| { |
| "version": "1.0", |
| "title": "QuantArena artifact bundle", |
| "source_commit": "a4bf9e6 (sector matrix fix) / f2c9921 (audit manifest)", |
| "experiments": { |
| "exp1_caseStudy_us_6m": { |
| "description": "Six-month main case study (US, Sep 1 2025 \u2013 Feb 28 2026, 124 trading days, $100,000 initial)", |
| "runs": { |
| "fundamental_value": { |
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| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": -4.73, |
| "total_trades": 123, |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Fundamental Value", |
| "bundle_path": "runs/exp1_caseStudy_us_6m/fundamental_value" |
| }, |
| "macro_tactical": { |
| "src_run_id": "mp_macro_tactical_20260409_165131_876505", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "macro_tactical", |
| "total_return": 3.42, |
| "total_trades": 1763, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "fof_allocations.csv", |
| "trades.csv", |
| "equity_curve.png", |
| "fof_allocations.json" |
| ], |
| "status": "ok", |
| "display_name": "Macro Tactical", |
| "bundle_path": "runs/exp1_caseStudy_us_6m/macro_tactical" |
| }, |
| "behavioral_momentum": { |
| "src_run_id": "mp_behavioral_momentum_20260409_165131_876499", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": 1.54, |
| "total_trades": 513, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Behavioral Momentum", |
| "bundle_path": "runs/exp1_caseStudy_us_6m/behavioral_momentum" |
| }, |
| "low_volatility": { |
| "src_run_id": "mp_smart_beta_passive_20260409_165131_876510", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": 0.7, |
| "total_trades": 27, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Low-Volatility", |
| "bundle_path": "runs/exp1_caseStudy_us_6m/low_volatility" |
| }, |
| "equal_weight": { |
| "src_run_id": "mp_equal_weight_index_20260409_165131_876514", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": 9.42, |
| "total_trades": 63, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Equal-Weight", |
| "bundle_path": "runs/exp1_caseStudy_us_6m/equal_weight" |
| } |
| } |
| }, |
| "exp1_caseStudy_cn_6m": { |
| "description": "Six-month main case study (CN A-share, Sep 1 2025 \u2013 Feb 28 2026, 102 trading days, $100,000 initial)", |
| "runs": { |
| "fundamental_value": { |
| "src_run_id": "mp_fundamental_value_20260413_163905_878961", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "cn", |
| "personality": null, |
| "total_return": -0.0, |
| "total_trades": 90, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Fundamental Value", |
| "bundle_path": "runs/exp1_caseStudy_cn_6m/fundamental_value" |
| }, |
| "macro_tactical": { |
| "src_run_id": "mp_macro_tactical_20260413_163905_878979", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "cn", |
| "personality": "macro_tactical", |
| "total_return": 4.02, |
| "total_trades": 1777, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "fof_allocations.csv", |
| "trades.csv", |
| "equity_curve.png", |
| "fof_allocations.json" |
| ], |
| "status": "ok", |
| "display_name": "Macro Tactical", |
| "bundle_path": "runs/exp1_caseStudy_cn_6m/macro_tactical" |
| }, |
| "behavioral_momentum": { |
| "src_run_id": "mp_behavioral_momentum_20260413_163905_878974", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "cn", |
| "personality": null, |
| "total_return": -2.52, |
| "total_trades": 666, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Behavioral Momentum", |
| "bundle_path": "runs/exp1_caseStudy_cn_6m/behavioral_momentum" |
| }, |
| "low_volatility": { |
| "src_run_id": "mp_smart_beta_passive_20260413_163905_878984", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "cn", |
| "personality": null, |
| "total_return": 0.3, |
| "total_trades": 85, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Low-Volatility", |
| "bundle_path": "runs/exp1_caseStudy_cn_6m/low_volatility" |
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| "equal_weight": { |
| "src_run_id": "mp_equal_weight_index_20260413_163905_878987", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "cn", |
| "personality": null, |
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| "total_trades": 84, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
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| "status": "ok", |
| "display_name": "Equal-Weight", |
| "bundle_path": "runs/exp1_caseStudy_cn_6m/equal_weight" |
| } |
| } |
| }, |
| "exp2_reproducibility_us_6m_run2": { |
| "description": "US 6M reproducibility re-run (Run 2). Independent re-run of all five mandates with identical config to Exp 1.", |
