{
  "id": "PP-TH1535-20261110",
  "trigger": "daily close weights strictly below 15% or above 35%, tolerance 1e-12",
  "execution": "freeze units at signal close, next common session close; no monthly or annual rebalance",
  "symbols": [
    "SPY",
    "TLT",
    "GLD",
    "BIL"
  ],
  "weights": [
    0.25,
    0.25,
    0.25,
    0.25
  ],
  "costs_one_way_bps": [
    5,
    10
  ],
  "source": "C:\\Users\\Administrator\\Documents\\Codex\\2026-11-04\\windows-codex-ai-1-2-10\\outputs\\RC-01商品与现金-2026-11-07\\frozen_bars.csv",
  "source_sha256": "450af55d83af5830b4cd307da65db9f59fc0a61524101a7fa7d4bbfec5101be8",
  "start": "2007-05-30",
  "end": "2026-11-04",
  "sessions": 4891,
  "history": "frozen Yahoo total-return proxy; same qualification limits as RC-01",
  "no_new_data": true,
  "no_production_changes": true
}