{
  "status": "冻结研究候选，尚未替换线上策略",
  "frozen_date": "20261003",
  "data_through": "20260811",
  "signal": "regression40",
  "top": 1,
  "freq": "monthly",
  "vol": 0.25,
  "equity": 1.0,
  "regime": "ma120",
  "defense": 1,
  "abs": false,
  "goldshare": 1.0,
  "score": "244 * slope(log(split-adjusted price), 40 sessions) * R_squared",
  "market_gate": "CSI300 close > 120-session moving average at monthly signal",
  "minimum_observed_sessions": 200,
  "minimum_20day_average_turnover_rmb": 10000000,
  "volatility_estimation_sessions": 60,
  "cash_yield": 0,
  "cost_per_buy_or_sell": 0.002,
  "execution": "next session close",
  "maximum_order_prior_known_ADV_fraction": 0.01,
  "risk_note": "25%波动预算不能保证未来最大回撤不超过30%；当前模型允许集中持有一只行业ETF或黄金。",
  "recent_is_exploratory": true,
  "require_new_account_orders_from_actual_cash_and_holdings": true
}