anchor_exp_ret_1y": 0.13, "true_pe": 37.3381, "true_pe_pct": 0.2312, "true_pb": 4.7115, "true_index_name": "中证电子", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 6, "prev_rank": 69, "factor_changes": {"momentum": -0.0811, "sharpe": 0.045, "overbought": 0.0045, "vol_stability": -0.0226, "valuation": 0.1351}, "reason_short": "💎估值↑", "anchor_confidence": 0.8299}, {"rank": 64, "orig_rank": 64, "code": "512200.SH", "name": "房地产ETF", "score": 0.4681, "category": "行业主题", "sub_category": "金融", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4234, "factor_sharpe": 0.6036, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.7027, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": null, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": null, "true_pe_pct": 0.0, "true_pb": 0.7382, "true_index_name": "国证地产", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -46, "prev_rank": 18, "factor_changes": {"momentum": -0.1712, "sharpe": -0.1261, "overbought": 0.0181, "vol_stability": -0.3874, "valuation": 0.027}, "reason_short": "📊稳定性↓", "anchor_confidence": 0.5451}, {"rank": 65, "orig_rank": 65, "code": "159611.SZ", "name": "电力ETF", "score": 0.4675, "category": "行业主题", "sub_category": "公用事业", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7117, "factor_sharpe": 0.4505, "factor_overbought": 0.8559, "factor_vol_stability": 0.3423, "factor_valuation": 0.3874, "pe_ttm": 24.7584, "pe_pct": 0.3352, "anchor_pe": 24.7584, "anchor_pe_pct": 0.3352, "anchor_exp_ret_1y": 0.08, "true_pe": 24.7584, "true_pe_pct": 0.3352, "true_pb": 2.1053, "true_index_name": "中证环保", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -2, "prev_rank": 63, "factor_changes": {"momentum": 0.0811, "sharpe": 0.0541, "overbought": -0.036, "vol_stability": -0.0226, "valuation": -0.009}, "reason_short": null, "anchor_confidence": -0.2501}, {"rank": 66, "orig_rank": 66, "code": "512480.SH", "name": "半导体ETF", "score": 0.4636, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.0901, "factor_sharpe": 0.3604, "factor_overbought": 0.9234, "factor_vol_stability": 0.3423, "factor_valuation": 0.5766, "pe_ttm": 37.3381, "pe_pct": 0.2312, "anchor_pe": 37.3381, "anchor_pe_pct": 0.2312, "anchor_exp_ret_1y": 0.13, "true_pe": 37.3381, "true_pe_pct": 0.2312, "true_pb": 4.7115, "true_index_name": "中证电子", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 4, "prev_rank": 70, "factor_changes": {"momentum": -0.1351, "sharpe": 0.0631, "overbought": 0.0045, "vol_stability": -0.0226, "valuation": 0.1171}, "reason_short": "📈动量↓", "anchor_confidence": 0.8385}, {"rank": 67, "orig_rank": 67, "code": "588000.SH", "name": "科创50ETF", "score": 0.462, "category": "宽基指数", "sub_category": "科创板", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.0631, "factor_sharpe": 0.2523, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7568, "pe_ttm": 97.2965, "pe_pct": 0.7582, "anchor_pe": 97.2965, "anchor_pe_pct": 0.7582, "anchor_exp_ret_1y": -0.084, "true_pe": 97.2965, "true_pe_pct": 0.7582, "true_pb": 5.8659, "true_index_name": "科创50", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 67, "factor_changes": {"momentum": -0.081, "sharpe": 0.0451, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.1172}, "reason_short": "💎估值↑", "anchor_confidence": 0.8503}, {"rank": 68, "orig_rank": 68, "code": "159766.SZ", "name": "旅游ETF", "score": 0.4578, "category": "行业主题", "sub_category": "消费", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4685, "factor_sharpe": 0.2432, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.8288, "pe_ttm": 24.1636, "pe_pct": 0.2444, "anchor_pe": 21.3019, "anchor_pe_pct": 0.252, "anchor_exp_ret_1y": 0.119, "true_pe": 21.3019, "true_pe_pct": 0.252, "true_pb": 1.948, "true_index_name": "全指可选", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -28, "prev_rank": 40, "factor_changes": {"momentum": -0.009, "sharpe": -0.1712, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.0811}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.1371}, {"rank": 69, "orig_rank": 69, "code": "515060.SH", "name": "房地产ETF", "score": 0.4551, "category": "行业主题", "sub_category": "金融", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4324, "factor_sharpe": 0.5946, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.6577, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": null, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": null, "true_pe_pct": 0.0, "true_pb": 0.7382, "true_index_name": "国证地产", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -50, "prev_rank": 19, "factor_changes": {"momentum": -0.2072, "sharpe": -0.1441, "overbought": 0.0181, "vol_stability": -0.3964, "valuation": 0.0091}, "reason_short": "📊稳定性↓", "anchor_confidence": 0.5406}, {"rank": 70, "orig_rank": 70, "code": "588220.SH", "name": "科创100ETF", "score": 0.452, "category": "宽基指数", "sub_category": "科创板", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1351, "factor_sharpe": 0.4775, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.5856, "pe_ttm": 97.2965, "pe_pct": 0.7582, "anchor_pe": 97.2965, "anchor_pe_pct": 0.7582, "anchor_exp_ret_1y": -0.084, "true_pe": 97.2965, "true_pe_pct": 0.7582, "true_pb": 5.8659, "true_index_name": "科创50", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 72, "factor_changes": {"momentum": -0.1352, "sharpe": 0.027, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.1351}, "reason_short": "📈动量↓", "anchor_confidence": 0.8906}, {"rank": 71, "orig_rank": 71, "code": "513310.SH", "name": "中韩半导体ETF", "score": 0.4451, "category": "跨境", "sub_category": "亚太", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2432, "factor_sharpe": 0.4865, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.4775, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 37.3381, "anchor_pe_pct": 0.2312, "anchor_exp_ret_1y": 0.13, "true_pe": 37.3381, "true_pe_pct": 0.2312, "true_pb": 4.7115, "true_index_name": "中证电子", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 7, "prev_rank": 78, "factor_changes": {"momentum": 0.09, "sharpe": 0.2252, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.018}, "reason_short": "⚖️夏普↑", "anchor_confidence": 0.5877, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 72, "orig_rank": 72, "code": "563000.SH", "name": "A500ETF", "score": 0.4447, "category": "宽基指数", "sub_category": "大盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3874, "factor_sharpe": 0.0811, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.6712, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": 13.0437, "anchor_pe_pct": 0.5664, "anchor_exp_ret_1y": -0.008, "true_pe": 13.0437, "true_pe_pct": 0.5664, "true_pb": 1.3628, "true_index_name": "沪深300", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -13, "prev_rank": 59, "factor_changes": {"momentum": 0.009, "sharpe": 0.0631, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.0946}, "reason_short": null, "anchor_confidence": 0.9639}, {"rank": 73, "orig_rank": 73, "code": "513590.SH", "name": "港股红利ETF", "score": 0.4442, "category": "跨境", "sub_category": "港股红利", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5225, "factor_sharpe": 0.009, "factor_overbought": 0.6441, "factor_vol_stability": 0.3423, "factor_valuation": 0.6937, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 1.3893, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 1.3893, "true_pe_pct": 0.0, "true_pb": 0.12, "true_index_name": "恒生指数", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -30, "prev_rank": 43, "factor_changes": {"momentum": 0.009, "sharpe": -0.1712, "overbought": -0.0091, "vol_stability": -0.0226, "valuation": -0.0811}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.6107}, {"rank": 74, "orig_rank": 74, "code": "159920.SZ", "name": "恒生ETF", "score": 0.4406, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.0811, "factor_sharpe": 0.0901, "factor_overbought": 0.991, "factor_vol_stability": 0.3423, "factor_valuation": 0.5586, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 1.3893, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 1.3893, "true_pe_pct": 0.0, "true_pb": 0.12, "true_index_name": "恒生指数", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 7, "prev_rank": 81, "factor_changes": {"momentum": -0.009, "sharpe": -0.1531, "overbought": 0.3243, "vol_stability": -0.0226, "valuation": -0.027}, "reason_short": "⚖️夏普↓", "anchor_confidence": 1.0}, {"rank": 75, "orig_rank": 75, "code": "510900.SH", "name": "H股ETF", "score": 0.4397, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1441, "factor_sharpe": 0.1622, "factor_overbought": 0.991, "factor_vol_stability": 0.3423, "factor_valuation": 0.4955, "pe_ttm": 1.1482, "pe_pct": 0.0, "anchor_pe": 1.1482, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 1.1482, "true_pe_pct": 0.0, "true_pb": 0.0983, "true_index_name": "国企指数", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 26, "prev_rank": 101, "factor_changes": {"momentum": 0.018, "sharpe": -0.1621, "overbought": 0.7748, "vol_stability": -0.0226, "valuation": -0.036}, "reason_short": "🛡️反追高↑ ⚖️夏普隐忧", "anchor_confidence": 0.9613}, {"rank": 76, "orig_rank": 76, "code": "159699.SZ", "name": "恒生消费ETF", "score": 0.4361, "category": "跨境", "sub_category": "港股", "anchor_code": "HSI", "timing_predicted": 23.8096, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5676, "factor_sharpe": 0.045, "factor_overbought": 0.6441, "factor_vol_stability": 0.3423, "factor_valuation": 0.6306, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 24.1636, "anchor_pe_pct": 0.2444, "anchor_exp_ret_1y": 0.123, "true_pe": 24.1636, "true_pe_pct": 0.2444, "true_pb": 3.4521, "true_index_name": "主要消费", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -27, "prev_rank": 49, "factor_changes": {"momentum": 0.0451, "sharpe": -0.1442, "overbought": -0.0091, "vol_stability": -0.0226, "valuation": -0.0991}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.5816}, {"rank": 77, "orig_rank": 77, "code": "511220.SH", "name": "城投债ETF", "score": 0.4355, "category": "债券", "sub_category": "信用债", "anchor_code": null, "timing_predicted": null, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.8018, "factor_sharpe": 0.991, "factor_overbought": 0.0631, "factor_vol_stability": 0.991, "factor_valuation": 0.0541, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -4, "prev_rank": 73, "factor_changes": {"momentum": -0.045, "sharpe": -0.009, "overbought": 0.0541, "vol_stability": 0.0, "valuation": 0.0361}, "reason_short": null}, {"rank": 78, "orig_rank": 78, "code": "159790.SZ", "name": "碳中和ETF", "score": 0.4322, "category": "行业主题", "sub_category": "新能源", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2793, "factor_sharpe": 0.036, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.6847, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 17.5624, "anchor_pe_pct": 0.0772, "anchor_exp_ret_1y": 0.211, "true_pe": 17.5624, "true_pe_pct": 0.0772, "true_pb": 2.4869, "true_index_name": "新能源车", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -16, "prev_rank": 62, "factor_changes": {"momentum": 0.0721, "sharpe": 0.027, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.1171}, "reason_short": "💎估值↓", "anchor_confidence": 0.6407}, {"rank": 79, "orig_rank": 79, "code": "159650.SZ", "name": "国开债ETF", "score": 0.4276, "category": "债券", "sub_category": "利率债", "anchor_code": null, "timing_predicted": null, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7658, "factor_sharpe": 1.0, "factor_overbought": 0.009, "factor_vol_stability": 0.991, "factor_valuation": 0.0631, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -4, "prev_rank": 75, "factor_changes": {"momentum": -0.018, "sharpe": 0.009, "overbought": -0.018, "vol_stability": 0.0, "valuation": 0.0361}, "reason_short": null}, {"rank": 80, "orig_rank": 80, "code": "562500.SH", "name": "机器人ETF", "score": 0.425, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5405, "factor_sharpe": 0.6126, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.5045, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 33.0889, "anchor_pe_pct": 0.1715, "anchor_exp_ret_1y": 0.162, "true_pe": 33.0889, "true_pe_pct": 0.1715, "true_pb": 5.4298, "true_index_name": "科技龙头", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -30, "prev_rank": 50, "factor_changes": {"momentum": 0.1441, "sharpe": 0.1892, "overbought": -0.3288, "vol_stability": -0.0226, "valuation": -0.0991}, "reason_short": "🛡️反追高↓ ⚖️夏普被动抬升", "anchor_confidence": 0.6098}, {"rank": 81, "orig_rank": 81, "code": "516970.SH", "name": "基建ETF", "score": 0.4154, "category": "行业主题", "sub_category": "基建", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4865, "factor_sharpe": 0.2883, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.6486, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": 24.7584, "anchor_pe_pct": 0.3352, "anchor_exp_ret_1y": 0.08, "true_pe": 24.7584, "true_pe_pct": 0.3352, "true_pb": 2.1053, "true_index_name": "中证环保", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -16, "prev_rank": 65, "factor_changes": {"momentum": -0.018, "sharpe": -0.0991, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.0361}, "reason_short": null, "anchor_confidence": 0.6113}, {"rank": 82, "orig_rank": 82, "code": "159865.SZ", "name": "养殖ETF", "score": 0.4137, "category": "行业主题", "sub_category": "农业", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6486, "factor_sharpe": 0.5856, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.4414, "pe_ttm": 24.1636, "pe_pct": 0.2444, "anchor_pe": 24.1636, "anchor_pe_pct": 0.2444, "anchor_exp_ret_1y": 0.123, "true_pe": 24.1636, "true_pe_pct": 0.2444, "true_pb": 3.4521, "true_index_name": "主要消费", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 82, "factor_changes": {"momentum": -0.0361, "sharpe": -0.1081, "overbought": 0.1532, "vol_stability": -0.0226, "valuation": 0.036}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.1834}, {"rank": 83, "orig_rank": 83, "code": "159825.SZ", "name": "农业ETF", "score": 0.4084, "category": "行业主题", "sub_category": "农业", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6306, "factor_sharpe": 0.5045, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.4685, "pe_ttm": 24.1636, "pe_pct": 0.2444, "anchor_pe": 24.1636, "anchor_pe_pct": 0.2444, "anchor_exp_ret_1y": 0.123, "true_pe": 24.1636, "true_pe_pct": 0.2444, "true_pb": 3.4521, "true_index_name": "主要消费", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -6, "prev_rank": 77, "factor_changes": {"momentum": -0.018, "sharpe": -0.1351, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.0451}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.1686}, {"rank": 84, "orig_rank": 84, "code": "510210.SH", "name": "上证综指ETF", "score": 0.3991, "category": "宽基指数", "sub_category": "大盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3964, "factor_sharpe": 0.5586, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.4865, "pe_ttm": 11.1659, "pe_pct": 0.7036, "anchor_pe": 11.6079, "anchor_pe_pct": 0.6564, "anchor_exp_ret_1y": -0.043, "true_pe": 11.6079, "true_pe_pct": 0.6564, "true_pb": 1.213, "true_index_name": "上证180", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 84, "factor_changes": {"momentum": -0.009, "sharpe": 0.0721, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.018}, "reason_short": null, "anchor_confidence": 0.9543}, {"rank": 85, "orig_rank": 85, "code": "516110.SH", "name": "汽车ETF", "score": 0.3945, "category": "行业主题", "sub_category": "汽车", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5586, "factor_sharpe": 0.3063, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.5405, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 17.5624, "anchor_pe_pct": 0.0772, "anchor_exp_ret_1y": 0.211, "true_pe": 17.5624, "true_pe_pct": 0.0772, "true_pb": 2.4869, "true_index_name": "新能源车", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -14, "prev_rank": 71, "factor_changes": {"momentum": 0.0631, "sharpe": -0.036, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.1262}, "reason_short": "💎估值↓", "anchor_confidence": 0.1159}, {"rank": 86, "orig_rank": 86, "code": "508056.SH", "name": "中金普洛斯REIT", "score": 0.3931, "category": "REITs", "sub_category": "仓储物流", "anchor_code": "508000.SH", "timing_predicted": 10.1523, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6126, "factor_sharpe": 0.6216, "factor_overbought": 0.2072, "factor_vol_stability": 0.3423, "factor_valuation": 0.8108, "pe_ttm": null, "pe_pct": null, "anchor_pe": 13.0437, "anchor_pe_pct": 0.5664, "anchor_exp_ret_1y": 0.0512, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -18, "prev_rank": 68, "factor_changes": {"momentum": 0.009, "sharpe": -0.027, "overbought": -0.0, "vol_stability": -0.0226, "valuation": 0.0721}, "reason_short": null, "anchor_confidence": 0.6647}, {"rank": 87, "orig_rank": 87, "code": "159536.SZ", "name": "印度基金LOF", "score": 0.3931, "category": "跨境", "sub_category": "印度", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3784, "factor_sharpe": 0.7117, "factor_overbought": 0.0991, "factor_vol_stability": 0.7027, "factor_valuation": 0.7117, "pe_ttm": 33.3702, "pe_pct": 0.7112, "anchor_pe": 33.3702, "anchor_pe_pct": 0.7112, "anchor_exp_ret_1y": -0.064, "true_pe": 33.3702, "true_pe_pct": 0.7112, "true_pb": 4.4978, "true_index_name": "MSCI印度", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -8, "prev_rank": 79, "factor_changes": {"momentum": -0.1711, "sharpe": -0.036, "overbought": 0.009, "vol_stability": -0.045, "valuation": 0.1712}, "reason_short": "📈动量↓", "anchor_confidence": 0.6027, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 88, "orig_rank": 88, "code": "159992.SZ", "name": "创新药ETF", "score": 0.3887, "category": "行业主题", "sub_category": "医药", "anchor_code": "000933.SH", "timing_predicted": 28.3285, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6216, "factor_sharpe": 0.5495, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.3784, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 20, "prev_rank": 108, "factor_changes": {"momentum": -0.0, "sharpe": 0.054, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.0451}, "reason_short": null, "anchor_confidence": 0.9143}, {"rank": 89, "orig_rank": 89, "code": "511010.SH", "name": "国债ETF", "score": 0.3805, "category": "债券", "sub_category": "利率债", "anchor_code": null, "timing_predicted": null, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7387, "factor_sharpe": 0.8198, "factor_overbought": 0.018, "factor_vol_stability": 0.8108, "factor_valuation": 0.0991, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -1, "prev_rank": 88, "factor_changes": {"momentum": -0.009, "sharpe": -0.018, "overbought": -0.0, "vol_stability": -0.009, "valuation": 0.027}, "reason_short": null}, {"rank": 90, "orig_rank": 90, "code": "512960.SH", "name": "央企结构调整ETF", "score": 0.3762, "category": "策略风格", "sub_category": "央企", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": 0, "streak_desc": "新晋", "factor_momentum": 0.4054, "factor_sharpe": 0.4955, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.4324, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": 9.3661, "anchor_pe_pct": 0.8372, "anchor_exp_ret_1y": -0.121, "true_pe": 9.3661, "true_pe_pct": 0.8372, "true_pb": 0.957, "true_index_name": "300价值", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 90, "factor_changes": {"momentum": 0.0631, "sharpe": 0.0541, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.0}, "reason_short": null, "anchor_confidence": 0.9315}, {"rank": 91, "orig_rank": 91, "code": "512290.SH", "name": "生物医药ETF", "score": 0.3697, "category": "行业主题", "sub_category": "医药", "anchor_code": "000933.SH", "timing_predicted": 28.3285, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5135, "factor_sharpe": 0.6306, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.3063, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -6, "prev_rank": 85, "factor_changes": {"momentum": -0.0991, "sharpe": 0.0811, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.0}, "reason_short": null, "anchor_confidence": 0.9196}, {"rank": 92, "orig_rank": 92, "code": "513080.SH", "name": "法国ETF", "score": 0.3661, "category": "跨境", "sub_category": "欧洲", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1982, "factor_sharpe": 0.2613, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.5315, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -9, "prev_rank": 83, "factor_changes": {"momentum": 0.0, "sharpe": -0.1081, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.027}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.4785, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 93, "orig_rank": 93, "code": "520830.SH", "name": "沙特ETF", "score": 0.3638, "category": "跨境", "sub_category": "中东", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2072, "factor_sharpe": 0.3694, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.4505, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 95, "factor_changes": {"momentum": 0.0901, "sharpe": 0.2523, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.1081}, "reason_short": "💎估值↓", "anchor_confidence": 0.4493, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 94, "orig_rank": 94, "code": "520580.SH", "name": "新兴亚洲ETF", "score": 0.3627, "category": "跨境", "sub_category": "亚太", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3243, "factor_sharpe": 0.0541, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.5495, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -5, "prev_rank": 89, "factor_changes": {"momentum": 0.018, "sharpe": -0.036, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.036}, "reason_short": null, "anchor_confidence": 0.2366, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 95, "orig_rank": 95, "code": "511260.SH", "name": "十年国债ETF", "score": 0.3624, "category": "债券", "sub_category": "利率债", "anchor_code": "511260", "timing_predicted": 99.8, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7477, "factor_sharpe": 0.7387, "factor_overbought": 0.027, "factor_vol_stability": 0.7297, "factor_valuation": 0.1081, "pe_ttm": null, "pe_pct": null, "anchor_pe": 13.04, "anchor_pe_pct": 0.566, "anchor_exp_ret_1y": 0.051, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -8, "prev_rank": 87, "factor_changes": {"momentum": 0.018, "sharpe": -0.0451, "overbought": -0.0271, "vol_stability": -0.0541, "valuation": -0.036}, "reason_short": null, "anchor_name": "十年国债", "timing_yesterday": 99.8, "timing_today": 99.8, "premium_rate": 0.0, "premium_coef": 1.0, "premium_tag": "🟢", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "anchor_confidence": 1.0}, {"rank": 96, "orig_rank": 96, "code": "159329.SZ", "name": "沙特ETF", "score": 0.3597, "category": "跨境", "sub_category": "中东", "anchor_code": "QQQ", "timing_predicted": 63.2351, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.1622, "factor_sharpe": 0.3874, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.4595, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -3, "prev_rank": 93, "factor_changes": {"momentum": 0.0901, "sharpe": 0.2433, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.1351}, "reason_short": "💎估值↓", "anchor_confidence": 0.4431, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}]}, {"rank": 97, "orig_rank": 97, "code": "511380.SH", "name": "可转债ETF", "score": 0.3342, "category": "债券", "sub_category": "可转债", "anchor_code": null, "timing_predicted": null, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2162, "factor_sharpe": 0.1532, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.5135, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 2, "prev_rank": 99, "factor_changes": {"momentum": 0.1351, "sharpe": 0.1172, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": -0.1081}, "reason_short": "💎估值↓"}, {"rank": 98, "orig_rank": 98, "code": "510060.SH", "name": "央企ETF", "score": 0.332, "category": "策略风格", "sub_category": "央企", "anchor_code": "510880", "timing_predicted": 40.7, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8378, "factor_sharpe": 0.7477, "factor_overbought": 0.1802, "factor_vol_stability": 0.7477, "factor_valuation": 0.0721, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": 9.37, "anchor_pe_pct": 0.837, "anchor_exp_ret_1y": -0.121, "true_pe": 9.37, "true_pe_pct": 0.837, "true_pb": 0.96, "true_index_name": "300价值", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -4, "prev_rank": 94, "factor_changes": {"momentum": 0.027, "sharpe": -0.0541, "overbought": 0.027, "vol_stability": -0.0541, "valuation": -0.018}, "reason_short": null, "anchor_name": "红利ETF", "anchor_confidence": 0.6352, "timing_yesterday": 37.2, "timing_today": 52.2, "premium_rate": -0.23, "premium_coef": 1.0, "premium_tag": "🟡", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0}, {"rank": 99, "orig_rank": 99, "code": "510880.SH", "name": "红利ETF", "score": 0.3008, "category": "策略风格", "sub_category": "红利", "anchor_code": "510880", "timing_predicted": 40.7407, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.8198, "factor_sharpe": 0.7658, "factor_overbought": 0.1441, "factor_vol_stability": 0.7658, "factor_valuation": 0.045, "pe_ttm": 9.6419, "pe_pct": 0.9936, "anchor_pe": 9.6419, "anchor_pe_pct": 0.9936, "anchor_exp_ret_1y": -0.197, "true_pe": 9.6419, "true_pe_pct": 0.9936, "true_pb": 0.9444, "true_index_name": "上证红利", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -3, "prev_rank": 96, "factor_changes": {"momentum": 0.045, "sharpe": 0.0, "overbought": -0.0181, "vol_stability": 0.0, "valuation": -0.0361}, "reason_short": null, "anchor_confidence": 1.0}, {"rank": 100, "orig_rank": 100, "code": "512800.SH", "name": "银行ETF", "score": 0.2958, "category": "行业主题", "sub_category": "金融", "anchor_code": "510880", "timing_predicted": 40.7, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.991, "factor_sharpe": 0.8378, "factor_overbought": 0.036, "factor_vol_stability": 0.8378, "factor_valuation": 0.0811, "pe_ttm": 7.8782, "pe_pct": 0.9884, "anchor_pe": 7.88, "anchor_pe_pct": 0.988, "anchor_exp_ret_1y": -0.194, "true_pe": 7.88, "true_pe_pct": 0.988, "true_pb": 0.75, "true_index_name": "中证银行", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -3, "prev_rank": 97, "factor_changes": {"momentum": 0.036, "sharpe": -0.1262, "overbought": -0.0, "vol_stability": -0.1262, "valuation": -0.027}, "reason_short": "📊稳定性↓", "anchor_name": "红利ETF", "anchor_confidence": 0.7137, "timing_yesterday": 37.2, "timing_today": 52.2, "premium_rate": -0.22, "premium_coef": 1.0, "premium_tag": "🟡", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0}, {"rank": 101, "orig_rank": 101, "code": "515650.SH", "name": "消费50ETF", "score": 0.2817, "category": "行业主题", "sub_category": "消费", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.6937, "factor_sharpe": 0.4234, "factor_overbought": 0.2342, "factor_vol_stability": 0.3423, "factor_valuation": 0.3153, "pe_ttm": null, "pe_pct": null, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.28, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -9, "prev_rank": 92, "factor_changes": {"momentum": 0.0, "sharpe": -0.1442, "overbought": -0.0361, "vol_stability": -0.0226, "valuation": -0.0361}, "reason_short": "⚖️夏普↓", "anchor_confidence": -0.5337}, {"rank": 102, "orig_rank": 102, "code": "508098.SH", "name": "嘉实京东仓储REIT", "score": 0.2701, "category": "REITs", "sub_category": "仓储物流", "anchor_code": "508068.SH", "timing_predicted": 34.0101, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.7027, "factor_sharpe": 0.5766, "factor_overbought": 0.1892, "factor_vol_stability": 0.3423, "factor_valuation": 0.3243, "pe_ttm": null, "pe_pct": null, "anchor_pe": 13.0437, "anchor_pe_pct": 0.5664, "anchor_exp_ret_1y": 0.0512, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -44, "prev_rank": 58, "factor_changes": {"momentum": -0.018, "sharpe": -0.2432, "overbought": -0.009, "vol_stability": -0.4865, "valuation": 0.009}, "reason_short": "📊稳定性↓", "anchor_confidence": 0.5829}, {"rank": 103, "orig_rank": 103, "code": "512890.SH", "name": "红利低波ETF", "score": 0.2573, "category": "策略风格", "sub_category": "红利低波", "anchor_code": "510880", "timing_predicted": 40.7, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.9099, "factor_sharpe": 0.7568, "factor_overbought": 0.0721, "factor_vol_stability": 0.7568, "factor_valuation": 0.009, "pe_ttm": 9.3791, "pe_pct": 0.8036, "anchor_pe": 9.38, "anchor_pe_pct": 0.804, "anchor_exp_ret_1y": -0.105, "true_pe": 9.38, "true_pe_pct": 0.804, "true_pb": 0.94, "true_index_name": "红利低波", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -3, "prev_rank": 100, "factor_changes": {"momentum": 0.0721, "sharpe": -0.054, "overbought": -0.009, "vol_stability": -0.054, "valuation": -0.036}, "reason_short": null, "anchor_name": "红利ETF", "anchor_confidence": 0.832, "timing_yesterday": 37.2, "timing_today": 52.2, "premium_rate": -0.16, "premium_coef": 1.0, "premium_tag": "🟡", "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0}, {"rank": 104, "orig_rank": 104, "code": "159928.SZ", "name": "消费ETF", "score": 0.2461, "category": "行业主题", "sub_category": "消费", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5495, "factor_sharpe": 0.4144, "factor_overbought": 0.1712, "factor_vol_stability": 0.3423, "factor_valuation": 0.4054, "pe_ttm": 24.1636, "pe_pct": 0.2444, "anchor_pe": 24.1636, "anchor_pe_pct": 0.2444, "anchor_exp_ret_1y": 0.123, "true_pe": 24.1636, "true_pe_pct": 0.2444, "true_pb": 3.4521, "true_index_name": "主要消费", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 0, "prev_rank": 104, "factor_changes": {"momentum": 0.018, "sharpe": -0.1442, "overbought": 0.0451, "vol_stability": -0.0226, "valuation": -0.009}, "reason_short": "⚖️夏普↓", "anchor_confidence": -0.2682}, {"rank": 105, "orig_rank": 105, "code": "512690.SH", "name": "酒ETF", "score": 0.2374, "category": "行业主题", "sub_category": "消费", "anchor_code": "399102.SZ", "timing_predicted": 55.1718, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.3423, "factor_sharpe": 0.3514, "factor_overbought": 0.1532, "factor_vol_stability": 0.3423, "factor_valuation": 0.5225, "pe_ttm": 20.9245, "pe_pct": 0.2344, "anchor_pe": 20.9245, "anchor_pe_pct": 0.2344, "anchor_exp_ret_1y": 0.129, "true_pe": 