{
  "engine_version": "LSRI Engine v1.0",
  "decided_at_utc": "2026-03-30T18:03:55.932146+00:00",
  "selection_policy": "multi-criteria: maximize mean OOS Sharpe on BTC/ETH/SOL with SOL Sharpe > 0.30",
  "selected_candidate": {
    "candidate": "c04_v23_s72_c12_cv2_cs2_r18",
    "config": {
      "name": "c04_v23_s72_c12_cv2_cs2_r18",
      "thr_vigilance": 2.3,
      "thr_stress": 7.2,
      "thr_critical": 12.0,
      "confirm_vigilance_days": 2,
      "confirm_stress_days": 2,
      "reentry_days": 18
    },
    "objective_mean_oos_sharpe_lsri": 0.527767,
    "assets": {
      "btc": {
        "avg_excess_return_vs_buy_hold": 5.3729,
        "oos_sharpe_lsri": 0.7826,
        "oos_sharpe_buy_hold": 0.3939,
        "json_report": "G:/applications/crypto_site/reports/wf_btc_c04_v23_s72_c12_cv2_cs2_r18.json"
      },
      "eth": {
        "avg_excess_return_vs_buy_hold": 5.6779,
        "oos_sharpe_lsri": 0.4014,
        "oos_sharpe_buy_hold": 0.2177,
        "json_report": "G:/applications/crypto_site/reports/wf_eth_c04_v23_s72_c12_cv2_cs2_r18.json"
      },
      "sol": {
        "avg_excess_return_vs_buy_hold": -19.2685,
        "oos_sharpe_lsri": 0.3993,
        "oos_sharpe_buy_hold": 0.4331,
        "json_report": "G:/applications/crypto_site/reports/wf_sol_c04_v23_s72_c12_cv2_cs2_r18.json"
      }
    }
  }
}