{
  "generated_at": "2026-07-12 19:39:58",
  "meta": {
    "start_date": "2025-07-12",
    "end_date": "2026-07-10",
    "trade_days": 241,
    "event_count": 1986,
    "unique_stocks": 105,
    "candidate_count": 315,
    "method": {
      "hot_source": "Fuyao hot-stock-rank-trend rebuilt from current hot/skyrocket + 30-day limit-up-ladder candidate pool",
      "stock_price_source": "baostock daily raw kline",
      "index_source": "baostock daily index kline (沪深300)",
      "volume_ratio_proxy": "volume / previous 5-day average volume",
      "float_cap_proxy": "close * (volume / (turnover_rate / 100))",
      "data_warning": "Fuyao hot-stock-list-history returned an identical payload across different dates during this run, so it was excluded from the backtest."
    }
  },
  "strategy_summaries": {
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      "unique_stocks": 105,
      "avg_rank": 14.16,
      "ret_1d": {
        "mean_pct": 0.4,
        "median_pct": 0.15
      },
      "win_1d": 50.79,
      "ret_3d": {
        "mean_pct": 0.87,
        "median_pct": -0.47
      },
      "win_3d": 48.93,
      "ret_5d": {
        "mean_pct": 1.24,
        "median_pct": -0.82
      },
      "win_5d": 47.15,
      "ret_10d": {
        "mean_pct": 2.3,
        "median_pct": -1.39
      },
      "win_10d": 46.33,
      "ret_20d": {
        "mean_pct": 2.08,
        "median_pct": -4.47
      },
      "win_20d": 41.36,
      "worst_5d": {
        "mean_pct": -9.0,
        "median_pct": -7.9
      },
      "drawdown_gt5pct_5d": 64.97,
      "worst_10d": {
        "mean_pct": -11.83,
        "median_pct": -10.59
      },
      "drawdown_gt5pct_10d": 74.81,
      "next_day_down_rate": 48.9
    },
    "baseline_new_hot_entry": {
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      "unique_stocks": 99,
      "avg_rank": 19.92,
      "ret_1d": {
        "mean_pct": 0.31,
        "median_pct": -0.47
      },
      "win_1d": 47.09,
      "ret_3d": {
        "mean_pct": 0.75,
        "median_pct": -0.38
      },
      "win_3d": 48.79,
      "ret_5d": {
        "mean_pct": 0.78,
        "median_pct": -0.77
      },
      "win_5d": 46.6,
      "ret_10d": {
        "mean_pct": 1.5,
        "median_pct": -1.17
      },
      "win_10d": 45.86,
      "ret_20d": {
        "mean_pct": 2.71,
        "median_pct": -3.08
      },
      "win_20d": 43.84,
      "worst_5d": {
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        "median_pct": -7.61
      },
      "drawdown_gt5pct_5d": 63.93,
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        "median_pct": -9.86
      },
      "drawdown_gt5pct_10d": 73.35,
      "next_day_down_rate": 52.71
    },
    "price_accel_only": {
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      "unique_stocks": 32,
      "avg_rank": 14.56,
      "ret_1d": {
        "mean_pct": -0.52,
        "median_pct": -0.58
      },
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        "median_pct": -2.66
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      "win_3d": 43.64,
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        "median_pct": -6.72
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      "win_10d": 37.74,
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        "median_pct": -6.71
      },
      "win_20d": 35.42,
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        "median_pct": -9.55
      },
      "drawdown_gt5pct_5d": 67.27,
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        "median_pct": -13.37
      },
      "drawdown_gt5pct_10d": 80.0,
      "next_day_down_rate": 52.73
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      "sample_count": 24,
      "unique_stocks": 19,
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      "ret_1d": {
        "mean_pct": -0.17,
        "median_pct": -0.33
      },
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        "median_pct": -2.93
      },
      "win_3d": 41.67,
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        "median_pct": -2.01
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        "median_pct": -5.37
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      "win_20d": 31.58,
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        "median_pct": -9.31
      },
      "drawdown_gt5pct_5d": 70.83,
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        "mean_pct": -12.43,
        "median_pct": -12.8
      },
      "drawdown_gt5pct_10d": 83.33,
      "next_day_down_rate": 50.0
    },
    "price_accel_plus_volume_turn": {
      "sample_count": 3,
