{
 "generated_at": "2026-11-10T18:40:06",
 "caliber": "模拟盘（非实盘），基期 2026-09-28 = 1.0000，未计费用；禁披露数量与金额",
 "live": {
  "as_of": "2026-11-10",
  "nav": 1.062661,
  "cum_pct": 6.266,
  "day_pct": -0.463,
  "bench_cum_pct": -6.488,
  "excess_pt": 12.754,
  "bench_cum_tr_pct": -6.154,
  "excess_tr_pt": 12.42,
  "cur_dd_pct": -0.4643046482917912,
  "max_dd_pct": -2.6190710139315176,
  "vol_pct": 11.665148099293962,
  "win_rate_pct": 65.38461538461539,
  "ann_pct": 73.192970948388,
  "trading_days": 27,
  "start": "2026-09-28",
  "start_nav": 0.997245
 },
 "backtest": {
  "range": "20050101~20260930",
  "period_months": 261,
  "start": "20050104",
  "end": "20260901",
  "ann_pct": 28.79,
  "ann_net_pct": 28.549999999999997,
  "cum_multiple": 244.4555,
  "bench_ann_pct": 11.58,
  "bench_tr_ann_pct": 13.750000000000002,
  "excess_pt": 17.21,
  "excess_tr_pt": 15.040000000000001,
  "excess_tr_net_pt": 14.799999999999999,
  "max_dd_pct": 47.12,
  "vol_pct": 26.8,
  "sharpe": 0.9997,
  "win_rate_pct": 61.3,
  "excess_win_pct": 59.0,
  "turnover_pct": 277.04,
  "tax_drag_ann_pt": 0.1918
 },
 "nav_series": [
  {
   "date": "2026-09-28",
   "nav": 0.997245,
   "day": 0.0,
   "cum": -0.275,
   "bnav": 1.0,
   "bcum": 0.0,
   "ex": -0.275,
   "dd": -0.275,
   "bnav_tr": 0.0,
   "bcum_tr": 0.0,
   "ex_tr": 0.0
  },
  {
   "date": "2026-09-29",
   "nav": 1.000465,
   "day": 0.323,
   "cum": 0.047,
   "bnav": 1.001026,
   "bcum": 0.103,
   "ex": -0.056,
   "dd": 0.0,
   "bnav_tr": 0.0,
   "bcum_tr": 0.0,
   "ex_tr": 0.0
  },
  {
   "date": "2026-09-30",
   "nav": 1.010179,
   "day": 0.971,
   "cum": 1.018,
   "bnav": 1.003884,
   "bcum": 0.388,
   "ex": 0.629,
   "dd": 0.0,
   "bnav_tr": 1.004051,
   "bcum_tr": 0.405,
   "ex_tr": 0.613
  },
  {
   "date": "2026-10-08",
   "nav": 1.017993,
   "day": 0.774,
   "cum": 1.799,
   "bnav": 0.992979,
   "bcum": -0.702,
   "ex": 2.501,
   "dd": 0.0,
   "bnav_tr": 0.993804,
   "bcum_tr": -0.62,
   "ex_tr": 2.419
  },
  {
   "date": "2026-10-09",
   "nav": 1.021498,
   "day": 0.344,
   "cum": 2.15,
   "bnav": 0.994586,
   "bcum": -0.541,
   "ex": 2.691,
   "dd": 0.0,
   "bnav_tr": 0.995496,
   "bcum_tr": -0.45,
   "ex_tr": 2.6
  },
  {
   "date": "2026-10-12",
   "nav": 1.033247,
   "day": 1.15,
   "cum": 3.325,
   "bnav": 0.987842,
   "bcum": -1.216,
   "ex": 4.541,
   "dd": 0.0,
   "bnav_tr": 0.988992,
   "bcum_tr": -1.101,
   "ex_tr": 4.426
  },
  {
   "date": "2026-10-13",
   "nav": 1.030221,
   "day": -0.293,
   "cum": 3.022,
   "bnav": 0.985008,
   "bcum": -1.499,
   "ex": 4.521,
   "dd": -0.293,
   "bnav_tr": 0.986237,
   "bcum_tr": -1.376,
   "ex_tr": 4.398
  },
  {
   "date": "2026-10-14",
   "nav": 1.038078,
   "day": 0.763,
   "cum": 3.808,
   "bnav": 0.971647,
   "bcum": -2.835,
   "ex": 6.643,
   "dd": 0.0,
   "bnav_tr": 0.97294,
   "bcum_tr": -2.706,
   "ex_tr": 6.514
  },
  {
   "date": "2026-10-15",
   "nav": 1.023039,
   "day": -1.449,
