2 Commits

Author	SHA1	Message	Date
aszerW	74f0eebef0	docs(experiment): add 1-day holding deep attribution analysis (006) ... - Rank decline: 70.3% (45/64), mostly rank=3 entry → rank=4/5 exit - Threshold breach: 25.0% (16/64), all actual momentum drops - 38% cases: own momentum rises but outranked by others - N225/GDAXI highest 1-day rate (22-26%), A-shares lowest (3-6%) - Optimization: min holding period, confidence filter, rank smoothing	2026-06-02 21:41:34 +08:00
aszerW	361b82fa4a	docs(experiment): add holding duration distribution analysis (006) ... - Analyze holding period distribution from simple_rotation_detail.json - 391 complete holding episodes across 11 assets - Median holding: 7 days, mean: 10.9 days - 75% of holdings within 16 days, 16.4% are 1-day switches - NDX has longest avg holding (17.4d), HSI shortest (6.5d) - Insight: consider minimum holding period to reduce noise trades	2026-06-02 21:36:46 +08:00