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      "ret_1d": {
        "mean_pct": -0.57,
        "median_pct": -0.9
      },
      "win_1d": 33.33,
      "ret_3d": {
        "mean_pct": -5.25,
        "median_pct": -5.81
      },
      "win_3d": 0.0,
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        "median_pct": -1.34
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      "win_5d": 33.33,
      "ret_10d": {
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        "median_pct": 10.25
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      "win_10d": 66.67,
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        "median_pct": 12.52
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        "median_pct": -7.69
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      "drawdown_gt5pct_5d": 66.67,
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        "median_pct": -8.84
      },
      "drawdown_gt5pct_10d": 66.67,
      "next_day_down_rate": 66.67
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    "full_theory_proxy": {
      "sample_count": 0,
      "unique_stocks": 0,
      "avg_rank": null,
      "ret_1d": null,
      "win_1d": null,
      "ret_3d": null,
      "win_3d": null,
      "ret_5d": null,
      "win_5d": null,
      "ret_10d": null,
      "win_10d": null,
      "ret_20d": null,
      "win_20d": null,
      "worst_5d": null,
      "drawdown_gt5pct_5d": null,
      "worst_10d": null,
      "drawdown_gt5pct_10d": null,
      "next_day_down_rate": null
    },
    "full_theory_proxy_new_entry": {
      "sample_count": 0,
      "unique_stocks": 0,
      "avg_rank": null,
      "ret_1d": null,
      "win_1d": null,
      "ret_3d": null,
      "win_3d": null,
      "ret_5d": null,
      "win_5d": null,
      "ret_10d": null,
      "win_10d": null,
      "ret_20d": null,
      "win_20d": null,
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      "drawdown_gt5pct_5d": null,
      "worst_10d": null,
      "drawdown_gt5pct_10d": null,
      "next_day_down_rate": null
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  "regime_breakdown": {
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          "sample_count": 137,
          "unique_stocks": 31,
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            "mean_pct": -0.24,
            "median_pct": -1.25
          },
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            "median_pct": -1.76
          },
          "win_3d": 43.07,
          "ret_5d": {
            "mean_pct": -0.94,
            "median_pct": -2.36
          },
          "win_5d": 43.8,
          "ret_10d": {
            "mean_pct": 2.9,
            "median_pct": -1.07
          },
          "win_10d": 46.72,
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            "mean_pct": 13.47,
            "median_pct": 6.4
          },
          "win_20d": 58.39,
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            "median_pct": -9.77
          },
          "drawdown_gt5pct_5d": 72.99,
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            "median_pct": -11.44
          },
          "drawdown_gt5pct_10d": 80.29,
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            "median_pct": 0.05
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            "median_pct": -1.09
          },
          "win_3d": 46.57,
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            "median_pct": -1.8
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          "win_5d": 43.84,
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            "median_pct": -4.35
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            "median_pct": -6.48
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          "win_20d": 37.16,
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            "median_pct": -8.67
          },
          "drawdown_gt5pct_5d": 66.57,
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            "median_pct": -12.5
          },
          "drawdown_gt5pct_10d": 78.59,
          "next_day_down_rate": 49.7
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        "neutral": {
          "sample_count": 859,
          "unique_stocks": 89,
          "avg_rank": 13.95,
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            "median_pct": 0.45
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            "median_pct": 1.05
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          "win_3d": 52.9,
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            "median_pct": 0.83