   "cum": 2.304,
   "bnav": 0.959744,
   "bcum": -4.026,
   "ex": 6.33,
   "dd": -1.449,
   "bnav_tr": 0.961101,
   "bcum_tr": -3.89,
   "ex_tr": 6.194
  },
  {
   "date": "2026-10-16",
   "nav": 1.032705,
   "day": 0.945,
   "cum": 3.27,
   "bnav": 0.960804,
   "bcum": -3.92,
   "ex": 7.19,
   "dd": -0.518,
   "bnav_tr": 0.962242,
   "bcum_tr": -3.776,
   "ex_tr": 7.046
  },
  {
   "date": "2026-10-19",
   "nav": 1.03564,
   "day": 0.284,
   "cum": 3.564,
   "bnav": 0.961707,
   "bcum": -3.829,
   "ex": 7.393,
   "dd": -0.235,
   "bnav_tr": 0.963387,
   "bcum_tr": -3.661,
   "ex_tr": 7.225
  },
  {
   "date": "2026-10-20",
   "nav": 1.028785,
   "day": -0.662,
   "cum": 2.879,
   "bnav": 0.95654,
   "bcum": -4.346,
   "ex": 7.224,
   "dd": -0.895,
   "bnav_tr": 0.958291,
   "bcum_tr": -4.171,
   "ex_tr": 7.049
  },
  {
   "date": "2026-10-21",
   "nav": 1.021108,
   "day": -0.746,
   "cum": 2.111,
   "bnav": 0.947285,
   "bcum": -5.271,
   "ex": 7.382,
   "dd": -1.635,
   "bnav_tr": 0.949098,
   "bcum_tr": -5.09,
   "ex_tr": 7.201
  },
  {
   "date": "2026-10-22",
   "nav": 1.012884,
   "day": -0.805,
   "cum": 1.288,
   "bnav": 0.92986,
   "bcum": -7.014,
   "ex": 8.302,
   "dd": -2.427,
   "bnav_tr": 0.931717,
   "bcum_tr": -6.828,
   "ex_tr": 8.117
  },
  {
   "date": "2026-10-23",
   "nav": 1.01089,
   "day": -0.197,
   "cum": 1.089,
   "bnav": 0.945764,
   "bcum": -5.424,
   "ex": 6.513,
   "dd": -2.619,
   "bnav_tr": 0.947731,
   "bcum_tr": -5.227,
   "ex_tr": 6.316
  },
  {
   "date": "2026-10-26",
   "nav": 1.023069,
   "day": 1.205,
   "cum": 2.307,
   "bnav": 0.945352,
   "bcum": -5.465,
   "ex": 7.772,
   "dd": -1.446,
   "bnav_tr": 0.947555,
   "bcum_tr": -5.245,
   "ex_tr": 7.551
  },
  {
   "date": "2026-10-27",
   "nav": 1.031129,
   "day": 0.788,
   "cum": 3.113,
   "bnav": 0.932914,
   "bcum": -6.709,
   "ex": 9.821,
   "dd": -0.669,
   "bnav_tr": 0.935165,
   "bcum_tr": -6.483,
   "ex_tr": 9.596
  },
  {
   "date": "2026-10-28",
   "nav": 1.026218,
   "day": -0.476,
   "cum": 2.622,
   "bnav": 0.94082,
   "bcum": -5.918,
   "ex": 8.54,
   "dd": -1.143,
   "bnav_tr": 0.943169,
   "bcum_tr": -5.683,
   "ex_tr": 8.305
  },
  {
   "date": "2026-10-29",
   "nav": 1.039969,
   "day": 1.34,
   "cum": 3.997,
   "bnav": 0.931137,
   "bcum": -6.886,
   "ex": 10.883,
   "dd": 0.0,
   "bnav_tr": 0.933539,
   "bcum_tr": -6.646,
   "ex_tr": 10.643
  },
  {
   "date": "2026-10-30",
   "nav": 1.051128,
   "day": 1.073,
   "cum": 5.113,
   "bnav": 0.918158,
   "bcum": -8.184,
   "ex": 13.297,
   "dd": 0.0,
   "bnav_tr": 0.920604,
   "bcum_tr": -7.94,
   "ex_tr": 13.052
  },
  {
   "date": "2026-11-02",
   "nav": 1.057947,
   "day": 0.649,
   "cum": 5.795,
   "bnav": 0.925396,
   "bcum": -7.46,
   "ex": 13.255,
   "dd": 0.0,
   "bnav_tr": 0.928092,
   "bcum_tr": -7.191,
   "ex_tr": 12.986
  },
  {
   "date": "2026-11-03",
   "nav": 1.065284,
   "day": 0.694,
