Run

Stance: RISK_ON
Concentrate in AAPL (60.0% weight, score 40.7). Avoid weak names. Keep 40.0% in cash.
Data source: bundled sample data.
Top idea: AAPL at 60.0% weight (expected return 11.4%).
Cash buffer: 40.0%

Summary for AAPL
                           value
mean                      210.59
median                    210.63
std                         4.16
min                       197.38
max                       221.34
q05                       203.79
q25                       208.24
q75                       213.34
q95                       217.65
expected_return             0.11
prob_above_current          1.00
prob_below_current          0.00
avg_upside_pct              0.11
avg_downside_pct            0.00
payoff_ratio               10.00
kelly_fraction              0.00
value_at_risk_95            0.00
expected_shortfall_95       0.00
value_at_risk_99            0.00
expected_shortfall_99       0.00
value_at_risk_95_pct        0.00
expected_shortfall_95_pct   0.00
value_at_risk_99_pct        0.00
expected_shortfall_99_pct   0.00
benchmark_return_pct        0.00
expected_excess_return      0.11
prob_beat_benchmark         1.00
max_drawdown_mean           0.01
max_drawdown_median         0.01
max_drawdown_q95            0.01
prob_drawdown_10_pct        0.00
prob_drawdown_20_pct        0.00

Ticker ranking
      score  expected_return  prob_above_current  value_at_risk_95_pct  max_drawdown_q95 recommendation guardrail_reasons
AAPL 40.731            0.114               1.000                 0.000             0.011            BUY                  

Suggested allocation
      weight  score  value_at_risk_95_pct
AAPL   0.600 40.731                 0.000

Source details
AAPL: bundled sample data -> /var/task/sample_data/AAPL.csv