{
  "source": "Kronos output/paper_replication/kronos_small_csi300_final/metrics.json",
  "dataset": "CSI300",
  "checkpoint": "NeoQuasar/Kronos-small",
  "start": "2024-07-01",
  "end": "2025-06-05",
  "dates": 225,
  "forecast_horizon_days": 10,
  "trade_cost": 0.0015,
  "trade_cost_note": "charged on each buy and each sell",
  "sample_count": 10,
  "mean_rank_ic": 0.02318277277618514,
  "metric": "annualized_excess_return",
  "strategies": {
    "kronos": 0.019252366221509824,
    "reversal20": 0.016603809882212082,
    "random": -0.027906437815320196,
    "momentum20": -0.18802097261348372
  },
  "sensitivity": {
    "source": "Kronos output/topk_backtest/metrics.json",
    "sample_count": 5,
    "kronos_annualized_excess_return": 0.06012980946130795
  }
}