          },
          "win_5d": 52.13,
          "ret_10d": {
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            "median_pct": 2.63
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            "median_pct": -3.68
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            "median_pct": -6.99
          },
          "drawdown_gt5pct_5d": 61.75,
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            "median_pct": -8.8
          },
          "drawdown_gt5pct_10d": 69.42,
          "next_day_down_rate": 46.88
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      },
      "regime_ret20": {
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          "unique_stocks": 19,
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          "ret_1d": {
            "mean_pct": 1.97,
            "median_pct": 2.59
          },
          "win_1d": 58.06,
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            "median_pct": -1.76
          },
          "win_3d": 41.94,
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            "median_pct": 0.04
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            "median_pct": -5.26
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            "median_pct": 4.19
          },
          "win_20d": 51.61,
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            "median_pct": -7.31
          },
          "drawdown_gt5pct_5d": 61.29,
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            "median_pct": -14.46
          },
          "drawdown_gt5pct_10d": 77.42,
          "next_day_down_rate": 41.94
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        "flat": {
          "sample_count": 1621,
          "unique_stocks": 102,
          "avg_rank": 14.1,
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            "mean_pct": 0.44,
            "median_pct": 0.23
          },
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            "median_pct": 0.0
          },
          "win_3d": 50.0,
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          "win_5d": 47.75,
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            "median_pct": -3.14
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          "win_20d": 43.98,
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            "median_pct": -7.86
          },
          "drawdown_gt5pct_5d": 64.54,
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            "mean_pct": -11.54,
            "median_pct": -10.17
          },
          "drawdown_gt5pct_10d": 73.25,
          "next_day_down_rate": 48.68
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          "sample_count": 334,
          "unique_stocks": 49,
          "avg_rank": 14.23,
          "ret_1d": {
            "mean_pct": 0.1,
            "median_pct": -0.08
          },
          "win_1d": 49.4,
          "ret_3d": {
            "mean_pct": -0.26,
            "median_pct": -1.74
          },
          "win_3d": 44.61,
          "ret_5d": {
            "mean_pct": -0.84,
            "median_pct": -1.37
          },
          "win_5d": 44.01,
          "ret_10d": {
            "mean_pct": -2.0,
            "median_pct": -4.0
          },
          "win_10d": 38.02,
          "ret_20d": {
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            "median_pct": -9.55
          },
          "win_20d": 30.54,
          "worst_5d": {
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            "median_pct": -8.58
          },
          "drawdown_gt5pct_5d": 67.37,
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            "mean_pct": -13.04,
            "median_pct": -12.2
          },
          "drawdown_gt5pct_10d": 82.04,
          "next_day_down_rate": 50.6
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    },
    "baseline_new_hot_entry": {
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          "ret_1d": {
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          "win_3d": 46.67,
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          "win_5d": 50.0,
          "ret_10d": {
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            "median_pct": 2.04
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          "win_10d": 56.67,
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            "median_pct": 4.03
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          "win_20d": 56.67,
          "worst_5d": {
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            "median_pct": -7.39
