{
  "created_at": "2026-11-12T00:36:46.534605+08:00",
  "input": "C:\\Users\\Administrator\\Documents\\ChatGPT\\长期投资系统\\outputs\\恢复推进-2026-11-11\\3号数据\\research\\frozen_bars.csv",
  "input_sha256": "5c21b931f97610bd7c8788b2dedc19e85cd4221216ed021dd8f6d8956d0d76e8",
  "archived_windows_sha256": "cbba54f636570c50e8af412ad0cfc2fc6645475ff348555344e4da0d7530da25",
  "symbols": [
    "SPY",
    "TLT",
    "GLD",
    "BIL"
  ],
  "weights": [
    0.25,
    0.25,
    0.25,
    0.25
  ],
  "cost_per_traded_notional": 0.0005,
  "rules": {
    "T1535": "strict below15/above35 daily close",
    "T2030": "strict below20/above30 daily close",
    "MONTHLY": "calendar month last common session close signal, excluding initial entry day"
  },
  "execution": "all rules freeze quantity at signal close and execute next common close; sell then scale buys to available cash; no leverage",
  "windows": "identical858 weekly fresh entries;493 full10yr,365 tails at least3yr",
  "count": "executed portfolio rebalances excluding initial investment and unexecuted final signal",
  "limits": "USD adjusted total-return proxy, issuer overlay; no tax/FX/terminal liquidation, no real dividend payment-date ledger;0.05% proportional transaction cost; overlapping samples not independent; short cohorts all terminate2026-11-10",
  "primary": "compare full10year cohorts; shorter horizons separately; no strategy adoption implied"
}