20.9245, "true_pe_pct": 0.2344, "true_pb": 4.1217, "true_index_name": "中证白酒", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -7, "prev_rank": 98, "factor_changes": {"momentum": -0.2433, "sharpe": -0.1621, "overbought": 0.0091, "vol_stability": -0.0226, "valuation": -0.0541}, "reason_short": "📈动量↓", "anchor_confidence": -0.1584}, {"rank": 106, "orig_rank": 106, "code": "516510.SH", "name": "云计算ETF", "score": 0.2231, "category": "行业主题", "sub_category": "科技", "anchor_code": "399006.SZ", "timing_predicted": 57.8951, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.2883, "factor_sharpe": 0.4414, "factor_overbought": 0.0541, "factor_vol_stability": 0.3423, "factor_valuation": 0.6396, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 33.0889, "anchor_pe_pct": 0.1715, "anchor_exp_ret_1y": 0.162, "true_pe": 33.0889, "true_pe_pct": 0.1715, "true_pb": 5.4298, "true_index_name": "科技龙头", "true_confidence": "approximate", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -50, "prev_rank": 56, "factor_changes": {"momentum": 0.0721, "sharpe": 0.081, "overbought": -0.7252, "vol_stability": -0.0226, "valuation": -0.0181}, "reason_short": "🛡️反追高↓", "anchor_confidence": 0.7411}, {"rank": 107, "orig_rank": 107, "code": "159201.SZ", "name": "自由现金流ETF", "score": 0.2109, "category": "策略风格", "sub_category": "自由现金流", "anchor_code": "980092.CNI", "timing_predicted": 50.1482, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5766, "factor_sharpe": 0.5135, "factor_overbought": 0.1126, "factor_vol_stability": 0.3423, "factor_valuation": 0.3694, "pe_ttm": 9.4332, "pe_pct": 0.9, "anchor_pe": 9.4332, "anchor_pe_pct": 0.9, "anchor_exp_ret_1y": -0.15, "true_pe": 9.4332, "true_pe_pct": 0.9, "true_pb": 0.9174, "true_index_name": "中证红利", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -1, "prev_rank": 106, "factor_changes": {"momentum": 0.1442, "sharpe": 0.009, "overbought": 0.009, "vol_stability": -0.0226, "valuation": -0.009}, "reason_short": "📈动量↑", "anchor_confidence": 1.0}, {"rank": 108, "orig_rank": 108, "code": "510050.SH", "name": "上证50ETF", "score": 0.209, "category": "宽基指数", "sub_category": "超大盘", "anchor_code": "399300.SZ", "timing_predicted": 39.7111, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.4505, "factor_sharpe": 0.3243, "factor_overbought": 0.1351, "factor_vol_stability": 0.3423, "factor_valuation": 0.4234, "pe_ttm": 11.1659, "pe_pct": 0.7036, "anchor_pe": 11.1659, "anchor_pe_pct": 0.7036, "anchor_exp_ret_1y": -0.061, "true_pe": 11.1659, "true_pe_pct": 0.7036, "true_pb": 1.2593, "true_index_name": "上证50", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": 1, "prev_rank": 109, "factor_changes": {"momentum": 0.1172, "sharpe": 0.1531, "overbought": 0.0901, "vol_stability": -0.0226, "valuation": -0.0541}, "reason_short": "⚖️夏普↑", "anchor_confidence": 0.8387}, {"rank": 109, "orig_rank": 109, "code": "159399.SZ", "name": "现金流ETF", "score": 0.1937, "category": "策略风格", "sub_category": "自由现金流", "anchor_code": "980092.CNI", "timing_predicted": 50.1482, "streak_weeks": null, "streak_desc": null, "factor_momentum": 0.5045, "factor_sharpe": 0.3333, "factor_overbought": 0.1126, "factor_vol_stability": 0.3423, "factor_valuation": 0.3964, "pe_ttm": 9.4332, "pe_pct": 0.9, "anchor_pe": 9.4332, "anchor_pe_pct": 0.9, "anchor_exp_ret_1y": -0.15, "true_pe": 9.4332, "true_pe_pct": 0.9, "true_pb": 0.9174, "true_index_name": "中证红利", "true_confidence": "direct", "regime": "RANGING", "exposure_cap": 0.43, "rank_change": -4, "prev_rank": 105, "factor_changes": {"momentum": 0.1802, "sharpe": -0.1262, "overbought": 0.009, "vol_stability": -0.0226, "valuation": -0.045}, "reason_short": "⚖️夏普↓", "anchor_confidence": 0.9303}], "bottom": [], "portfolio": [{"rank": 1, "code": "513400.SH", "name": "道琼斯ETF", "score": 0.6515, "category": "跨境", "sub_category": "美股", "weight": 0.0788, "market_cap": 1.0, "base_weight": 0.1, "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "timing_today": 68.6, "timing_yesterday": 68.8, "timing_predicted": 63.2, "premium_rate": 3.33, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "is_hedge_position": 0, "hedge_from_anchor": null, "anchor_confidence": 0.6293, "anchor_corr_top": [{"a": "DIA", "name": "道琼斯工业", "r": 0.8098}, {"a": "SPY", "name": "标普500", "r": 0.7074}, {"a": "159941", "name": "纳指100(国内)", "r": 0.6409}, {"a": "QQQ", "name": "纳斯达克", "r": 0.6177}, {"a": "XLY", "name": "美股可选消费", "r": 0.592}, {"a": "399001.SZ", "name": "深证成指", "r": 0.5011}, {"a": "GLD", "name": "黄金", "r": 0.4966}, {"a": "EWJ", "name": "日本股市", "r": 0.4874}, {"a": "399300.SZ", "name": "沪深300", "r": 0.4842}, {"a": "399102.SZ", "name": "创业板综", "r": 0.4258}], "factor_momentum": 0.8288, "factor_sharpe": 0.7748, "factor_overbought": 0.1982, "factor_vol_stability": 0.7748, "factor_valuation": 0.2342, "pe_ttm": 21.13, "pe_pct": 0.55, "anchor_pe": 21.13, "anchor_pe_pct": 0.55, "anchor_exp_ret_1y": -0.003, "true_pe": 21.13, "true_pe_pct": 0.55, "true_pb": null, "true_index_name": "道琼斯工业平均指数", "true_confidence": "direct", "factor_changes": {"momentum": -0.0, "sharpe": 0.0, "overbought": -0.045, "vol_stability": 0.0, "valuation": -0.009}, "premium_tier": "MID", "premium_tier_label": "🌤 主流跨境（美国50/道琼斯）", "premium_half": 4.0, "premium_clear": 6.0, "full_rank": 12, "prev_rank": 10, "rank_change": -2, "self_pe_label": "21.1", "self_val_label": "55%", "anchor_val_label": "55%", "anchor_ret_label": "-0%", "true_pe_label": "21.1", "true_pe_pct_label": "55%", "true_pb_label": "—", "true_conf_tag": "直射", "reason": "📊 截面多因子选中"}, {"rank": 2, "code": "159866.SZ", "name": "日经ETF", "score": 0.5995, "category": "跨境", "sub_category": "日股", "weight": 0.0631, "market_cap": 0.24, "base_weight": 0.1, "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "timing_today": 68.6, "timing_yesterday": 68.8, "timing_predicted": 63.2, "premium_rate": 1.72, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "is_hedge_position": 0, "hedge_from_anchor": null, "anchor_confidence": 0.779, "anchor_corr_top": [{"a": "QQQ", "name": "纳斯达克", "r": 0.7869}, {"a": "159941", "name": "纳指100(国内)", "r": 0.771}, {"a": "399300.SZ", "name": "沪深300", "r": 0.757}, {"a": "399001.SZ", "name": "深证成指", "r": 0.7477}, {"a": "399006.SZ", "name": "创业板指", "r": 0.7466}, {"a": "399102.SZ", "name": "创业板综", "r": 0.7451}, {"a": "SPY", "name": "标普500", "r": 0.7186}, {"a": "EWJ", "name": "日本股市", "r": 0.6581}, {"a": "DIA", "name": "道琼斯工业", "r": 0.4495}, {"a": "XLY", "name": "美股可选消费", "r": 0.3476}], "factor_momentum": 0.7838, "factor_sharpe": 0.7838, "factor_overbought": 0.2973, "factor_vol_stability": 0.7928, "factor_valuation": 0.2703, "pe_ttm": 15.3, "pe_pct": 0.716, "anchor_pe": 15.3, "anchor_pe_pct": 0.716, "anchor_exp_ret_1y": -0.066, "true_pe": 15.3, "true_pe_pct": 0.716, "true_pb": 2.39, "true_index_name": "东证竞争", "true_confidence": "approximate", "factor_changes": {"momentum": 0.027, "sharpe": 0.1712, "overbought": -0.1351, "vol_stability": 0.4279, "valuation": -0.009}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 16, "prev_rank": 60, "rank_change": 44, "self_pe_label": "15.3", "self_val_label": "72%", "anchor_val_label": "72%", "anchor_ret_label": "-7%", "true_pe_label": "15.3", "true_pe_pct_label": "72%", "true_pb_label": "2.4", "true_conf_tag": "近似", "reason": "📊 截面多因子选中"}, {"rank": 3, "code": "513050.SH", "name": "中概互联ETF", "score": 0.5763, "category": "跨境", "sub_category": "中概", "weight": 0.0207, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "HSI", "anchor_name": "恒生指数", "anchors": [], "timing_today": 23.8, "timing_yesterday": 20.4, "timing_predicted": 23.8, "premium_rate": -2.59, "premium_coef": 1.0, "premium_tag": "🟡", "is_excluded": false, "is_hedge_position": 0, "hedge_from_anchor": null, "anchor_confidence": 0.8547, "anchor_corr_top": [{"a": "HSI", "name": "恒生指数", "r": 0.8547}, {"a": "510880", "name": "红利", "r": 0.4446}, {"a": "GLD", "name": "黄金", "r": 0.3006}, {"a": "SPY", "name": "标普500", "r": 0.297}, {"a": "XLY", "name": "美股可选消费", "r": 0.2096}, {"a": "000933.SH", "name": "中证医药卫生", "r": 0.2}, {"a": "QQQ", "name": "纳斯达克", "r": 0.1992}, {"a": "DIA", "name": "道琼斯工业", "r": 0.1167}, {"a": "159985", "name": "豆粕", "r": 0.1018}, {"a": "508068.SH", "name": "REITs", "r": 0.0889}], "factor_momentum": 0.3153, "factor_sharpe": 0.1351, "factor_overbought": 0.9595, "factor_vol_stability": 0.3423, "factor_valuation": 0.9459, "pe_ttm": 14.76, "pe_pct": 0.001, "anchor_pe": 14.76, "anchor_pe_pct": 0.001, "anchor_exp_ret_1y": 0.249, "true_pe": 14.76, "true_pe_pct": 0.001, "true_pb": 1.82, "true_index_name": "中概互联50", "true_confidence": "direct", "factor_changes": {"momentum": -0.0, "sharpe": -0.1712, "overbought": -0.027, "vol_stability": -0.0226, "valuation": -0.0091}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 20, "prev_rank": 16, "rank_change": -4, "self_pe_label": "14.8", "self_val_label": "0%", "anchor_val_label": "0%", "anchor_ret_label": "+25%", "true_pe_label": "14.8", "true_pe_pct_label": "0%", "true_pb_label": "1.8", "true_conf_tag": "直射", "reason": "⚠️ 锚点低仓位，资金已轮换至负相关防守品种"}, {"rank": 4, "code": "159903.SZ", "name": "深成ETF", "score": 0.5632, "category": "宽基指数", "sub_category": "大盘", "weight": 0.0213, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "399300.SZ", "anchor_name": "沪深300", "anchors": [], "timing_today": 21.7, "timing_yesterday": 21.7, "timing_predicted": 39.7, "premium_rate": 0.05, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "is_hedge_position": 0, "hedge_from_anchor": null, "anchor_confidence": 0.9427, "anchor_corr_top": [{"a": "399001.SZ", "name": "深证成指", "r": 0.9946}, {"a": "399102.SZ", "name": "创业板综", "r": 0.9673}, {"a": "399006.SZ", "name": "创业板指", "r": 0.9671}, {"a": "399300.SZ", "name": "沪深300", "r": 0.9427}, {"a": "EWJ", "name": "日本股市", "r": 0.6184}, {"a": "QQQ", "name": "纳斯达克", "r": 0.6174}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5708}, {"a": "SPY", "name": "标普500", "r": 0.537}, {"a": "DIA", "name": "道琼斯工业", "r": 0.3233}, {"a": "GLD", "name": "黄金", "r": 0.3089}], "factor_momentum": 0.1802, "factor_sharpe": 0.1982, "factor_overbought": 0.9009, "factor_vol_stability": 0.3423, "factor_valuation": 1.0, "pe_ttm": 24.82, "pe_pct": 0.336, "anchor_pe": 24.82, "anchor_pe_pct": 0.336, "anchor_exp_ret_1y": 0.08, "true_pe": 24.82, "true_pe_pct": 0.336, "true_pb": 2.26, "true_index_name": "深证成指", "true_confidence": "direct", "factor_changes": {"momentum": 0.018, "sharpe": 0.0721, "overbought": -0.0, "vol_stability": -0.0226, "valuation": 0.0}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 22, "prev_rank": 26, "rank_change": 4, "self_pe_label": "24.8", "self_val_label": "34%", "anchor_val_label": "34%", "anchor_ret_label": "+8%", "true_pe_label": "24.8", "true_pe_pct_label": "34%", "true_pb_label": "2.3", "true_conf_tag": "直射", "reason": "⚠️ 锚点低仓位，资金已轮换至负相关防守品种"}, {"rank": 5, "code": "518880.SH", "name": "黄金ETF", "score": 0.5583, "category": "商品", "sub_category": "贵金属", "weight": 0.0133, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "GLD", "anchor_name": "黄金", "anchors": [{"code": "GLD", "name": "黄金", "weight": 1.0}, {"code": "short-GLD", "name": "黄金-做空（仓位=做多-做空*4）", "weight": -4.0}], "timing_today": 13.3, "timing_yesterday": 38.3, "timing_predicted": 21.7, "premium_rate": 0.0, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "is_hedge_position": 0, "hedge_from_anchor": null, "anchor_confidence": 1.0, "anchor_corr_top": [{"a": "GLD", "name": "黄金", "r": 1.0}, {"a": "SPY", "name": "标普500", "r": 0.5261}, {"a": "HSI", "name": "恒生指数", "r": 0.4129}, {"a": "QQQ", "name": "纳斯达克", "r": 0.3603}, {"a": "EWJ", "name": "日本股市", "r": 0.3504}, {"a": "XLY", "name": "美股可选消费", "r": 0.3319}, {"a": "399300.SZ", "name": "沪深300", "r": 0.3315}, {"a": "510880", "name": "红利", "r": 0.3276}, {"a": "399001.SZ", "name": "深证成指", "r": 0.3174}, {"a": "DIA", "name": "道琼斯工业", "r": 0.3154}], "factor_momentum": 0.5946, "factor_sharpe": 0.6486, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.7387, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "factor_changes": {"momentum": 0.018, "sharpe": 0.063, "overbought": 0.0181, "vol_stability": -0.0226, "valuation": 0.045}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 24, "prev_rank": 32, "rank_change": 8, "self_pe_label": "—", "self_val_label": "—", "anchor_val_label": "—", "anchor_ret_label": "—", "true_pe_label": "—", "true_pe_pct_label": "—", "true_pb_label": "—", "true_conf_tag": null, "reason": "⚠️ 锚点低仓位，资金已轮换至负相关防守品种"}, {"rank": 6, "code": "516780.SH", "name": "稀土ETF", "score": 0.5555, "category": "策略风格", "sub_category": "稀土", "weight": 0.0124, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "399001.SZ", "anchor_name": "深证成指", "anchors": [], "timing_today": 12.8, "timing_yesterday": 12.8, "timing_predicted": 4.3, "premium_rate": -0.16, "premium_coef": 1.0, "premium_tag": "🟡", "is_excluded": false, "is_hedge_position": 0, "hedge_from_anchor": null, "anchor_confidence": 0.8142, "anchor_corr_top": [{"a": "399001.SZ", "name": "深证成指", "r": 0.8142}, {"a": "399300.SZ", "name": "沪深300", "r": 0.7078}, {"a": "399102.SZ", "name": "创业板综", "r": 0.7066}, {"a": "399006.SZ", "name": "创业板指", "r": 0.6986}, {"a": "EWJ", "name": "日本股市", "r": 0.5646}, {"a": "SPY", "name": "标普500", "r": 0.4601}, {"a": "QQQ", "name": "纳斯达克", "r": 0.4499}, {"a": "DIA", "name": "道琼斯工业", "r": 0.4149}, {"a": "159941", "name": "纳指100(国内)", "r": 0.3817}, {"a": "GLD", "name": "黄金", "r": 0.3478}], "factor_momentum": 0.2613, "factor_sharpe": 0.3964, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.955, "pe_ttm": null, "pe_pct": null, "anchor_pe": 24.82, "anchor_pe_pct": 0.336, "anchor_exp_ret_1y": 0.092, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "factor_changes": {"momentum": -0.036, "sharpe": -0.009, "overbought": -0.027, "vol_stability": -0.0226, "valuation": 0.0181}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 27, "prev_rank": 24, "rank_change": -3, "self_pe_label": "—", "self_val_label": "—", "anchor_val_label": "34%", "anchor_ret_label": "+9%", "true_pe_label": "—", "true_pe_pct_label": "—", "true_pb_label": "—", "true_conf_tag": null, "reason": "⚠️ 锚点低仓位，资金已轮换至负相关防守品种"}, {"rank": 7, "code": "511260.SH", "name": "十年国债ETF", "score": 0.0, "category": "债券", "sub_category": "利率债", "weight": 0.0755, "market_cap": 0.5, "base_weight": 0.1, "anchor_code": "511260", "anchor_name": "十年国债", "anchors": [], "timing_today": 99.8, "timing_yesterday": 99.8, "timing_predicted": 99.8, "premium_rate": 0.0, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "is_hedge_position": 1, "hedge_from_anchor": ["399102.SZ"], "anchor_confidence": null, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.2774}, {"a": "DIA", "name": "道琼斯工业", "r": 0.2662}, {"a": "EWJ", "name": "日本股市", "r": 0.2328}, {"a": "GLD", "name": "黄金", "r": 0.1964}, {"a": "HSI", "name": "恒生指数", "r": 0.14}, {"a": "XLY", "name": "美股可选消费", "r": 0.1376}, {"a": "SPY", "name": "标普500", "r": 0.1353}, {"a": "QQQ", "name": "纳斯达克", "r": 0.0808}, {"a": "159941", "name": "纳指100(国内)", "r": 0.0756}, {"a": "159985", "name": "豆粕", "r": 0.0594}], "factor_momentum": 0.7477, "factor_sharpe": 0.7387, "factor_overbought": 0.027, "factor_vol_stability": 0.7297, "factor_valuation": 0.1081, "pe_ttm": null, "pe_pct": null, "anchor_pe": 13.04, "anchor_pe_pct": 0.566, "anchor_exp_ret_1y": 0.051, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "factor_changes": {"momentum": 0.018, "sharpe": -0.0451, "overbought": -0.0271, "vol_stability": -0.0541, "valuation": -0.036}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 95, "prev_rank": 87, "rank_change": -8, "self_pe_label": "—", "self_val_label": "—", "anchor_val_label": "57%", "anchor_ret_label": "+5%", "true_pe_label": "—", "true_pe_pct_label": "—", "true_pb_label": "—", "true_conf_tag": null, "reason": "🛡️ 负相关对冲轮换（承接创业板综释放的资金）"}, {"rank": 8, "code": "512800.SH", "name": "银行ETF", "score": 0.0, "category": "行业主题", "sub_category": "金融", "weight": 0.12, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "510880", "anchor_name": "红利ETF", "anchors": [], "timing_today": 52.2, "timing_yesterday": 37.2, "timing_predicted": 40.7, "premium_rate": -0.22, "premium_coef": 1.0, "premium_tag": "🟡", "is_excluded": false, "is_hedge_position": 1, "hedge_from_anchor": ["HSI", "399300.SZ", "GLD"], "anchor_confidence": 0.7137, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.7137}, {"a": "HSI", "name": "恒生指数", "r": 0.4303}, {"a": "508068.SH", "name": "REITs", "r": 0.1103}, {"a": "159985", "name": "豆粕", "r": 0.0784}, {"a": "GLD", "name": "黄金", "r": -0.0984}, {"a": "XLY", "name": "美股可选消费", "r": -0.1411}, {"a": "SPY", "name": "标普500", "r": -0.2052}, {"a": "000933.SH", "name": "中证医药卫生", "r": -0.2447}, {"a": "QQQ", "name": "纳斯达克", "r": -0.3106}, {"a": "EWJ", "name": "日本股市", "r": -0.3202}], "factor_momentum": 0.991, "factor_sharpe": 0.8378, "factor_overbought": 0.036, "factor_vol_stability": 0.8378, "factor_valuation": 0.0811, "pe_ttm": 7.88, "pe_pct": 0.988, "anchor_pe": 7.88, "anchor_pe_pct": 0.988, "anchor_exp_ret_1y": -0.194, "true_pe": 7.88, "true_pe_pct": 0.988, "true_pb": 0.75, "true_index_name": "中证银行", "true_confidence": "direct", "factor_changes": {"momentum": 0.036, "sharpe": -0.1262, "overbought": -0.0, "vol_stability": -0.1262, "valuation": -0.027}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 100, "prev_rank": 97, "rank_change": -3, "self_pe_label": "7.9", "self_val_label": "99%", "anchor_val_label": "99%", "anchor_ret_label": "-19%", "true_pe_label": "7.9", "true_pe_pct_label": "99%", "true_pb_label": "0.8", "true_conf_tag": "直射", "reason": "🛡️ 负相关对冲轮换（承接恒生指数、沪深300、黄金释放的资金）"}, {"rank": 9, "code": "511090.SH", "name": "30年国债ETF", "score": 0.4759, "category": "债券", "sub_category": "利率债", "weight": 0.2699, "market_cap": 0.5, "base_weight": 0.1, "anchor_code": "511090", "anchor_name": "30年国债", "anchors": [], "timing_today": 89.2, "timing_yesterday": 89.2, "timing_predicted": 89.2, "premium_rate": 0.01, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "is_hedge_position": 1, "hedge_from_anchor": ["399102.SZ"], "anchor_confidence": null, "anchor_corr_top": [{"a": "159941", "name": "纳指100(国内)", "r": 0.4567}, {"a": "QQQ", "name": "纳斯达克", "r": 0.3637}, {"a": "EWJ", "name": "日本股市", "r": 0.3458}, {"a": "GLD", "name": "黄金", "r": 0.2561}, {"a": "DIA", "name": "道琼斯工业", "r": 0.2527}, {"a": "SPY", "name": "标普500", "r": 0.2512}, {"a": "399006.SZ", "name": "创业板指", "r": 0.2228}, {"a": "399102.SZ", "name": "创业板综", "r": 0.222}, {"a": "399300.SZ", "name": "沪深300", "r": 0.2115}, {"a": "399001.SZ", "name": "深证成指", "r": 0.1875}], "factor_momentum": 0.9189, "factor_sharpe": 0.973, "factor_overbought": 0.1261, "factor_vol_stability": 0.973, "factor_valuation": 0.018, "pe_ttm": null, "pe_pct": null, "anchor_pe": null, "anchor_pe_pct": null, "anchor_exp_ret_1y": null, "true_pe": null, "true_pe_pct": null, "true_pb": null, "true_index_name": null, "true_confidence": null, "factor_changes": {"momentum": -0.0, "sharpe": 0.0, "overbought": -0.0451, "vol_stability": 0.0, "valuation": 0.009}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 61, "prev_rank": 27, "rank_change": -34, "self_pe_label": "—", "self_val_label": "—", "anchor_val_label": "—", "anchor_ret_label": "—", "true_pe_label": "—", "true_pe_pct_label": "—", "true_pb_label": "—", "true_conf_tag": null, "reason": "🛡️ 负相关对冲轮换（承接创业板综释放的资金）"}, {"rank": 10, "code": "510060.SH", "name": "央企ETF", "score": 0.0, "category": "策略风格", "sub_category": "央企", "weight": 0.0226, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "510880", "anchor_name": "红利ETF", "anchors": [], "timing_today": 52.2, "timing_yesterday": 37.2, "timing_predicted": 40.7, "premium_rate": -0.23, "premium_coef": 1.0, "premium_tag": "🟡", "is_excluded": false, "is_hedge_position": 1, "hedge_from_anchor": ["159805"], "anchor_confidence": 0.6352, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.6352}, {"a": "HSI", "name": "恒生指数", "r": 0.5491}, {"a": "159985", "name": "豆粕", "r": 0.3447}, {"a": "GLD", "name": "黄金", "r": 0.1453}, {"a": "SPY", "name": "标普500", "r": 0.0748}, {"a": "QQQ", "name": "纳斯达克", "r": 0.0153}, {"a": "XLY", "name": "美股可选消费", "r": -0.0063}, {"a": "399300.SZ", "name": "沪深300", "r": -0.0192}, {"a": "000933.SH", "name": "中证医药卫生", "r": -0.0297}, {"a": "159941", "name": "纳指100(国内)", "r": -0.0533}], "factor_momentum": 0.8378, "factor_sharpe": 0.7477, "factor_overbought": 0.1802, "factor_vol_stability": 0.7477, "factor_valuation": 0.0721, "pe_ttm": 13.04, "pe_pct": 0.566, "anchor_pe": 9.37, "anchor_pe_pct": 0.837, "anchor_exp_ret_1y": -0.121, "true_pe": 9.37, "true_pe_pct": 0.837, "true_pb": 0.96, "true_index_name": "300价值", "true_confidence": "approximate", "factor_changes": {"momentum": 0.027, "sharpe": -0.0541, "overbought": 0.027, "vol_stability": -0.0541, "valuation": -0.018}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 98, "prev_rank": 94, "rank_change": -4, "self_pe_label": "13.0", "self_val_label": "57%", "anchor_val_label": "84%", "anchor_ret_label": "-12%", "true_pe_label": "9.4", "true_pe_pct_label": "84%", "true_pb_label": "1.0", "true_conf_tag": "近似", "reason": "🛡️ 负相关对冲轮换（承接159805释放的资金）"}, {"rank": 11, "code": "512890.SH", "name": "红利低波ETF", "score": 0.0, "category": "策略风格", "sub_category": "红利低波", "weight": 0.12, "market_cap": 0.1, "base_weight": 0.1, "anchor_code": "510880", "anchor_name": "红利ETF", "anchors": [], "timing_today": 52.2, "timing_yesterday": 37.2, "timing_predicted": 40.7, "premium_rate": -0.16, "premium_coef": 1.0, "premium_tag": "🟡", "is_excluded": false, "is_hedge_position": 1, "hedge_from_anchor": ["399001.SZ", "159805", "399300.SZ"], "anchor_confidence": 0.832, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.832}, {"a": "HSI", "name": "恒生指数", "r": 0.5751}, {"a": "159985", "name": "豆粕", "r": 0.1571}, {"a": "508068.SH", "name": "REITs", "r": 0.1203}, {"a": "GLD", "name": "黄金", "r": 0.0586}, {"a": "XLY", "name": "美股可选消费", "r": -0.0314}, {"a": "SPY", "name": "标普500", "r": -0.0645}, {"a": "000933.SH", "name": "中证医药卫生", "r": -0.1504}, {"a": "QQQ", "name": "纳斯达克", "r": -0.1679}, {"a": "159941", "name": "纳指100(国内)", "r": -0.207}], "factor_momentum": 0.9099, "factor_sharpe": 0.7568, "factor_overbought": 0.0721, "factor_vol_stability": 0.7568, "factor_valuation": 0.009, "pe_ttm": 9.38, "pe_pct": 0.804, "anchor_pe": 9.38, "anchor_pe_pct": 0.804, "anchor_exp_ret_1y": -0.105, "true_pe": 9.38, "true_pe_pct": 0.804, "true_pb": 0.94, "true_index_name": "红利低波", "true_confidence": "direct", "factor_changes": {"momentum": 0.0721, "sharpe": -0.054, "overbought": -0.009, "vol_stability": -0.054, "valuation": -0.036}, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "full_rank": 103, "prev_rank": 100, "rank_change": -3, "self_pe_label": "9.4", "self_val_label": "80%", "anchor_val_label": "80%", "anchor_ret_label": "-10%", "true_pe_label": "9.4", "true_pe_pct_label": "80%", "true_pb_label": "0.9", "true_conf_tag": "直射", "reason": "🛡️ 负相关对冲轮换（承接399001.SZ、159805、沪深300释放的资金）"}], "alternatives": [], "new_entries": [{"code": "513400.SH", "name": "道琼斯ETF", "score": 0.6515, "category": "跨境", "sub_category": "美股", "weight": 0.0788, "factor_brief": "因子变化不大，属于排名自然波动", "full_rank": 12, "prev_rank": 10, "rank_change": -2}, {"code": "159866.SZ", "name": "日经ETF", "score": 0.5995, "category": "跨境", "sub_category": "日股", "weight": 0.0631, "factor_brief": "📌 主要变化：稳定性走强、夏普走强\n🟢 📊稳定性↑+43pp ⚖️夏普↑+17pp ｜ 🔴 🛡️反追高↓-14pp\n💡 短期涨速过快，建议分批建仓；风险收益比改善", "full_rank": 16, "prev_rank": 60, "rank_change": 44}, {"code": "159903.SZ", "name": "深成ETF", "score": 0.5632, "category": "宽基指数", "sub_category": "大盘", "weight": 0.0213, "factor_brief": "因子变化不大，属于排名自然波动", "full_rank": 22, "prev_rank": 26, "rank_change": 4}, {"code": "518880.SH", "name": "黄金ETF", "score": 0.5583, "category": "商品", "sub_category": "贵金属", "weight": 0.0133, "factor_brief": "因子变化不大，属于排名自然波动", "full_rank": 24, "prev_rank": 32, "rank_change": 8}, {"code": "516780.SH", "name": "稀土ETF", "score": 0.5555, "category": "策略风格", "sub_category": "稀土", "weight": 0.0124, "factor_brief": "因子变化不大，属于排名自然波动", "full_rank": 27, "prev_rank": 24, "rank_change": -3}, {"code": "512890.SH", "name": "红利低波ETF", "score": 0.0, "category": "策略风格", "sub_category": "红利低波", "weight": 0.12, "factor_brief": "因子变化不大，属于排名自然波动", "full_rank": 103, "prev_rank": 100, "rank_change": -3}], "removed_entries": [{"code": "159577.SZ", "name": "美国50ETF", "prev_score": 0.85, "cur_score": 0.73, "score_delta": -0.1174, "prev_rank": 1, "cur_rank": 11, "category": "跨境", "factor_brief": "因子变化不大，属于排名自然波动"}, {"code": "159502.SZ", "name": "标普生物科技ETF", "prev_score": 0.77, "cur_score": 0.63, "score_delta": -0.1433, "prev_rank": 2, "cur_rank": 13, "category": "跨境", "factor_brief": "📌 主要变化：反追高走弱\n🔴 🛡️反追高↓-14pp 💎估值↓-9pp\n💡 反追高快速恶化，警惕高位回调"}, {"code": "159612.SZ", "name": "标普500ETF", "prev_score": 0.77, "cur_score": 0.78, "score_delta": 0.0102, "prev_rank": 3, "cur_rank": 6, "category": "跨境", "factor_brief": "因子变化不大，属于排名自然波动"}, {"code": "512200.SH", "name": "房地产ETF", "prev_score": 0.61, "cur_score": 0.47, "score_delta": -0.1419, "prev_rank": 5, "cur_rank": 64, "category": "行业主题", "factor_brief": "📌 主要变化：稳定性走弱、动量走弱\n🔴 📊稳定性↓-39pp 📈动量↓-17pp ⚖️夏普↓-13pp\n💡 稳定性崩塌，波动加大；动量大幅衰减，趋势走弱"}, {"code": "513800.SH", "name": "东证指数ETF", "prev_score": 0.6, "cur_score": 0.59, "score_delta": -0.0069, "prev_rank": 6, "cur_rank": 18, "category": "跨境", "factor_brief": "因子变化不大，属于排名自然波动"}], "watchlist": [{"code": "513180.SH", "name": "恒生科技ETF", "rank": 25, "score": 0.5582, "category": "跨境", "sub_category": "港股", "rank_change": 0, "prev_rank": 25, "factor_momentum": 0.1712, "factor_sharpe": 0.018, "factor_overbought": 0.991, "factor_vol_stability": 0.3423, "factor_valuation": 0.973, "pe_ttm": 0.4246, "pe_pct": 0.0, "anchor_pe": 0.4246, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 0.4246, "true_pe_pct": 0.0, "true_pb": 0.0358, "true_index_name": "恒生科技", "true_confidence": "direct", "anchor_code": "HSI", "anchor_name": "恒生指数", "anchor_confidence": 0.8439, "timing_yesterday": 20.4, "timing_today": 23.8, "timing_predicted": 23.8, "short_anchor": "short-HSI", "short_name": "short-HSI", "short_mult": 0.5, "anchor_corr_top": [{"a": "HSI", "name": "恒生指数", "r": 0.8439}, {"a": "SPY", "name": "标普500", "r": 0.4975}, {"a": "QQQ", "name": "纳斯达克", "r": 0.4637}, {"a": "GLD", "name": "黄金", "r": 0.4051}, {"a": "159941", "name": "纳指100(国内)", "r": 0.3242}, {"a": "399300.SZ", "name": "沪深300", "r": 0.3203}, {"a": "510880", "name": "红利", "r": 0.3049}, {"a": "000933.SH", "name": "中证医药卫生", "r": 0.2499}, {"a": "399001.SZ", "name": "深证成指", "r": 0.2317}, {"a": "XLY", "name": "美股可选消费", "r": 0.2202}]}, {"code": "513330.SH", "name": "恒生互联网ETF", "rank": 35, "score": 0.5194, "category": "跨境", "sub_category": "港股", "rank_change": -5, "prev_rank": 30, "factor_momentum": 0.2252, "factor_sharpe": 0.027, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.982, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 0.4246, "anchor_pe_pct": 0.0, "anchor_exp_ret_1y": 0.25, "true_pe": 0.4246, "true_pe_pct": 0.0, "true_pb": 0.0358, "true_index_name": "恒生科技", "true_confidence": "approximate", "reason_short": "⚖️夏普↓", "anchor_code": "HSI", "anchor_name": "恒生指数", "anchor_confidence": 0.874, "timing_yesterday": 20.4, "timing_today": 23.8, "timing_predicted": 23.8, "short_anchor": "short-HSI", "short_name": "short-HSI", "short_mult": 0.5, "anchor_corr_top": [{"a": "HSI", "name": "恒生指数", "r": 0.874}, {"a": "510880", "name": "红利", "r": 0.4238}, {"a": "GLD", "name": "黄金", "r": 0.3492}, {"a": "SPY", "name": "标普500", "r": 0.3345}, {"a": "XLY", "name": "美股可选消费", "r": 0.2613}, {"a": "QQQ", "name": "纳斯达克", "r": 0.2514}, {"a": "000933.SH", "name": "中证医药卫生", "r": 0.212}, {"a": "DIA", "name": "道琼斯工业", "r": 0.1881}, {"a": "159985", "name": "豆粕", "r": 0.128}, {"a": "508068.SH", "name": "REITs", "r": 0.1058}]}, {"code": "513060.SH", "name": "恒生医疗ETF", "rank": 53, "score": 0.4854, "category": "跨境", "sub_category": "港股", "rank_change": 33, "prev_rank": 86, "factor_momentum": 0.1892, "factor_sharpe": 0.6757, "factor_overbought": 0.4505, "factor_vol_stability": 0.6847, "factor_valuation": 0.4144, "pe_ttm": 1.3893, "pe_pct": 0.0, "anchor_pe": 27.1022, "anchor_pe_pct": 0.1044, "anchor_exp_ret_1y": 0.198, "true_pe": 27.1022, "true_pe_pct": 0.1044, "true_pb": 3.2613, "true_index_name": "中证医疗", "true_confidence": "approximate", "reason_short": "📊稳定性↑", "anchor_code": "000933.SH", "anchor_name": "中证医药卫生", "anchor_confidence": 0.7303, "timing_yesterday": 33.1, "timing_today": 28.3, "timing_predicted": 28.3, "short_anchor": "short-000933.SH", "short_name": "short-000933.SH", "short_mult": 0.5, "anchor_corr_top": [{"a": "000933.SH", "name": "中证医药卫生", "r": 0.7303}, {"a": "GLD", "name": "黄金", "r": 0.5241}, {"a": "HSI", "name": "恒生指数", "r": 0.3861}, {"a": "159985", "name": "豆粕", "r": 0.3797}, {"a": "SPY", "name": "标普500", "r": 0.285}, {"a": "XLY", "name": "美股可选消费", "r": 0.2558}, {"a": "399300.SZ", "name": "沪深300", "r": 0.2518}, {"a": "399001.SZ", "name": "深证成指", "r": 0.2416}, {"a": "QQQ", "name": "纳斯达克", "r": 0.208}, {"a": "EWJ", "name": "日本股市", "r": 0.1712}]}, {"code": "159908.SZ", "name": "创业板综ETF", "rank": 59, "score": 0.4792, "category": "宽基指数", "sub_category": "成长", "rank_change": -4, "prev_rank": 55, "factor_momentum": 0.045, "factor_sharpe": 0.2252, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8378, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.206, "true_pe": 28.4607, "true_pe_pct": 0.0876, "true_pb": 3.9994, "true_index_name": "创业板", "true_confidence": "approximate", "reason_short": "⚖️夏普↑", "anchor_code": "399102.SZ", "anchor_name": "创业板综", "anchor_confidence": 1.0, "timing_yesterday": 43.7, "timing_today": 46.0, "timing_predicted": 55.2, "short_anchor": "short-399102.SZ", "short_name": "创综-做空（看涨30年国债）", "short_yesterday": 0.0, "short_today": 0.0, "short_predicted": 0.0, "short_strategies": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.2206, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-17-66-21-14", "type": "趋势策略", "weight": 0.0735, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-17-13-14-67", "type": "趋势策略", "weight": 0.0441, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-21-14-19-17-buy-17-56-21-44-sell-0", "type": "反转策略", "weight": 