          },
          "drawdown_gt5pct_5d": 70.0,
          "worst_10d": {
            "mean_pct": -10.48,
            "median_pct": -7.63
          },
          "drawdown_gt5pct_10d": 70.0,
          "next_day_down_rate": 60.0
        },
        "bull": {
          "sample_count": 260,
          "unique_stocks": 78,
          "avg_rank": 19.67,
          "ret_1d": {
            "mean_pct": -0.06,
            "median_pct": -0.66
          },
          "win_1d": 45.38,
          "ret_3d": {
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            "median_pct": -1.06
          },
          "win_3d": 46.15,
          "ret_5d": {
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            "median_pct": -1.18
          },
          "win_5d": 45.0,
          "ret_10d": {
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            "median_pct": -3.13
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          "ret_20d": {
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            "median_pct": -2.72
          },
          "win_20d": 45.33,
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            "median_pct": -7.95
          },
          "drawdown_gt5pct_5d": 64.62,
          "worst_10d": {
            "mean_pct": -11.89,
            "median_pct": -11.05
          },
          "drawdown_gt5pct_10d": 75.38,
          "next_day_down_rate": 54.62
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        "neutral": {
          "sample_count": 214,
          "unique_stocks": 80,
          "avg_rank": 20.34,
          "ret_1d": {
            "mean_pct": 0.85,
            "median_pct": 0.43
          },
          "win_1d": 50.24,
          "ret_3d": {
            "mean_pct": 1.17,
            "median_pct": 0.89
          },
          "win_3d": 52.45,
          "ret_5d": {
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            "median_pct": -0.36
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          "win_5d": 48.21,
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            "median_pct": -6.91
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          "drawdown_gt5pct_5d": 62.2,
          "worst_10d": {
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            "median_pct": -8.97
          },
          "drawdown_gt5pct_10d": 71.29,
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      },
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            "median_pct": -1.01
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            "median_pct": -1.31
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          "win_3d": 37.5,
          "ret_5d": {
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            "median_pct": 4.52
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          "win_5d": 62.5,
          "ret_10d": {
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            "median_pct": -0.31
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          "win_10d": 50.0,
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          "win_20d": 37.5,
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            "median_pct": -5.47
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          "drawdown_gt5pct_5d": 50.0,
          "worst_10d": {
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            "median_pct": -5.47
          },
          "drawdown_gt5pct_10d": 50.0,
          "next_day_down_rate": 62.5
        },
        "flat": {
          "sample_count": 408,
          "unique_stocks": 96,
          "avg_rank": 20.11,
          "ret_1d": {
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            "median_pct": -0.31
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          "win_1d": 48.14,
          "ret_3d": {
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            "median_pct": -0.35
          },
          "win_3d": 49.25,
          "ret_5d": {
            "mean_pct": 1.03,
            "median_pct": -0.72
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          "win_5d": 46.53,
          "ret_10d": {
            "mean_pct": 1.82,
            "median_pct": -1.09
          },
          "win_10d": 45.87,
          "ret_20d": {
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            "median_pct": -3.04
          },
          "win_20d": 43.27,
          "worst_5d": {
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            "median_pct": -7.56
          },
          "drawdown_gt5pct_5d": 63.52,
          "worst_10d": {
