{
  "schema_version": "1.1",
  "portfolio_code": "myinvestpilot_us_3_a",
  "strategy_type": "standard",
  "as_of_date": "2026-09-09",
  "generated_at": "2026-09-09T08:03:12Z",
  "reporting_session": "2026-09-08",
  "data_freshness": {
    "latest_session": "2026-09-08",
    "calendar_days_behind": 1,
    "stale": false,
    "available": true
  },
  "provenance": {
    "source": "rule_engine",
    "schema_version": "1.1",
    "engine_ref": "24cc8a155fa87700eca8077aeb27e4be10578e89",
    "config_ref": "sha256:7057b0d652ef93d86adc44fdbe07b8dfc90f7434ed5b02f258f2fc15b60a7cad",
    "data_ref": "reporting_session:2026-09-08",
    "baseline_schema_version": "1.1",
    "baseline_ref": "prior_completed_episodes<2026-06-03",
    "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": "partially_invested",
    "status": "partially_invested",
    "invested_pct": 86.4,
    "cash_pct": 13.6,
    "estimated_invested_pct": 86.4,
    "valuation_basis": "position_value",
    "active_positions": 1,
    "total_symbols": 1,
    "status_label_zh": "部分持仓",
    "status_label_en": "Partially invested"
  },
  "change_summary": {
    "actions": {},
    "causes": {},
    "cause_labels_zh": [],
    "cause_labels_en": []
  },
  "risk_context": {
    "current_drawdown_pct": -40.06,
    "max_drawdown_pct": -40.06,
    "drawdown_relative_level": "beyond_prior_extreme",
    "drawdown_vs_prior_max_ratio": 1.0063,
    "prior_max_drawdown_pct": -39.81,
    "prior_baseline_sample_end": "2026-06-03",
    "drawdown_percentile": 0.0005,
    "baseline_ref": "prior_completed_episodes<2026-06-03",
    "drawdown_vs_max_ratio": 1.0,
    "drawdown_level": "deep",
    "net_value": 6.8155,
    "daily_change_pct": -0.25,
    "drawdown_abs_level": "severe"
  },
  "normality_assessment": {
    "assessment": "attention",
    "reason_codes": [
      "new_drawdown_extreme"
    ],
    "confidence": "high",
    "source": "rule_engine",
    "traffic_light": "red",
    "label_zh": "当前回撤已超出该策略此前已恢复的最深回撤（-39.81%），属于新的历史极值",
    "label_en": "Drawdown has moved beyond the deepest previously recovered episode (-39.81%) — a new extreme",
    "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": 0.3571,
    "required_win_rate": 0.2618,
    "expectancy_margin": 0.0953,
    "sample_count": 42,
    "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": 0.2618,
    "recent_win_rate": 0.3571,
    "safety_margin": 0.0953,
    "confidence_level": "medium",
    "sample_count": 42
  }
}