0.1103, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-21-14-92-57-buy-34-67-21-44-sell-0", "type": "反转策略", "weight": 0.1838, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-10-60-74-133-66-4-84-131-greater-less-greater-less-and-and", "type": "反转策略", "weight": 0.0735, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-14-60-120-190-12-28-47-64-greater-less-less-greater-and-or", "type": "反转策略", "weight": 0.1103, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-15-1-30-16", "type": "趋势策略", "weight": 0.0368, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-105-127-30-16", "type": "反转策略", "weight": 0.1103, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-43-95-30-14", "type": "趋势策略", "weight": 0.0368, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "short_mult": 0.5, "net_timing_yesterday": 43.7, "net_timing_today": 46.0, "net_timing_predicted": 55.2, "anchor_corr_top": [{"a": "399102.SZ", "name": "创业板综", "r": 1.0}, {"a": "399006.SZ", "name": "创业板指", "r": 0.9967}, {"a": "399001.SZ", "name": "深证成指", "r": 0.9693}, {"a": "399300.SZ", "name": "沪深300", "r": 0.9235}, {"a": "QQQ", "name": "纳斯达克", "r": 0.61}, {"a": "EWJ", "name": "日本股市", "r": 0.5835}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5742}, {"a": "SPY", "name": "标普500", "r": 0.5058}, {"a": "DIA", "name": "道琼斯工业", "r": 0.26}, {"a": "GLD", "name": "黄金", "r": 0.2398}]}, {"code": "159915.SZ", "name": "创业板ETF", "rank": 52, "score": 0.4859, "category": "宽基指数", "sub_category": "成长", "rank_change": 2, "prev_rank": 54, "factor_momentum": 0.036, "factor_sharpe": 0.2072, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.8739, "pe_ttm": 28.4607, "pe_pct": 0.0876, "anchor_pe": 28.4607, "anchor_pe_pct": 0.0876, "anchor_exp_ret_1y": 0.206, "true_pe": 28.4607, "true_pe_pct": 0.0876, "true_pb": 3.9994, "true_index_name": "创业板", "true_confidence": "direct", "reason_short": "⚖️夏普↑", "anchor_code": "399006.SZ", "anchor_name": "创业板指", "anchor_confidence": 1.0, "timing_yesterday": 47.4, "timing_today": 47.4, "timing_predicted": 57.9, "short_anchor": "short-399006.SZ", "short_name": "创业板-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "399006.SZ", "name": "创业板指", "r": 1.0}, {"a": "399102.SZ", "name": "创业板综", "r": 0.9967}, {"a": "399001.SZ", "name": "深证成指", "r": 0.9634}, {"a": "399300.SZ", "name": "沪深300", "r": 0.9234}, {"a": "QQQ", "name": "纳斯达克", "r": 0.6175}, {"a": "EWJ", "name": "日本股市", "r": 0.5851}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5835}, {"a": "SPY", "name": "标普500", "r": 0.5061}, {"a": "DIA", "name": "道琼斯工业", "r": 0.2602}, {"a": "GLD", "name": "黄金", "r": 0.2421}]}, {"code": "513100.SH", "name": "纳指ETF", "rank": 2, "score": 0.8725, "category": "跨境", "sub_category": "美股", "rank_change": 2, "prev_rank": 4, "factor_momentum": 0.964, "factor_sharpe": 0.9459, "factor_overbought": 0.5856, "factor_vol_stability": 0.9459, "factor_valuation": 0.1441, "pe_ttm": 28.1975, "pe_pct": 0.3596, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "true_pe": 28.1975, "true_pe_pct": 0.3596, "true_pb": 8.5929, "true_index_name": "纳指100", "true_confidence": "direct", "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchor_confidence": 1.0, "timing_yesterday": 68.8, "timing_today": 68.7, "timing_predicted": 63.3, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "short_anchor": "short-QQQ", "short_name": "纳指-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "QQQ", "name": "纳斯达克", "r": 1.0}, {"a": "159941", "name": "纳指100(国内)", "r": 0.9408}, {"a": "SPY", "name": "标普500", "r": 0.8416}, {"a": "399300.SZ", "name": "沪深300", "r": 0.6418}, {"a": "399006.SZ", "name": "创业板指", "r": 0.6175}, {"a": "399001.SZ", "name": "深证成指", "r": 0.6101}, {"a": "399102.SZ", "name": "创业板综", "r": 0.61}, {"a": "EWJ", "name": "日本股市", "r": 0.6096}, {"a": "XLY", "name": "美股可选消费", "r": 0.5016}, {"a": "DIA", "name": "道琼斯工业", "r": 0.4618}]}, {"code": "513500.SH", "name": "标普500ETF", "rank": 9, "score": 0.7448, "category": "跨境", "sub_category": "美股", "rank_change": 4, "prev_rank": 13, "factor_momentum": 0.8829, "factor_sharpe": 0.8649, "factor_overbought": 0.2432, "factor_vol_stability": 0.8649, "factor_valuation": 0.2072, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 24.3697, "anchor_pe_pct": 0.5024, "anchor_exp_ret_1y": 0.014, "true_pe": 24.3697, "true_pe_pct": 0.5024, "true_pb": 5.4161, "true_index_name": "标普500", "true_confidence": "direct", "anchor_code": "SPY", "anchor_name": "标普500", "anchor_confidence": 1.0, "timing_yesterday": 60.0, "timing_today": 80.0, "timing_predicted": 40.0, "short_anchor": "short-SPY", "short_name": "short-SPY", "short_mult": 0.5, "anchor_corr_top": [{"a": "SPY", "name": "标普500", "r": 1.0}, {"a": "QQQ", "name": "纳斯达克", "r": 0.8416}, {"a": "159941", "name": "纳指100(国内)", "r": 0.7777}, {"a": "EWJ", "name": "日本股市", "r": 0.6599}, {"a": "399300.SZ", "name": "沪深300", "r": 0.5658}, {"a": "DIA", "name": "道琼斯工业", "r": 0.5513}, {"a": "399001.SZ", "name": "深证成指", "r": 0.5371}, {"a": "XLY", "name": "美股可选消费", "r": 0.5282}, {"a": "GLD", "name": "黄金", "r": 0.5261}, {"a": "399006.SZ", "name": "创业板指", "r": 0.5061}]}, {"code": "513400.SH", "name": "道琼斯ETF", "rank": 12, "score": 0.6515, "category": "跨境", "sub_category": "美股", "rank_change": -2, "prev_rank": 10, "factor_momentum": 0.8288, "factor_sharpe": 0.7748, "factor_overbought": 0.1982, "factor_vol_stability": 0.7748, "factor_valuation": 0.2342, "pe_ttm": 20.9, "pe_pct": 0.542, "anchor_pe": 20.9, "anchor_pe_pct": 0.542, "anchor_exp_ret_1y": 0.0, "true_pe": 20.9, "true_pe_pct": 0.542, "true_index_name": "道琼斯工业平均指数", "true_confidence": "direct", "weight": 0.0788, "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchor_confidence": 0.6293, "timing_today": 68.6, "timing_yesterday": 68.8, "timing_predicted": 63.2, "premium_rate": 3.33, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "premium_tier": "MID", "premium_tier_label": "🌤 主流跨境（美国50/道琼斯）", "premium_half": 4.0, "premium_clear": 6.0, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "short_anchor": "short-QQQ", "short_name": "纳指-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "DIA", "name": "道琼斯工业", "r": 0.8098}, {"a": "SPY", "name": "标普500", "r": 0.7074}, {"a": "159941", "name": "纳指100(国内)", "r": 0.6409}, {"a": "QQQ", "name": "纳斯达克", "r": 0.6177}, {"a": "XLY", "name": "美股可选消费", "r": 0.592}, {"a": "399001.SZ", "name": "深证成指", "r": 0.5011}, {"a": "GLD", "name": "黄金", "r": 0.4966}, {"a": "EWJ", "name": "日本股市", "r": 0.4874}, {"a": "399300.SZ", "name": "沪深300", "r": 0.4842}, {"a": "399102.SZ", "name": "创业板综", "r": 0.4258}]}, {"code": "513520.SH", "name": "日经ETF", "rank": 17, "score": 0.5994, "category": "跨境", "sub_category": "日股", "rank_change": 36, "prev_rank": 53, "factor_momentum": 0.7928, "factor_sharpe": 0.8018, "factor_overbought": 0.2883, "factor_vol_stability": 0.8018, "factor_valuation": 0.2793, "pe_ttm": 15.2962, "pe_pct": 0.7156, "anchor_pe": 15.2962, "anchor_pe_pct": 0.7156, "anchor_exp_ret_1y": -0.066, "true_pe": 15.2962, "true_pe_pct": 0.7156, "true_pb": 2.3945, "true_index_name": "东证竞争", "true_confidence": "approximate", "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchor_confidence": 0.7842, "timing_yesterday": 68.8, "timing_today": 68.7, "timing_predicted": 63.3, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "short_anchor": "short-QQQ", "short_name": "纳指-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "QQQ", "name": "纳斯达克", "r": 0.7842}, {"a": "159941", "name": "纳指100(国内)", "r": 0.7639}, {"a": "399001.SZ", "name": "深证成指", "r": 0.7375}, {"a": "399300.SZ", "name": "沪深300", "r": 0.737}, {"a": "399006.SZ", "name": "创业板指", "r": 0.7367}, {"a": "399102.SZ", "name": "创业板综", "r": 0.7349}, {"a": "SPY", "name": "标普500", "r": 0.7164}, {"a": "EWJ", "name": "日本股市", "r": 0.6464}, {"a": "DIA", "name": "道琼斯工业", "r": 0.4402}, {"a": "XLY", "name": "美股可选消费", "r": 0.3431}]}, {"code": "513030.SH", "name": "德国ETF", "rank": 44, "score": 0.5007, "category": "跨境", "sub_category": "欧洲", "rank_change": -6, "prev_rank": 38, "factor_momentum": 0.6847, "factor_sharpe": 0.6577, "factor_overbought": 0.5586, "factor_vol_stability": 0.3423, "factor_valuation": 0.3333, "pe_ttm": 17.0883, "pe_pct": 0.4736, "anchor_pe": 17.0883, "anchor_pe_pct": 0.4736, "anchor_exp_ret_1y": 0.024, "true_pe": 17.0883, "true_pe_pct": 0.4736, "true_pb": 1.7318, "true_index_name": "德国DAX", "true_confidence": "direct", "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchor_confidence": 0.5398, "timing_yesterday": 68.8, "timing_today": 68.7, "timing_predicted": 63.3, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "short_anchor": "short-QQQ", "short_name": "纳指-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "SPY", "name": "标普500", "r": 0.6538}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5602}, {"a": "QQQ", "name": "纳斯达克", "r": 0.5398}, {"a": "EWJ", "name": "日本股市", "r": 0.5319}, {"a": "XLY", "name": "美股可选消费", "r": 0.5271}, {"a": "DIA", "name": "道琼斯工业", "r": 0.5259}, {"a": "GLD", "name": "黄金", "r": 0.5235}, {"a": "399001.SZ", "name": "深证成指", "r": 0.4741}, {"a": "399300.SZ", "name": "沪深300", "r": 0.4579}, {"a": "399102.SZ", "name": "创业板综", "r": 0.3636}]}, {"code": "513310.SH", "name": "中韩半导体ETF", "rank": 71, "score": 0.4451, "category": "跨境", "sub_category": "亚太", "rank_change": 7, "prev_rank": 78, "factor_momentum": 0.2432, "factor_sharpe": 0.4865, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.4775, "pe_ttm": 24.3697, "pe_pct": 0.5024, "anchor_pe": 37.3381, "anchor_pe_pct": 0.2312, "anchor_exp_ret_1y": 0.13, "true_pe": 37.3381, "true_pe_pct": 0.2312, "true_pb": 4.7115, "true_index_name": "中证电子", "true_confidence": "approximate", "reason_short": "⚖️夏普↑", "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchor_confidence": 0.605, "timing_yesterday": 68.8, "timing_today": 68.7, "timing_predicted": 63.3, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "short_anchor": "short-QQQ", "short_name": "纳指-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "399006.SZ", "name": "创业板指", "r": 0.8235}, {"a": "399102.SZ", "name": "创业板综", "r": 0.8235}, {"a": "399001.SZ", "name": "深证成指", "r": 0.8181}, {"a": "399300.SZ", "name": "沪深300", "r": 0.8117}, {"a": "QQQ", "name": "纳斯达克", "r": 0.605}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5695}, {"a": "EWJ", "name": "日本股市", "r": 0.5303}, {"a": "SPY", "name": "标普500", "r": 0.467}, {"a": "GLD", "name": "黄金", "r": 0.2122}, {"a": "DIA", "name": "道琼斯工业", "r": 0.1963}]}, {"code": "513730.SH", "name": "东南亚科技ETF", "rank": 41, "score": 0.5117, "category": "跨境", "sub_category": "亚太", "rank_change": -7, "prev_rank": 34, "factor_momentum": 0.4595, "factor_sharpe": 0.0991, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7838, "anchor_pe": 28.1975, "anchor_pe_pct": 0.3596, "anchor_exp_ret_1y": 0.068, "anchor_code": "QQQ", "anchor_name": "纳斯达克", "anchor_confidence": 0.7136, "timing_yesterday": 68.8, "timing_today": 68.7, "timing_predicted": 63.3, "anchors": [{"code": "159941", "name": "纳指100(国内)", "weight": 0.5}, {"code": "QQQ", "name": "纳斯达克", "weight": 0.5}], "short_anchor": "short-QQQ", "short_name": "纳指-做空", "short_mult": 0.5, "anchor_corr_top": [{"a": "159941", "name": "纳指100(国内)", "r": 0.7309}, {"a": "SPY", "name": "标普500", "r": 0.7167}, {"a": "QQQ", "name": "纳斯达克", "r": 0.7136}, {"a": "XLY", "name": "美股可选消费", "r": 0.6597}, {"a": "DIA", "name": "道琼斯工业", "r": 0.5327}, {"a": "EWJ", "name": "日本股市", "r": 0.5327}, {"a": "399300.SZ", "name": "沪深300", "r": 0.4952}, {"a": "GLD", "name": "黄金", "r": 0.4825}, {"a": "399001.SZ", "name": "深证成指", "r": 0.4532}, {"a": "399006.SZ", "name": "创业板指", "r": 0.4257}]}, {"code": "518880.SH", "name": "黄金ETF", "rank": 24, "score": 0.5583, "category": "商品", "sub_category": "贵金属", "rank_change": 8, "prev_rank": 32, "factor_momentum": 0.5946, "factor_sharpe": 0.6486, "factor_overbought": 0.4505, "factor_vol_stability": 0.3423, "factor_valuation": 0.7387, "weight": 0.0133, "anchor_code": "GLD", "anchor_name": "黄金", "anchor_confidence": 1.0, "timing_today": 13.3, "timing_yesterday": 38.3, "timing_predicted": 21.7, "premium_rate": 0.0, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "anchors": [{"code": "GLD", "name": "黄金", "weight": 1.0}, {"code": "short-GLD", "name": "黄金-做空（仓位=做多-做空*4）", "weight": -4.0}], "short_anchor": "short-GLD", "short_name": "黄金-做空", "short_yesterday": 13.3, "short_today": 13.3, "short_predicted": 13.3, "short_strategies": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1333, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-137-184-140-51", "type": "反转策略", "weight": 0.0667, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-155-67-134-184", "type": "反转策略", "weight": 0.0667, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-37-98-53-73-buy-75-64-97-84-sell-0", "type": "反转策略", "weight": 0.2667, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-85-97-54-58-167-10-191-198-greater-greater-greater-less-and-or", "type": "反转策略", "weight": 0.1333, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-1-136-127-2-65-106-183-34-61-greater-less-less-less-and-or", "type": "反转策略", "weight": 0.2, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-108-18-42-126", "type": "反转策略", "weight": 0.1333, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "short_mult": 4.0, "net_timing_yesterday": 38.3, "net_timing_today": 13.3, "net_timing_predicted": 21.7, "anchor_corr_top": [{"a": "GLD", "name": "黄金", "r": 1.0}, {"a": "SPY", "name": "标普500", "r": 0.5261}, {"a": "HSI", "name": "恒生指数", "r": 0.4129}, {"a": "QQQ", "name": "纳斯达克", "r": 0.3603}, {"a": "EWJ", "name": "日本股市", "r": 0.3504}, {"a": "XLY", "name": "美股可选消费", "r": 0.3319}, {"a": "399300.SZ", "name": "沪深300", "r": 0.3315}, {"a": "510880", "name": "红利", "r": 0.3276}, {"a": "399001.SZ", "name": "深证成指", "r": 0.3174}, {"a": "DIA", "name": "道琼斯工业", "r": 0.3154}]}, {"code": "short-GLD", "name": "黄金做空", "is_short_entry": true, "anchor_code": "short-GLD", "anchor_name": "黄金-做空", "timing_yesterday": 13.3, "timing_today": 13.3, "timing_predicted": 13.3}, {"code": "510300.SH", "name": "沪深300ETF", "rank": 58, "score": 0.4798, "category": "宽基指数", "sub_category": "大盘", "rank_change": -11, "prev_rank": 47, "factor_momentum": 0.4414, "factor_sharpe": 0.1441, "factor_overbought": 0.7523, "factor_vol_stability": 0.3423, "factor_valuation": 0.7477, "pe_ttm": 13.0437, "pe_pct": 0.5664, "anchor_pe": 13.0437, "anchor_pe_pct": 0.5664, "anchor_exp_ret_1y": -0.008, "true_pe": 13.0437, "true_pe_pct": 0.5664, "true_pb": 1.3628, "true_index_name": "沪深300", "true_confidence": "direct", "reason_short": "⚖️夏普↑", "anchor_code": "399300.SZ", "anchor_name": "沪深300", "anchor_confidence": 1.0, "timing_yesterday": 21.7, "timing_today": 21.7, "timing_predicted": 39.7, "short_anchor": "short-399300.SZ", "short_name": "short-399300.SZ", "short_mult": 0.5, "anchor_corr_top": [{"a": "399300.SZ", "name": "沪深300", "r": 1.0}, {"a": "399001.SZ", "name": "深证成指", "r": 0.9472}, {"a": "399102.SZ", "name": "创业板综", "r": 0.9235}, {"a": "399006.SZ", "name": "创业板指", "r": 0.9234}, {"a": "QQQ", "name": "纳斯达克", "r": 0.6418}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5849}, {"a": "SPY", "name": "标普500", "r": 0.5658}, {"a": "EWJ", "name": "日本股市", "r": 0.5618}, {"a": "GLD", "name": "黄金", "r": 0.3315}, {"a": "DIA", "name": "道琼斯工业", "r": 0.2591}]}, {"code": "159903.SZ", "name": "深成ETF", "rank": 22, "score": 0.5632, "category": "宽基指数", "sub_category": "大盘", "rank_change": 4, "prev_rank": 26, "factor_momentum": 0.1802, "factor_sharpe": 0.1982, "factor_overbought": 0.9009, "factor_vol_stability": 0.3423, "factor_valuation": 1.0, "pe_ttm": 24.824, "pe_pct": 0.3356, "anchor_pe": 24.82, "anchor_pe_pct": 0.336, "anchor_exp_ret_1y": 0.08, "true_pe": 24.82, "true_pe_pct": 0.336, "true_pb": 2.26, "true_index_name": "深证成指", "true_confidence": "direct", "weight": 0.0213, "anchor_code": "399300.SZ", "anchor_name": "沪深300", "anchor_confidence": 0.9427, "timing_today": 21.7, "timing_yesterday": 21.7, "timing_predicted": 39.7, "premium_rate": 0.05, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "short_anchor": "short-399300.SZ", "short_name": "short-399300.SZ", "short_mult": 0.5, "anchor_corr_top": [{"a": "399001.SZ", "name": "深证成指", "r": 0.9946}, {"a": "399102.SZ", "name": "创业板综", "r": 0.9673}, {"a": "399006.SZ", "name": "创业板指", "r": 0.9671}, {"a": "399300.SZ", "name": "沪深300", "r": 0.9427}, {"a": "EWJ", "name": "日本股市", "r": 0.6184}, {"a": "QQQ", "name": "纳斯达克", "r": 0.6174}, {"a": "159941", "name": "纳指100(国内)", "r": 0.5708}, {"a": "SPY", "name": "标普500", "r": 0.537}, {"a": "DIA", "name": "道琼斯工业", "r": 0.3233}, {"a": "GLD", "name": "黄金", "r": 0.3089}]}, {"code": "512890.SH", "name": "红利低波ETF", "rank": 103, "score": 0.2573, "category": "策略风格", "sub_category": "红利低波", "rank_change": -3, "prev_rank": 100, "factor_momentum": 0.9099, "factor_sharpe": 0.7568, "factor_overbought": 0.0721, "factor_vol_stability": 0.7568, "factor_valuation": 0.009, "pe_ttm": 9.3791, "pe_pct": 0.8036, "anchor_pe": 9.38, "anchor_pe_pct": 0.804, "anchor_exp_ret_1y": -0.105, "true_pe": 9.38, "true_pe_pct": 0.804, "true_pb": 0.94, "true_index_name": "红利低波", "true_confidence": "direct", "weight": 0.12, "anchor_code": "510880", "anchor_name": "红利ETF", "anchor_confidence": 0.832, "timing_today": 52.2, "timing_yesterday": 37.2, "timing_predicted": 40.7, "premium_rate": -0.16, "premium_coef": 1.0, "premium_tag": "🟡", "is_excluded": false, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "short_anchor": "short-510880", "short_name": "short-510880", "short_mult": 0.5, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.832}, {"a": "HSI", "name": "恒生指数", "r": 0.5751}, {"a": "159985", "name": "豆粕", "r": 0.1571}, {"a": "508068.SH", "name": "REITs", "r": 0.1203}, {"a": "GLD", "name": "黄金", "r": 0.0586}, {"a": "XLY", "name": "美股可选消费", "r": -0.0314}, {"a": "SPY", "name": "标普500", "r": -0.0645}, {"a": "000933.SH", "name": "中证医药卫生", "r": -0.1504}, {"a": "QQQ", "name": "纳斯达克", "r": -0.1679}, {"a": "159941", "name": "纳指100(国内)", "r": -0.207}]}, {"code": "510880.SH", "name": "红利ETF", "rank": 99, "score": 0.3008, "category": "策略风格", "sub_category": "红利", "rank_change": -3, "prev_rank": 96, "factor_momentum": 0.8198, "factor_sharpe": 0.7658, "factor_overbought": 0.1441, "factor_vol_stability": 0.7658, "factor_valuation": 0.045, "pe_ttm": 9.6419, "pe_pct": 0.9936, "anchor_pe": 9.6419, "anchor_pe_pct": 0.9936, "anchor_exp_ret_1y": -0.197, "true_pe": 9.6419, "true_pe_pct": 0.9936, "true_pb": 0.9444, "true_index_name": "上证红利", "true_confidence": "direct", "anchor_code": "510880", "anchor_name": "红利", "anchor_confidence": 1.0, "timing_yesterday": 37.2, "timing_today": 52.2, "timing_predicted": 40.7, "short_anchor": "short-510880", "short_name": "short-510880", "short_mult": 0.5, "anchor_corr_top": [{"a": "HSI", "name": "恒生指数", "r": 0.5507}, {"a": "GLD", "name": "黄金", "r": 0.3276}, {"a": "SPY", "name": "标普500", "r": 0.2034}, {"a": "159985", "name": "豆粕", "r": 0.1986}, {"a": "508068.SH", "name": "REITs", "r": 0.1172}, {"a": "XLY", "name": "美股可选消费", "r": 0.0008}, {"a": "QQQ", "name": "纳斯达克", "r": -0.0224}, {"a": "159941", "name": "纳指100(国内)", "r": -0.0438}, {"a": "DIA", "name": "道琼斯工业", "r": -0.0786}, {"a": "EWJ", "name": "日本股市", "r": -0.0842}]}, {"code": "159201.SZ", "name": "自由现金流ETF", "rank": 107, "score": 0.2109, "category": "策略风格", "sub_category": "自由现金流", "rank_change": -1, "prev_rank": 106, "factor_momentum": 0.5766, "factor_sharpe": 0.5135, "factor_overbought": 0.1126, "factor_vol_stability": 0.3423, "factor_valuation": 0.3694, "pe_ttm": 9.4332, "pe_pct": 0.9, "anchor_pe": 9.4332, "anchor_pe_pct": 0.9, "anchor_exp_ret_1y": -0.15, "true_pe": 9.4332, "true_pe_pct": 0.9, "true_pb": 0.9174, "true_index_name": "中证红利", "true_confidence": "direct", "reason_short": "📈动量↑", "anchor_code": "980092.CNI", "anchor_name": "自由现金流", "anchor_confidence": 1.0, "timing_yesterday": 53.7, "timing_today": 44.2, "timing_predicted": 50.1, "short_anchor": "short-980092.CNI", "short_name": "short-980092.CNI", "short_mult": 0.5, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.7678}, {"a": "HSI", "name": "恒生指数", "r": 0.6596}, {"a": "GLD", "name": "黄金", "r": 0.4105}, {"a": "SPY", "name": "标普500", "r": 0.2659}, {"a": "000933.SH", "name": "中证医药卫生", "r": 0.2359}, {"a": "159985", "name": "豆粕", "r": 0.2188}, {"a": "XLY", "name": "美股可选消费", "r": 0.1518}, {"a": "QQQ", "name": "纳斯达克", "r": 0.114}, {"a": "508068.SH", "name": "REITs", "r": 0.046}, {"a": "EWJ", "name": "日本股市", "r": 0.0242}]}, {"code": "159985.SZ", "name": "豆粕ETF", "rank": 55, "score": 0.484, "category": "商品", "sub_category": "农产品", "rank_change": 36, "prev_rank": 91, "factor_momentum": 0.6667, "factor_sharpe": 0.7297, "factor_overbought": 0.3153, "factor_vol_stability": 0.7387, "factor_valuation": 0.2523, "reason_short": "📊稳定性↑ 🛡️反追高隐忧", "anchor_code": "159985", "anchor_name": "豆粕", "anchor_confidence": 1.0, "timing_yesterday": 19.5, "timing_today": 19.5, "timing_predicted": 19.5, "short_anchor": "short-159985", "short_name": "short-159985", "short_mult": 0.5, "anchor_corr_top": [{"a": "HSI", "name": "恒生指数", "r": 0.2569}, {"a": "GLD", "name": "黄金", "r": 0.2093}, {"a": "510880", "name": "红利", "r": 0.1986}, {"a": "399300.SZ", "name": "沪深300", "r": 0.1904}, {"a": "EWJ", "name": "日本股市", "r": 0.1413}, {"a": "000933.SH", "name": "中证医药卫生", "r": 0.1398}, {"a": "SPY", "name": "标普500", "r": 0.139}, {"a": "399001.SZ", "name": "深证成指", "r": 0.1008}, {"a": "QQQ", "name": "纳斯达克", "r": 0.0941}, {"a": "399006.SZ", "name": "创业板指", "r": 0.0745}]}, {"code": "511090.SH", "name": "30年国债ETF", "rank": 61, "score": 0.4759, "category": "债券", "sub_category": "利率债", "rank_change": -34, "prev_rank": 27, "factor_momentum": 0.9189, "factor_sharpe": 0.973, "factor_overbought": 0.1261, "factor_vol_stability": 0.973, "factor_valuation": 0.018, "weight": 0.2699, "anchor_code": "511090", "anchor_name": "30年国债", "timing_today": 89.2, "timing_yesterday": 89.2, "timing_predicted": 89.2, "premium_rate": 0.01, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "short_anchor": "short-511090", "short_name": "short-511090", "short_mult": 0.5, "anchor_corr_top": [{"a": "159941", "name": "纳指100(国内)", "r": 0.4567}, {"a": "QQQ", "name": "纳斯达克", "r": 0.3637}, {"a": "EWJ", "name": "日本股市", "r": 0.3458}, {"a": "GLD", "name": "黄金", "r": 0.2561}, {"a": "DIA", "name": "道琼斯工业", "r": 0.2527}, {"a": "SPY", "name": "标普500", "r": 0.2512}, {"a": "399006.SZ", "name": "创业板指", "r": 0.2228}, {"a": "399102.SZ", "name": "创业板综", "r": 0.222}, {"a": "399300.SZ", "name": "沪深300", "r": 0.2115}, {"a": "399001.SZ", "name": "深证成指", "r": 0.1875}]}, {"code": "511260.SH", "name": "十年国债ETF", "rank": 95, "score": 0.3624, "category": "债券", "sub_category": "利率债", "rank_change": -8, "prev_rank": 87, "factor_momentum": 0.7477, "factor_sharpe": 0.7387, "factor_overbought": 0.027, "factor_vol_stability": 0.7297, "factor_valuation": 0.1081, "anchor_pe": 13.04, "anchor_pe_pct": 0.566, "anchor_exp_ret_1y": 0.051, "weight": 0.0755, "anchor_code": "511260", "anchor_name": "十年国债", "timing_today": 99.8, "timing_yesterday": 99.8, "timing_predicted": 99.8, "premium_rate": 0.0, "premium_coef": 1.0, "premium_tag": "🟢", "is_excluded": false, "premium_tier": "DEFAULT", "premium_tier_label": "默认（纳指口径）", "premium_half": 5.0, "premium_clear": 7.0, "short_anchor": "short-511260", "short_name": "short-511260", "short_mult": 0.5, "anchor_corr_top": [{"a": "510880", "name": "红利", "r": 0.2774}, {"a": "DIA", "name": "道琼斯工业", "r": 0.2662}, {"a": "EWJ", "name": "日本股市", "r": 0.2328}, {"a": "GLD", "name": "黄金", "r": 0.1964}, {"a": "HSI", "name": "恒生指数", "r": 0.14}, {"a": "XLY", "name": "美股可选消费", "r": 0.1376}, {"a": "SPY", "name": "标普500", "r": 0.1353}, {"a": "QQQ", "name": "纳斯达克", "r": 0.0808}, {"a": "159941", "name": "纳指100(国内)", "r": 0.0756}, {"a": "159985", "name": "豆粕", "r": 0.0594}]}], "freshness": [{"code": "000933.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159201.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159329.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159399.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159501.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159502.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159518.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159529.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159536.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159561.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159577.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159607.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159611.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159612.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159615.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159636.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159650.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159655.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159699.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159766.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159790.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159805.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159819.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159825.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159845.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159865.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159866.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159869.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159870.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159903.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159908.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159915.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159920.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159928.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159937.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159941.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159949.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159985", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159985.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159992.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "159995.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "399001.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "399006.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "399102.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "399300.SZ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "508000.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "508056.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "508068.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "508098.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510050.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510060.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510210.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510300.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510500.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510880", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510880.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "510900.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511010.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511090.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511220.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511260.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511380.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511880.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "511990.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512010.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512090.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512100.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512200.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512290.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512400.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512480.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512660.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512690.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512760.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512800.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512880.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512890.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "512960.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513030.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513050", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513050.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513060.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513080.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513090.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513100.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513180.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513290.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513300.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513310.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513330.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513390.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513400.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513500.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513520.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513590.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513650.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513730.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513800.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513850.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "513880.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515030.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515050.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515060.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515210.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515220.