| "runs": { |
| "fundamental_value": { |
| "src_run_id": "mp_fundamental_value_20260425_035029_413185", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": -10.29, |
| "total_trades": 126, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
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| "status": "ok", |
| "display_name": "Fundamental Value", |
| "bundle_path": "runs/exp2_reproducibility_us_6m_run2/fundamental_value" |
| }, |
| "macro_tactical": { |
| "src_run_id": "mp_macro_tactical_20260425_035029_413208", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "macro_tactical", |
| "total_return": 2.78, |
| "total_trades": 1817, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "fof_allocations.csv", |
| "trades.csv", |
| "equity_curve.png", |
| "fof_allocations.json" |
| ], |
| "status": "ok", |
| "display_name": "Macro Tactical", |
| "bundle_path": "runs/exp2_reproducibility_us_6m_run2/macro_tactical" |
| }, |
| "behavioral_momentum": { |
| "src_run_id": "mp_behavioral_momentum_20260425_035029_413202", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": 0.5, |
| "total_trades": 512, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Behavioral Momentum", |
| "bundle_path": "runs/exp2_reproducibility_us_6m_run2/behavioral_momentum" |
| }, |
| "low_volatility": { |
| "src_run_id": "mp_smart_beta_passive_20260425_035029_413212", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": 0.7, |
| "total_trades": 27, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Low-Volatility", |
| "bundle_path": "runs/exp2_reproducibility_us_6m_run2/low_volatility" |
| }, |
| "equal_weight": { |
| "src_run_id": "mp_equal_weight_index_20260425_035029_413216", |
| "start_date": "2025-09-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": null, |
| "total_return": 9.42, |
| "total_trades": 63, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Equal-Weight", |
| "bundle_path": "runs/exp2_reproducibility_us_6m_run2/equal_weight" |
| } |
| } |
| }, |
| "exp3_mechanism_ablation_us_3m": { |
| "description": "US 3M mechanism ablation (Dec 1 2025 \u2013 Feb 28 2026). For each LLM-conditioned mandate, a Full variant and one Ablated variant.", |
| "runs": { |
| "fundamental_value_full": { |
| "src_run_id": "20260417_160942", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "fundamental_value", |
| "total_return": 0.0, |
| "total_trades": 0, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "FV Full", |
| "mandate": "fundamental_value", |
| "variant": "full", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/fundamental_value_full" |
| }, |
| "fundamental_value_no_filter": { |
| "src_run_id": "20260417_191443", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "fundamental_value", |
| "total_return": 5.8, |
| "total_trades": 611, |
| "files": [ |
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| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "FV No filter", |
| "mandate": "fundamental_value", |
| "variant": "no_filter", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/fundamental_value_no_filter" |
| }, |
| "behavioral_momentum_full": { |
| "src_run_id": "20260417_220721", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "behavioral_momentum", |
| "total_return": -0.9, |
| "total_trades": 513, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "BM Full", |
| "mandate": "behavioral_momentum", |
| "variant": "full", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/behavioral_momentum_full" |
| }, |
| "behavioral_momentum_no_guardrails": { |
| "src_run_id": "20260418_004927", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "behavioral_momentum", |
| "total_return": -0.75, |
| "total_trades": 392, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "BM No guardrails", |
| "mandate": "behavioral_momentum", |
| "variant": "no_guardrails", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/behavioral_momentum_no_guardrails" |
| }, |
| "macro_tactical_full": { |
| "src_run_id": "20260418_033940", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "macro_tactical", |
| "total_return": -0.45, |
| "total_trades": 893, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "fof_allocations.csv", |
| "trades.csv", |
| "equity_curve.png", |
| "fof_allocations.json" |
| ], |
| "status": "ok", |
| "display_name": "MT Full", |
| "mandate": "macro_tactical", |
| "variant": "full", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/macro_tactical_full" |
| }, |
| "macro_tactical_no_tilt": { |
