docs(experiments): add experiment 010 - start year sensitivity analysis

- Reproduce historical results: ca933e4 code achieves 43.20% annual return
- Attribution analysis: crash filter simplification (+4pp) + data extension (+2pp)
- Start year traversal: 2020-2025, all years show 34-57% annual return
- Compare ca933e4 vs HEAD (cabfee2) across different start years
- Add test_start_year_analysis.py for reproducibility

rotation/test_start_year_analysis.py

@@ -0,0 +1,112 @@
+"""
+Test different start years with select_num=1
+"""
+import os
+import sys
+import yaml
+from pathlib import Path
+from datetime import datetime
+
+PROJECT_ROOT = Path(__file__).parent.parent
+sys.path.insert(0, str(PROJECT_ROOT))
+
+from dotenv import load_dotenv
+load_dotenv(PROJECT_ROOT / '.env')
+
+from rotation.config_loader import load_rotation_config
+from rotation.simple_rotation import SimpleRotationStrategy
+
+
+def run_test(start_date: str, select_num: int) -> dict:
+    """Run backtest with specified start date and select_num."""
+    config_path = PROJECT_ROOT / 'rotation' / 'config_simple.yaml'
+    
+    with open(config_path, 'r') as f:
+        config = yaml.safe_load(f)
+    
+    config['backtest']['start_date'] = start_date
+    config['rotation']['select_num'] = select_num
+    
+    temp_config_path = PROJECT_ROOT / 'rotation' / 'temp_config.yaml'
+    with open(temp_config_path, 'w') as f:
+        yaml.dump(config, f)
+    
+    try:
+        strategy = SimpleRotationStrategy(str(temp_config_path))
+        result = strategy.run()
+        return result['metrics']
+    finally:
+        if temp_config_path.exists():
+            temp_config_path.unlink()
+
+
+def main():
+    select_num = 1
+    years = [2020, 2021, 2022, 2023, 2024, 2025]
+    
+    print(f"\n{'='*80}")
+    print(f"Testing select_num={select_num} with different start years")
+    print(f"{'='*80}")
+    
+    results = []
+    
+    for year in years:
+        start_date = f"{year}-01-01"
+        print(f"\nTesting start_date={start_date}...")
+        
+        try:
+            metrics = run_test(start_date, select_num)
+            results.append({
+                'start_year': year,
+                'start_date': start_date,
+                'select_num': select_num,
+                'total_return': metrics.get('total_return', 0),
+                'annual_return': metrics.get('annual_return', 0),
+                'max_drawdown': metrics.get('max_drawdown', 0),
+                'sharpe_ratio': metrics.get('sharpe_ratio', 0),
+                'rebalance_count': metrics.get('rebalance_count', 0),
+                'win_rate': metrics.get('win_rate', 0),
+            })
+            print(f"  Total Return: {metrics.get('total_return', 0)*100:.2f}%")
+            print(f"  Annual Return: {metrics.get('annual_return', 0)*100:.2f}%")
+            print(f"  Max Drawdown: {metrics.get('max_drawdown', 0)*100:.2f}%")
+            print(f"  Sharpe Ratio: {metrics.get('sharpe_ratio', 0):.3f}")
+            print(f"  Rebalance Count: {metrics.get('rebalance_count', 0)}")
+        except Exception as e:
+            print(f"  Error: {e}")
+            results.append({
+                'start_year': year,
+                'start_date': start_date,
+                'select_num': select_num,
+                'error': str(e)
+            })
+    
+    # Print summary table
+    print(f"\n{'='*80}")
+    print(f"SUMMARY TABLE (select_num={select_num})")
+    print(f"{'='*80}")
+    print(f"{'Start Year':<12} {'Total Return':<15} {'Annual Return':<15} {'Max Drawdown':<15} {'Sharpe':<10} {'Rebal':<8}")
+    print(f"{'-'*80}")
+    
+    for r in results:
+        if 'error' in r:
+            print(f"{r['start_year']:<12} {'ERROR':<15}")
+        else:
+            print(f"{r['start_year']:<12} {r['total_return']*100:>13.2f}% {r['annual_return']*100:>13.2f}% {r['max_drawdown']*100:>13.2f}% {r['sharpe_ratio']:>9.3f} {r['rebalance_count']:>7}")
+    
+    # Save results to YAML
+    output_path = PROJECT_ROOT / 'rotation' / 'results' / 'start_year_analysis.yaml'
+    output_path.parent.mkdir(exist_ok=True)
+    
+    with open(output_path, 'w') as f:
+        yaml.dump({
+            'select_num': select_num,
+            'test_date': datetime.now().isoformat(),
+            'results': results
+        }, f, default_flow_style=False)
+    
+    print(f"\nResults saved to: {output_path}")
+
+
+if __name__ == '__main__':
+    main()