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            "median_pct": -9.57
          },
          "drawdown_gt5pct_10d": 72.21,
          "next_day_down_rate": 51.61
        },
        "up": {
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          "avg_rank": 19.05,
          "ret_1d": {
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            "median_pct": -0.74
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          "ret_3d": {
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            "median_pct": -0.75
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          "drawdown_gt5pct_10d": 78.57,
          "next_day_down_rate": 85.71
        },
        "11-20": {
          "sample_count": 173,
          "unique_stocks": 68,
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          "ret_1d": {
            "mean_pct": -0.16,
            "median_pct": -0.78
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          "win_1d": 45.93,
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            "mean_pct": 0.37,
            "median_pct": -1.4
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            "mean_pct": 0.13,
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            "median_pct": -9.15
          },
          "drawdown_gt5pct_5d": 69.77,
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            "median_pct": -11.0
          },
          "drawdown_gt5pct_10d": 81.4,
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        },
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          "sample_count": 267,
          "unique_stocks": 87,
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            "mean_pct": 0.79,
            "median_pct": -0.07
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            "median_pct": -9.24
          },
          "drawdown_gt5pct_10d": 69.58,
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        },
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            "median_pct": 0.15
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          },
          "drawdown_gt5pct_5d": 54.0,
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            "median_pct": -6.79
          },
          "drawdown_gt5pct_10d": 64.0,
          "next_day_down_rate": 50.0
        }
      }
    },
    "price_accel_only": {
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          "ret_1d": {
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          "win_1d": 37.5,
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          },
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          },
          "win_5d": 37.5,
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          },
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            "median_pct": 8.07
          },
          "win_20d": 66.67,
          "worst_5d": {
            "mean_pct": -10.46,
            "median_pct": -13.42
          },
          "drawdown_gt5pct_5d": 62.5,
          "worst_10d": {
            "mean_pct": -14.64,
            "median_pct": -13.61
          },
          "drawdown_gt5pct_10d": 75.0,
          "next_day_down_rate": 62.5
        },
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          "sample_count": 27,
          "unique_stocks": 21,
          "avg_rank": 15.74,
          "ret_1d": {
            "mean_pct": 0.25,
            "median_pct": 0.0
          },
          "win_1d": 48.15,
          "ret_3d": {
            "mean_pct": 1.34,
            "median_pct": -0.57
          },
          "win_3d": 48.15,
          "ret_5d": {
            "mean_pct": 1.91,
            "median_pct": 0.07
          },
          "win_5d": 51.85,
          "ret_10d": {
            "mean_pct": 2.75,
            "median_pct": 0.76
          },
          "win_10d": 50.0,
          "ret_20d": {
            "mean_pct": -1.32,
            "median_pct": -9.71
          },
          "win_20d": 39.13,
          "worst_5d": {
            "mean_pct": -8.21,
            "median_pct": -9.55
          },
          "drawdown_gt5pct_5d": 62.96,
          "worst_10d": {
            "mean_pct": -12.25,
            "median_pct": -12.65
          },
          "drawdown_gt5pct_10d": 74.07,
          "next_day_down_rate": 48.15
        },
        "21-30": {
          "sample_count": 11,
          "unique_stocks": 9,
          "avg_rank": 25.55,
          "ret_1d": {
            "mean_pct": -0.77,
            "median_pct": 0.94
          },
          "win_1d": 63.64,
          "ret_3d": {
            "mean_pct": -0.69,
            "median_pct": -0.51
          },