   "cum": 6.528,
   "bnav": 0.923543,
   "bcum": -7.646,
   "ex": 14.174,
   "dd": 0.0,
   "bnav_tr": 0.926311,
   "bcum_tr": -7.369,
   "ex_tr": 13.897
  },
  {
   "date": "2026-11-04",
   "nav": 1.067618,
   "day": 0.219,
   "cum": 6.762,
   "bnav": 0.944844,
   "bcum": -5.516,
   "ex": 12.277,
   "dd": 0.0,
   "bnav_tr": 0.947754,
   "bcum_tr": -5.225,
   "ex_tr": 11.986
  },
  {
   "date": "2026-11-05",
   "nav": 1.060805,
   "day": -0.638,
   "cum": 6.08,
   "bnav": 0.947626,
   "bcum": -5.237,
   "ex": 11.318,
   "dd": -0.638,
   "bnav_tr": 0.950623,
   "bcum_tr": -4.938,
   "ex_tr": 11.018
  },
  {
   "date": "2026-11-06",
   "nav": 1.064349,
   "day": 0.334,
   "cum": 6.435,
   "bnav": 0.934003,
   "bcum": -6.6,
   "ex": 13.035,
   "dd": -0.306,
   "bnav_tr": 0.937035,
   "bcum_tr": -6.297,
   "ex_tr": 12.731
  },
  {
   "date": "2026-11-09",
   "nav": 1.067608,
   "day": 0.306,
   "cum": 6.761,
   "bnav": 0.934425,
   "bcum": -6.558,
   "ex": 13.318,
   "dd": -0.001,
   "bnav_tr": 0.937692,
   "bcum_tr": -6.231,
   "ex_tr": 12.992
  },
  {
   "date": "2026-11-10",
   "nav": 1.062661,
   "day": -0.463,
   "cum": 6.266,
   "bnav": 0.935116,
   "bcum": -6.488,
   "ex": 12.754,
   "dd": -0.464,
   "bnav_tr": 0.938464,
   "bcum_tr": -6.154,
   "ex_tr": 12.42
  }
 ],
 "backtest_series": [
  [
   "20050104",
   1.018109,
   0.95595
  ],
  [
   "20050201",
   1.092341,
   1.037096
  ],
  [
   "20050301",
   1.034067,
   0.975426
  ],
  [
   "20050401",
   0.994417,
   0.941232
  ],
  [
   "20050509",
   0.90241,
   0.845469
  ],
  [
   "20050601",
   0.978783,
   0.848975
  ],
  [
   "20050701",
   1.045308,
   0.86146
  ],
  [
   "20050801",
   1.07119,
   0.916159
  ],
  [
   "20050901",
   1.030854,
   0.895825
  ],
  [
   "20051010",
   0.987617,
   0.852346
  ],
  [
   "20051101",
   0.987584,
   0.849219
  ],
  [
   "20051201",
   1.07168,
   0.91492
  ],
  [
   "20060104",
   1.150595,
   1.023689
  ],
  [
   "20060206",
   1.247958,
   1.071366
  ],
  [
   "20060301",
   1.227202,
   1.098135
  ],
  [
   "20060403",
   1.302239,
   1.260983
  ],
  [
   "20060508",
   1.638912,
   1.508944
  ],
  [
   "20060601",
   1.697051,
   1.56959
  ],
  [
   "20060703",
   1.546307,
   1.443587
  ],
  [
   "20060801",
   1.557035,
   1.470096
  ],
  [
   "20060901",
   1.664109,
   1.577031
  ],
  [
   "20061009",
   1.90776,
   1.662602
  ],
  [
   "20061101",
   2.424906,
   1.963175
  ],
  [
   "20061201",
   3.095447,
   2.367099
  ],
  [
   "20070104",
   3.669915,
   2.7778
  ],
  [
   "20070201",
   4.266408,
   2.880519
  ],
  [
   "20070301",
   4.639841,
   3.226396
  ],
  [
   "20070402",
   6.676886,
   4.275169
  ],
  [
   "20070508",
   7.142883,
   4.569785
  ],
  [
   "20070601",
   6.723302,
   4.371658
  ],
  [
   "20070702",
   7.544069,
   4.983036
  ],
  [
   "20070801",
   9.281329,
   6.053929
  ],
  [
   "20070903",
   10.05083,
   6.461193
  ],
