| experiment,market,mandate_dir,display_name,mandate,variant,src_run_id,personality,start_date,end_date,total_return,annualized_return,max_drawdown,max_drawdown_duration,sharpe_ratio,sortino_ratio,volatility,total_trades,trading_days,avg_position_days,win_rate,initial_cash,final_value,final_cash,benchmark_total_return,avg_cash_ratio,avg_gross_exposure,value_filter_pass_rate,value_consistency_score
|
| exp1_caseStudy_us_6m,us,fundamental_value,Fundamental Value,,,mp_fundamental_value_20260409_165131_876468,,2025-09-01,2026-02-28,-4.73,-9.38,6.14,72,-1.84,-1.91,6.35,123,124,11.82,45.9,100000.0,95270.27,61565.98,10.33,0.7056,0.2944,0.0,0.0
|
| exp1_caseStudy_us_6m,us,macro_tactical,Macro Tactical,,,mp_macro_tactical_20260409_165131_876505,macro_tactical,2025-09-01,2026-02-28,3.42,7.08,4.4,35,0.58,0.73,9.02,1763,124,17.96,60.23,100000.0,103421.69,38952.71,10.33,0.3624,0.6376,,
|
| exp1_caseStudy_us_6m,us,behavioral_momentum,Behavioral Momentum,,,mp_behavioral_momentum_20260409_165131_876499,,2025-09-01,2026-02-28,1.54,3.15,4.4,72,0.17,0.19,8.61,513,124,3.02,53.19,100000.0,101539.41,91442.08,10.33,0.6938,0.3062,,
|
| exp1_caseStudy_us_6m,us,low_volatility,Low-Volatility,,,mp_smart_beta_passive_20260409_165131_876510,,2025-09-01,2026-02-28,0.7,1.42,2.03,79,-0.17,-0.24,3.11,27,124,96.79,33.33,100000.0,100695.6,87408.58,10.33,0.8376,0.1624,,
|
| exp1_caseStudy_us_6m,us,equal_weight,Equal-Weight,,,mp_equal_weight_index_20260409_165131_876514,,2025-09-01,2026-02-28,9.42,20.07,4.83,19,1.36,1.71,12.61,63,124,91.27,72.97,100000.0,109416.12,2256.53,10.33,0.024,0.976,,
|
| exp1_caseStudy_cn_6m,cn,fundamental_value,Fundamental Value,,,mp_fundamental_value_20260413_163905_878961,,2025-09-01,2026-02-28,-0.0,-0.01,4.06,54,-0.2,-0.34,8.24,90,102,58.8,46.34,100000.0,99995.24,32230.52,8.11,0.3892,0.6108,0.0,0.0
|
| exp1_caseStudy_cn_6m,cn,macro_tactical,Macro Tactical,,,mp_macro_tactical_20260413_163905_878979,macro_tactical,2025-09-01,2026-02-28,4.02,10.22,4.55,60,0.66,1.15,12.91,1777,102,18.39,50.48,100000.0,104017.68,14603.34,8.11,0.1139,0.8861,,
|
| exp1_caseStudy_cn_6m,cn,behavioral_momentum,Behavioral Momentum,,,mp_behavioral_momentum_20260413_163905_878974,,2025-09-01,2026-02-28,-2.52,-6.12,5.28,96,-0.84,-1.37,9.4,666,102,6.03,42.81,100000.0,97476.11,54989.09,8.11,0.5212,0.4788,,
|
| exp1_caseStudy_cn_6m,cn,low_volatility,Low-Volatility,,,mp_smart_beta_passive_20260413_163905_878984,,2025-09-01,2026-02-28,0.3,0.75,2.62,54,-0.22,-0.39,5.04,85,102,69.73,47.22,100000.0,100301.88,54851.7,8.11,0.6955,0.3045,,
|
| exp1_caseStudy_cn_6m,cn,equal_weight,Equal-Weight,,,mp_equal_weight_index_20260413_163905_878987,,2025-09-01,2026-02-28,6.5,16.82,6.25,59,0.97,1.64,15.15,84,102,91.74,68.18,100000.0,106495.39,1538.77,8.11,0.0138,0.9862,,
|
| exp2_reproducibility_us_6m_run2,us,fundamental_value,Fundamental Value,,,mp_fundamental_value_20260425_035029_413185,,2025-09-01,2026-02-28,-10.29,-19.79,11.68,83,-2.07,-1.95,11.32,126,124,9.13,52.54,100000.0,89714.05,38526.98,10.33,0.6244,0.3756,0.0,0.0
|
| exp2_reproducibility_us_6m_run2,us,macro_tactical,Macro Tactical,,,mp_macro_tactical_20260425_035029_413208,macro_tactical,2025-09-01,2026-02-28,2.78,5.73,4.04,26,0.46,0.55,8.63,1817,124,15.93,54.83,100000.0,102778.42,42126.1,10.33,0.3478,0.6522,,
|
| exp2_reproducibility_us_6m_run2,us,behavioral_momentum,Behavioral Momentum,,,mp_behavioral_momentum_20260425_035029_413202,,2025-09-01,2026-02-28,0.5,1.02,4.76,83,-0.07,-0.07,8.92,512,124,2.91,50.0,100000.0,100498.32,90400.99,10.33,0.6873,0.3127,,
|
| exp2_reproducibility_us_6m_run2,us,low_volatility,Low-Volatility,,,mp_smart_beta_passive_20260425_035029_413212,,2025-09-01,2026-02-28,0.7,1.42,2.03,79,-0.17,-0.24,3.11,27,124,96.79,33.33,100000.0,100695.6,87408.58,10.33,0.8376,0.1624,,