          "win_3d": 36.36,
          "ret_5d": {
            "mean_pct": -0.34,
            "median_pct": -2.9
          },
          "win_5d": 36.36,
          "ret_10d": {
            "mean_pct": -8.11,
            "median_pct": -8.75
          },
          "win_10d": 18.18,
          "ret_20d": {
            "mean_pct": -6.11,
            "median_pct": -6.76
          },
          "win_20d": 18.18,
          "worst_5d": {
            "mean_pct": -8.99,
            "median_pct": -9.46
          },
          "drawdown_gt5pct_5d": 63.64,
          "worst_10d": {
            "mean_pct": -12.99,
            "median_pct": -13.96
          },
          "drawdown_gt5pct_10d": 81.82,
          "next_day_down_rate": 36.36
        },
        "6-10": {
          "sample_count": 9,
          "unique_stocks": 8,
          "avg_rank": 8.0,
          "ret_1d": {
            "mean_pct": -2.82,
            "median_pct": -4.35
          },
          "win_1d": 22.22,
          "ret_3d": {
            "mean_pct": -2.89,
            "median_pct": -7.22
          },
          "win_3d": 44.44,
          "ret_5d": {
            "mean_pct": 0.02,
            "median_pct": -1.34
          },
          "win_5d": 44.44,
          "ret_10d": {
            "mean_pct": -6.63,
            "median_pct": -8.38
          },
          "win_10d": 22.22,
          "ret_20d": {
            "mean_pct": -3.21,
            "median_pct": -10.54
          },
          "win_20d": 25.0,
          "worst_5d": {
            "mean_pct": -10.95,
            "median_pct": -8.84
          },
          "drawdown_gt5pct_5d": 88.89,
          "worst_10d": {
            "mean_pct": -15.52,
            "median_pct": -12.94
          },
          "drawdown_gt5pct_10d": 100.0,
          "next_day_down_rate": 77.78
        }
      }
    },
    "price_accel_plus_volume": {
      "rank_bucket": {
        "1-5": {
          "sample_count": 2,
          "unique_stocks": 2,
          "avg_rank": 1.5,
          "ret_1d": {
            "mean_pct": -3.51,
            "median_pct": -3.51
          },
          "win_1d": 50.0,
          "ret_3d": {
            "mean_pct": -7.61,
            "median_pct": -7.61
          },
          "win_3d": 0.0,
          "ret_5d": {
            "mean_pct": -10.7,
            "median_pct": -10.7
          },
          "win_5d": 0.0,
          "ret_10d": {
            "mean_pct": -6.3,
            "median_pct": -6.3
          },
          "win_10d": 0.0,
          "ret_20d": {
            "mean_pct": 2.87,
            "median_pct": 2.87
          },
          "win_20d": 100.0,
          "worst_5d": {
            "mean_pct": -13.42,
            "median_pct": -13.42
          },
          "drawdown_gt5pct_5d": 100.0,
          "worst_10d": {
            "mean_pct": -15.21,
            "median_pct": -15.21
          },
          "drawdown_gt5pct_10d": 100.0,
          "next_day_down_rate": 50.0
        },
        "11-20": {
          "sample_count": 12,
          "unique_stocks": 11,
          "avg_rank": 15.25,
          "ret_1d": {
            "mean_pct": 2.46,
            "median_pct": 2.36
          },
          "win_1d": 58.33,
          "ret_3d": {
            "mean_pct": 3.66,
            "median_pct": -0.12
          },
          "win_3d": 50.0,
          "ret_5d": {
            "mean_pct": 4.18,
            "median_pct": 0.59
          },
          "win_5d": 58.33,
          "ret_10d": {
            "mean_pct": 5.27,
            "median_pct": 4.37
          },
          "win_10d": 54.55,
          "ret_20d": {
            "mean_pct": -2.92,
            "median_pct": -7.95
          },
          "win_20d": 37.5,
          "worst_5d": {
            "mean_pct": -6.7,
            "median_pct": -8.38
          },
          "drawdown_gt5pct_5d": 58.33,
          "worst_10d": {
            "mean_pct": -11.32,
            "median_pct": -11.8
          },
          "drawdown_gt5pct_10d": 66.67,
          "next_day_down_rate": 41.67
        },
        "21-30": {
          "sample_count": 5,
          "unique_stocks": 5,
          "avg_rank": 25.8,
          "ret_1d": {
            "mean_pct": -1.44,
            "median_pct": 0.4
          },
          "win_1d": 60.0,
          "ret_3d": {
            "mean_pct": -0.87,
            "median_pct": -3.13
          },
          "win_3d": 40.0,
          "ret_5d": {
            "mean_pct": -1.48,
            "median_pct": -2.68
          },
          "win_5d": 40.0,
          "ret_10d": {
            "mean_pct": -11.9,
            "median_pct": -7.25
          },
          "win_10d": 0.0,