  [
   "20071008",
   9.571709,
   6.48947
  ],
  [
   "20071101",
   8.689433,
   5.444656
  ],
  [
   "20071203",
   10.427336,
   6.189048
  ],
  [
   "20080102",
   9.218865,
   5.300585
  ],
  [
   "20080201",
   9.653692,
   5.496012
  ],
  [
   "20080303",
   8.455724,
   4.212478
  ],
  [
   "20080401",
   8.948912,
   4.507257
  ],
  [
   "20080505",
   8.121897,
   4.127824
  ],
  [
   "20080602",
   6.790291,
   3.084269
  ],
  [
   "20080701",
   7.402057,
   3.138369
  ],
  [
   "20080801",
   6.486619,
   2.583421
  ],
  [
   "20080901",
   6.535189,
   2.299394
  ],
  [
   "20081006",
   5.513872,
   1.69462
  ],
  [
   "20081103",
   6.501932,
   1.898896
  ],
  [
   "20081201",
   6.359266,
   1.953936
  ],
  [
   "20090105",
   7.459192,
   2.21121
  ],
  [
   "20090202",
   8.129024,
   2.35479
  ],
  [
   "20090302",
   8.993892,
   2.803343
  ],
  [
   "20090401",
   9.619834,
   3.034197
  ],
  [
   "20090504",
   10.016058,
   3.306518
  ],
  [
   "20090601",
   11.391792,
   3.879461
  ],
  [
   "20090701",
   12.481796,
   4.639745
  ],
  [
   "20090803",
   11.600115,
   3.532905
  ],
  [
   "20090901",
   12.056059,
   3.949123
  ],
  [
   "20091009",
   13.336052,
   4.459055
  ],
  [
   "20091102",
   15.492854,
   4.840283
  ],
  [
   "20091201",
   14.985509,
   4.872752
  ],
  [
   "20100104",
   16.039424,
   4.296339
  ],
  [
   "20100201",
   17.497019,
   4.457602
  ],
  [
   "20100301",
   18.317071,
   4.607387
  ],
  [
   "20100401",
   16.671078,
   4.158209
  ],
  [
   "20100504",
   15.643998,
   3.720062
  ],
  [
   "20100601",
   14.46679,
   3.388474
  ],
  [
   "20100701",
   15.650175,
   3.856742
  ],
  [
   "20100802",
   15.026719,
   3.877172
  ],
  [
   "20100901",
   15.140393,
   4.065536
  ],
  [
   "20101008",
   16.902187,
   4.809823
  ],
  [
   "20101101",
   16.01391,
   4.462667
  ],
  [
   "20101201",
   15.975845,
   4.537636
  ],
  [
   "20110104",
   16.375679,
   4.463694
  ],
  [
   "20110201",
   16.689023,
   4.722524
  ],
  [
   "20110301",
   17.001839,
   4.770872
  ],
  [
   "20110401",
   17.607567,
   4.752881
  ],
  [
   "20110503",
   17.028723,
   4.472201
  ],
  [
   "20110601",
   16.726715,
   4.544001
  ],
  [
   "20110701",
   16.12661,
   4.444936
  ],
  [
   "20110801",
   15.298956,
   4.239233
  ],
  [
   "20110901",
   14.705394,
   3.807847
  ],
  [
   "20111010",
   15.362722,
   3.979232
  ],
  [
   "20111101",
   15.21153,
   3.814337
  ],
  [
   "20111201",
   14.994369,
   3.477362
  ],
  [
   "20120104",
   15.616444,
   3.600782
  ],
  [
   "20120201",
   16.105343,
   3.847853
  ],
  [
   "20120301",
   15.699427,
   3.670644
  ],
  [
   "20120405",
   16.285742,
   4.012433
  ],
  [
   "20120502",
   15.92333,
   4.022878
  ],
  [
   "20120601",
   15.273766,
   3.767933
  ],
  [
   "20120702",
   14.536808,
   3.610337
  ],
  [
   "20120801",
   14.337538,
   3.448538
