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"AUD_USD": {"cftc_code": "232741", "class": "fx", "tradable": true, "verified_sharpe_11y": 0.46, "recommended_hold_weeks": 2, "hit_rate": 0.537, "n_trades": 41, "max_dd": -0.06, "recent_2y_sum_ret_pct": 16.3, "recent_2y_hit_rate": 0.583, "note": "★★ 2y paper +16%, robust"}, "CAD_USD": {"cftc_code": "090741", "class": "fx", "tradable": true, "verified_sharpe_11y": 0.37, "recommended_hold_weeks": 2, "hit_rate": 0.5, "n_trades": 64, "max_dd": -0.052, "recent_2y_sum_ret_pct": -4.2, "recent_2y_hit_rate": 0.379, "note": "D6 补: 11y 翻正但 2y paper 微负. 保留小仓, 观察 12 个月"}, "CHF_USD": {"cftc_code": "092741", "class": "fx", "tradable": true, "verified_sharpe_11y": 0.48, "recommended_hold_weeks": 1, "hit_rate": 0.611, "n_trades": 36, "max_dd": -0.063, "recent_2y_sum_ret_pct": 9.8, "recent_2y_hit_rate": 0.611, "note": "★★ 2y paper +9.8%, hit 61% robust"}, "NZD_USD": {"cftc_code": "112741", "class": "fx", "tradable": true, "verified_sharpe_11y": 0.29, "recommended_hold_weeks": 8, "hit_rate": 0.556, "n_trades": 54, "max_dd": -0.104, "recent_2y_sum_ret_pct": 22.6, "recent_2y_hit_rate": 0.6, "note": "★★ D6 补: 8w hold 最优, 2y paper +22.6% robust (前 D5 4w -2% 因 hold 期短)"}, "MXN_USD": {"cftc_code": "095741", "class": "fx", "tradable": false, "reason": "regime shift + 弱信号 · Sharpe -0.02 to -0.21"}, "SP500_ES": {"cftc_code": "13874A", "class": "equity", "tradable": false, "reason": "buy-hold SP500 dominant (+272%), COT edge marginal +0.07/8w"}, "SP500_CONS": {"cftc_code": "13874+", "class": "equity", "tradable": false, "reason": "same as SP500_ES, negative all periods"}, "NASDAQ_MINI": {"cftc_code": "209742", "class": "equity", "tradable": false, "reason": "n=22 太少, Sharpe mixed -0.11 to +0.14"}, "DJIA_CONS": {"cftc_code": "12460+", "class": "equity", "tradable": true, "verified_sharpe_11y": 0.39, "recommended_hold_weeks": 8, "hit_rate": 0.788, "n_trades": 52, "max_dd": -0.105, "recent_2y_sum_ret_pct": 39.6, "recent_2y_hit_rate": 0.867, "note": "★★★ D6 新: 2y paper hit 86.7% +39.6% · 11y hit 78.8% · MaxDD -10.5% 最 clean equity"}, "VIX": {"cftc_code": "1170E1", "class": "vol", "tradable": false, "verified_sharpe_11y": 0.41, "recent_2y_sum_ret_pct": -50.3, "recent_2y_hit_rate": 0.444, "reason": "11y Sharpe +0.41 但 2024-2026 paper trader -50% (regime shift). 观察面板"}, "BTC_CME": {"cftc_code": "133741", "class": "crypto", "tradable": true, "verified_sharpe_11y": 0.63, "recommended_hold_weeks": 4, "hit_rate": 0.573, "n_trades": 96, "max_dd": -0.585, "max_dd_warn": true, "recent_2y_sum_ret_pct": 197.6, "recent_2y_hit_rate": 0.727, "note": "★★★ D6 王炸: 2y paper +197.6% hit 72.7% · 11y +742%. MaxDD -58% 需小仓 (5-10% NAV/trade)"}, "WTI_NYMEX": {"cftc_code": "067651", "class": "energy", "tradable": false, "reason": "Sharpe +0.10-0.17, MaxDD -41% 太大 · 建议加 stop-loss 再看"}, "WTI_ICE": {"cftc_code": "067411", "class": "energy", "tradable": false, "reason": "n=20 太少, Sharpe -0.26 到 -0.40 全负 · 数据/信号质量差, 判否"}, "BRENT_NYMEX": {"cftc_code": "06765T", "class": "energy", "tradable": false, "verified_sharpe_11y": 0.36, "recent_2y_sum_ret_pct": -75.4, "recent_2y_hit_rate": 0.0, "reason": "11y Sharpe +0.36 但 2024-2026 paper -75% (0/8 hit!). 