{
  "account_number": null,
  "account_ref": "sha256:54f7df38b17a2581",
  "attributed_category_contributions": {
    "mean_reversion": -0.002057798527685849,
    "momentum": 0.0008645129254657709,
    "trend_following": 0.000358369404880212
  },
  "book": "best_cagr",
  "broker_cross_check": {
    "delta_bps": -10.57,
    "note": "two Alpaca endpoints with different timing bases; both are broker figures. Neither is adjusted to match the other.",
    "portfolio_history_equity": 1004336.01
  },
  "cumulative_return": 0.0032740699999995737,
  "daily_return": -0.0012971925,
  "desk_manifest_hash": "891194a6c30cd567959d9981dd0221862e2964bee9fc498346011a608a46c2e6",
  "disclosure": {
    "account_type": "alpaca_paper",
    "annualised_metrics_gated_at_sessions": 60,
    "book_returns": "exact — read from the broker account endpoint",
    "capital_at_risk": false,
    "detail_lag_days": 0,
    "detail_release_rule": "published once the cycle has executed; the pending order plan is never published",
    "fills": "simulated by the broker's paper engine",
    "gips": "GIPS-informed, NOT GIPS-compliant (no third-party verification)",
    "market_data_feed": "IEX (free tier, ~2-3% of consolidated volume)",
    "not_investment_advice": true,
    "notice": "Alpaca PAPER account. No capital at risk; fills are simulated. Past performance is not indicative of future results. Not investment advice, an offer, or a solicitation.",
    "strategy_identity": "not published; holdings are grouped by category",
    "strategy_returns": "attributed model — pro-rata over write-ahead intents, aggregated to strategy category"
  },
  "hash": "96cf468ae192b1d0ac2c82ba5a9a5fbbe678027c82b78ce7d68fc312434c1d35",
  "metrics": {
    "annualised_basis": 252,
    "computed_by": "rvb.metrics.compute_core_metrics",
    "insufficient_history": {
      "have": 8,
      "label_en": "insufficient history — 8/60",
      "label_fr": "historique insuffisant — 8/60",
      "need": 60,
      "suppressed": [
        "sharpe",
        "sharpe_gross",
        "sharpe_autocorr_adj",
        "sortino",
        "sortino_gross",
        "calmar",
        "calmar_gross",
        "cagr",
        "volatility",
        "max_drawdown",
        "var_normal_95",
        "skew",
        "kurtosis",
        "ev_excess_annual",
        "win_rate"
      ]
    },
    "risk_free_annual": 0.03868571428571428,
    "risk_free_source": "FRED DGS3MO",
    "sharpe_convention": "excess of risk_free_annual (see risk_free_source)",
    "values": {
      "best_day": 0.001430344482499013,
      "cagr": null,
      "calmar": null,
      "calmar_gross": null,
      "cumulative_return": 0.0032740699999995737,
      "ev_excess_annual": null,
      "kurtosis": null,
      "max_drawdown": null,
      "n_obs": 8,
      "negative_days": 3,
      "positive_days": 5,
      "sharpe": null,
      "sharpe_autocorr_adj": null,
      "sharpe_gross": null,
      "skew": null,
      "sortino": null,
      "sortino_gross": null,
      "var_normal_95": null,
      "volatility": null,
      "win_rate": null,
      "worst_day": -0.001297192490532395
    }
  },
  "nav": {
    "cash": 603810.13,
    "equity": 1003274.07,
    "source": "alpaca /v2/account equity, read at the desk's after-close mark"
  },
  "prev_hash": "ed94df9f16006ad6703b5b55a37facec24ed1cb2e8e7ff0bc187be9308cbccc4",
  "published_at": "2026-08-20T20:45:03+00:00",
  "schema": "rvb.track-record.snapshot/4",
  "session_date": "2026-08-20",
  "sessions": 8
}