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515650.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515790.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "515880.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "516110.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "516160.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "516510.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "516780.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "516970.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "518880.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "520580.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "520830.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "562500.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "563000.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "588000.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "588220.SH", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "980092.CNI", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "GLD", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "HSI", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "QQQ", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}, {"code": "SPY", "latest_date": "2026-10-30", "days_behind": 3, "status": "warn"}], "timing_strategy_details": {"000933.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.17, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-95-98-59-94-sell-8-97-8-20-sell-1", "type": "趋势策略", "weight": 0.0283, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-54-41-79-93-buy-84-74-1-43-buy-1", "type": "趋势策略", "weight": 0.0623, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-132-154-99-185", "type": "趋势策略", "weight": 0.0198, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-159-172-49-50", "type": "反转策略", "weight": 0.0227, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-13-12-0.005664703585735255-0.08562312965682495-up-False", "type": "反转策略", "weight": 0.0567, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-24-0.035803655367295566-50-0.05317742353402237", "type": "趋势策略", "weight": 0.0453, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-24-0.04307728253716945-31-0.08922259224089879", "type": "趋势策略", "weight": 0.085, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-0-0-sell-18-2-7-41-less-greater-False", "type": "反转策略", "weight": 0.0482, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-0-0-buy-171-163-7-76-greater-greater-True", "type": "趋势策略", "weight": 0.0652, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-0-11-27-84-200", "type": "趋势策略", "weight": 0.1416, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-11-23-154-177", "type": "趋势策略", "weight": 0.0567, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-13-58-20-21-22-48-cross_above", "type": "反转策略", "weight": 0.085, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-23-55-36-4-39-58-cross_below", "type": "反转策略", "weight": 0.0567, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-170-137-160-54-110-57-77-157-less-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.0283, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-2-134-78-64-54-110-57-77-157-less-greater-greater-greater-and-or", "type": "反转策略", "weight": 0.0283, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "159502": [{"name": "DualGroupFourMAStrategy-open-65-76-30-97-buy-58-61-75-95-sell-1", "type": "趋势策略", "weight": 0.1763, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-20-0.9460162465472122-0.31324759726239343-55-53-21-45-42-57-30-19-True-False-True-1-1", "type": "反转策略", "weight": 0.1442, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CarryTermSpreadStrategy-open-1-10-1-133-0.000667810266481883-250", "type": "反转策略", "weight": 0.1401, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIStrategy-open-9-43-59-False-0", "type": "反转策略", "weight": 0.1401, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-79-102-67-128", "type": "趋势策略", "weight": 0.1356, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-1-163-0.03573148003171466-14-0.1046266127007719", "type": "趋势策略", "weight": 0.1057, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "LongTermMomentumStrategy-open-1-306-0.010107555730651292-39-120", "type": "趋势策略", "weight": 0.0925, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DonchianBreakoutStrategy-open-1-128-109-120", "type": "反转策略", "weight": 0.0655, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "159518": [{"name": "BollingerRSIMeanReversionDSStrategy-open-15-0.568556511996912-0.4895752979190149-24-29-16-62-56-26-26-12-False-True-True-1-0", "type": "反转策略", "weight": 0.1021, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-1-20-7-82-111-42-68-29-101-greater-greater-greater-greater-or-and", "type": "趋势策略", "weight": 0.0787, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-0-187-10-84-117-42-68-178-39-greater-greater-less-less-or-and", "type": "趋势策略", "weight": 0.0574, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIStrategy-open-19-39-65-False-0", "type": "趋势策略", "weight": 0.0766, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIStrategy-open-19-37-72-False-0", "type": "趋势策略", "weight": 0.0702, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-0-0-buy-110-75-7-82-greater-greater-False", "type": "趋势策略", "weight": 0.0723, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-0-0-buy-100-64-7-61-less-greater-True", "type": "趋势策略", "weight": 0.066, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-10-10-0.003321573762795572-0.010865656255934837-down-False", "type": "趋势策略", "weight": 0.0702, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-15-6-0.003321573762795572-0.01589406337005338-down-False", "type": "反转策略", "weight": 0.0638, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-174-47-63-56", "type": "反转策略", "weight": 0.0681, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-1-156-35-113-160", "type": "趋势策略", "weight": 0.0532, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-13-56-20-9-10-20-cross_below", "type": "反转策略", "weight": 0.0596, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-13-56-20-34-16-78-cross_below", "type": "趋势策略", "weight": 0.0574, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-51-5-86-38-buy-81-60-22-29-buy-1", "type": "趋势策略", "weight": 0.0553, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-1-121-18-51-170", "type": "反转策略", "weight": 0.0489, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "159805": [{"name": "RSIAndMAStrategy-open-17-67-17-2-101-181-cross_below", "type": "反转策略", "weight": 0.5476, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-24-1.5919868272791724-0.2326936859521087-92-55-10-89-65-41-46-16-True-True-False-2-1", "type": "反转策略", "weight": 0.4524, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "159869": [{"name": "BollingerRSIMeanReversionDSStrategy-open-31-1.625029634278308-0.366958840527871-148-45-36-85-88-45-4-10-True-True-False-2-1", "type": "反转策略", "weight": 0.533, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-15-67-14-2-107-176-cross_below", "type": "反转策略", "weight": 0.467, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "159941": [{"name": "MomentumBounceStrategy-open-sell-1-42-0.03-16-0.05", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-79-0.03-16-0.05", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-1-18-19-8-64-20-48-58-46-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-10-23-72-58-45-72-46-4-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-13-62-14-24-26-58-cross_above", "type": "反转策略", "weight": 0.0588, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-1-30-53-39-29", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-7-100-7-100", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.1765, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-1", "type": "反转策略", "weight": 0.1176, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-3-1-1-1", "type": "反转策略", "weight": 0.0588, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-83-42-38-83-buy-46-50-6-59-buy-0", "type": "趋势策略", "weight": 0.0588, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-7-58-78-84-buy-5-63-70-15-buy-1", "type": "趋势策略", "weight": 0.1176, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-72-49-14-25-25-68-cross_above", "type": "反转策略", "weight": 0.0588, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "159985": [{"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.0976, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-16-31-9-33", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-16-28-100-87", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-15-29-95-83-buy-99-34-58-61-buy-0", "type": "趋势策略", "weight": 0.1463, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-100-45-92-59-buy-23-73-95-74-buy-1", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-14-3.754-0.3444-156-19-15-74-67-72-4-10-False-True-True-2-1", "type": "趋势策略", "weight": 0.1463, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-42-0.03375-9-0.06327", "type": "趋势策略", "weight": 0.0976, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-0-0-sell-72-93-25-38-less-less-False", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-1-0-0-buy-77-95-16-45-less-less-False", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-10-43-11-19-55-69-cross_above", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "CumulativeTrendStrategy-open-10-22-0.00246-0.0124-up-False", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-2-25-31-33-64-91-55-24-80-greater-less-less-less-or-and", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-1-31-1-37-77", "type": "趋势策略", "weight": 0.0488, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-14-56-12-47-29-45-cross_above", "type": "趋势策略", "weight": 0.0732, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "180401.SZ": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "反转策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "399001.SZ": [{"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-7-76-14-29-28-62-cross_above", "type": "反转策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-11-23-9-26-10-20-7-29-0.15-1-0.6-0.3-0.05-1-7-0.4", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-17-27-6-26-16-20-3-19-0.2-1-0.2-0.2-0.15-1-5-0.4", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-16-20-11-26-11-20-7-16-0.1-1-0.2-0.1-0.2-1-3-0.2", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-12-28-14-21-13-20-2-30-0.2-1-0.6-0.5-0.15-1-7-0.2", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-9-41-8-19-12-20-2-24-0.15-1-0.2-0.3-0.1-1-6-0.4", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.0426, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-25-54-14-24-52-56-cross_below", "type": "趋势策略", "weight": 0.0851, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-97-0.09-36-0.08", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-19-0.06-38-0.1", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-13-0.06-38-0.11", "type": "反转策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-14-0.06-40-0.11", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-2-13-59-62-buy-2-63-3-16-buy-0", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-2-19-47-67-buy-2-1-2-29-buy-0", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-23-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.0851, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "趋势策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-2-0.0017-0.062-up-False", "type": "趋势策略", "weight": 0.1064, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-19-8-0.00159-0.103-up-False", "type": "反转策略", "weight": 0.0426, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "399006.SZ": [{"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-7-78-5-2-20-58-cross_below", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-6-66-29-13-42-46-cross_above", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-8-66-14-33-58-58-cross_below", "type": "趋势策略", "weight": 0.0526, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-2-0-buy-23-38-10-23-greater-less-True", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-11-23-9-26-10-20-7-29-0.15-1-0.6-0.3-0.05-1-7-0.4", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-17-27-6-26-16-20-3-19-0.2-1-0.2-0.2-0.15-1-5-0.4", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-16-20-11-26-11-20-7-16-0.1-1-0.2-0.1-0.2-1-3-0.2", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-12-28-14-21-13-20-2-30-0.2-1-0.6-0.5-0.15-1-7-0.2", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-9-41-8-19-12-20-2-24-0.15-1-0.2-0.3-0.1-1-6-0.4", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-16-7-0.003-0.095-up-False", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-5-0.004-0.01-up-False", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-36-78-16-23-buy-81-13-9-23-buy-0", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-49-67-16-23-buy-81-13-88-23-buy-0", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-1-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-23-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.1053, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-61-67-12-77-82-66-13-17-greater-greater-greater-less-or-and", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-17-67-12-77-82-66-13-17-greater-greater-greater-less-or-and", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-0-17-33-1-1", "type": "趋势策略", "weight": 0.0526, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "反转策略", "weight": 0.0526, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-8-63-17-23-31-65-cross_above", "type": "趋势策略", "weight": 0.0395, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-15-24-3-75-less-less-True", "type": "趋势策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-1-0-0-buy-15-17-34-44-greater-greater-False", "type": "反转策略", "weight": 0.0395, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-0-21-0.078-17-0.1", "type": "趋势策略", "weight": 0.0395, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-2-0.0017-0.062-up-False", "type": "趋势策略", "weight": 0.0395, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-19-8-0.00159-0.103-up-False", "type": "反转策略", "weight": 0.0263, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "399102.SZ": [{"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-7-78-5-2-20-58-cross_below", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-6-66-29-13-42-46-cross_above", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-8-66-14-33-58-58-cross_below", "type": "反转策略", "weight": 0.046, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-2-0-buy-23-38-10-23-greater-less-True", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-11-23-9-26-10-20-7-29-0.15-1-0.6-0.3-0.05-1-7-0.4", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-17-27-6-26-16-20-3-19-0.2-1-0.2-0.2-0.15-1-5-0.4", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-16-20-11-26-11-20-7-16-0.1-1-0.2-0.1-0.2-1-3-0.2", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "EnhancedFourMAStrategy-open-sell-0-12-28-14-21-13-20-2-30-0.2-1-0.6-0.5-0.15-1-7-0.2", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-16-7-0.003-0.095-up-False", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-5-0.004-0.01-up-False", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-61-55-14-20-buy-16-96-38-32-buy-0", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-61-54-61-20-sell-16-97-38-25-buy-0", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-70-54-14-20-buy-16-96-38-32-buy-0", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-36-78-16-23-buy-81-13-9-23-buy-0", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-39-36-59-52", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-73-8-5-2-buy-16-24-3-86-buy-0", "type": "反转策略", "weight": 0.046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-1-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-23-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.092, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-17-67-12-77-82-66-13-17-greater-greater-greater-less-or-and", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-0-17-33-1-1", "type": "趋势策略", "weight": 0.046, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "反转策略", "weight": 0.046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-8-63-17-23-31-65-cross_above", "type": "趋势策略", "weight": 0.0345, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-0-0-buy-47-23-5-37-greater-less-False", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-buy-59-55-12-54-greater-less-False", "type": "趋势策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-0-25-0.049-6-0.105", "type": "趋势策略", "weight": 0.046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-2-0.0017-0.062-up-False", "type": "趋势策略", "weight": 0.0575, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-19-8-0.00159-0.103-up-False", "type": "反转策略", "weight": 0.023, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-14-2.15-0.18-99-8-30-76-86-42-41-16-True-False-True-2-1", "type": "趋势策略", "weight": 0.0345, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "399300.SZ": [{"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-16-24-14-18", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-7-76-14-29-28-62-cross_above", "type": "反转策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-6-66-29-13-42-46-cross_above", "type": "趋势策略", "weight": 0.1083, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-8-66-14-33-58-58-cross_below", "type": "反转策略", "weight": 0.0722, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.0361, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-25-54-14-24-52-56-cross_below", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-97-0.09-36-0.08", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-12-0.05-95-0.12", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-11-0.05-94-0.1", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-19-0.06-38-0.1", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-13-0.06-38-0.11", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-14-0.06-40-0.11", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-2-55-66-88-buy-32-55-54-53-buy-1", "type": "反转策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-23-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.0722, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "趋势策略", "weight": 0.0361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-6-19-17-39", "type": "趋势策略", "weight": 0.1444, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-15-58-5-24-98-78-cross_below", "type": "趋势策略", "weight": 0.0794, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-2-0.0017-0.062-up-False", "type": "趋势策略", "weight": 0.0542, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508000.SH": [{"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "趋势策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508001.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "反转策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508021.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "趋势策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508028.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "反转策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508056.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "趋势策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508068.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "趋势策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "508098.SH": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1117, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-5-61-94-59", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-6-48-1-1", "type": "趋势策略", "weight": 0.0761, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-1-23-83-52-sell-79-34-3-13-buy-0", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-1-47-94-55-sell-6-37-19-27-sell-0", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-buy-0-47-0.0372-50-0.088", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-45-0.037223-19-0.05423", "type": "趋势策略", "weight": 0.0508, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-18-25-0.001633-0.0244-up-False", "type": "趋势策略", "weight": 0.1015, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-50-35-5-40-greater-greater-True", "type": "趋势策略", "weight": 0.0609, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-1-64-19-59-27-80-51-less-less-less-greater-and-or", "type": "趋势策略", "weight": 0.3046, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-60-74-43-45", "type": "反转策略", "weight": 0.0406, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "510880": [{"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-1-73-4-50-40", "type": "反转策略", "weight": 0.0176, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-74-6-32-15", "type": "反转策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-80-5-77-22-buy-34-4-75-6-sell-0", "type": "反转策略", "weight": 0.0353, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-38-0.03324-34-0.037", "type": "趋势策略", "weight": 0.0882, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-1-0-sell-76-3-82-55-greater-greater-False", "type": "趋势策略", "weight": 0.0353, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-91-21-8-27-44-71-cross_below", "type": "反转策略", "weight": 0.0265, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-93-36-15-14-30-70-cross_above", "type": "趋势策略", "weight": 0.0088, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 100.0}, {"name": "CumulativeTrendStrategy-open-17-24-0.0014-0.01085-down-False", "type": "反转策略", "weight": 0.0317, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-1-2-77-100-44-93-65-30-39-less-greater-greater-greater-or-and", "type": "趋势策略", "weight": 0.0141, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-85-63-21-61", "type": "反转策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-1-19-44-7-19", "type": "趋势策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-12-63-25-50-54-17-cross_below", "type": "反转策略", "weight": 0.0265, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-9-59-23-60-56-16-cross_below", "type": "反转策略", "weight": 0.0529, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIStrategy-open-65-45-60-False-0", "type": "趋势策略", "weight": 0.0176, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.0529, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-157-2-61-5", "type": "反转策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-80-90-104-139", "type": "反转策略", "weight": 0.0176, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-77-87-76-83-buy-40-37-50-78-buy-1", "type": "趋势策略", "weight": 0.0353, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-96-14-54-31-sell-82-51-73-31-sell-0", "type": "反转策略", "weight": 0.0088, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-106-0.059-138-0.046", "type": "趋势策略", "weight": 0.0353, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-1-141-0.05632-184-0.046", "type": "趋势策略", "weight": 0.0176, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 100.0}, {"name": "CumulativeTrendStrategy-open-1-1-0.00283-0.00703-down-True", "type": "反转策略", "weight": 0.0353, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-0-0-sell-29-130-184-50-less-less-True", "type": "反转策略", "weight": 0.0353, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-1-0-sell-132-43-115-52-less-greater-False", "type": "反转策略", "weight": 0.0353, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-13-66-5-23-56-176-cross_below", "type": "趋势策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-16-69-9-29-168-193-cross_below", "type": "趋势策略", "weight": 0.0106, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-12-67-3-17-42-187-cross_below", "type": "反转策略", "weight": 0.0088, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-0-142-128-80-90-151-107-4-188-greater-less-less-less-or-and", "type": "趋势策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-3-32-3-20", "type": "反转策略", "weight": 0.0529, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-1-19-44-7-19", "type": "趋势策略", "weight": 0.0265, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-8-64-9-57-46-2-cross_below", "type": "反转策略", "weight": 0.0353, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "RSIStrategy-open-65-45-60-False-0", "type": "趋势策略", "weight": 0.0176, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-165-0.3398-0.0923-96-31-33-56-88-50-14-3-True-False-True-2-1", "type": "反转策略", "weight": 0.0176, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "AngleBasedMAStrategy-open-1-55-21-57-3-more-less-39-131-sell", "type": "趋势策略", "weight": 0.0176, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "511090": [{"name": "FourMovingAveragesStrategy-open-sell-0-40-85-7-58", "type": "趋势策略", "weight": 0.1431, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DonchianBreakoutStrategy-open-1-144-36-0", "type": "趋势策略", "weight": 0.1396, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-94-67-6-60-buy-15-67-47-75-sell-0", "type": "趋势策略", "weight": 0.1361, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-20-70-13-5-45-120-cross_above", "type": "反转策略", "weight": 0.1065, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "LongTermMomentumStrategy-open-1-139-0.040788274643955146-40-250", "type": "趋势策略", "weight": 0.0873, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "CarryTermSpreadStrategy-open-1-5-2-82-0.028195276867905492-0", "type": "趋势策略", "weight": 0.0942, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-0-0-sell-6-127-130-49-greater-less-False", "type": "趋势策略", "weight": 0.0785, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-1-162-0.04544885554163488-67-0.0632626273992199", "type": "趋势策略", "weight": 0.075, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolTargetStrategy-open-1-204-0.08-120-0.9597928659276584", "type": "趋势策略", "weight": 0.0384, "params": {}, "yesterday": 96.2, "today": 96.2, "predicted": 96.2}, {"name": "RateCycleAdaptiveStrategy-open-1-10-60-0.005-0.0-0.2-60-0.5-1.0-120", "type": "趋势策略", "weight": 0.1012, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "511260": [{"name": "RSIAndMAStrategy-open-7-75-13-2-88-157-cross_above", "type": "趋势策略", "weight": 0.2586, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-26-55-54-169", "type": "趋势策略", "weight": 0.2328, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-70-80-25-100-buy-26-49-95-77-buy-1", "type": "趋势策略", "weight": 0.1336, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DonchianBreakoutStrategy-open-1-120-83-120", "type": "趋势策略", "weight": 0.1293, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "LongTermMomentumStrategy-open-1-124-0.00045205721656719214-104-120", "type": "趋势策略", "weight": 0.0991, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-sell-21-139-66-49-greater-less-False", "type": "趋势策略", "weight": 0.069, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolTargetStrategy-open-1-56-0.05-120-0.9724247200125502", "type": "趋势策略", "weight": 0.0776, "params": {}, "yesterday": 97.3, "today": 97.3, "predicted": 97.3}], "513050": [{"name": "FourMovingAveragesStrategy-open-sell-0-15-54-82-65", "type": "反转策略", "weight": 0.0769, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.0769, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-13-29-5-6", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-49-0.06-61-0.12", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-27-54-10-21-44-78-cross_below", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-51-56-3-18-40-62-cross_below", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-60-56-2-25-46-66-cross_below", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-1-0-sell-10-58-6-48-less-greater-True", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-0-0-buy-32-88-54-51-greater-greater-True", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-5-11-0.011-0.065-up-False", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-5-7-0.007-0.065-up-False", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-51-43-92-97", "type": "反转策略", "weight": 0.1154, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-0-72-65-34-26-51-60-64-12-greater-greater-less-less-or-and", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-0-33-4-90-66-14-36-48-32-less-less-less-less-or-or", "type": "趋势策略", "weight": 0.0769, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-2-50-1-43-38-68-cross_above", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-3-64-11-2-56-58-cross_above", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-33-97-7-56-buy-77-23-82-78-buy-1", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-23-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.0385, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-36-94-17-47-buy-79-24-82-81-buy-0", "type": "反转策略", "weight": 0.0769, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-19-48-38-97-buy-88-20-78-63-buy-0", "type": "反转策略", "weight": 0.0385, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "513180": [{"name": "FourMovingAveragesStrategy-open-sell-0-15-54-82-65", "type": "反转策略", "weight": 0.0833, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.0833, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-13-29-5-6", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-49-0.06-61-0.12", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-60-56-2-25-46-66-cross_below", "type": "反转策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-1-0-sell-10-58-6-48-less-greater-True", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-5-11-0.011-0.065-up-False", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "CumulativeTrendStrategy-open-5-7-0.007-0.065-up-False", "type": "反转策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-51-43-92-97", "type": "反转策略", "weight": 0.125, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-0-72-65-34-26-51-60-64-12-greater-greater-less-less-or-and", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-0-33-4-90-66-14-36-48-32-less-less-less-less-or-or", "type": "趋势策略", "weight": 