A+D Two-Asset Daily Allocator - Backtest Run
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Run ID: 20251205_203528
Date: 2025-12-05 20:35:56 CET
Timezone: Europe/Vienna (CET/CEST)
Version: v0.1.0-SQL
Config Hash: d43810f8d03e5e55

Assets:
- Asset 1: FR0010755611 (EUR)
- Asset 2: JE00B2NFTL95 (EUR)

Period: 1979-01-02 00:00:00 to 2025-11-24 00:00:00 (11,667 days)

Key Metrics:
- CAGR: 20.75%
- Sharpe: 0.87
- Max DD: -52.10%
- Volatility: 25.69%

Files:
- backtest_config.json              : Full strategy configuration
- data_manifest.json                : Data source information
- portfolio_history_detailed.csv    : Detailed trade-by-trade history (2-4 rows/day)
- backtest_results.csv              : Daily portfolio values
- trade_log.csv                     : Trade execution log
- performance_dashboard.png         : Single-page visual summary
- AD_Allocator_Report.pdf           : Comprehensive 11-page report
- monthly_returns_heatmap.csv/.png  : Monthly performance matrix
- drawdown_report.csv               : Drawdown analysis
- (additional visualization PNGs)

To Reproduce This Run:
----------------------
python ad_allocator_complete.py --replay backtest_config.json

This will:
1. Load the exact configuration from backtest_config.json
2. Verify the configuration hash
3. Re-run the backtest with identical parameters
4. Verify results match

Complete reproducibility guaranteed by config hash.