{
  "schema_version": "1.1",
  "portfolio_code": "myinvestpilot_cn_dip_2",
  "strategy_type": "dca",
  "as_of_date": "2026-09-17",
  "generated_at": "2026-09-17T01:03:38Z",
  "reporting_session": "2026-09-16",
  "data_freshness": {
    "latest_session": "2026-09-16",
    "calendar_days_behind": 1,
    "stale": false,
    "available": true
  },
  "provenance": {
    "source": "rule_engine",
    "schema_version": "1.1",
    "engine_ref": "56d2f5d1359d58b8985c0ad84ca30f5b9c6ea080",
    "config_ref": "sha256:606df6a4ed0cc0246b6ed1934715618bc776915cfa4ea27518211879cca08cf3",
    "data_ref": "reporting_session:2026-09-16",
    "baseline_schema_version": "1.1",
    "baseline_ref": "prior_completed_episodes<2021-02-18",
    "version_mismatches": []
  },
  "headline": {
    "has_important_change": false,
    "label_zh": "最新交易日无重要变化",
    "label_en": "No significant changes in the latest session"
  },
  "current_state": {
    "position_state": "fully_invested",
    "status": "fully_invested",
    "invested_pct": 100.0,
    "cash_pct": 0.0,
    "estimated_invested_pct": 100.0,
    "valuation_basis": "position_value",
    "active_positions": 1,
    "total_symbols": 1,
    "status_label_zh": "满仓运行",
    "status_label_en": "Fully invested"
  },
  "change_summary": {
    "actions": {},
    "causes": {},
    "cause_labels_zh": [],
    "cause_labels_en": []
  },
  "risk_context": {
    "current_drawdown_pct": -13.35,
    "max_drawdown_pct": -45.38,
    "drawdown_relative_level": "within_prior_range",
    "drawdown_vs_prior_max_ratio": 0.2942,
    "prior_max_drawdown_pct": -45.38,
    "prior_baseline_sample_end": "2021-02-18",
    "drawdown_percentile": 0.7934,
    "baseline_ref": "prior_completed_episodes<2021-02-18",
    "drawdown_vs_max_ratio": 0.2942,
    "drawdown_level": "moderate",
    "net_value": 1.5155,
    "daily_change_pct": 0.6,
    "drawdown_abs_level": "significant"
  },
  "normality_assessment": {
    "assessment": "normal",
    "reason_codes": [
      "low_trade_sample"
    ],
    "confidence": "low",
    "source": "rule_engine",
    "traffic_light": "green",
    "label_zh": "历史上约 79% 的交易日回撤与当前相当或更深；历史上 2 次同等或更深的回撤中有 1 次已恢复",
    "label_en": "About 79% of historical sessions were at this drawdown or deeper; 1 of 2 comparable episodes have recovered",
    "action_zh": "当前状态符合该策略已知的运行范围。",
    "action_en": "Current state is inside this strategy's known operating range."
  },
  "continuity": {
    "traded_today": false,
    "label_zh": "最新交易日无交易",
    "label_en": "No trades in the latest session"
  },
  "dca_context": {
    "xirr": 0.0389,
    "xirr_display": "3.89%",
    "total_return_pct": 51.55,
    "note_zh": "定投策略以内部收益率(XIRR)衡量，胜率/盈亏比不适用",
    "note_en": "DCA strategy measured by XIRR; win rate / profit-loss ratio not applicable"
  }
}