0.0833, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-2-50-1-43-38-68-cross_above", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeRSIAndMAStrategy-close-3-64-11-2-56-58-cross_above", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-33-97-7-56-buy-77-23-82-78-buy-1", "type": "反转策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-50-69-27-30-buy-79-61-63-59-buy-0", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-23-17-58-23-28-12-4-22-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.0417, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-36-94-17-47-buy-79-24-82-81-buy-0", "type": "反转策略", "weight": 0.0833, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-19-48-38-97-buy-88-20-78-63-buy-0", "type": "反转策略", "weight": 0.0417, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "980092.CNI": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.089, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-38-81-36-46", "type": "趋势策略", "weight": 0.0475, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-1-32-11-1-1", "type": "反转策略", "weight": 0.0415, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-57-12-41-96-buy-32-12-32-99-buy-0", "type": "趋势策略", "weight": 0.0593, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-83-68-31-95-buy-31-11-41-83-buy-1", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MomentumBounceStrategy-open-sell-0-91-0.086-93-0.08", "type": "趋势策略", "weight": 0.0356, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-94-0.093-88-0.0949", "type": "趋势策略", "weight": 0.0237, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-1-0-0-sell-25-83-56-60-less-less-True", "type": "趋势策略", "weight": 0.0593, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-19-66-10-20-76-55-cross_above", "type": "趋势策略", "weight": 0.0356, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-1-100-33-24-21-79-62-72-50-less-less-greater-greater-or-or", "type": "趋势策略", "weight": 0.0445, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-14-33-30-81-63-88-81-47-less-greater-less-less-or-and", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-83-37-19-42", "type": "反转策略", "weight": 0.1484, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-85-91-85-100", "type": "趋势策略", "weight": 0.0297, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-12-58-20-57-22-72-cross_above", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-16-57-27-7-13-47-cross_above", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeRSIAndMAStrategy-close-12-57-33-15-46-33-cross_below", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-70-2.023-0.43306-35-16-50-84-37-78-23-30-True-False-True-2-1", "type": "趋势策略", "weight": 0.0297, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-14-0.5537-0.498-94-6-32-62-85-67-6-2-False-True-True-1-1", "type": "反转策略", "weight": 0.0148, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIStrategy-open-25-35-75-False-0", "type": "趋势策略", "weight": 0.0297, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIStrategy-open-36-39-69-False-0", "type": "趋势策略", "weight": 0.0445, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "RSIStrategy-open-53-43-64-False-0", "type": "趋势策略", "weight": 0.0593, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "AngleBasedMAStrategy-open-0-15-7-15-4-less-more-1-81-sell", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "AngleBasedMAStrategy-open-0-70-7-31-18-more-more-15-109-sell", "type": "反转策略", "weight": 0.0297, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "EWJ": [{"name": "BollingerRSIMeanReversionDSStrategy-open-77-2.385266198650374-0.4306353482502799-161-49-34-89-96-26-4-7-False-True-True-2-1", "type": "反转策略", "weight": 0.39, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-47-48-34-82-buy-42-39-28-10-buy-1", "type": "反转策略", "weight": 0.19, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "MVAndRSIStrategy-open-False-1-1-0-buy-186-96-8-55-less-greater-False", "type": "反转策略", "weight": 0.2, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "BollingerRSIMeanReversionDSStrategy-open-16-2.4079091248265647-0.06934666545752947-81-48-35-67-57-49-7-7-False-True-True-2-1", "type": "反转策略", "weight": 0.11, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-47-50-61-82-buy-85-39-44-38-buy-0", "type": "反转策略", "weight": 0.11, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "GLD": [{"name": "VolumePriceMovingAveragesStrategy-open-buy-0-2-10-1-1-10-39-1-1-greater-greater-greater-greater-or-and", "type": "趋势策略", "weight": 0.25, "params": {}, "yesterday": 100.0, "today": 0.0, "predicted": 100.0}, {"name": "RSIAndMAStrategy-open-25-54-14-24-52-56-cross_below", "type": "趋势策略", "weight": 0.0833, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-17-31-25-15-buy-5-42-27-19-buy-0", "type": "趋势策略", "weight": 0.1667, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-60-4-6-32-buy-32-66-30-18-buy-0", "type": "趋势策略", "weight": 0.1667, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-60-4-6-32-buy-35-51-28-21-buy-0", "type": "反转策略", "weight": 0.0833, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-2-96-70-3-11-28-12-44-81-less-less-less-less-or-and", "type": "趋势策略", "weight": 0.0833, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumeFourMovingAveragesStrategy-open-buy-1-14-17-1-1", "type": "反转策略", "weight": 0.1667, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}], "HSI": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.2041, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-18-80-28-61", "type": "趋势策略", "weight": 0.068, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-1-6-1-1", "type": "趋势策略", "weight": 0.1361, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-72-65-1-42-buy-77-80-10-79-buy-1", "type": "趋势策略", "weight": 0.034, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-57-51-7-85-buy-12-80-10-45-sell-0", "type": "反转策略", "weight": 0.102, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-0-68-0.0732-65-0.0366", "type": "趋势策略", "weight": 0.068, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-buy-0-20-0.0378-49-0.104", "type": "趋势策略", "weight": 0.1156, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-buy-59-25-7-50-less-less-False", "type": "趋势策略", "weight": 0.068, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-23-58-9-25-61-82-cross_above", "type": "反转策略", "weight": 0.1633, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-7-80-13-14-54-82-cross_above", "type": "反转策略", "weight": 0.0408, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "QQQ": [{"name": "MomentumBounceStrategy-open-sell-1-42-0.03-16-0.05", "type": "趋势策略", "weight": 0.0556, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MomentumBounceStrategy-open-sell-1-79-0.03-16-0.05", "type": "趋势策略", "weight": 0.0556, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-1-18-19-8-64-20-48-58-46-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.0556, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-10-23-72-58-45-72-46-4-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.0556, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-13-62-14-24-26-58-cross_above", "type": "反转策略", "weight": 0.0556, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-1-30-53-39-29", "type": "反转策略", "weight": 0.0556, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-7-100-7-100", "type": "趋势策略", "weight": 0.0556, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-1", "type": "反转策略", "weight": 0.0556, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "趋势策略", "weight": 0.1667, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-1", "type": "反转策略", "weight": 0.1111, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-3-1-1-1", "type": "反转策略", "weight": 0.0556, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-83-42-38-83-buy-46-50-6-59-buy-0", "type": "趋势策略", "weight": 0.0556, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DualGroupFourMAStrategy-open-7-58-78-84-buy-5-63-70-15-buy-1", "type": "趋势策略", "weight": 0.1111, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIAndMAStrategy-open-72-49-14-25-25-68-cross_above", "type": "反转策略", "weight": 0.0556, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}], "SPY": [{"name": "VolumePriceMovingAveragesStrategy-open-buy-1-1-22-20-76-34-74-10-12-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.2, "params": {}, "yesterday": 0.0, "today": 100.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-1-18-19-8-64-20-48-58-46-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.2, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-10-23-72-58-45-72-46-4-greater-greater-greater-greater-or-or", "type": "趋势策略", "weight": 0.2, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-buy-0-7-100-7-100", "type": "趋势策略", "weight": 0.2, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}, {"name": "DateBasedStrategy-open-1", "type": "反转策略", "weight": 0.2, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 0.0}], "XOP": [{"name": "VolumeFourMovingAveragesStrategy-open-sell-0-137-33-84-98", "type": "反转策略", "weight": 0.1829, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-60-31-39-65-sell-76-82-79-50-buy-1", "type": "反转策略", "weight": 0.1805, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-157-89-127-160-126-35-55-45-greater-less-greater-greater-and-and", "type": "反转策略", "weight": 0.1732, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1463, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "RSIStrategy-open-8-16-12-False-0", "type": "反转策略", "weight": 0.122, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "MVAndRSIStrategy-open-False-0-1-0-buy-200-34-99-43-greater-less-True", "type": "反转策略", "weight": 0.1024, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-54-137-107-87", "type": "反转策略", "weight": 0.0927, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "short-399102.SZ": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.2206, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-17-66-21-14", "type": "趋势策略", "weight": 0.0735, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-17-13-14-67", "type": "趋势策略", "weight": 0.0441, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-21-14-19-17-buy-17-56-21-44-sell-0", "type": "反转策略", "weight": 0.1103, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-21-14-92-57-buy-34-67-21-44-sell-0", "type": "反转策略", "weight": 0.1838, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-10-60-74-133-66-4-84-131-greater-less-greater-less-and-and", "type": "反转策略", "weight": 0.0735, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-buy-0-14-60-120-190-12-28-47-64-greater-less-less-greater-and-or", "type": "反转策略", "weight": 0.1103, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-15-1-30-16", "type": "趋势策略", "weight": 0.0368, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-1-105-127-30-16", "type": "反转策略", "weight": 0.1103, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-43-95-30-14", "type": "趋势策略", "weight": 0.0368, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}], "short-GLD": [{"name": "DateBasedStrategy-open-3", "type": "反转策略", "weight": 0.1333, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-1-137-184-140-51", "type": "反转策略", "weight": 0.0667, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "FourMovingAveragesStrategy-open-sell-0-155-67-134-184", "type": "反转策略", "weight": 0.0667, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "DualGroupFourMAStrategy-open-37-98-53-73-buy-75-64-97-84-sell-0", "type": "反转策略", "weight": 0.2667, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-2-85-97-54-58-167-10-191-198-greater-greater-greater-less-and-or", "type": "反转策略", "weight": 0.1333, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumePriceMovingAveragesStrategy-open-sell-1-136-127-2-65-106-183-34-61-greater-less-less-less-and-or", "type": "反转策略", "weight": 0.2, "params": {}, "yesterday": 0.0, "today": 0.0, "predicted": 0.0}, {"name": "VolumeFourMovingAveragesStrategy-open-sell-0-108-18-42-126", "type": "反转策略", "weight": 0.1333, "params": {}, "yesterday": 100.0, "today": 100.0, "predicted": 100.0}]}, "timing_details_date": "2026-10-30", "board_sharpe": {"000913.SH": {"code": "000913.SH", "ok": true, "n_strategies": 5, "bars": 5279, "first": "2005-01-05", "last": "2026-09-25", "ret": 3288.67, "mdd": -21.08, "sharpe": 1.151, "bh_ret": 702.82, "bh_sharpe": 0.49}, "000933.SH": {"code": "000933.SH", "ok": true, "n_strategies": 16, "bars": 5290, "first": "2005-01-06", "last": "2026-10-20", "ret": 2974.64, "mdd": -20.46, "sharpe": 1.139, "bh_ret": 669.39, "bh_sharpe": 0.486}, "159502": {"code": "159502", "ok": true, "n_strategies": 8, "bars": 667, "first": "2024-01-12", "last": "2026-10-20", "ret": 91.14, "mdd": -9.35, "sharpe": 1.704, "bh_ret": 52.2, "bh_sharpe": 0.688}, "159518": {"code": "159518", "ok": true, "n_strategies": 15, "bars": 704, "first": "2023-11-17", "last": "2026-10-20", "ret": 142.04, "mdd": -7.02, "sharpe": 2.014, "bh_ret": 42.3, "bh_sharpe": 0.524}, "159805": {"code": "159805", "ok": true, "n_strategies": 2, "bars": 1576, "first": "2020-04-17", "last": "2026-10-20", "ret": 207.55, "mdd": -17.62, "sharpe": 1.242, "bh_ret": 12.72, "bh_sharpe": 0.219}, "159869": {"code": "159869", "ok": true, "n_strategies": 2, "bars": 1363, "first": "2021-03-05", "last": "2026-10-20", "ret": 252.53, "mdd": -16.2, "sharpe": 1.508, "bh_ret": -0.29, "bh_sharpe": 0.186}, "159928": {"code": "159928", "ok": true, "n_strategies": 6, "bars": 3177, "first": "2013-09-18", "last": "2026-10-20", "ret": 395.6, "mdd": -27.68, "sharpe": 0.777, "bh_ret": 165.42, "bh_sharpe": 0.43}, "159941": {"code": "159941", "ok": true, "n_strategies": 13, "bars": 2724, "first": "2015-07-15", "last": "2026-10-20", "ret": 508.98, "mdd": -19.22, "sharpe": 0.997, "bh_ret": 606.2, "bh_sharpe": 0.897}, "159985": {"code": "159985", "ok": true, "n_strategies": 14, "bars": 1662, "first": "2019-12-09", "last": "2026-10-20", "ret": 191.59, "mdd": -10.97, "sharpe": 1.297, "bh_ret": 123.68, "bh_sharpe": 0.711}, "180101.SZ": {"code": "180101.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180102.SZ": {"code": "180102.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180103.SZ": {"code": "180103.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180201.SZ": {"code": "180201.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180202.SZ": {"code": "180202.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180301.SZ": {"code": "180301.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180401.SZ": {"code": "180401.SZ", "ok": true, "n_strategies": 11, "bars": 1024, "first": "2022-07-27", "last": "2026-10-20", "ret": 9.91, "mdd": -6.67, "sharpe": 0.391, "bh_ret": -26.68, "bh_sharpe": -0.467}, "180501.SZ": {"code": "180501.SZ", "ok": false, "reason": "no_data", "bars": 0}, "180801.SZ": {"code": "180801.SZ", "ok": false, "reason": "no_data", "bars": 0}, "399001.SZ": {"code": "399001.SZ", "ok": true, "n_strategies": 20, "bars": 5289, "first": "2005-01-06", "last": "2026-10-20", "ret": 1482.34, "mdd": -25.03, "sharpe": 0.887, "bh_ret": 290.18, "bh_sharpe": 0.374}, "399006.SZ": {"code": "399006.SZ", "ok": true, "n_strategies": 30, "bars": 3975, "first": "2010-06-03", "last": "2026-10-20", "ret": 1204.03, "mdd": -18.4, "sharpe": 1.063, "bh_ret": 175.07, "bh_sharpe": 0.362}, "399102.SZ": {"code": "399102.SZ", "ok": true, "n_strategies": 33, "bars": 3975, "first": "2010-06-03", "last": "2026-10-20", "ret": 1426.79, "mdd": -15.61, "sharpe": 1.152, "bh_ret": 243.55, "bh_sharpe": 0.41}, "399139.SZ": {"code": "399139.SZ", "ok": false, "reason": "no_data", "bars": 0}, "399300.SZ": {"code": "399300.SZ", "ok": true, "n_strategies": 19, "bars": 5289, "first": "2005-01-06", "last": "2026-10-20", "ret": 1406.27, "mdd": -18.84, "sharpe": 1.121, "bh_ret": 324.6, "bh_sharpe": 0.401}, "399411": {"code": "399411", "ok": false, "reason": "no_data", "bars": 0}, "399932": {"code": "399932", "ok": false, "reason": "no_data", "bars": 0}, "508000.SH": {"code": "508000.SH", "ok": true, "n_strategies": 11, "bars": 1290, "first": "2021-06-22", "last": "2026-10-20", "ret": 50.5, "mdd": -11.63, "sharpe": 1.013, "bh_ret": -39.67, "bh_sharpe": -0.451}, "508001.SH": {"code": "508001.SH", "ok": true, "n_strategies": 11, "bars": 1291, "first": "2021-06-22", "last": "2026-10-20", "ret": 5.08, "mdd": -12.5, "sharpe": 0.196, "bh_ret": -45.5, "bh_sharpe": -0.71}, "508006.SH": {"code": "508006.SH", "ok": false, "reason": "no_data", "bars": 0}, "508007.SH": {"code": "508007.SH", "ok": false, "reason": "no_data", "bars": 0}, "508008.SH": {"code": "508008.SH", "ok": false, "reason": "no_data", "bars": 0}, "508009.SH": {"code": "508009.SH", "ok": false, "reason": "no_data", "bars": 0}, "508018.SH": {"code": "508018.SH", "ok": false, "reason": "no_data", "bars": 0}, "508019.SH": {"code": "508019.SH", "ok": false, "reason": "no_data", "bars": 0}, "508021.SH": {"code": "508021.SH", "ok": true, "n_strategies": 11, "bars": 972, "first": "2022-10-14", "last": "2026-10-20", "ret": 0.79, "mdd": -16.27, "sharpe": 0.065, "bh_ret": -35.98, "bh_sharpe": -0.585}, "508027.SH": {"code": "508027.SH", "ok": false, "reason": "no_data", "bars": 0}, "508028.SH": {"code": "508028.SH", "ok": true, "n_strategies": 11, "bars": 860, "first": "2023-03-30", "last": "2026-10-20", "ret": 4.69, "mdd": -9.22, "sharpe": 0.276, "bh_ret": -1.99, "bh_sharpe": 0.001}, "508031.SH": {"code": "508031.SH", "ok": false, "reason": "no_data", "bars": 0}, "508056.SH": {"code": "508056.SH", "ok": true, "n_strategies": 11, "bars": 1290, "first": "2021-06-22", "last": "2026-10-20", "ret": 58.34, "mdd": -9.54, "sharpe": 1.153, "bh_ret": -40.63, "bh_sharpe": -0.519}, "508058.SH": {"code": "508058.SH", "ok": false, "reason": "no_data", "bars": 0}, "508066.SH": {"code": "508066.SH", "ok": false, "reason": "no_data", "bars": 0}, "508068.SH": {"code": "508068.SH", "ok": true, "n_strategies": 11, "bars": 996, "first": "2022-09-01", "last": "2026-10-20", "ret": 35.86, "mdd": -8.78, "sharpe": 1.065, "bh_ret": 20.36, "bh_sharpe": 0.403}, "508077.SH": {"code": "508077.SH", "ok": false, "reason": "no_data", "bars": 0}, "508088.SH": {"code": "508088.SH", "ok": false, "reason": "no_data", "bars": 0}, "508096.SH": {"code": "508096.SH", "ok": false, "reason": "no_data", "bars": 0}, "508098.SH": {"code": "508098.SH", "ok": true, "n_strategies": 11, "bars": 894, "first": "2023-02-09", "last": "2026-10-20", "ret": 34.16, "mdd": -7.97, "sharpe": 1.104, "bh_ret": -14.76, "bh_sharpe": -0.164}, "508099.SH": {"code": "508099.SH", "ok": false, "reason": "no_data", "bars": 0}, "510630": {"code": "510630", "ok": false, "reason": "no_data", "bars": 0}, "510880": {"code": "510880", "ok": true, "n_strategies": 35, "bars": 4796, "first": "2007-01-22", "last": "2026-10-20", "ret": 151.89, "mdd": -40.78, "sharpe": 0.464, "bh_ret": 62.73, "bh_sharpe": 0.229}, "511090": {"code": "511090", "ok": true, "n_strategies": 10, "bars": 810, "first": "2023-06-14", "last": "2026-10-20", "ret": 21.9, "mdd": -5.83, "sharpe": 1.267, "bh_ret": 28.71, "bh_sharpe": 1.224}, "511260": {"code": "511260", "ok": true, "n_strategies": 7, "bars": 2216, "first": "2017-08-28", "last": "2026-10-20", "ret": 25.12, "mdd": -2.52, "sharpe": 1.187, "bh_ret": 35.21, "bh_sharpe": 1.277}, "513050": {"code": "513050", "ok": true, "n_strategies": 20, "bars": 2363, "first": "2017-01-20", "last": "2026-10-20", "ret": 251.87, "mdd": -18.99, "sharpe": 1.144, "bh_ret": 1.82, "bh_sharpe": 0.151}, "513180": {"code": "513180", "ok": true, "n_strategies": 18, "bars": 1308, "first": "2021-05-27", "last": "2026-10-20", "ret": 36.53, "mdd": -17.92, "sharpe": 0.492, "bh_ret": -48.96, "bh_sharpe": -0.223}, "515650": {"code": "515650", "ok": true, "n_strategies": 6, "bars": 1680, "first": "2019-11-13", "last": "2026-10-20", "ret": 44.06, "mdd": -28.79, "sharpe": 0.435, "bh_ret": 7.3, "bh_sharpe": 0.16}, "603392": {"code": "603392", "ok": false, "reason": "no_data", "bars": 0}, "931152.CSI": {"code": "931152.CSI", "ok": false, "reason": "no_data", "bars": 0}, "980092.CNI": {"code": "980092.CNI", "ok": true, "n_strategies": 23, "bars": 522, "first": "2024-08-20", "last": "2026-10-20", "ret": 18.03, "mdd": -15.82, "sharpe": 0.945, "bh_ret": 22.64, "bh_sharpe": 0.62}, "980092.CNI.S": {"code": "980092.CNI.S", "ok": false, "reason": "no_data", "bars": 0}, "EWJ": {"code": "EWJ", "ok": true, "n_strategies": 5, "bars": 5480, "first": "2005-01-05", "last": "2026-10-19", "ret": 247.96, "mdd": -14.08, "sharpe": 0.854, "bh_ret": 122.2, "bh_sharpe": 0.282}, "GLD": {"code": "GLD", "ok": true, "n_strategies": 7, "bars": 5387, "first": "2005-01-05", "last": "2026-10-19", "ret": 1478.23, "mdd": -19.67, "sharpe": 0.965, "bh_ret": 795.27, "bh_sharpe": 0.626}, "HSI": {"code": "HSI", "ok": true, "n_strategies": 10, "bars": 5365, "first": "2005-01-05", "last": "2026-10-19", "ret": 327.9, "mdd": -20.62, "sharpe": 0.643, "bh_ret": 75.72, "bh_sharpe": 0.23}, "QQQ": {"code": "QQQ", "ok": true, "n_strategies": 14, "bars": 5368, "first": "2005-01-05", "last": "2026-10-19", "ret": 1394.27, "mdd": -27.09, "sharpe": 0.941, "bh_ret": 1741.72, "bh_sharpe": 0.737}, "SPY": {"code": "SPY", "ok": true, "n_strategies": 5, "bars": 5482, "first": "2005-01-04", "last": "2026-10-19", "ret": 450.61, "mdd": -36.81, "sharpe": 0.635, "bh_ret": 542.3, "bh_sharpe": 0.547}, "XOP": {"code": "XOP", "ok": true, "n_strategies": 7, "bars": 5110, "first": "2006-06-26", "last": "2026-10-19", "ret": 267.8, "mdd": -11.67, "sharpe": 1.135, "bh_ret": 64.21, "bh_sharpe": 0.301}, "^HSI": {"code": "^HSI", "ok": false, "reason": "no_data", "bars": 0}, "^NDX": {"code": "^NDX", "ok": false, "reason": "no_data", "bars": 0}, "^SPX": {"code": "^SPX", "ok": false, "reason": "no_data", "bars": 0}}, "hedge_detail": {"159805": {"anchor": "159805", "timing_today": 0.0, "hedge_demand": 1.0, "pool_size": 0.07, "candidates": [{"rank": 1, "code": "512800.SH", "name": "银行ETF", "category": "行业主题", "sub_category": "金融", "corr": -0.0283, "long_term_ret": 0.083, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1512, "vol_capped": 0}, {"rank": 2, "code": "512890.SH", "name": "红利低波ETF", "category": "策略风格", "sub_category": "红利低波", "corr": 0.1078, "long_term_ret": 0.043, "is_selected": 1, "allocated_weight": 0.0474, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1249, "vol_capped": 0}, {"rank": 3, "code": "510880.SH", "name": "红利ETF", "category": "策略风格", "sub_category": "红利", "corr": 0.1299, "long_term_ret": 0.0504, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1646, "vol_capped": 1}, {"rank": 4, "code": "510060.SH", "name": "央企ETF", "category": "策略风格", "sub_category": "央企", "corr": 0.1535, "long_term_ret": 0.0147, "is_selected": 1, "allocated_weight": 0.0226, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1042, "vol_capped": 0}], "anchor_name": "159805"}, "399001.SZ": {"anchor": "399001.SZ", "timing_today": 12.77, "hedge_demand": 0.8723, "pool_size": 0.0611, "candidates": [{"rank": 1, "code": "512800.SH", "name": "银行ETF", "category": "行业主题", "sub_category": "金融", "corr": -0.6779, "long_term_ret": 0.083, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1512, "vol_capped": 0}, {"rank": 2, "code": "512890.SH", "name": "红利低波ETF", "category": "策略风格", "sub_category": "红利低波", "corr": -0.5989, "long_term_ret": 0.043, "is_selected": 1, "allocated_weight": 0.0611, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1249, "vol_capped": 0}, {"rank": 3, "code": "510060.SH", "name": "央企ETF", "category": "策略风格", "sub_category": "央企", "corr": -0.3442, "long_term_ret": 0.0147, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1042, "vol_capped": 0}, {"rank": 4, "code": "510880.SH", "name": "红利ETF", "category": "策略风格", "sub_category": "红利", "corr": -0.1053, "long_term_ret": 0.0504, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1646, "vol_capped": 0}, {"rank": 5, "code": "159201.SZ", "name": "自由现金流ETF", "category": "策略风格", "sub_category": "自由现金流", "corr": -0.0199, "long_term_ret": 0.0176, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "980092.CNI", "own_timing_yesterday": 53.71, "own_timing_today": 44.21, "own_timing_predicted": 50.15, "annual_vol": 0.1789, "vol_capped": 1}], "anchor_name": "399001.SZ"}, "399300.SZ": {"anchor": "399300.SZ", "timing_today": 21.66, "hedge_demand": 0.7834, "pool_size": 0.0548, "candidates": [{"rank": 1, "code": "512800.SH", "name": "银行ETF", "category": "行业主题", "sub_category": "金融", "corr": -0.5447, "long_term_ret": 0.083, "is_selected": 1, "allocated_weight": 0.0433, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1512, "vol_capped": 0}, {"rank": 2, "code": "512890.SH", "name": "红利低波ETF", "category": "策略风格", "sub_category": "红利低波", "corr": -0.4536, "long_term_ret": 0.043, "is_selected": 1, "allocated_weight": 0.0115, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1249, "vol_capped": 0}, {"rank": 3, "code": "510060.SH", "name": "央企ETF", "category": "策略风格", "sub_category": "央企", "corr": -0.131, "long_term_ret": 0.0147, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1042, "vol_capped": 0}, {"rank": 4, "code": "510880.SH", "name": "红利ETF", "category": "策略风格", "sub_category": "红利", "corr": 0.0468, "long_term_ret": 0.0504, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1646, "vol_capped": 1}, {"rank": 5, "code": "159201.SZ", "name": "自由现金流ETF", "category": "策略风格", "sub_category": "自由现金流", "corr": 0.1136, "long_term_ret": 0.0176, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "980092.CNI", "own_timing_yesterday": 53.71, "own_timing_today": 44.21, "own_timing_predicted": 50.15, "annual_vol": 0.1789, "vol_capped": 1}], "anchor_name": "沪深300"}, "GLD": {"anchor": "GLD", "timing_today": 13.33, "hedge_demand": 0.3333, "pool_size": 0.0233, "candidates": [{"rank": 1, "code": "512800.SH", "name": "银行ETF", "category": "行业主题", "sub_category": "金融", "corr": -0.2858, "long_term_ret": 0.083, "is_selected": 1, "allocated_weight": 0.0233, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1512, "vol_capped": 0}, {"rank": 2, "code": "512890.SH", "name": "红利低波ETF", "category": "策略风格", "sub_category": "红利低波", "corr": -0.1759, "long_term_ret": 0.043, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1249, "vol_capped": 0}, {"rank": 3, "code": "510060.SH", "name": "央企ETF", "category": "策略风格", "sub_category": "央企", "corr": -0.1391, "long_term_ret": 0.0147, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1042, "vol_capped": 0}, {"rank": 4, "code": "159201.SZ", "name": "自由现金流ETF", "category": "策略风格", "sub_category": "自由现金流", "corr": 0.2326, "long_term_ret": 0.0176, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "980092.CNI", "own_timing_yesterday": 53.71, "own_timing_today": 44.21, "own_timing_predicted": 50.15, "annual_vol": 0.1789, "vol_capped": 1}], "anchor_name": "黄金"}, "HSI": {"anchor": "HSI", "timing_today": 23.81, "hedge_demand": 0.7619, "pool_size": 0.0533, "candidates": [{"rank": 1, "code": "510060.SH", "name": "央企ETF", "category": "策略风格", "sub_category": "央企", "corr": 0.2515, "long_term_ret": 0.0147, "is_selected": 0, "allocated_weight": 0.0, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1042, "vol_capped": 0}, {"rank": 2, "code": "512800.SH", "name": "银行ETF", "category": "行业主题", "sub_category": "金融", "corr": 0.2829, "long_term_ret": 0.083, "is_selected": 1, "allocated_weight": 0.0533, "own_anchor": "510880", "own_timing_yesterday": 37.21, "own_timing_today": 52.2, "own_timing_predicted": 40.74, "annual_vol": 0.1512, "vol_capped": 0}], "anchor_name": "恒生指数"}}, "defensive_vol": {"518880.SH": 0.2927, "516780.SH": 0.3616, "511260.SH": 0.024, "512800.SH": 0.151, "511090.SH": 0.0491, "510060.SH": 0.1041, "512890.SH": 0.1248}, "timing_dates": {"prev": "2026-10-29", "today": "2026-10-30", "next": "2026-11-02"}, "data_date": "2026-10-30", "market_data_date": "2026-10-30", "regime_history": [{"date": "2026-03-06", "regime": "MILD_BULL", "exposure_cap": 0.71, "trend": 0.6218, "vol": 0.2918, "quality": 0.5076, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.8042, "vol_stress": 0.1937, "quality": 0.7781, "exposure_cap": 0.96}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5016, "vol_stress": 0.2992, "quality": 0.1927, "exposure_cap": 0.55}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1665, "vol_stress": 0.2836, "quality": 0.2947, "exposure_cap": 0.22}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "BULL", "trend": 0.8978, "vol_stress": 0.4466, "quality": 0.7985, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9994, "vol_stress": 0.6418, "quality": 0.8762, "exposure_cap": 1.0}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-03-13", "regime": "RANGING", "exposure_cap": 0.66, "trend": 0.5677, "vol": 0.2932, "quality": 0.4712, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7824, "vol_stress": 0.1919, "quality": 0.7321, "exposure_cap": 0.94}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.416, "vol_stress": 0.29, "quality": 0.1576, "exposure_cap": 0.47}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1082, "vol_stress": 0.2915, "quality": 0.244, "exposure_cap": 0.18}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "BULL", "trend": 0.821, "vol_stress": 0.4921, "quality": 0.7943, "exposure_cap": 0.93}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9996, "vol_stress": 0.6315, "quality": 0.8764, "exposure_cap": 1.0}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-03-20", "regime": "RANGING", "exposure_cap": 0.58, "trend": 0.4895, "vol": 0.2938, "quality": 0.409, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7064, "vol_stress": 0.1974, "quality": 0.6277, "exposure_cap": 0.84}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.33, "vol_stress": 0.2706, "quality": 0.1299, "exposure_cap": 0.38}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0703, "vol_stress": 0.305, "quality": 0.2028, "exposure_cap": 0.15}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6795, "vol_stress": 0.525, "quality": 0.7157, "exposure_cap": 0.78}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9653, "vol_stress": 0.6354, "quality": 0.8376, "exposure_cap": 