          "ret_20d": {
            "mean_pct": -4.74,
            "median_pct": -6.76
          },
          "win_20d": 20.0,
          "worst_5d": {
            "mean_pct": -9.1,
            "median_pct": -10.68
          },
          "drawdown_gt5pct_5d": 60.0,
          "worst_10d": {
            "mean_pct": -15.21,
            "median_pct": -14.51
          },
          "drawdown_gt5pct_10d": 100.0,
          "next_day_down_rate": 40.0
        },
        "6-10": {
          "sample_count": 5,
          "unique_stocks": 4,
          "avg_rank": 8.2,
          "ret_1d": {
            "mean_pct": -3.89,
            "median_pct": -4.35
          },
          "win_1d": 20.0,
          "ret_3d": {
            "mean_pct": -3.8,
            "median_pct": -7.22
          },
          "win_3d": 40.0,
          "ret_5d": {
            "mean_pct": 3.47,
            "median_pct": -1.34
          },
          "win_5d": 40.0,
          "ret_10d": {
            "mean_pct": 1.94,
            "median_pct": -4.44
          },
          "win_10d": 40.0,
          "ret_20d": {
            "mean_pct": -4.3,
            "median_pct": -8.28
          },
          "win_20d": 20.0,
          "worst_5d": {
            "mean_pct": -10.27,
            "median_pct": -8.84
          },
          "drawdown_gt5pct_5d": 100.0,
          "worst_10d": {
            "mean_pct": -11.22,
            "median_pct": -8.84
          },
          "drawdown_gt5pct_10d": 100.0,
          "next_day_down_rate": 80.0
        }
      }
    },
    "price_accel_plus_volume_turn": {
      "rank_bucket": {
        "11-20": {
          "sample_count": 2,
          "unique_stocks": 2,
          "avg_rank": 12.0,
          "ret_1d": {
            "mean_pct": -0.98,
            "median_pct": -0.98
          },
          "win_1d": 0.0,
          "ret_3d": {
            "mean_pct": -4.27,
            "median_pct": -4.27
          },
          "win_3d": 0.0,
          "ret_5d": {
            "mean_pct": -0.08,
            "median_pct": -0.08
          },
          "win_5d": 50.0,
          "ret_10d": {
            "mean_pct": 14.42,
            "median_pct": 14.42
          },
          "win_10d": 50.0,
          "ret_20d": {
            "mean_pct": 25.92,
            "median_pct": 25.92
          },
          "win_20d": 100.0,
          "worst_5d": {
            "mean_pct": -6.2,
            "median_pct": -6.2
          },
          "drawdown_gt5pct_5d": 50.0,
          "worst_10d": {
            "mean_pct": -14.99,
            "median_pct": -14.99
          },
          "drawdown_gt5pct_10d": 50.0,
          "next_day_down_rate": 100.0
        },
        "6-10": {
          "sample_count": 1,
          "unique_stocks": 1,
          "avg_rank": 9.0,
          "ret_1d": {
            "mean_pct": 0.25,
            "median_pct": 0.25
          },
          "win_1d": 100.0,
          "ret_3d": {
            "mean_pct": -7.22,
            "median_pct": -7.22
          },
          "win_3d": 0.0,
          "ret_5d": {
            "mean_pct": -1.34,
            "median_pct": -1.34
          },
          "win_5d": 0.0,
          "ret_10d": {
            "mean_pct": 10.25,
            "median_pct": 10.25
          },
          "win_10d": 100.0,
          "ret_20d": {
            "mean_pct": -0.88,
            "median_pct": -0.88
          },
          "win_20d": 0.0,
          "worst_5d": {
            "mean_pct": -8.84,
            "median_pct": -8.84
          },
          "drawdown_gt5pct_5d": 100.0,
          "worst_10d": {
            "mean_pct": -8.84,
            "median_pct": -8.84
          },
          "drawdown_gt5pct_10d": 100.0,
          "next_day_down_rate": 0.0
        }
      }
    },
    "full_theory_proxy": {
      "rank_bucket": {}
    },
    "full_theory_proxy_new_entry": {
      "rank_bucket": {}
    }
  },
  "conclusions": {
    "core": "在‘当前热股 + 当前飙升 + 近 30 日连板核心股’扩出的候选池里，过去一年真实进入热榜 Top30 的事件共有 1986 次，其中首次进入热榜的事件有 504 次。加入‘两日涨幅加速 + 放量代理 + 换手率 + 流通市值’后，严格样本缩到 0 次。这说明方法不是高频泛化选股，而是一个明显偏稀缺的情绪突破型 setup。",
    "edge": "严格代理口径在近一年没有命中样本，不能直接当成稳定可执行筛选器。当前最接近原理论且样本量还能看的，是“价格加速 + 放量代理”这一档，样本 24 次，5 日平均收益 1.61%，10 日平均收益 0.09%。如果只看价格加速 + 放量 + 换手率，样本 3 次，5 日平均收益 -0.50%。",
    "regime": "在 沪深300 多头环境下，“价格加速 + 放量代理”样本 5 日平均收益为 1.15%；震荡环境下为 2.53%；空头环境下为 --%。这意味着这套方法更适合在指数未明显转弱、且个股处在情绪扩散而不是极端拥挤时使用。",
    "heat": "热度最前排（1-5 名）与尾部（21-30 名）的表现并不等价。前排更容易在次日冲高回落，中段通常更稳。当前“价格加速 + 放量代理”样本里，1-5 名 5 日平均收益为 -10.70%，11-20 名为 4.18%，21-30 名为 -1.48%。",
    "risk": "风险主要来自三点：一是样本本身稀缺，二是历史量比只能用 5 日均量代理，三是热度事件有明显簇拥特征。同一只股票连续多日留在热榜时，边际收益通常递减；当 沪深300 20 日趋势转弱时，5 日内跌破 -5% 的概率会明显抬升。"
  }
}