  ],
  [
   "20120903",
   14.341898,
   3.550499
  ],
  [
   "20121008",
   14.734103,
   3.557896
  ],
  [
   "20121101",
   14.657327,
   3.327573
  ],
  [
   "20121203",
   16.111438,
   3.925928
  ],
  [
   "20130104",
   17.342092,
   4.268853
  ],
  [
   "20130201",
   17.190176,
   4.240182
  ],
  [
   "20130301",
   16.390783,
   3.954462
  ],
  [
   "20130401",
   16.241316,
   3.882437
  ],
  [
   "20130502",
   16.831535,
   4.128834
  ],
  [
   "20130603",
   15.030779,
   3.506108
  ],
  [
   "20130701",
   15.341198,
   3.577363
  ],
  [
   "20130801",
   16.60416,
   3.785063
  ],
  [
   "20130902",
   16.729499,
   3.994284
  ],
  [
   "20131008",
   16.811982,
   3.954373
  ],
  [
   "20131101",
   17.269468,
   4.029464
  ],
  [
   "20131202",
   16.484907,
   3.836226
  ],
  [
   "20140102",
   15.865757,
   3.642688
  ],
  [
   "20140207",
   16.153311,
   3.622704
  ],
  [
   "20140303",
   16.09862,
   3.596342
  ],
  [
   "20140401",
   15.996101,
   3.613383
  ],
  [
   "20140505",
   16.412894,
   3.598753
  ],
  [
   "20140603",
   16.645412,
   3.612263
  ],
  [
   "20140701",
   17.947763,
   3.886353
  ],
  [
   "20140801",
   17.928465,
   3.894723
  ],
  [
   "20140901",
   19.258731,
   4.128075
  ],
  [
   "20141008",
   20.287474,
   4.231754
  ],
  [
   "20141103",
   22.614256,
   4.757267
  ],
  [
   "20141201",
   30.124843,
   6.167631
  ],
  [
   "20150105",
   30.920046,
   5.853908
  ],
  [
   "20150202",
   33.002278,
   6.138354
  ],
  [
   "20150302",
   41.539661,
   7.08508
  ],
  [
   "20150401",
   47.622013,
   8.373171
  ],
  [
   "20150504",
   60.134211,
   8.948385
  ],
  [
   "20150601",
   54.933611,
   7.861811
  ],
  [
   "20150701",
   50.543317,
   6.730332
  ],
  [
   "20150803",
   48.576747,
   5.928658
  ],
  [
   "20150901",
   50.227272,
   5.805287
  ],
  [
   "20151008",
   51.237299,
   6.300124
  ],
  [
   "20151102",
   52.479566,
   6.402825
  ],
  [
   "20151201",
   51.681646,
   6.228061
  ],
  [
   "20160104",
   45.038544,
   4.842632
  ],
  [
   "20160201",
   45.307294,
   4.817322
  ],
  [
   "20160301",
   50.000036,
   5.393947
  ],
  [
   "20160401",
   49.726903,
   5.386334
  ],
  [
   "20160503",
   50.470984,
   5.392831
  ],
  [
   "20160601",
   51.318776,
   5.366695
  ],
  [
   "20160701",
   53.687978,
   5.405639
  ],
  [
   "20160801",
   54.822253,
   5.570391
  ],
  [
   "20160901",
   54.284572,
   5.513599
  ],
  [
   "20161010",
   55.601052,
   5.692854
  ],
  [
   "20161101",
   59.021469,
   6.083196
  ],
  [
   "20161201",
   57.639542,
   5.746579
  ],
  [
   "20170103",
   59.361203,
   5.841044
  ],
  [
   "20170203",
   60.954626,
   5.962563
  ],
  [
   "20170301",
   60.711983,
   6.050779
  ],
  [
   "20170405",
   60.005791,
   5.999182
  ],
  [
   "20170502",
   62.705764,
   6.100306
  ],
  [
   "20170601",
   63.374614,
   6.376193
  ],
  [
   "20170703",