0.97}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-03-27", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.4129, "vol": 0.3354, "quality": 0.3351, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6327, "vol_stress": 0.235, "quality": 0.5091, "exposure_cap": 0.73}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.2454, "vol_stress": 0.3136, "quality": 0.1096, "exposure_cap": 0.3}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0457, "vol_stress": 0.3509, "quality": 0.1654, "exposure_cap": 0.13}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5634, "vol_stress": 0.582, "quality": 0.5878, "exposure_cap": 0.58}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8467, "vol_stress": 0.6512, "quality": 0.6993, "exposure_cap": 0.87}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-04-03", "regime": "RANGING", "exposure_cap": 0.4, "trend": 0.3521, "vol": 0.3807, "quality": 0.2609, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.532, "vol_stress": 0.2693, "quality": 0.3743, "exposure_cap": 0.58}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.2076, "vol_stress": 0.3833, "quality": 0.095, "exposure_cap": 0.26}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0297, "vol_stress": 0.3827, "quality": 0.1337, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.4654, "vol_stress": 0.6164, "quality": 0.4775, "exposure_cap": 0.44}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.845, "vol_stress": 0.664, "quality": 0.5777, "exposure_cap": 0.84}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-04-10", "regime": "RANGING", "exposure_cap": 0.44, "trend": 0.4005, "vol": 0.4353, "quality": 0.2088, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.591, "vol_stress": 0.3292, "quality": 0.2814, "exposure_cap": 0.65}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.2705, "vol_stress": 0.4571, "quality": 0.0893, "exposure_cap": 0.3}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0193, "vol_stress": 0.4039, "quality": 0.1121, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5239, "vol_stress": 0.656, "quality": 0.3776, "exposure_cap": 0.47}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8736, "vol_stress": 0.6773, "quality": 0.489, "exposure_cap": 0.83}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-04-17", "regime": "RANGING", "exposure_cap": 0.53, "trend": 0.4956, "vol": 0.475, "quality": 0.1877, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7052, "vol_stress": 0.3711, "quality": 0.2459, "exposure_cap": 0.79}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3874, "vol_stress": 0.5145, "quality": 0.1002, "exposure_cap": 0.39}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0393, "vol_stress": 0.4184, "quality": 0.1018, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6235, "vol_stress": 0.6793, "quality": 0.3177, "exposure_cap": 0.58}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8996, "vol_stress": 0.6864, "quality": 0.3907, "exposure_cap": 0.83}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-04-24", "regime": "RANGING", "exposure_cap": 0.59, "trend": 0.5584, "vol": 0.4876, "quality": 0.2085, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7877, "vol_stress": 0.3839, "quality": 0.2784, "exposure_cap": 0.87}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4769, "vol_stress": 0.5367, "quality": 0.1466, "exposure_cap": 0.47}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0317, "vol_stress": 0.4191, "quality": 0.1021, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6781, "vol_stress": 0.679, "quality": 0.295, "exposure_cap": 0.65}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8636, "vol_stress": 0.6934, "quality": 0.2997, "exposure_cap": 0.8}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-05-08", "regime": "MILD_BULL", "exposure_cap": 0.66, "trend": 0.6344, "vol": 0.4918, "quality": 0.2432, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8582, "vol_stress": 0.3941, "quality": 0.3072, "exposure_cap": 0.91}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5739, "vol_stress": 0.5408, "quality": 0.2157, "exposure_cap": 0.57}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0778, "vol_stress": 0.4179, "quality": 0.1151, "exposure_cap": 0.15}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7908, "vol_stress": 0.6836, "quality": 0.3091, "exposure_cap": 0.76}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8477, "vol_stress": 0.6714, "quality": 0.2404, "exposure_cap": 0.8}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-05-15", "regime": "MILD_BULL", "exposure_cap": 0.7, "trend": 0.6699, "vol": 0.488, "quality": 0.2714, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.904, "vol_stress": 0.4007, "quality": 0.326, "exposure_cap": 0.94}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6369, "vol_stress": 0.5435, "quality": 0.2606, "exposure_cap": 0.65}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0612, "vol_stress": 0.4055, "quality": 0.1594, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.835, "vol_stress": 0.6816, "quality": 0.3234, "exposure_cap": 0.79}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7591, "vol_stress": 0.5704, "quality": 0.1971, "exposure_cap": 0.79}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-05-22", "regime": "MILD_BULL", "exposure_cap": 0.75, "trend": 0.7242, "vol": 0.4938, "quality": 0.3037, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9376, "vol_stress": 0.411, "quality": 0.3552, "exposure_cap": 0.96}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.764, "vol_stress": 0.5637, "quality": 0.2972, "exposure_cap": 0.79}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0398, "vol_stress": 0.3991, "quality": 0.2165, "exposure_cap": 0.13}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8872, "vol_stress": 0.6783, "quality": 0.3456, "exposure_cap": 0.82}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6788, "vol_stress": 0.5002, "quality": 0.1675, "exposure_cap": 0.72}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-05-29", "regime": "MILD_BULL", "exposure_cap": 0.77, "trend": 0.7592, "vol": 0.49, "quality": 0.3693, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9594, "vol_stress": 0.4018, "quality": 0.4168, "exposure_cap": 0.98}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8466, "vol_stress": 0.5697, "quality": 0.3735, "exposure_cap": 0.84}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0259, "vol_stress": 0.3964, "quality": 0.2618, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9267, "vol_stress": 0.6774, "quality": 0.4599, "exposure_cap": 0.86}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.6113, "vol_stress": 0.4552, "quality": 0.1494, "exposure_cap": 0.65}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-05", "regime": "MILD_BULL", "exposure_cap": 0.79, "trend": 0.7803, "vol": 0.4861, "quality": 0.4529, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9736, "vol_stress": 0.3997, "quality": 0.4976, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9003, "vol_stress": 0.5808, "quality": 0.4853, "exposure_cap": 0.88}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0168, "vol_stress": 0.3871, "quality": 0.2903, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9524, "vol_stress": 0.6438, "quality": 0.5827, "exposure_cap": 0.91}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.5338, "vol_stress": 0.4091, "quality": 0.1408, "exposure_cap": 0.58}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-12", "regime": "MILD_BULL", "exposure_cap": 0.8, "trend": 0.7779, "vol": 0.5033, "quality": 0.5293, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.9643, "vol_stress": 0.4153, "quality": 0.5735, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9352, "vol_stress": 0.6172, "quality": 0.5999, "exposure_cap": 0.91}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0109, "vol_stress": 0.388, "quality": 0.2916, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.94, "vol_stress": 0.6396, "quality": 0.6805, "exposure_cap": 0.92}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.3479, "vol_stress": 0.3959, "quality": 0.1356, "exposure_cap": 0.4}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-26", "regime": "MILD_BULL", "exposure_cap": 0.81, "trend": 0.7856, "vol": 0.522, "quality": 0.5993, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.9768, "vol_stress": 0.4673, "quality": 0.6777, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9579, "vol_stress": 0.6399, "quality": 0.7018, "exposure_cap": 0.94}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0071, "vol_stress": 0.3792, "quality": 0.2376, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.961, "vol_stress": 0.6219, "quality": 0.75, "exposure_cap": 0.96}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.2261, "vol_stress": 0.3086, "quality": 0.1175, "exposure_cap": 0.28}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-27", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5568, "quality": 0.7295, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5639451079261238, "quality": 0.8711345879619752, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.68202427463264, "quality": 0.8910758601150076, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.36285855746482776, "quality": 0.13725727194795367, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5891711508896826, "quality": 0.8791107460402808, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1463331762381152, "quality": 0.08378605334848606, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-28", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5567, "quality": 0.7295, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5639, "quality": 0.8711, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.682, "quality": 0.8911, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3629, "quality": 0.1373, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5892, "quality": 0.8791, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1463, "quality": 0.0838, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-29", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5578, "quality": 0.7301, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5638, "quality": 0.8742, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.68, "quality": 0.8915, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3767, "quality": 0.1349, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5907, "quality": 0.878, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1378, "quality": 0.0814, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-06-30", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5568, "quality": 0.7309, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5659, "quality": 0.8789, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6727, "quality": 0.8918, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3826, "quality": 0.1304, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.592, "quality": 0.8769, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1332, "quality": 0.0783, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-01", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5549, "quality": 0.7317, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5687, "quality": 0.8845, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6686, "quality": 0.8919, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3771, "quality": 0.1243, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5879, "quality": 0.8757, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1291, "quality": 0.075, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-02", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5591, "quality": 0.7313, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5857, "quality": 0.8879, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6673, "quality": 0.891, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3673, "quality": 0.1183, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5872, "quality": 0.873, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1351, "quality": 0.0725, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-03", "regime": "MILD_BULL", "exposure_cap": 0.81, "trend": 0.7906, "vol": 0.539, "quality": 0.6448, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9849, "vol_stress": 0.5201, "quality": 0.7538, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9726, "vol_stress": 0.649, "quality": 0.7671, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0046, "vol_stress": 0.3708, "quality": 0.1892, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9747, "vol_stress": 0.613, "quality": 0.7916, "exposure_cap": 0.98}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.147, "vol_stress": 0.2578, "quality": 0.0993, "exposure_cap": 0.21}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-04", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5631, "quality": 0.7306, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5971, "quality": 0.8905, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6668, "quality": 0.89, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3631, "quality": 0.1117, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5905, "quality": 0.8715, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.145, "quality": 0.0701, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-05", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5657, "quality": 0.7302, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6045, "quality": 0.8922, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6665, "quality": 0.8894, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3603, "quality": 0.1074, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5926, "quality": 0.8706, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1514, "quality": 0.0685, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-06", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5659, "quality": 0.7287, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6053, "quality": 0.892, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6646, "quality": 0.8882, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3612, "quality": 0.102, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5943, "quality": 0.8703, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.156, "quality": 0.0669, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-07", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.8, "vol": 0.5612, "quality": 0.7259, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6025, "quality": 0.8893, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6633, "quality": 0.8861, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3587, "quality": 0.0961, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.5676, "quality": 0.8681, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1516, "quality": 0.0654, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-08", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.7891, "vol": 0.5486, "quality": 0.721, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9818, "vol_stress": 0.5863, "quality": 0.8831, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6456, "quality": 0.8823, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.366, "quality": 0.0924, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9551, "vol_stress": 0.5499, "quality": 0.8599, "exposure_cap": 1.0}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.151, "quality": 0.0645, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-09", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.7886, "vol": 0.541, "quality": 0.7152, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9882, "vol_stress": 0.5839, "quality": 0.8771, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6307, "quality": 0.8776, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3693, "quality": 0.0899, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9277, "vol_stress": 0.5329, "quality": 0.8436, "exposure_cap": 0.99}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1442, "quality": 0.0637, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-10", "regime": "MILD_BULL", "exposure_cap": 0.81, "trend": 0.7881, "vol": 0.5362, "quality": 0.6626, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9847, "vol_stress": 0.5455, "quality": 0.7893, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9822, "vol_stress": 0.6331, "quality": 0.8006, "exposure_cap": 0.98}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.003, "vol_stress": 0.3725, "quality": 0.1532, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9451, "vol_stress": 0.5742, "quality": 0.7888, "exposure_cap": 0.98}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0955, "vol_stress": 0.2069, "quality": 0.0863, "exposure_cap": 0.17}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-11", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.7868, "vol": 0.5375, "quality": 0.7084, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9868, "vol_stress": 0.587, "quality": 0.8695, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6212, "quality": 0.8724, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3715, "quality": 0.0886, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9146, "vol_stress": 0.5222, "quality": 0.8226, "exposure_cap": 0.98}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.133, "quality": 0.0631, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-12", "regime": "MILD_BULL", "exposure_cap": 0.82, "trend": 0.7857, "vol": 0.5351, "quality": 0.7039, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9859, "vol_stress": 0.589, "quality": 0.8645, "exposure_cap": 1.0}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.615, "quality": 0.869, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3729, "quality": 0.0878, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.906, "vol_stress": 0.5152, "quality": 0.8089, "exposure_cap": 0.98}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1258, "quality": 0.0627, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-13", "regime": "MILD_BULL", "exposure_cap": 0.8, "trend": 0.7532, "vol": 0.5371, "quality": 0.6938, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9141, "vol_stress": 0.5981, "quality": 0.8489, "exposure_cap": 0.96}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6113, "quality": 0.8643, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3735, "quality": 0.087, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8331, "vol_stress": 0.5183, "quality": 0.7799, "exposure_cap": 0.93}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1191, "quality": 0.0623, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-14", "regime": "MILD_BULL", "exposure_cap": 0.79, "trend": 0.7486, "vol": 0.5356, "quality": 0.6809, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9134, "vol_stress": 0.6017, "quality": 0.8293, "exposure_cap": 0.95}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6094, "quality": 0.858, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3746, "quality": 0.0869, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.789, "vol_stress": 0.5027, "quality": 0.7423, "exposure_cap": 0.9}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1057, "quality": 0.062, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-15", "regime": "MILD_BULL", "exposure_cap": 0.78, "trend": 0.7369, "vol": 0.5334, "quality": 0.6656, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8836, "vol_stress": 0.606, "quality": 0.8041, "exposure_cap": 0.93}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6035, "quality": 0.8496, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.375, "quality": 0.0881, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7767, "vol_stress": 0.4897, "quality": 0.7047, "exposure_cap": 0.89}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.097, "quality": 0.0618, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-16", "regime": "MILD_BULL", "exposure_cap": 0.76, "trend": 0.7087, "vol": 0.5328, "quality": 0.646, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8122, "vol_stress": 0.6103, "quality": 0.7698, "exposure_cap": 0.88}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.6005, "quality": 0.8393, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0125, "vol_stress": 0.3725, "quality": 0.0915, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7251, "vol_stress": 0.4857, "quality": 0.6599, "exposure_cap": 0.84}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0913, "quality": 0.0618, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-17", "regime": "MILD_BULL", "exposure_cap": 0.74, "trend": 0.6859, "vol": 0.5409, "quality": 0.6276, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.764, "vol_stress": 0.5892, "quality": 0.7311, "exposure_cap": 0.85}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9759, "vol_stress": 0.6083, "quality": 0.7989, "exposure_cap": 0.98}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.002, "vol_stress": 0.3843, "quality": 0.1348, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7354, "vol_stress": 0.5594, "quality": 0.6796, "exposure_cap": 0.82}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0621, "vol_stress": 0.1629, "quality": 0.0778, "exposure_cap": 0.15}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-18", "regime": "MILD_BULL", "exposure_cap": 0.68, "trend": 0.6342, "vol": 0.5387, "quality": 0.6168, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6519, "vol_stress": 0.6313, "quality": 0.7184, "exposure_cap": 0.7}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9875, "vol_stress": 0.5871, "quality": 0.8241, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0081, "vol_stress": 0.3843, "quality": 0.0947, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5924, "vol_stress": 0.5019, "quality": 0.5958, "exposure_cap": 0.65}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0877, "quality": 0.0618, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-20", "regime": "RANGING", "exposure_cap": 0.61, "trend": 0.5832, "vol": 0.5407, "quality": 0.5817, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5563, "vol_stress": 0.6402, "quality": 0.6549, "exposure_cap": 0.56}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9681, "vol_stress": 0.5742, "quality": 0.8046, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0136, "vol_stress": 0.4027, "quality": 0.0992, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.4766, "vol_stress": 0.51, "quality": 0.5292, "exposure_cap": 0.51}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0855, "quality": 0.062, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-21", "regime": "RANGING", "exposure_cap": 0.62, "trend": 0.5991, "vol": 0.5477, "quality": 0.5486, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5887, "vol_stress": 0.662, "quality": 0.5938, "exposure_cap": 0.58}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9793, "vol_stress": 0.5675, "quality": 0.7839, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0304, "vol_stress": 0.4054, "quality": 0.1049, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.4574, "vol_stress": 0.5228, "quality": 0.475, "exposure_cap": 0.47}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0849, "quality": 0.0625, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-22", "regime": "RANGING", "exposure_cap": 0.61, "trend": 0.594, "vol": 0.5537, "quality": 0.5168, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5813, "vol_stress": 0.677, "quality": 0.5345, "exposure_cap": 0.56}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9862, "vol_stress": 0.5643, "quality": 0.762, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0198, "vol_stress": 0.4129, "quality": 0.1103, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.424, "vol_stress": 0.5303, "quality": 0.4327, "exposure_cap": 0.43}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0849, "quality": 0.0634, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-23", "regime": "RANGING", "exposure_cap": 0.61, "trend": 0.5947, "vol": 0.5396, "quality": 0.489, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5806, "vol_stress": 0.6687, "quality": 0.4835, "exposure_cap": 0.55}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.989, "vol_stress": 0.5312, "quality": 0.7396, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0229, "vol_stress": 0.4129, "quality": 0.1157, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.4186, "vol_stress": 0.5342, "quality": 0.4037, "exposure_cap": 0.42}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0849, "quality": 0.0647, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-24", "regime": "MILD_BULL", "exposure_cap": 0.66, "trend": 0.6215, "vol": 0.5318, "quality": 0.5537, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6501, "vol_stress": 0.6119, "quality": 0.6011, "exposure_cap": 0.68}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9565, "vol_stress": 0.5597, "quality": 0.7531, "exposure_cap": 0.98}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0013, "vol_stress": 0.3952, "quality": 0.1327, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5694, "vol_stress": 0.5566, "quality": 0.5612, "exposure_cap": 0.59}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0404, "vol_stress": 0.1361, "quality": 0.0743, "exposure_cap": 0.13}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-27", "regime": "RANGING", "exposure_cap": 0.6, "trend": 0.5924, "vol": 0.5344, "quality": 0.4591, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5715, "vol_stress": 0.6654, "quality": 0.437, "exposure_cap": 0.53}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9794, "vol_stress": 0.5106, "quality": 0.705, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0296, "vol_stress": 0.4153, "quality": 0.1222, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.4516, "vol_stress": 0.5623, "quality": 0.3772, "exposure_cap": 0.44}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0857, "quality": 0.0664, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-28", "regime": "RANGING", "exposure_cap": 0.55, "trend": 0.537, "vol": 0.536, "quality": 0.4338, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4772, "vol_stress": 0.6707, "quality": 0.4049, "exposure_cap": 0.42}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9307, "vol_stress": 0.5012, "quality": 0.6696, "exposure_cap": 0.97}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0385, "vol_stress": 0.4157, "quality": 0.1281, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3844, "vol_stress": 0.5922, "quality": 0.3511, "exposure_cap": 0.36}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0861, "quality": 0.0679, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-29", "regime": "RANGING", "exposure_cap": 0.53, "trend": 0.5209, "vol": 0.5381, "quality": 0.4098, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4348, "vol_stress": 0.6748, "quality": 0.3791, "exposure_cap": 0.37}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.9142, "vol_stress": 0.494, "quality": 0.6318, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0966, "vol_stress": 0.4228, "quality": 0.135, "exposure_cap": 0.16}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3427, "vol_stress": 0.6125, "quality": 0.3225, "exposure_cap": 0.31}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0864, "quality": 0.0691, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-30", "regime": "RANGING", "exposure_cap": 0.49, "trend": 0.4763, "vol": 0.5386, "quality": 0.3852, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3589, "vol_stress": 0.6758, "quality": 0.3529, "exposure_cap": 0.3}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.8637, "vol_stress": 0.4907, "quality": 0.5895, "exposure_cap": 0.92}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1335, "vol_stress": 0.4285, "quality": 0.1495, "exposure_cap": 0.19}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "BEAR", "trend": 0.2833, "vol_stress": 0.6169, "quality": 0.2942, "exposure_cap": 0.25}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0866, "quality": 0.0702, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-07-31", "regime": "RANGING", "exposure_cap": 0.59, "trend": 0.5796, "vol": 0.5364, "quality": 0.473, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5368, "vol_stress": 0.637, "quality": 0.4879, "exposure_cap": 0.51}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9447, "vol_stress": 0.5354, "quality": 0.6572, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.064, "vol_stress": 0.4098, "quality": 0.1601, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5015, "vol_stress": 0.5867, "quality": 0.4447, "exposure_cap": 0.49}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0263, "vol_stress": 0.1188, "quality": 0.0743, "exposure_cap": 0.12}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-01", "regime": "RANGING", "exposure_cap": 0.49, "trend": 0.4853, "vol": 0.5408, "quality": 0.3634, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3476, "vol_stress": 0.6785, "quality": 0.3265, "exposure_cap": 0.29}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.8844, "vol_stress": 0.4905, "quality": 0.5509, "exposure_cap": 0.92}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.15, "vol_stress": 0.4315, "quality": 0.171, "exposure_cap": 0.2}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "BEAR", "trend": 0.3155, "vol_stress": 0.6258, "quality": 0.2712, "exposure_cap": 0.28}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0867, "quality": 0.0716, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-02", "regime": "RANGING", "exposure_cap": 0.49, "trend": 0.4911, "vol": 0.5423, "quality": 0.3493, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3402, "vol_stress": 0.6803, "quality": 0.3094, "exposure_cap": 0.28}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.8978, "vol_stress": 0.4904, "quality": 0.5258, "exposure_cap": 