{"timestamp": "2026-05-26T06:00:56.700737", "date": "2026-05-26", "portfolios": {"P0_FOUNDATION": {"id": "P0_FOUNDATION", "name": "V8-Foundation 30/30/40 全天候", "philosophy": "bili_stock 9 个月 6 类策略证伪的终极答案 · 16 年真实回测验证", "score_9d": 8.0, "expected_5y_irr": 0.0736, "expected_5y_sharpe": 0.6, "expected_5y_mdd": -0.194, "rebalance_freq": "quarterly", "drift_threshold": 0.05, "holdings": [{"code": "512890", "name": "华泰柏瑞红利低波 ETF", "weight": 0.21, "is_cash": false, "value_anchor": "股票腿 70% × 30% = 21%", "index_code": "H30269", "index_name": "中证红利低波动", "expected_5y_irr": 0.1, "is_qdii": false, "is_hk": false, "price": 1.152, "iopv": 1.1529, "discount_pct": 0.08, "change_pct": -0.26, "amount_yi": 6.00397688, "open": 1.154, "prev_close": 1.155, "return_1y": null, "vol_1y": null, "mdd_1y": null, "m1_return": null, "ytd_return": null, "chart": [], "first_date": null}, {"code": "159915", "name": "易方达创业板 ETF", "weight": 0.09, "is_cash": false, "value_anchor": "股票腿 30% × 30% = 9%", "index_code": 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"amount_yi": 13.16078074, "open": 1.123, "prev_close": 1.134, "return_1y": null, "vol_1y": null, "mdd_1y": null, "m1_return": null, "ytd_return": null, "chart": [], "first_date": null}, {"code": "511180", "name": "海富通投资级可转债ETF", "weight": 0.1, "is_cash": false, "value_anchor": "下行保护", "index_code": "950041", "index_name": "上证投资级转债", "expected_5y_irr": 0.06, "is_qdii": false, "is_hk": false, "price": 12.849, "iopv": null, "discount_pct": null, "change_pct": 0.21057557323351292, "amount_yi": 24.51192416, "open": 12.841, "prev_close": 12.822, "return_1y": null, "vol_1y": null, "mdd_1y": null, "m1_return": null, "ytd_return": null, "chart": [], "first_date": null}, {"code": "518880", "name": "华安黄金ETF", "weight": 0.1, "is_cash": false, "value_anchor": "Warsh鹰派+地缘对冲", "index_code": "Au99.99", "index_name": "黄金现货", "expected_5y_irr": 0.1, "is_qdii": false, "is_hk": false, "price": 9.512, "iopv": 9.505, "discount_pct": -0.07, "change_pct": 0.54, "amount_yi": 22.69776991, "open": 9.531, 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"chart": [], "first_date": null}, {"code": "518880", "name": "黄金ETF", "weight": 0.1, "is_cash": false, "value_anchor": "反脆弱", "index_code": "Au99.99", "index_name": "黄金现货", "expected_5y_irr": 0.1, "is_qdii": false, "is_hk": false, "price": 9.512, "iopv": 9.505, "discount_pct": -0.07, "change_pct": 0.54, "amount_yi": 22.69776991, "open": 9.531, "prev_close": 9.461, "return_1y": null, "vol_1y": null, "mdd_1y": null, "m1_return": null, "ytd_return": null, "chart": [], "first_date": null}, {"code": "511090", "name": "鹏扬30Y国债ETF", "weight": 0.09, "is_cash": false, "value_anchor": "利率敏感对冲", "index_code": "CBA00301", "index_name": "中债-30年国债", "expected_5y_irr": 0.07, "is_qdii": false, "is_hk": false, "price": 116.343, "iopv": null, "discount_pct": null, "change_pct": 0.23865731566522583, "amount_yi": 29.88057057, "open": 116.066, "prev_close": 116.066, "return_1y": null, "vol_1y": null, "mdd_1y": null, "m1_return": null, "ytd_return": null, "chart": [], "first_date": null}, {"code": "510310", 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