{
  "name": "进取中线多因子",
  "generated_at": "2026-10-29 17:23",
  "preferences": {
    "risk": "进取",
    "risk_desc": "波动换收益，适度集中",
    "horizon": "中线",
    "horizon_desc": "月度调仓，经典中期动量",
    "style_request": {
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      "quality_momentum": 0.2,
      "trend": 0.35
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  "universe": {
    "name": "sample",
    "benchmark": "000300"
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  "backtest_window": {
    "start": "2022-01-01",
    "end": "2026-10-28"
  },
  "selection": {
    "factors": {
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      "trend": 0.2692307692307692,
      "high_52w": 0.038461538461538464,
      "liquidity": 0.038461538461538464
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    "factor_lookbacks": {
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      "quality_momentum": 120,
      "reversal": 5,
      "low_vol": 60,
      "trend": 120,
      "high_52w": 250,
      "liquidity": 20
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    "max_positions": 8,
    "min_history": 120
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  "portfolio": {
    "rebalance_days": 20,
    "cash_buffer": 0.02,
    "max_weight": 0.15,
    "fwd_days": 20
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  "risk_control": {
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    "vol_lookback": 60,
    "max_drawdown_derisk": 0.25,
    "de_risk_ratio": 0.5,
    "trend_filter": true,
    "trend_filter_ma": 200
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  "execution": {
    "commission": 0.0003,
    "stamp_tax_sell": 0.0005,
    "slippage": 0.001
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}