0.93}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1607, "vol_stress": 0.4334, "quality": 0.185, "exposure_cap": 0.21}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3365, "vol_stress": 0.6316, "quality": 0.2562, "exposure_cap": 0.29}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0867, "quality": 0.0725, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-03", "regime": "RANGING", "exposure_cap": 0.49, "trend": 0.4975, "vol": 0.5437, "quality": 0.3346, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.3101, "vol_stress": 0.6827, "quality": 0.2874, "exposure_cap": 0.25}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9231, "vol_stress": 0.4908, "quality": 0.4995, "exposure_cap": 0.94}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1879, "vol_stress": 0.432, "quality": 0.2083, "exposure_cap": 0.23}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3768, "vol_stress": 0.6386, "quality": 0.2424, "exposure_cap": 0.33}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0864, "quality": 0.0738, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-04", "regime": "RANGING", "exposure_cap": 0.51, "trend": 0.5269, "vol": 0.5498, "quality": 0.321, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3444, "vol_stress": 0.6916, "quality": 0.2637, "exposure_cap": 0.28}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.95, "vol_stress": 0.4972, "quality": 0.476, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.2022, "vol_stress": 0.4318, "quality": 0.2351, "exposure_cap": 0.24}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.4351, "vol_stress": 0.6464, "quality": 0.2308, "exposure_cap": 0.39}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0863, "quality": 0.0753, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-05", "regime": "RANGING", "exposure_cap": 0.54, "trend": 0.5677, "vol": 0.5575, "quality": 0.3099, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4046, "vol_stress": 0.7004, "quality": 0.24, "exposure_cap": 0.33}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9675, "vol_stress": 0.5098, "quality": 0.4581, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.2239, "vol_stress": 0.4251, "quality": 0.2625, "exposure_cap": 0.26}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5389, "vol_stress": 0.6575, "quality": 0.2233, "exposure_cap": 0.49}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0877, "quality": 0.0778, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-06", "regime": "RANGING", "exposure_cap": 0.56, "trend": 0.586, "vol": 0.5621, "quality": 0.3002, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4403, "vol_stress": 0.7008, "quality": 0.2179, "exposure_cap": 0.37}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9789, "vol_stress": 0.5193, "quality": 0.4431, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.196, "vol_stress": 0.4268, "quality": 0.2861, "exposure_cap": 0.24}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5908, "vol_stress": 0.6654, "quality": 0.2188, "exposure_cap": 0.54}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.015, "vol_stress": 0.0892, "quality": 0.0818, "exposure_cap": 0.11}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-07", "regime": "RANGING", "exposure_cap": 0.6, "trend": 0.6083, "vol": 0.5489, "quality": 0.4037, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5545, "vol_stress": 0.6597, "quality": 0.3726, "exposure_cap": 0.5}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9641, "vol_stress": 0.5368, "quality": 0.5695, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1036, "vol_stress": 0.4177, "quality": 0.224, "exposure_cap": 0.17}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5848, "vol_stress": 0.6199, "quality": 0.3626, "exposure_cap": 0.56}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0548, "vol_stress": 0.1098, "quality": 0.0826, "exposure_cap": 0.14}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-08", "regime": "RANGING", "exposure_cap": 0.58, "trend": 0.6124, "vol": 0.5656, "quality": 0.2914, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4918, "vol_stress": 0.7011, "quality": 0.1971, "exposure_cap": 0.42}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9863, "vol_stress": 0.5264, "quality": 0.4303, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1894, "vol_stress": 0.4287, "quality": 0.3059, "exposure_cap": 0.23}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6428, "vol_stress": 0.671, "quality": 0.2158, "exposure_cap": 0.61}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0475, "vol_stress": 0.0906, "quality": 0.0875, "exposure_cap": 0.14}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-09", "regime": "MILD_BULL", "exposure_cap": 0.6, "trend": 0.6296, "vol": 0.5678, "quality": 0.2857, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5253, "vol_stress": 0.7013, "quality": 0.1836, "exposure_cap": 0.45}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9911, "vol_stress": 0.531, "quality": 0.422, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1851, "vol_stress": 0.43, "quality": 0.3187, "exposure_cap": 0.23}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6766, "vol_stress": 0.6747, "quality": 0.2138, "exposure_cap": 0.65}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0686, "vol_stress": 0.0915, "quality": 0.0912, "exposure_cap": 0.15}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-10", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6493, "vol": 0.5685, "quality": 0.28, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5484, "vol_stress": 0.6982, "quality": 0.1708, "exposure_cap": 0.48}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9942, "vol_stress": 0.5349, "quality": 0.4132, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.2011, "vol_stress": 0.4315, "quality": 0.3295, "exposure_cap": 0.24}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7381, "vol_stress": 0.6754, "quality": 0.2132, "exposure_cap": 0.72}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1088, "vol_stress": 0.0925, "quality": 0.0975, "exposure_cap": 0.18}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-11", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6534, "vol": 0.5683, "quality": 0.2743, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5527, "vol_stress": 0.6942, "quality": 0.1607, "exposure_cap": 0.49}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9962, "vol_stress": 0.5385, "quality": 0.4036, "exposure_cap": 0.94}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1961, "vol_stress": 0.4305, "quality": 0.337, "exposure_cap": 0.23}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7506, "vol_stress": 0.6769, "quality": 0.2098, "exposure_cap": 0.74}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1368, "vol_stress": 0.0922, "quality": 0.1055, "exposure_cap": 0.2}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-12", "regime": "MILD_BULL", "exposure_cap": 0.63, "trend": 0.6632, "vol": 0.5686, "quality": 0.2691, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5727, "vol_stress": 0.692, "quality": 0.1521, "exposure_cap": 0.51}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9975, "vol_stress": 0.5414, "quality": 0.394, "exposure_cap": 0.94}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.174, "vol_stress": 0.429, "quality": 0.3431, "exposure_cap": 0.22}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7865, "vol_stress": 0.6793, "quality": 0.2077, "exposure_cap": 0.76}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1773, "vol_stress": 0.0923, "quality": 0.1151, "exposure_cap": 0.23}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-13", "regime": "MILD_BULL", "exposure_cap": 0.63, "trend": 0.6647, "vol": 0.5679, "quality": 0.2647, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.572, "vol_stress": 0.6881, "quality": 0.145, "exposure_cap": 0.51}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9984, "vol_stress": 0.5442, "quality": 0.3845, "exposure_cap": 0.94}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1602, "vol_stress": 0.4266, "quality": 0.3498, "exposure_cap": 0.21}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.8155, "vol_stress": 0.6796, "quality": 0.2061, "exposure_cap": 0.78}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1899, "vol_stress": 0.0925, "quality": 0.1252, "exposure_cap": 0.24}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-14", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6285, "vol": 0.5523, "quality": 0.3518, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5664, "vol_stress": 0.6588, "quality": 0.287, "exposure_cap": 0.52}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9767, "vol_stress": 0.5441, "quality": 0.4967, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0934, "vol_stress": 0.4209, "quality": 0.2753, "exposure_cap": 0.16}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7002, "vol_stress": 0.6301, "quality": 0.3071, "exposure_cap": 0.7}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0886, "vol_stress": 0.1037, "quality": 0.1101, "exposure_cap": 0.17}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-18", "regime": "MILD_BULL", "exposure_cap": 0.71, "trend": 0.7221, "vol": 0.5312, "quality": 0.2686, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6980282962761084, "vol_stress": 0.6575699156038194, "quality": 0.1279664063137753, "exposure_cap": 0.68}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 1.0, "vol_stress": 0.4841118880776748, "quality": 0.36393572923935175, "exposure_cap": 0.97}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.148215083221268, "vol_stress": 0.42374109796245174, "quality": 0.3971095066158101, "exposure_cap": 0.2}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9356423785491869, "vol_stress": 0.6340635187472747, "quality": 0.24316215890751242, "exposure_cap": 0.87}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.24029946584459277, "vol_stress": 0.09319524815691557, "quality": 0.25173708216014484, "exposure_cap": 0.29}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-19", "regime": "MILD_BULL", "exposure_cap": 0.63, "trend": 0.641, "vol": 0.544, "quality": 0.3595, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.605, "vol_stress": 0.6598, "quality": 0.2896, "exposure_cap": 0.56}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9775, "vol_stress": 0.5185, "quality": 0.5012, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1193, "vol_stress": 0.4206, "quality": 0.2844, "exposure_cap": 0.18}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6453, "vol_stress": 0.6333, "quality": 0.324, "exposure_cap": 0.63}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0934, "vol_stress": 0.1039, "quality": 0.1533, "exposure_cap": 0.17}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-20", "regime": "RANGING", "exposure_cap": 0.6, "trend": 0.6155, "vol": 0.5438, "quality": 0.3629, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5176, "vol_stress": 0.6617, "quality": 0.2891, "exposure_cap": 0.46}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9777, "vol_stress": 0.518, "quality": 0.5027, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1345, "vol_stress": 0.4177, "quality": 0.2988, "exposure_cap": 0.19}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6429, "vol_stress": 0.6301, "quality": 0.327, "exposure_cap": 0.62}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1542, "vol_stress": 0.1048, "quality": 0.1652, "exposure_cap": 0.22}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-21", "regime": "MILD_BULL", "exposure_cap": 0.61, "trend": 0.6344, "vol": 0.5441, "quality": 0.3302, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5381, "vol_stress": 0.6596, "quality": 0.2326, "exposure_cap": 0.48}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9854, "vol_stress": 0.5205, "quality": 0.4555, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1377, "vol_stress": 0.4186, "quality": 0.3396, "exposure_cap": 0.2}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.699, "vol_stress": 0.6326, "quality": 0.2885, "exposure_cap": 0.69}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.213, "vol_stress": 0.1002, "quality": 0.1907, "exposure_cap": 0.26}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-22", "regime": "MILD_BULL", "exposure_cap": 0.61, "trend": 0.6345, "vol": 0.544, "quality": 0.3302, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5379, "vol_stress": 0.6603, "quality": 0.2326, "exposure_cap": 0.48}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9854, "vol_stress": 0.52, "quality": 0.4554, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1384, "vol_stress": 0.4185, "quality": 0.3399, "exposure_cap": 0.2}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6998, "vol_stress": 0.6313, "quality": 0.2889, "exposure_cap": 0.69}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.213, "vol_stress": 0.1002, "quality": 0.1907, "exposure_cap": 0.26}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-23", "regime": "MILD_BULL", "exposure_cap": 0.61, "trend": 0.6347, "vol": 0.5447, "quality": 0.3303, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5372, "vol_stress": 0.6626, "quality": 0.2326, "exposure_cap": 0.48}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9855, "vol_stress": 0.5191, "quality": 0.4552, "exposure_cap": 0.95}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1401, "vol_stress": 0.4218, "quality": 0.3404, "exposure_cap": 0.2}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7013, "vol_stress": 0.6282, "quality": 0.29, "exposure_cap": 0.7}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.2129, "vol_stress": 0.0999, "quality": 0.1907, "exposure_cap": 0.26}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-24", "regime": "RANGING", "exposure_cap": 0.6, "trend": 0.6168, "vol": 0.5454, "quality": 0.332, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4995, "vol_stress": 0.664, "quality": 0.2318, "exposure_cap": 0.44}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9854, "vol_stress": 0.5147, "quality": 0.4578, "exposure_cap": 0.96}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0979, "vol_stress": 0.4345, "quality": 0.3464, "exposure_cap": 0.16}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6979, "vol_stress": 0.627, "quality": 0.2898, "exposure_cap": 0.69}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.252, "vol_stress": 0.0988, "quality": 0.194, "exposure_cap": 0.3}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-25", "regime": "RANGING", "exposure_cap": 0.6, "trend": 0.618, "vol": 0.5396, "quality": 0.3378, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4995, "vol_stress": 0.664, "quality": 0.2318, "exposure_cap": 0.44}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9848, "vol_stress": 0.4988, "quality": 0.4694, "exposure_cap": 0.97}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0975, "vol_stress": 0.4337, "quality": 0.3551, "exposure_cap": 0.16}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7172, "vol_stress": 0.6266, "quality": 0.292, "exposure_cap": 0.72}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.244, "vol_stress": 0.0989, "quality": 0.1988, "exposure_cap": 0.29}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-26", "regime": "RANGING", "exposure_cap": 0.61, "trend": 0.6183, "vol": 0.5366, "quality": 0.347, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4903, "vol_stress": 0.6621, "quality": 0.2309, "exposure_cap": 0.44}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9852, "vol_stress": 0.4971, "quality": 0.4848, "exposure_cap": 0.97}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.118, "vol_stress": 0.4238, "quality": 0.3759, "exposure_cap": 0.18}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7219, "vol_stress": 0.6243, "quality": 0.2955, "exposure_cap": 0.73}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.239, "vol_stress": 0.0986, "quality": 0.212, "exposure_cap": 0.29}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-27", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6317, "vol": 0.5359, "quality": 0.3505, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5365, "vol_stress": 0.6622, "quality": 0.2307, "exposure_cap": 0.48}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9852, "vol_stress": 0.4951, "quality": 0.485, "exposure_cap": 0.97}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1103, "vol_stress": 0.4239, "quality": 0.3935, "exposure_cap": 0.17}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7144, "vol_stress": 0.624, "quality": 0.2949, "exposure_cap": 0.72}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.2219, "vol_stress": 0.098, "quality": 0.2291, "exposure_cap": 0.27}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-28", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6303, "vol": 0.529, "quality": 0.3472, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5018, "vol_stress": 0.6667, "quality": 0.1937, "exposure_cap": 0.45}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9906, "vol_stress": 0.4718, "quality": 0.483, "exposure_cap": 0.98}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1399, "vol_stress": 0.421, "quality": 0.4473, "exposure_cap": 0.21}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7142, "vol_stress": 0.6258, "quality": 0.28, "exposure_cap": 0.71}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.3104, "vol_stress": 0.0964, "quality": 0.3043, "exposure_cap": 0.36}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-29", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6314, "vol": 0.5285, "quality": 0.3475, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5017, "vol_stress": 0.6664, "quality": 0.1938, "exposure_cap": 0.45}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9906, "vol_stress": 0.471, "quality": 0.483, "exposure_cap": 0.98}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.14, "vol_stress": 0.4205, "quality": 0.4473, "exposure_cap": 0.21}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7259, "vol_stress": 0.6256, "quality": 0.2836, "exposure_cap": 0.73}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.3104, "vol_stress": 0.0963, "quality": 0.3043, "exposure_cap": 0.36}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-30", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6313, "vol": 0.527, "quality": 0.3474, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.5011, "vol_stress": 0.6651, "quality": 0.1938, "exposure_cap": 0.45}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.9905, "vol_stress": 0.469, "quality": 0.4827, "exposure_cap": 0.98}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.14, "vol_stress": 0.4194, "quality": 0.4473, "exposure_cap": 0.21}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7269, "vol_stress": 0.623, "quality": 0.2836, "exposure_cap": 0.73}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.3103, "vol_stress": 0.0962, "quality": 0.3043, "exposure_cap": 0.36}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-08-31", "regime": "MILD_BULL", "exposure_cap": 0.62, "trend": 0.6272, "vol": 0.53, "quality": 0.3642, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.4889, "vol_stress": 0.6742, "quality": 0.1685, "exposure_cap": 0.43}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.994, "vol_stress": 0.4612, "quality": 0.5101, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1337, "vol_stress": 0.4175, "quality": 0.5239, "exposure_cap": 0.22}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7333, "vol_stress": 0.6494, "quality": 0.281, "exposure_cap": 0.73}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.2951, "vol_stress": 0.1008, "quality": 0.3997, "exposure_cap": 0.35}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-01", "regime": "RANGING", "exposure_cap": 0.62, "trend": 0.6119, "vol": 0.4765, "quality": 0.3959, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.45817319448739513, "vol_stress": 0.6660605554651816, "quality": 0.12095883327178343, "exposure_cap": 0.4}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.3401749780126274, "quality": 0.5558376387618693, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.09898174581994602, "vol_stress": 0.3872367888234015, "quality": 0.6713920304912815, "exposure_cap": 0.23}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7396246766326522, "vol_stress": 0.6122458299471597, "quality": 0.2767695499506586, "exposure_cap": 0.75}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.25444780367794095, "vol_stress": 0.10022289466415919, "quality": 0.6129019403982664, "exposure_cap": 0.35}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-02", "regime": "RANGING", "exposure_cap": 0.56, "trend": 0.5478, "vol": 0.4617, "quality": 0.3958, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.3140017166880977, "vol_stress": 0.6501025562204596, "quality": 0.11335577891948648, "exposure_cap": 0.26}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.3140449812246612, "quality": 0.5587813447669592, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.05842609407294794, "vol_stress": 0.38716588631576554, "quality": 0.6736144213106219, "exposure_cap": 0.2}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7368937751631472, "vol_stress": 0.6115034994655034, "quality": 0.2756508430085307, "exposure_cap": 0.75}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1092627221544398, "vol_stress": 0.09983834735441435, "quality": 0.6394237066962007, "exposure_cap": 0.23}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-03", "regime": "RANGING", "exposure_cap": 0.55, "trend": 0.544, "vol": 0.4464, "quality": 0.3904, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3201253714715634, "vol_stress": 0.6461493335630127, "quality": 0.10933652374734802, "exposure_cap": 0.27}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2901678406582121, "quality": 0.5502485601497656, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.045587826998913526, "vol_stress": 0.3807753789867937, "quality": 0.6648479400462787, "exposure_cap": 0.19}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6280350939285286, "vol_stress": 0.562813748546748, "quality": 0.2695180058821212, "exposure_cap": 0.63}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.24642352672799425, "vol_stress": 0.10678440786876531, "quality": 0.6576400703039045, "exposure_cap": 0.35}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-04", "regime": "RANGING", "exposure_cap": 0.55, "trend": 0.5481, "vol": 0.4499, "quality": 0.3861, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2803501500610454, "vol_stress": 0.6521726154988386, "quality": 0.10403092106931255, "exposure_cap": 0.23}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2917136946440601, "quality": 0.5442518674759382, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.15554609191737878, "vol_stress": 0.38569492747538126, "quality": 0.6597119438161997, "exposure_cap": 0.27}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6229482040847519, "vol_stress": 0.5623167846888509, "quality": 0.2696158709388081, "exposure_cap": 0.63}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.287555803589552, "vol_stress": 0.10913565689602153, "quality": 0.6649876254710096, "exposure_cap": 0.39}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-05", "regime": "RANGING", "exposure_cap": 0.56, "trend": 0.5498, "vol": 0.4506, "quality": 0.386, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2806, "vol_stress": 0.6543, "quality": 0.1041, "exposure_cap": 0.23}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2912, "quality": 0.5445, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.1561, "vol_stress": 0.3865, "quality": 0.66, "exposure_cap": 0.27}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6384, "vol_stress": 0.5621, "quality": 0.2675, "exposure_cap": 0.65}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.2876, "vol_stress": 0.109, "quality": 0.665, "exposure_cap": 0.39}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-10", "regime": "RANGING", "exposure_cap": 0.56, "trend": 0.5414, "vol": 0.4043, "quality": 0.4226, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.31526667435099476, "vol_stress": 0.638115059954954, "quality": 0.10375117030774578, "exposure_cap": 0.27}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.199789192349197, "quality": 0.6417797877348859, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.37632372353824717, "quality": 0.6178026829498372, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6960916952204856, "vol_stress": 0.48782425130865337, "quality": 0.3067131226174711, "exposure_cap": 0.75}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.22944605387442557, "vol_stress": 0.11512878900152032, "quality": 0.7656220879321712, "exposure_cap": 0.35}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-11", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.504, "vol": 0.4033, "quality": 0.4263, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2517250201451829, "vol_stress": 0.6374034943847483, "quality": 0.10518169532257189, "exposure_cap": 0.21}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.204403444817566, "quality": 0.6630623430086066, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.001001612943444099, "vol_stress": 0.3608164620739559, "quality": 0.5753717074261653, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5891464972764155, "vol_stress": 0.4864875593691572, "quality": 0.3165040478235839, "exposure_cap": 0.61}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.136196132311095, "vol_stress": 0.11743236149961729, "quality": 0.788948739634673, "exposure_cap": 0.28}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-12", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.5039, "vol": 0.4026, "quality": 0.4263, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2518, "vol_stress": 0.6366, "quality": 0.1052, "exposure_cap": 0.21}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2037, "quality": 0.663, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.001, "vol_stress": 0.3603, "quality": 0.5755, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5885, "vol_stress": 0.4859, "quality": 0.3166, "exposure_cap": 0.61}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1362, "vol_stress": 0.1173, "quality": 0.7889, "exposure_cap": 0.28}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-13", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.5039, "vol": 0.4014, "quality": 0.4264, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2518, "vol_stress": 0.6351, "quality": 0.1052, "exposure_cap": 0.21}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2024, "quality": 0.6631, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.001, "vol_stress": 0.3594, "quality": 0.5759, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5881, "vol_stress": 0.4847, "quality": 0.3166, "exposure_cap": 0.61}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1362, "vol_stress": 0.1172, "quality": 0.7889, "exposure_cap": 0.28}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-14", "regime": "RANGING", "exposure_cap": 0.51, "trend": 0.4979, "vol": 0.3988, "quality": 0.4264, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2518335614010968, "vol_stress": 0.632189983511633, "quality": 0.10518398018692493, "exposure_cap": 0.21}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2007496349950919, "quality": 0.6767970974886751, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.00074466350032526, "vol_stress": 0.3590476604363243, "quality": 0.5355051555591084, "exposure_cap": 0.13}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5504359897854885, "vol_stress": 0.47601115428462515, "quality": 0.3276736864988429, "exposure_cap": 0.57}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.09245894958998511, "vol_stress": 0.11587089627430709, "quality": 0.7929250094147694, "exposure_cap": 0.25}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-15", "regime": "RANGING", "exposure_cap": 0.49, "trend": 0.4694, "vol": 0.3764, "quality": 0.4194, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.18257397952769025, "vol_stress": 0.5959888010745428, "quality": 0.10769359384724093, "exposure_cap": 0.16}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2007496349950919, "quality": 0.6767970974886751, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.003154044531518816, "vol_stress": 0.3114600860354968, "quality": 0.4827419584932432, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.518563306883723, "vol_stress": 0.44839632735816093, "quality": 0.3326231354474579, "exposure_cap": 0.55}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.06406973720553868, "vol_stress": 0.11975687730052281, "quality": 0.7821292751521751, "exposure_cap": 0.22}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "BEAR", "trend": 0.0, "vol_stress": 0.553403469052235, "quality": 0.13397239600226407, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-16", "regime": "RANGING", "exposure_cap": 0.51, "trend": 0.4965, "vol": 0.3565, "quality": 0.4096, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2527795322298095, "vol_stress": 0.5948963072504846, "quality": 0.10978710883607375, "exposure_cap": 0.22}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.15018991703489074, "quality": 0.6650340859462603, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.001964788740921079, "vol_stress": 0.30195879351765315, "quality": 0.4423652671831969, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5201780094420659, "vol_stress": 0.445171802255082, "quality": 0.3328229336471047, "exposure_cap": 0.55}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.11512878590905883, "vol_stress": 0.11857032270768758, "quality": 0.7746069464847304, "exposure_cap": 0.26}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.53166720453838, "quality": 0.13255293106232913, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-17", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.5026, "vol": 