{
  "schema_version": "1.1",
  "portfolio_code": "myinvestpilot_cn_tech_momentum",
  "strategy_type": "standard",
  "as_of_date": "2026-08-25",
  "generated_at": "2026-08-25T01:48:43Z",
  "reporting_session": "2026-08-24",
  "data_freshness": {
    "latest_session": "2026-08-24",
    "calendar_days_behind": 1,
    "stale": false,
    "available": true
  },
  "provenance": {
    "source": "rule_engine",
    "schema_version": "1.1",
    "engine_ref": "24cc8a155fa87700eca8077aeb27e4be10578e89",
    "config_ref": "sha256:b7e7dff3d17a5cd996c976c45e587a8fc6dc6718822c6811ac40dc822bdd1a8f",
    "data_ref": "reporting_session:2026-08-24",
    "baseline_schema_version": "1.1",
    "baseline_ref": "prior_completed_episodes<2026-07-01",
    "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": 94.5,
    "cash_pct": 5.5,
    "estimated_invested_pct": 94.5,
    "valuation_basis": "position_value",
    "active_positions": 1,
    "total_symbols": 4,
    "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": -36.02,
    "max_drawdown_pct": -39.44,
    "drawdown_relative_level": "near_prior_extreme",
    "drawdown_vs_prior_max_ratio": 0.9133,
    "prior_max_drawdown_pct": -39.44,
    "prior_baseline_sample_end": "2026-07-01",
    "drawdown_percentile": 0.0236,
    "baseline_ref": "prior_completed_episodes<2026-07-01",
    "drawdown_vs_max_ratio": 0.9133,
    "drawdown_level": "deep",
    "net_value": 4.6635,
    "daily_change_pct": 0,
    "drawdown_abs_level": "severe"
  },
  "normality_assessment": {
    "assessment": "attention",
    "reason_codes": [
      "near_prior_drawdown_extreme"
    ],
    "confidence": "high",
    "source": "rule_engine",
    "traffic_light": "red",
    "label_zh": "当前回撤接近该策略此前已恢复的最深回撤（-39.44%）",
    "label_en": "Drawdown is close to the deepest previously recovered episode (-39.44%)",
    "action_zh": "当前状态触发了需要关注的条件，请查看触发原因和对应证据。它不是买卖指令。",
    "action_en": "A condition worth checking has been triggered. Review the reason and its evidence. This is not a trading instruction."
  },
  "continuity": {
    "traded_today": false,
    "label_zh": "最新交易日无交易",
    "label_en": "No trades in the latest session"
  },
  "strategy_expectancy": {
    "win_rate": 0.4694,
    "required_win_rate": 0.2966,
    "expectancy_margin": 0.1728,
    "sample_count": 49,
    "confidence": "medium",
    "scope": "full_backtest",
    "note_zh": "该指标衡量策略在完整回测期的交易期望余量，不表示当前回撤离危险区的距离，也不参与状态灯判定。",
    "note_en": "Historical expectancy margin over the full backtest. It is not a measure of how close the current drawdown is to danger, and it does not drive the status light."
  },
  "win_rate_context": {
    "required_win_rate": 0.2966,
    "recent_win_rate": 0.4694,
    "safety_margin": 0.1728,
    "confidence_level": "medium",
    "sample_count": 49
  }
}