{
  "name": "激进-短线",
  "generated_at": "2026-10-29 17:17",
  "preferences": {
    "risk": "激进",
    "risk_desc": "高波动容忍，集中持仓",
    "horizon": "短线",
    "horizon_desc": "周度调仓，短周期动量+反转",
    "style_request": {
      "momentum": 0.35,
      "reversal": 0.35,
      "trend": 0.3
    }
  },
  "universe": {
    "name": "sample",
    "benchmark": "000300"
  },
  "backtest_window": {
    "start": "2022-01-01",
    "end": "2030-01-01"
  },
  "selection": {
    "factors": {
      "momentum": 0.25,
      "quality_momentum": 0.10714285714285715,
      "low_vol": 0.10714285714285716,
      "trend": 0.2142857142857143,
      "reversal": 0.25,
      "high_52w": 0.03571428571428572,
      "liquidity": 0.03571428571428572
    },
    "factor_lookbacks": {
      "momentum": 20,
      "quality_momentum": 120,
      "reversal": 5,
      "low_vol": 60,
      "trend": 20,
      "high_52w": 250,
      "liquidity": 20
    },
    "max_positions": 8,
    "min_history": 120
  },
  "portfolio": {
    "rebalance_days": 5,
    "cash_buffer": 0.0,
    "max_weight": 0.2,
    "fwd_days": 5
  },
  "risk_control": {
    "target_vol": 0.28,
    "vol_lookback": 60,
    "max_drawdown_derisk": 0.35,
    "de_risk_ratio": 0.5,
    "trend_filter": true,
    "trend_filter_ma": 200
  },
  "execution": {
    "commission": 0.0003,
    "stamp_tax_sell": 0.0005,
    "slippage": 0.001
  }
}