0.3516, "quality": 0.4047, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "BEAR", "trend": 0.2527922110028199, "vol_stress": 0.5933125657446429, "quality": 0.10981851888012224, "exposure_cap": 0.23}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.14804135889743641, "quality": 0.6675336223095212, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.003264390957516237, "vol_stress": 0.290488675394383, "quality": 0.4018741135635774, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5934064992603, "vol_stress": 0.4385041555284367, "quality": 0.34649015657346305, "exposure_cap": 0.64}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.08505720616048766, "vol_stress": 0.09495720514047358, "quality": 0.7538155546223546, "exposure_cap": 0.23}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.5155412096754651, "quality": 0.1340292749168762, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-18", "regime": "RANGING", "exposure_cap": 0.55, "trend": 0.5337, "vol": 0.3358, "quality": 0.4015, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.32683240447817513, "vol_stress": 0.5660655999097125, "quality": 0.11489275820836496, "exposure_cap": 0.31}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.13919570064135, "quality": 0.6682964487405267, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0066992639268062554, "vol_stress": 0.2689382990621069, "quality": 0.36972305244234926, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.5899515921846306, "vol_stress": 0.43861264482041207, "quality": 0.3466966459819594, "exposure_cap": 0.63}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.18569626538452969, "vol_stress": 0.0946545875616415, "quality": 0.7450390626689976, "exposure_cap": 0.31}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.5335058200077071, "quality": 0.13282820047554478, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-19", "regime": "RANGING", "exposure_cap": 0.56, "trend": 0.5359, "vol": 0.3348, "quality": 0.4016, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3269, "vol_stress": 0.5652, "quality": 0.1149, "exposure_cap": 0.31}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1384, "quality": 0.6683, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0067, "vol_stress": 0.2681, "quality": 0.3697, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.6123, "vol_stress": 0.4363, "quality": 0.3477, "exposure_cap": 0.66}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1857, "vol_stress": 0.0946, "quality": 0.745, "exposure_cap": 0.31}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.5339, "quality": 0.1328, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-20", "regime": "RANGING", "exposure_cap": 0.56, "trend": 0.5373, "vol": 0.3336, "quality": 0.4017, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3269, "vol_stress": 0.5638, "quality": 0.1149, "exposure_cap": 0.31}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1374, "quality": 0.6683, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0067, "vol_stress": 0.2667, "quality": 0.3699, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6261, "vol_stress": 0.4341, "quality": 0.3484, "exposure_cap": 0.68}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1857, "vol_stress": 0.0945, "quality": 0.745, "exposure_cap": 0.31}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.5336, "quality": 0.1328, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-21", "regime": "RANGING", "exposure_cap": 0.58, "trend": 0.557, "vol": 0.3261, "quality": 0.4024, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3630837629014568, "vol_stress": 0.5608018928926729, "quality": 0.11907709459177028, "exposure_cap": 0.35}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.13597415316715508, "quality": 0.6740097126781215, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.03446430332473879, "vol_stress": 0.23468412635910188, "quality": 0.3542509556929185, "exposure_cap": 0.13}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6815753474701337, "vol_stress": 0.43058696469618674, "quality": 0.35055480327886296, "exposure_cap": 0.75}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.13240003059975086, "vol_stress": 0.07873828511940054, "quality": 0.7332067905675637, "exposure_cap": 0.27}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.48334965150460196, "quality": 0.13388391379928583, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-22", "regime": "RANGING", "exposure_cap": 0.58, "trend": 0.5598, "vol": 0.3312, "quality": 0.4024, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3622, "vol_stress": 0.5606, "quality": 0.1202, "exposure_cap": 0.35}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1463, "quality": 0.6742, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0475, "vol_stress": 0.2381, "quality": 0.3519, "exposure_cap": 0.14}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7011, "vol_stress": 0.4411, "quality": 0.3529, "exposure_cap": 0.77}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.1162, "vol_stress": 0.0801, "quality": 0.7262, "exposure_cap": 0.25}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4747, "quality": 0.135, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-23", "regime": "RANGING", "exposure_cap": 0.57, "trend": 0.5475, "vol": 0.3258, "quality": 0.4065, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.3288011222460946, "vol_stress": 0.5460318096684008, "quality": 0.1257769403213455, "exposure_cap": 0.32}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.14499047983674399, "quality": 0.6894084287626797, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.030139192229143488, "vol_stress": 0.24569237206220543, "quality": 0.3391811285093749, "exposure_cap": 0.12}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7227073522697017, "vol_stress": 0.42893659609228296, "quality": 0.3575636571231953, "exposure_cap": 0.8}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.11327634640259449, "vol_stress": 0.08326839489146744, "quality": 0.6918626002793308, "exposure_cap": 0.24}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4547102276021463, "quality": 0.1420192728671028, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-24", "regime": "RANGING", "exposure_cap": 0.57, "trend": 0.5451, "vol": 0.3269, "quality": 0.4088, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.328705993282667, "vol_stress": 0.5458949736011255, "quality": 0.12569493236974716, "exposure_cap": 0.32}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.14434387449958222, "quality": 0.7066433343698462, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.006381065171252304, "vol_stress": 0.25353795547108116, "quality": 0.30939659642697315, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.7715859809961242, "vol_stress": 0.4282175138709309, "quality": 0.37576051205268307, "exposure_cap": 0.85}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.03884745442903453, "vol_stress": 0.08856186827074852, "quality": 0.6696512568220395, "exposure_cap": 0.18}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4428542432565289, "quality": 0.14631904808748541, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-25", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.4906, "vol": 0.312, "quality": 0.4112, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.20921308605566008, "vol_stress": 0.5089242510470854, "quality": 0.12779715311738232, "exposure_cap": 0.22}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1424400210490998, "quality": 0.7066293151029802, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.008952180514637873, "vol_stress": 0.25125550428442384, "quality": 0.310830599663668, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6408556720772893, "vol_stress": 0.41959107777642124, "quality": 0.39002779430938017, "exposure_cap": 0.71}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.03884745442881917, "vol_stress": 0.08835807973689064, "quality": 0.6696512568220394, "exposure_cap": 0.18}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.44104474105237, "quality": 0.14632818612740917, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-26", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.4905, "vol": 0.3117, "quality": 0.4111, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.2092, "vol_stress": 0.509, "quality": 0.1278, "exposure_cap": 0.22}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1417, "quality": 0.7067, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0084, "vol_stress": 0.2508, "quality": 0.3105, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6411, "vol_stress": 0.4195, "quality": 0.39, "exposure_cap": 0.71}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0388, "vol_stress": 0.0883, "quality": 0.6697, "exposure_cap": 0.18}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4401, "quality": 0.1463, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-27", "regime": "RANGING", "exposure_cap": 0.52, "trend": 0.4905, "vol": 0.3114, "quality": 0.4111, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.2092, "vol_stress": 0.5096, "quality": 0.1278, "exposure_cap": 0.22}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1407, "quality": 0.7067, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0077, "vol_stress": 0.2504, "quality": 0.3101, "exposure_cap": 0.11}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6415, "vol_stress": 0.4186, "quality": 0.3899, "exposure_cap": 0.71}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0388, "vol_stress": 0.0882, "quality": 0.6697, "exposure_cap": 0.18}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.439, "quality": 0.1463, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-28", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.425, "vol": 0.3136, "quality": 0.4069, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.03709769336194206, "vol_stress": 0.5256430083231006, "quality": 0.12815435449173013, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1364617027341148, "quality": 0.7108752177990213, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.002252218156622849, "vol_stress": 0.24242790938706302, "quality": 0.2627839662853062, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.6172698908677936, "vol_stress": 0.4048843635386167, "quality": 0.41729402863536535, "exposure_cap": 0.69}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.10087120755438483, "quality": 0.6409109497069198, "exposure_cap": 0.15}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4219882364841302, "quality": 0.15651093489365195, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-29", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.4251, "vol": 0.3136, "quality": 0.4069, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0371, "vol_stress": 0.5256, "quality": 0.1282, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1365, "quality": 0.7109, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0023, "vol_stress": 0.2424, "quality": 0.2628, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.6173, "vol_stress": 0.4049, "quality": 0.4173, "exposure_cap": 0.69}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1009, "quality": 0.6409, "exposure_cap": 0.15}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.422, "quality": 0.1565, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-09-30", "regime": "RANGING", "exposure_cap": 0.47, "trend": 0.4248, "vol": 0.3134, "quality": 0.4055, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0407, "vol_stress": 0.5256, "quality": 0.1283, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1365, "quality": 0.7144, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0017, "vol_stress": 0.2431, "quality": 0.2421, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.6029, "vol_stress": 0.4058, "quality": 0.428, "exposure_cap": 0.67}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0918, "quality": 0.6296, "exposure_cap": 0.15}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4199, "quality": 0.1654, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-01", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.428, "vol": 0.3144, "quality": 0.404, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0456, "vol_stress": 0.5255, "quality": 0.1285, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1389, "quality": 0.7208, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0014, "vol_stress": 0.2435, "quality": 0.2079, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.6181, "vol_stress": 0.4098, "quality": 0.4498, "exposure_cap": 0.69}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0003, "vol_stress": 0.0866, "quality": 0.6123, "exposure_cap": 0.14}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4189, "quality": 0.1808, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-02", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.4301, "vol": 0.315, "quality": 0.4031, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0488, "vol_stress": 0.5254, "quality": 0.1287, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1404, "quality": 0.725, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0012, "vol_stress": 0.2437, "quality": 0.1857, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.628, "vol_stress": 0.4124, "quality": 0.4639, "exposure_cap": 0.71}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0005, "vol_stress": 0.0832, "quality": 0.601, "exposure_cap": 0.14}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4183, "quality": 0.1908, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-08", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.4314, "vol": 0.3154, "quality": 0.4025, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0509, "vol_stress": 0.5253, "quality": 0.1288, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1414, "quality": 0.7277, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.001, "vol_stress": 0.2439, "quality": 0.1713, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6344, "vol_stress": 0.4141, "quality": 0.4731, "exposure_cap": 0.71}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0006, "vol_stress": 0.081, "quality": 0.5937, "exposure_cap": 0.14}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4179, "quality": 0.1973, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-09", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.4131, "vol": 0.3066, "quality": 0.4051, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.5037069955189758, "quality": 0.12895440338726188, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1495171625034388, "quality": 0.7499844853723764, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2268837851075232, "quality": 0.12337477046815981, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6301774904215094, "vol_stress": 0.399484525256974, "quality": 0.5354876543537241, "exposure_cap": 0.73}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.001304381679671066, "vol_stress": 0.08038487268391692, "quality": 0.5073943133278602, "exposure_cap": 0.12}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4412525682214078, "quality": 0.2427682072411745, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-12", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.4127, "vol": 0.302, "quality": 0.4043, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.49961813209925954, "quality": 0.128082306352988, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.13973601165754015, "quality": 0.7483888528131388, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.23288566081368833, "quality": 0.12342878496245185, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "MILD_BULL", "trend": 0.6267763258526765, "vol_stress": 0.3922181924595348, "quality": 0.5365358544423868, "exposure_cap": 0.72}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0013043816796710064, "vol_stress": 0.08062054516258527, "quality": 0.5073943133278607, "exposure_cap": 0.12}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4223847549089529, "quality": 0.24283487702520568, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-13", "regime": "RANGING", "exposure_cap": 0.48, "trend": 0.411, "vol": 0.3014, "quality": 0.4057, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4968, "quality": 0.1281, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1408, "quality": 0.7525, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2323, "quality": 0.1204, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.6098, "vol_stress": 0.3933, "quality": 0.5454, "exposure_cap": 0.7}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0012, "vol_stress": 0.0807, "quality": 0.497, "exposure_cap": 0.12}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4235, "quality": 0.252, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-14", "regime": "RANGING", "exposure_cap": 0.46, "trend": 0.3989, "vol": 0.2919, "quality": 0.4039, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4717878227522653, "quality": 0.12719950364209737, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.14451250551750747, "quality": 0.7688825864232417, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.23092951829599648, "quality": 0.09611386969771728, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.48834935913503413, "vol_stress": 0.37489033545529715, "quality": 0.5513986176925237, "exposure_cap": 0.57}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0019465086127607085, "vol_stress": 0.08060222781123769, "quality": 0.4138455900729298, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4146115969980745, "quality": 0.31231951966692484, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-15", "regime": "RANGING", "exposure_cap": 0.46, "trend": 0.3996, "vol": 0.2949, "quality": 0.4075, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4544636253405613, "quality": 0.12752638608760752, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1730348863285059, "quality": 0.7792445956281235, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.22466341283517982, "quality": 0.09635863730395265, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.49488733221162223, "vol_stress": 0.3757871756006611, "quality": 0.5497653219787961, "exposure_cap": 0.57}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0019465086127607536, "vol_stress": 0.08006904295063103, "quality": 0.41384559007292954, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4179505191852325, "quality": 0.3276900215805475, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-16", "regime": "RANGING", "exposure_cap": 0.45, "trend": 0.3859, "vol": 0.3187, "quality": 0.3996, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4529409815762714, "quality": 0.126095719809985, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.236775494738914, "quality": 0.7842327473549173, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.22733902914492893, "quality": 0.08830558626958837, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.35723735292559083, "vol_stress": 0.3916559916218293, "quality": 0.4939196573681543, "exposure_cap": 0.43}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.002650928516027401, "vol_stress": 0.08064358835313241, "quality": 0.36771936075540657, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.41958579005719765, "quality": 0.34483178717768026, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-19", "regime": "RANGING", "exposure_cap": 0.45, "trend": 0.3859, "vol": 0.3187, "quality": 0.3996, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4529, "quality": 0.1261, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2368, "quality": 0.7842, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2273, "quality": 0.0883, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3572, "vol_stress": 0.3917, "quality": 0.4939, "exposure_cap": 0.43}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0027, "vol_stress": 0.0806, "quality": 0.3677, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4196, "quality": 0.3448, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-20", "regime": "RANGING", "exposure_cap": 0.44, "trend": 0.3842, "vol": 0.2552, "quality": 0.3875, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.36907757915987804, "quality": 0.11873883937203536, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.18353938854287927, "quality": 0.7756571648965588, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1729894449163349, "quality": 0.08005913334544476, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3400034938625156, "vol_stress": 0.31818352465148947, "quality": 0.44727762165878837, "exposure_cap": 0.4}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.003241635049496852, "vol_stress": 0.08044850448332827, "quality": 0.3549444082925708, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4067060585932759, "quality": 0.34993531705162084, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-21", "regime": "RANGING", "exposure_cap": 0.44, "trend": 0.3824, "vol": 0.2534, "quality": 0.3831, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3695, "quality": 0.1164, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1853, "quality": 0.7707, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1542, "quality": 0.079, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3229, "vol_stress": 0.3201, "quality": 0.4314, "exposure_cap": 0.38}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0028, "vol_stress": 0.0812, "quality": 0.3532, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.4064, "quality": 0.3514, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-22", "regime": "RANGING", "exposure_cap": 0.44, "trend": 0.3806, "vol": 0.2112, "quality": 0.3659, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2737507140194193, "quality": 0.11039104153354656, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.1798271452677242, "quality": 0.7461316027866303, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.1288979780476695, "quality": 0.07498455970305795, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.3057960319378649, "vol_stress": 0.290823564728235, "quality": 0.37563221675795294, "exposure_cap": 0.36}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.08100412257555924, "quality": 0.34645603642890666, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.39692241076875534, "quality": 0.3676672225222504, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-23", "regime": "RANGING", "exposure_cap": 0.43, "trend": 0.3607, "vol": 0.24, "quality": 0.3523, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2927307463485165, "quality": 0.10806843566864366, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.9694372536059064, "vol_stress": 0.19825609962526197, "quality": 0.7176177451478736, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.23160859236692533, "quality": 0.07282983971740012, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.2142577811047586, "vol_stress": 0.2940451300473012, "quality": 0.35473773303463635, "exposure_cap": 0.26}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.08106823909982527, "quality": 0.33728575869710276, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3816293097371578, "quality": 0.38314198283426865, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-26", "regime": "RANGING", "exposure_cap": 0.43, "trend": 0.3454, "vol": 0.2576, "quality": 0.3374, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3278, "quality": 0.1058, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.9213, "vol_stress": 0.2032, "quality": 0.6822, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2549, "quality": 0.0704, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.2293, "vol_stress": 0.294, "quality": 0.3499, "exposure_cap": 0.28}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.083, "quality": 0.32, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3741, "quality": 0.3985, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-27", "regime": "RANGING", "exposure_cap": 0.42, "trend": 0.328, "vol": 0.247, "quality": 0.3179, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.31558310329753625, "quality": 0.10144622614154306, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.8971073585092557, "vol_stress": 0.19627073324008903, "quality": 0.6410391005351366, "exposure_cap": 0.99}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.23808662825043303, "quality": 0.06563591200427929, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.13964047124298054, "vol_stress": 0.28066506076339937, "quality": 0.336827090742136, "exposure_cap": 0.2}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.08105578874188768, "quality": 0.29005026387715027, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3753253747522495, "quality": 0.42451100763642163, "exposure_cap": 0.1}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-28", "regime": "RANGING", "exposure_cap": 0.43, "trend": 0.354, "vol": 0.2327, "quality": 0.3026, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.30528842690857994, "quality": 0.09933119583286949, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 0.9634357264321489, "vol_stress": 0.19943009291547692, "quality": 0.6102782477863875, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.218929221261855, "quality": 0.06370626919808048, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.16825282112363368, "vol_stress": 0.19165620805901012, "quality": 0.31842562940361674, "exposure_cap": 0.23}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.07989526509045876, "quality": 0.2570054771114101, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 1.9676117799109315e-06, "vol_stress": 0.36286994339105194, "quality": 0.4316856157706288, "exposure_cap": 0.11}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-29", "regime": "RANGING", "exposure_cap": 0.43, "trend": 0.369, "vol": 0.2095, "quality": 0.2865, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2603978243542939, "quality": 0.093476208623327, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.19730210234244128, "quality": 0.589336114516122, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.22560182704852477, "quality": 0.06153083603449713, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.1904079014528142, "vol_stress": 0.11495397459465226, "quality": 0.27526883371446265, "exposure_cap": 0.24}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.08023677328336637, "quality": 0.21424086001323814, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3671724946034286, "quality": 0.43446217728418846, "exposure_cap": 0.11}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}, {"date": "2026-10-30", "regime": "RANGING", "exposure_cap": 0.43, "trend": 0.3689, "vol": 0.2109, "quality": 0.279, "markets": {"A股": {"key": "A股", "label": "A股", "color": "#f87171", "global_weight": 0.35, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2649, "quality": 0.0918, "exposure_cap": 0.1}, "美股": {"key": "美股", "label": "美股", "color": "#34d399", "global_weight": 0.35, "is_defensive": false, "regime": "BULL", "trend": 1.0, "vol_stress": 0.2002, "quality": 0.5783, "exposure_cap": 1.0}, "港股": {"key": "港股", "label": "港股", "color": "#60a5fa", "global_weight": 0.15, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.2142, "quality": 0.0615, "exposure_cap": 0.1}, "其他跨境": {"key": "其他跨境", "label": "其他", "color": "#fbbf24", "global_weight": 0.1, "is_defensive": false, "regime": "RANGING", "trend": 0.1888, "vol_stress": 0.1201, "quality": 0.2536, "exposure_cap": 0.24}, "商品": {"key": "商品", "label": "商品", "color": "#fcd34d", "global_weight": 0.05, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.0805, "quality": 0.1967, "exposure_cap": 0.1}, "REITs": {"key": "REITs", "label": "REITs", "color": "#f472b6", "global_weight": 0.0, "is_defensive": false, "regime": "RANGING", "trend": 0.0, "vol_stress": 0.3704, "quality": 0.4316, "exposure_cap": 0.11}, "防御": {"key": "防御", "label": "防御", "color": "#a78bfa", "global_weight": 0.0, "is_defensive": true, "regime": "RANGING", "trend": 0.45, "vol_stress": 0.2, "quality": 0.4, "exposure_cap": 0.5}}}], "available_dates": ["2026-10-30", "2026-10-29", "2026-10-28", "2026-10-27", "2026-10-26", "2026-10-23", "2026-10-22", "2026-10-21", "2026-10-20", "2026-10-19", "2026-10-16", "2026-10-15", "2026-10-14", "2026-10-13", "2026-10-12", "2026-10-09", "2026-10-08", "2026-10-02", "2026-10-01", "2026-09-30"], "portfolio_funds": null, "logged_in": false, "all_codes": ["159501.SZ", "513100.SH", "159941.SZ", "513390.SH", "513300.SH", "159612.SZ", "159655.SZ", "513850.SH", "513500.SH", "513650.SH", "159577.SZ", "513400.SH", "159502.SZ", "159529.SZ", "159518.SZ", "159866.SZ", "513520.SH", "513800.SH", "513290.SH", "513050.SH", "513880.SH", "159903.SZ", "159607.SZ", "518880.SH", "513180.SH", "159937.SZ", "516780.SH", "159805.SZ", "512400.SH", "512660.SH", "510500.SH", "508000.SH", "515210.SH", "159869.SZ", "513330.SH", "159636.SZ", "515050.SH", "159845.SZ", "512100.SH", "159870.SZ", "513730.SH", "515790.SH", "515030.SH", "513030.SH", "159615.SZ", "515880.SH", "512010.SH", "512880.SH", "159949.SZ", "513090.SH", "512090.SH", "159915.SZ", "513060.SH", "516160.SH", "159985.SZ", "159819.SZ", "159561.SZ", "510300.SH", "159908.SZ", "515220.SH", "511090.SH", "159995.SZ", "512760.SH", "512200.SH", "159611.SZ", "512480.SH", "588000.SH", "159766.SZ", "515060.SH", "588220.SH", "513310.SH", "563000.SH", "513590.SH", "159920.SZ", "510900.SH", "159699.SZ", "511220.SH", "159790.SZ", "159650.SZ", "562500.SH", "516970.SH", "159865.SZ", "159825.SZ", "510210.SH", "516110.SH", "508056.SH", "159536.SZ", "159992.SZ", "511010.SH", "512960.SH", "512290.SH", "513080.SH", "520830.SH", "520580.SH", "511260.SH", "159329.SZ", "511380.SH", "510060.SH", "510880.SH", "512800.SH", "515650.SH", "508098.SH", "512890.SH", "159928.SZ", "512690.SH", "516510.SH", "159201.SZ", "510050.SH", "159399.SZ"], "rankings_total": 109, "rankings_page": null, "rankings_page_size": null, "rankings_has_more": false}