   68.044498,
   6.556314
  ],
  [
   "20170801",
   68.818659,
   6.718851
  ],
  [
   "20170901",
   67.863253,
   6.824524
  ],
  [
   "20171009",
   68.032089,
   7.109361
  ],
  [
   "20171101",
   67.577984,
   7.094124
  ],
  [
   "20171201",
   69.370251,
   7.238093
  ],
  [
   "20180102",
   75.65736,
   7.624238
  ],
  [
   "20180201",
   71.30329,
   7.219818
  ],
  [
   "20180301",
   68.783349,
   6.9745
  ],
  [
   "20180402",
   66.246898,
   6.733247
  ],
  [
   "20180502",
   67.222219,
   6.757808
  ],
  [
   "20180601",
   61.854555,
   6.056834
  ],
  [
   "20180702",
   63.109305,
   5.947137
  ],
  [
   "20180801",
   61.112641,
   5.61605
  ],
  [
   "20180903",
   61.706725,
   5.542621
  ],
  [
   "20181008",
   61.084007,
   5.120593
  ],
  [
   "20181101",
   61.746635,
   5.294517
  ],
  [
   "20181203",
   60.793487,
   4.955503
  ],
  [
   "20190102",
   64.382504,
   5.345174
  ],
  [
   "20190201",
   70.116407,
   6.260209
  ],
  [
   "20190301",
   71.784574,
   6.779809
  ],
  [
   "20190401",
   69.313838,
   6.451139
  ],
  [
   "20190506",
   66.867003,
   5.987585
  ],
  [
   "20190603",
   69.528075,
   6.492387
  ],
  [
   "20190701",
   68.429304,
   6.454835
  ],
  [
   "20190801",
   66.743699,
   6.476646
  ],
  [
   "20190902",
   66.750046,
   6.54158
  ],
  [
   "20191008",
   67.426701,
   6.777992
  ],
  [
   "20191101",
   66.591165,
   6.689591
  ],
  [
   "20191202",
   69.743748,
   7.254944
  ],
  [
   "20200102",
   61.866309,
   6.531996
  ],
  [
   "20200203",
   59.402585,
   6.639285
  ],
  [
   "20200302",
   56.917826,
   6.192779
  ],
  [
   "20200401",
   57.277039,
   6.612955
  ],
  [
   "20200506",
   56.71935,
   6.712264
  ],
  [
   "20200601",
   57.755817,
   7.373168
  ],
  [
   "20200701",
   60.989462,
   8.448628
  ],
  [
   "20200803",
   61.904904,
   8.713288
  ],
  [
   "20200901",
   60.380984,
   8.468934
  ],
  [
   "20201009",
   60.381927,
   8.715289
  ],
  [
   "20201102",
   65.996803,
   9.405352
  ],
  [
   "20201201",
   63.399307,
   9.988335
  ],
  [
   "20210104",
   61.982824,
   10.383863
  ],
  [
   "20210201",
   64.437071,
   10.513497
  ],
  [
   "20210301",
   72.868014,
   10.068312
  ],
  [
   "20210401",
   71.112268,
   10.093784
  ],
  [
   "20210506",
   72.444881,
   10.523643
  ],
  [
   "20210601",
   71.389649,
   10.32248
  ],
  [
   "20210701",
   68.179999,
   9.748839
  ],
  [
   "20210802",
   72.259874,
   9.866945
  ],
  [
   "20210901",
   79.376738,
   10.122213
  ],
  [
   "20211008",
   77.062311,
   10.172772
  ],
  [
   "20211101",
   77.22436,
   10.038229
  ],
  [
   "20211201",
   82.826064,
   10.216349
  ],
  [
   "20220104",
   84.57719,
   9.582986
  ],
  [
   "20220207",
   86.768924,
   9.700403
  ],
  [
   "20220301",
   87.934408,
   9.053632
  ],
  [
   "20220401",
   85.637492,
   8.598242
  ],
  [
   "20220505",
   87.082719,