|
| exp2_reproducibility_us_6m_run2,us,equal_weight,Equal-Weight,,,mp_equal_weight_index_20260425_035029_413216,,2025-09-01,2026-02-28,9.42,20.07,4.83,19,1.36,1.71,12.61,63,124,91.27,72.97,100000.0,109416.12,2256.53,10.33,0.024,0.976,,
|
| exp3_mechanism_ablation_us_3m,us,fundamental_value_full,FV Full,fundamental_value,full,20260417_160942,fundamental_value,2025-12-01,2026-02-28,0.0,0.0,0.0,0,-9.219771266841752e+16,-9.219771266841752e+16,0.0,0,61,0.0,0.0,100000.0,100000.0,100000.0,5.96,1.0,0.0,0.0,0.85
|
| exp3_mechanism_ablation_us_3m,us,fundamental_value_no_filter,FV No filter,fundamental_value,no_filter,20260417_191443,fundamental_value,2025-12-01,2026-02-28,5.8,26.23,2.1,13,2.52,3.45,8.61,611,61,29.12,66.94,100000.0,105800.43,11359.72,5.96,0.2072,0.7928,100.0,1.0
|
| exp3_mechanism_ablation_us_3m,us,behavioral_momentum_full,BM Full,behavioral_momentum,full,20260417_220721,behavioral_momentum,2025-12-01,2026-02-28,-0.9,-3.66,1.08,31,-2.81,-2.8,2.03,513,61,1.64,47.1,100000.0,99102.53,93370.88,5.96,0.9106,0.0894,,
|
| exp3_mechanism_ablation_us_3m,us,behavioral_momentum_no_guardrails,BM No guardrails,behavioral_momentum,no_guardrails,20260418_004927,behavioral_momentum,2025-12-01,2026-02-28,-0.75,-3.06,1.6,28,-1.27,-1.5,3.95,392,61,1.97,49.39,100000.0,99251.45,99251.45,5.96,0.8905,0.1095,,
|
| exp3_mechanism_ablation_us_3m,us,macro_tactical_full,MT Full,macro_tactical,full,20260418_033940,macro_tactical,2025-12-01,2026-02-28,-0.45,-1.83,4.77,35,-0.39,-0.46,8.95,893,61,15.68,59.13,100000.0,99553.94,30863.31,5.96,0.3971,0.6029,,
|
| exp3_mechanism_ablation_us_3m,us,macro_tactical_no_tilt,MT No tilt,macro_tactical,no_tilt,20260418_072633,macro_tactical,2025-12-01,2026-02-28,-0.33,-1.35,5.35,22,-0.32,-0.36,9.25,918,61,13.76,60.98,100000.0,99670.93,36363.6,5.96,0.3576,0.6424,,
|
| exp3_mechanism_ablation_us_3m,us,low_volatility_reference,LV Reference,low_volatility,reference,20260418_110947,smart_beta_passive,2025-12-01,2026-02-28,-2.44,-9.68,3.33,33,-3.2,-3.43,3.78,15,61,0.0,0.0,100000.0,97564.85,74224.69,5.96,0.8338,0.1662,,
|
| exp3_mechanism_ablation_us_3m,us,equal_weight_reference,EqW Reference,equal_weight,reference,20260418_111210,equal_weight_index,2025-12-01,2026-02-28,5.96,27.01,3.52,13,1.73,2.09,13.2,52,61,2.5,78.12,100000.0,105957.19,2186.44,5.96,0.0214,0.9786,,
|
| exp4_backend_robustness_us_3m_gpt54,us,fundamental_value,Fundamental Value,,,20260423_124148,fundamental_value,2025-12-01,2026-02-28,1.23,5.17,1.1,13,0.83,1.53,3.76,31,61,14.23,100.0,100000.0,101227.31,98237.33,5.96,0.9521,0.0479,5.0,0.85
|
| exp4_backend_robustness_us_3m_gpt54,us,macro_tactical,Macro Tactical,,,20260424_094955,macro_tactical,2025-12-01,2026-02-28,4.29,18.97,3.13,16,1.57,1.86,10.11,901,61,19.44,65.64,100000.0,104294.05,18345.73,5.96,0.1731,0.8269,,
|
| exp4_backend_robustness_us_3m_gpt54,us,behavioral_momentum,Behavioral Momentum,,,20260424_132728_372104,behavioral_momentum,2025-12-01,2026-02-28,4.77,21.2,1.4,11,2.57,4.27,6.81,621,61,4.84,62.75,100000.0,104765.4,61831.12,5.96,0.4633,0.5367,,
|
| exp4_backend_robustness_us_3m_gpt54,us,low_volatility,Low-Volatility,,,20260424_094956,smart_beta_passive,2025-12-01,2026-02-28,-2.44,-9.68,3.33,33,-3.2,-3.43,3.78,15,61,0.0,0.0,100000.0,97564.85,74224.69,5.96,0.8338,0.1662,,
|
| exp4_backend_robustness_us_3m_gpt54,us,equal_weight,Equal-Weight,,,20260424_132723_271683,equal_weight_index,2025-12-01,2026-02-28,5.96,27.01,3.52,13,1.73,2.09,13.2,52,61,2.5,78.12,100000.0,105957.19,2186.44,5.96,0.0214,0.9786,,
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