{
  "account_number": null,
  "account_ref": "sha256:22b1e1442449e5de",
  "attributed_category_contributions": {
    "mean_reversion": -0.0007885710410588069,
    "momentum": -0.0005677790426743549
  },
  "book": "best_composite_100k",
  "broker_cross_check": {
    "delta_bps": -13.86,
    "note": "two Alpaca endpoints with different timing bases; both are broker figures. Neither is adjusted to match the other.",
    "portfolio_history_equity": 100129.72
  },
  "capital_event": null,
  "cumulative_return": -9.060000000005175e-05,
  "daily_return": -0.0011172517,
  "desk_manifest_hash": "d1db91fd2d836863b09fbb84f871ff50a3cc3dfc8c5af11c33414a590ca0f322",
  "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": "21ee3d456c8faaa753d85650cab70a9ec5b98be43b9894aac29da03880b38e65",
  "metrics": {
    "annualised_basis": 252,
    "computed_by": "rvb.metrics.compute_core_metrics",
    "insufficient_history": {
      "have": 16,
      "label_en": "insufficient history — 16/60",
      "label_fr": "historique insuffisant — 16/60",
      "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": 0.03877222222222223,
    "risk_free_source": "FRED DGS3MO",
    "sharpe_convention": "excess of risk_free_annual (see risk_free_source)",
    "values": {
      "best_day": 0.0011345108348936872,
      "cagr": null,
      "calmar": null,
      "calmar_gross": null,
      "cumulative_return": -9.060000000005175e-05,
      "ev_excess_annual": null,
      "kurtosis": null,
      "max_drawdown": null,
      "n_obs": 16,
      "negative_days": 7,
      "positive_days": 9,
      "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": -0.001117251688714349
    }
  },
  "nav": {
    "cash": 92908.26,
    "equity": 99990.94,
    "source": "alpaca /v2/account equity, read at the desk's after-close mark"
  },
  "prev_hash": "f065c1ea9836adbe59c213c24f4b33512e8b928e69597ae43bb4d18fd5530378",
  "published_at": "2026-09-04T22:05:02+00:00",
  "return_basis": "time-weighted; no external flow on this session",
  "schema": "rvb.track-record.snapshot/5",
  "session_date": "2026-09-04",
  "sessions": 16
}