   8.741543
  ],
  [
   "20220601",
   88.588759,
   9.543147
  ],
  [
   "20220701",
   87.100588,
   8.912607
  ],
  [
   "20220801",
   91.426913,
   8.642528
  ],
  [
   "20220901",
   93.110126,
   7.884168
  ],
  [
   "20221010",
   89.68808,
   7.530428
  ],
  [
   "20221101",
   95.356082,
   8.359012
  ],
  [
   "20221201",
   94.554226,
   8.434645
  ],
  [
   "20230103",
   96.389854,
   9.141144
  ],
  [
   "20230201",
   98.424802,
   9.075356
  ],
  [
   "20230301",
   102.441921,
   9.122416
  ],
  [
   "20230403",
   113.046046,
   9.075847
  ],
  [
   "20230504",
   115.299239,
   8.575271
  ],
  [
   "20230601",
   115.491317,
   8.788251
  ],
  [
   "20230703",
   125.667939,
   9.143994
  ],
  [
   "20230801",
   120.939746,
   8.635781
  ],
  [
   "20230901",
   123.786806,
   8.45106
  ],
  [
   "20231009",
   120.233674,
   8.179649
  ],
  [
   "20231101",
   120.658029,
   7.974443
  ],
  [
   "20231201",
   119.995923,
   7.723896
  ],
  [
   "20240102",
   128.217263,
   7.243509
  ],
  [
   "20240201",
   134.716647,
   7.969924
  ],
  [
   "20240301",
   136.71683,
   8.15029
  ],
  [
   "20240401",
   142.583021,
   8.427661
  ],
  [
   "20240506",
   150.338892,
   8.391084
  ],
  [
   "20240603",
   153.795156,
   8.152618
  ],
  [
   "20240701",
   158.410855,
   8.052783
  ],
  [
   "20240801",
   154.580032,
   7.638514
  ],
  [
   "20240902",
   179.720598,
   9.788012
  ],
  [
   "20241008",
   178.045195,
   9.476582
  ],
  [
   "20241101",
   182.905477,
   9.614392
  ],
  [
   "20241202",
   192.260323,
   9.378292
  ],
  [
   "20250102",
   184.710566,
   9.045058
  ],
  [
   "20250205",
   178.924461,
   9.214221
  ],
  [
   "20250303",
   188.168646,
   9.208627
  ],
  [
   "20250401",
   186.716022,
   9.022048
  ],
  [
   "20250506",
   202.848322,
   9.216931
  ],
  [
   "20250603",
   212.001252,
   9.463033
  ],
  [
   "20250701",
   212.852483,
   9.74877
  ],
  [
   "20250801",
   209.586474,
   10.820687
  ],
  [
   "20250901",
   200.954301,
   11.332557
  ],
  [
   "20251009",
   209.888426,
   11.363588
  ],
  [
   "20251103",
   213.570773,
   11.206416
  ],
  [
   "20251201",
   210.638984,
   11.679467
  ],
  [
   "20260105",
   213.036615,
   11.619038
  ],
  [
   "20260202",
   216.697673,
   11.674178
  ],
  [
   "20260302",
   214.229416,
   11.21672
  ],
  [
   "20260401",
   219.968577,
   12.293145
  ],
  [
   "20260506",
   221.421241,
   12.387641
  ],
  [
   "20260601",
   210.418628,
   12.556934
  ],
  [
   "20260701",
   243.11124,
   11.45679
  ],
  [
   "20260803",
   241.212036,
   11.514854
  ],
  [
   "20260901",
   245.455546,
   10.848922
  ]
 ],
 "holdings_monthly": [
  {
   "month": "2026-09",
   "date": "2026-09-30",
   "items": [
    {
     "code": "600033.SH",
     "name": "福建高速",
     "ind": "路桥",
     "w_pct": 9.08
    },
    {
     "code": "000001.SZ",
     "name": "平安银行",