判否, 加入观察面板"}, "NATGAS": {"cftc_code": "023651", "class": "energy", "tradable": true, "verified_sharpe_11y": 0.35, "recommended_hold_weeks": 1, "hit_rate": 0.567, "n_trades": 60, "max_dd": -0.344, "max_dd_warn": true, "recent_2y_sum_ret_pct": 81.4, "recent_2y_hit_rate": 0.538, "note": "★★★ D6 新: 2y paper +81.4% vs 11y +71%. 1w hold 最优 · MaxDD -34% 需小仓"}, "GOLD": {"cftc_code": "088691", "class": "metal", "tradable": false, "reason": "buy-hold GOLD +246% dominant, COT edge Sharpe -0.22 到 -0.03 全负"}, "SILVER": {"cftc_code": "084691", "class": "metal", "tradable": false, "verified_sharpe_11y": 0.35, "recent_2y_sum_ret_pct": -70.7, "recent_2y_hit_rate": 0.4, "reason": "11y Sharpe +0.35 但 2024-2026 paper -70% (regime shift). 判否观察"}, "COPPER": {"cftc_code": "085692", "class": "metal", "tradable": false, "reason": "Sharpe -0.10 到 +0.13, 混合信号, buy-hold HG +120% dominant"}, "SOYBEAN": {"cftc_code": "005602", "class": "grain", "tradable": false, "verified_sharpe_11y": 0.23, "reason": "marginal Sharpe 0.04-0.23, 8w -0.21 · 观察"}, "CORN": {"cftc_code": "002602", "class": "grain", "tradable": false, "reason": "全负 Sharpe -0.11 到 -0.58, corn 长期 trend dominant"}, "WHEAT_CBT": {"cftc_code": "001602", "class": "grain", "tradable": true, "verified_sharpe_11y": 0.29, "recommended_hold_weeks": 4, "hit_rate": 0.54, "n_trades": 63, "max_dd": -0.33, "note": "★ D12: 4w hold +40.6%, WHEAT SRW"}, "WHEAT_KC": {"cftc_code": "001612", "class": "grain", "tradable": false, "verified_sharpe_11y": 0.58, "recent_2y_sum_ret_pct": -28.6, "recent_2y_hit_rate": 0.457, "reason": "11y +94.8% 但 2y paper -28.6% (regime shift, 同 VIX/BRENT/SILVER 模式). 观察"}, "LIVE_CATTLE": {"cftc_code": "057642", "class": "meat", "tradable": false, "reason": "Sharpe 0.02-0.14, marginal · buy-hold +42% dominant"}, "LEAN_HOGS": {"cftc_code": "054642", "class": "meat", "tradable": true, "verified_sharpe_11y": 0.5, "recommended_hold_weeks": 4, "hit_rate": 0.627, "n_trades": 67, "max_dd": -0.446, "max_dd_warn": true, "note": "★★ D12: 4w hold +117.6% cum, MaxDD -45% 需小仓"}, "COFFEE": {"cftc_code": "083731", "class": "soft", "tradable": false, "verified_sharpe_11y": 0.7, "recent_2y_sum_ret_pct": -20.8, "recent_2y_hit_rate": 0.5, "reason": "11y Sharpe 0.70 但 2y paper -20.8% (regime shift). 观察"}, "SUGAR": {"cftc_code": "080732", "class": "soft", "tradable": false, "reason": "Sharpe 0.03-0.17 弱, MaxDD -45% 大"}, "COTTON": {"cftc_code": "033661", "class": "soft", "tradable": true, "verified_sharpe_11y": 0.45, "recommended_hold_weeks": 4, "hit_rate": 0.509, "n_trades": 55, "max_dd": -0.172, "note": "★★ D12: 4w hold +56% cum, MaxDD 稳 -17%"}, "COCOA": {"cftc_code": "073732", "class": "soft", "tradable": false, "reason": "Sharpe -0.13 到 +0.08 弱, buy-hold +102% dominant"}, "PLATINUM": {"cftc_code": "076651", "class": "metal", "tradable": true, "verified_sharpe_11y": 0.62, "recommended_hold_weeks": 4, "hit_rate": 0.655, "n_trades": 29, "max_dd": -0.144, "note": "★★★ D12: 4w hold +81.4% cum, MaxDD 只 -14%, hit 66%"}, "PALLADIUM": {"cftc_code": "075651", "class": "metal", "tradable": true, "verified_sharpe_11y": 0.36, "recommended_hold_weeks": 1, "hit_rate": 0.611, "n_trades": 72, "max_dd": -0.262, "note": "★★ D12: 1w hold +68.9% cum, only 1w works"}}}