| "src_run_id": "20260418_072633", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "macro_tactical", |
| "total_return": -0.33, |
| "total_trades": 918, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "fof_allocations.csv", |
| "trades.csv", |
| "equity_curve.png", |
| "fof_allocations.json" |
| ], |
| "status": "ok", |
| "display_name": "MT No tilt", |
| "mandate": "macro_tactical", |
| "variant": "no_tilt", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/macro_tactical_no_tilt" |
| }, |
| "low_volatility_reference": { |
| "src_run_id": "20260418_110947", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "smart_beta_passive", |
| "total_return": -2.44, |
| "total_trades": 15, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "LV Reference", |
| "mandate": "low_volatility", |
| "variant": "reference", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/low_volatility_reference" |
| }, |
| "equal_weight_reference": { |
| "src_run_id": "20260418_111210", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "equal_weight_index", |
| "total_return": 5.96, |
| "total_trades": 52, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "EqW Reference", |
| "mandate": "equal_weight", |
| "variant": "reference", |
| "bundle_path": "runs/exp3_mechanism_ablation_us_3m/equal_weight_reference" |
| } |
| } |
| }, |
| "exp4_backend_robustness_us_3m_gpt54": { |
| "description": "US 3M backend robustness: GPT-5.4 replaces DeepSeek-V3.2 reasoning backend; everything else fixed.", |
| "runs": { |
| "fundamental_value": { |
| "src_run_id": "20260423_124148", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "fundamental_value", |
| "total_return": 1.23, |
| "total_trades": 31, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Fundamental Value", |
| "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/fundamental_value" |
| }, |
| "macro_tactical": { |
| "src_run_id": "20260424_094955", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "macro_tactical", |
| "total_return": 4.29, |
| "total_trades": 901, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "fof_allocations.csv", |
| "trades.csv", |
| "equity_curve.png", |
| "fof_allocations.json" |
| ], |
| "status": "ok", |
| "display_name": "Macro Tactical", |
| "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/macro_tactical" |
| }, |
| "behavioral_momentum": { |
| "src_run_id": "20260424_132728_372104", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "behavioral_momentum", |
| "total_return": 4.77, |
| "total_trades": 621, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Behavioral Momentum", |
| "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/behavioral_momentum" |
| }, |
| "low_volatility": { |
| "src_run_id": "20260424_094956", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "smart_beta_passive", |
| "total_return": -2.44, |
| "total_trades": 15, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Low-Volatility", |
| "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/low_volatility" |
| }, |
| "equal_weight": { |
| "src_run_id": "20260424_132723_271683", |
| "start_date": "2025-12-01", |
| "end_date": "2026-02-28", |
| "market": "us", |
| "personality": "equal_weight_index", |
| "total_return": 5.96, |
| "total_trades": 52, |
| "files": [ |
| "metrics.json", |
| "backtest_report.md", |
| "equity_curve.csv", |
| "trades.csv", |
| "equity_curve.png" |
| ], |
| "status": "ok", |
| "display_name": "Equal-Weight", |
| "bundle_path": "runs/exp4_backend_robustness_us_3m_gpt54/equal_weight" |
| } |
| } |
| }, |
| "exp5_efficiency_ablation_cn_10t_6m": { |
| "description": "Execution efficiency ablation (E0/E1/E2). Documented only \u2014 run artifacts not redistributed.", |
| "source_doc": "exp5_efficiency_ablation_cn_10t_6m/source_doc.md" |
| } |
| }, |
| "comparisons": { |
| "us_6m": { |
| "description": "US 6M main case-study cross-mandate comparison bundle", |
| "source": "reports/multi_personality/20260409_165121_176781", |
| "bundle_path": "comparisons/us_6m" |
| }, |
| "cn_6m": { |
| "description": "CN 6M main case-study cross-mandate comparison bundle", |
| "source": "reports/multi_personality/20260413_163854_715331", |
| "bundle_path": "comparisons/cn_6m" |
| } |
| }, |
| "universe": { |
| "description": "5x4 sector/style universe (20 US + 20 CN tickers)", |
| "bundle_path": "universe/sector_style_universe.csv" |
| }, |
| "derived": { |
| "gpt54_robustness": "Pre-aggregated CSVs for the GPT-5.4 backend robustness analysis" |
| }, |
| "audit": "Reproducibility manifest (mirror of latex/audit/)" |
| } |