     "ind": "银行",
     "w_pct": 9.07
    },
    {
     "code": "601006.SH",
     "name": "大秦铁路",
     "ind": "铁路",
     "w_pct": 9.06
    },
    {
     "code": "002839.SZ",
     "name": "张家港行",
     "ind": "银行",
     "w_pct": 9.01
    },
    {
     "code": "601916.SH",
     "name": "浙商银行",
     "ind": "银行",
     "w_pct": 9.01
    },
    {
     "code": "600757.SH",
     "name": "长江传媒",
     "ind": "出版业",
     "w_pct": 8.97
    },
    {
     "code": "002807.SZ",
     "name": "江阴银行",
     "ind": "银行",
     "w_pct": 8.95
    },
    {
     "code": "600729.SH",
     "name": "重百集团",
     "ind": "百货",
     "w_pct": 8.9
    },
    {
     "code": "600987.SH",
     "name": "航民股份",
     "ind": "纺织",
     "w_pct": 8.84
    },
    {
     "code": "601919.SH",
     "name": "中远海控",
     "ind": "水运",
     "w_pct": 8.72
    }
   ]
  },
  {
   "month": "2026-10",
   "date": "2026-10-30",
   "items": [
    {
     "code": "600757.SH",
     "name": "长江传媒",
     "ind": "出版业",
     "w_pct": 9.94
    },
    {
     "code": "601919.SH",
     "name": "中远海控",
     "ind": "水运",
     "w_pct": 9.14
    },
    {
     "code": "002839.SZ",
     "name": "张家港行",
     "ind": "银行",
     "w_pct": 9.03
    },
    {
     "code": "002807.SZ",
     "name": "江阴银行",
     "ind": "银行",
     "w_pct": 8.93
    },
    {
     "code": "601006.SH",
     "name": "大秦铁路",
     "ind": "铁路",
     "w_pct": 8.92
    },
    {
     "code": "601916.SH",
     "name": "浙商银行",
     "ind": "银行",
     "w_pct": 8.87
    },
    {
     "code": "000001.SZ",
     "name": "平安银行",
     "ind": "银行",
     "w_pct": 8.77
    },
    {
     "code": "600987.SH",
     "name": "航民股份",
     "ind": "纺织",
     "w_pct": 8.77
    },
    {
     "code": "600033.SH",
     "name": "福建高速",
     "ind": "路桥",
     "w_pct": 8.65
    },
    {
     "code": "600729.SH",
     "name": "重百集团",
     "ind": "百货",
     "w_pct": 8.54
    }
   ]
  },
  {
   "month": "2026-11",
   "date": "2026-11-10",
   "items": [
    {
     "code": "600757.SH",
     "name": "长江传媒",
     "ind": "出版业",
     "w_pct": 10.35
    },
    {
     "code": "002807.SZ",
     "name": "江阴银行",
     "ind": "银行",
     "w_pct": 9.02
    },
    {
     "code": "600987.SH",
     "name": "航民股份",
     "ind": "纺织",
     "w_pct": 8.95
    },
    {
     "code": "002839.SZ",
     "name": "张家港行",
     "ind": "银行",
     "w_pct": 8.91
    },
    {
     "code": "000001.SZ",
     "name": "平安银行",
     "ind": "银行",
     "w_pct": 8.84
    },
    {
     "code": "601916.SH",
     "name": "浙商银行",
     "ind": "银行",
     "w_pct": 8.83
    },
    {
     "code": "601006.SH",
     "name": "大秦铁路",
     "ind": "铁路",
     "w_pct": 8.83
    },
    {
     "code": "600729.SH",
     "name": "重百集团",
     "ind": "百货",
     "w_pct": 8.77
    },
    {
     "code": "600033.SH",
     "name": "福建高速",
     "ind": "路桥",
     "w_pct": 8.61
    },
    {
     "code": "601919.SH",
     "name": "中远海控",
     "ind": "水运",
     "w_pct": 8.57
    }
   ]
  }
 ]
}