{ "portfolio_decision": { "computed_at": "2026-01-08T03:01:00Z", "constraint_residuals": { "gross_exposure_max": 0.0, "net_exposure_max": 0.0, "net_exposure_min": 0.0, "position_count_max": 0.0, "single_asset_max": 0.0, "single_asset_min": 0.0, "turnover_max": 0.0 }, "constraints": { "gross_exposure_max": 1.0, "net_exposure_max": 1.0, "net_exposure_min": 1.0, "position_count_max": 2, "schema_version": "1.0.0", "single_asset_max": 0.7, "single_asset_min": 0.2, "turnover_max": 0.2 }, "contract_name": "researchhub.portfolio-decision", "covariance_digest": "sha256:aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", "dataset_snapshot_id": "rhdsv1:sha256:f63a29b4795c63fb7d6b2d3b5544cee9274b633db77c75c63d50a340c0827d57", "decision_id": "rhportfoliodecisionv1:sha256:0e6e5ce2fa08de8006cc392610695a013327fc80645bfa4d7a908ad3f615bebd", "effective_at": "2026-01-08T03:00:00Z", "evidence_digest": "sha256:f3913894d032c389c64eef59058b3cbc694cb9cc14ce9cee2699f0068200b650", "expected_return_digest": "sha256:dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd", "freshness_policy": { "max_covariance_age_days": 0, "max_manifest_age_seconds": 3600, "schema_version": "1.0.0" }, "gross_exposure": 1.0, "manifest_document_sha256": "fbf54218f770528978f9ccd35577e1ab00877143ea397a576e071e75f0afbab0", "manifest_id": "rhbacktestevidencev1:sha256:681c49cbdfb3e221b273e7bc616602ad80a7ab01206970807ad4294b176ebc75", "model_digest": "sha256:cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc", "model_name": "deterministic_weights", "model_version": "1.0.0", "net_exposure": 1.0, "objective_digest": "sha256:bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb", "objective_name": "long_only_allocation", "objective_version": "1.0.0", "output_digest": "sha256:bd3b964c628c8648322d036e57dd6f444ca287017d1578bab3689d07d32b28ce", "portfolio_asset_set_digest": "sha256:b64e3448a83a5b86466465080361c1a7e1157a27ddccd4b68069cb18caffb74a", "position_count": 2, "prior_weights": { "A": 0.5, "B": 0.5 }, "receipt": { "algorithm": "bounded_allocation", "algorithm_version": "1.0.0", "computed_at": "2026-01-08T03:01:00Z", "constraint_digest": "sha256:34df0e5c00f503748ff936f9cd415a8947169181f8ca0917bce97dd606e08e94", "implementation_digest": "sha256:ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff", "input_digest": "sha256:ebd8ff957115e1adfd84eafa5cea49470356194d747b64ee5897858f9dd067b7", "iterations": null, "max_constraint_residual": 0.0, "objective_value": null, "output_digest": "sha256:bd3b964c628c8648322d036e57dd6f444ca287017d1578bab3689d07d32b28ce", "parameter_digest": "sha256:0000000000000000000000000000000000000000000000000000000000000000", "schema_version": "1.0.0", "solver_config_digest": null, "solver_name": null, "solver_required": false, "solver_version": null, "status": "completed", "tolerance": 1e-12 }, "run_id": "rhbacktestrunv1:sha256:5036c771c44a2adade9ea590eee0d8cf824ff8f519fadd8ba424e5d914856386", "run_ref_document_sha256": "6a798adb3e0568aca84ed3e3a285b92d181ec569462fc003952a8c0d8382ae3a", "scenario_digest": "sha256:eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee", "schema_version": "1.0.0", "source_universe_digest": "sha256:5555555555555555555555555555555555555555555555555555555555555555", "target_id": "portfolio-target:synthetic-v1", "target_weights": { "A": 0.6, "B": 0.4 }, "turnover_l1": 0.19999999999999996 }, "risk_assessment": { "assessment_id": "rhriskassessmentv1:sha256:dbc38825cffcf6d95bd0216d22dbba4e0d4a1359ca5924a3ee529b99a7d78b6d", "component_risk": { "A": 1.4549226783578566, "B": 1.4549226783578568 }, "contract_name": "researchhub.risk-assessment", "covariance_as_of_date": "2026-01-08", "covariance_data_snapshot_id": "rhdsv1:sha256:f63a29b4795c63fb7d6b2d3b5544cee9274b633db77c75c63d50a340c0827d57", "covariance_input_digest": "sha256:aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", "covariance_snapshot_id": "covariance:synthetic-v1", "dataset_snapshot_id": "rhdsv1:sha256:f63a29b4795c63fb7d6b2d3b5544cee9274b633db77c75c63d50a340c0827d57", "decision_id": "rhportfoliodecisionv1:sha256:0e6e5ce2fa08de8006cc392610695a013327fc80645bfa4d7a908ad3f615bebd", "findings": [], "freshness_policy_digest": "sha256:833f58f4d1056f0450f7369fd4edd70534cc74e9e55cd60f05b2b3d7a2979763", "group_exposure": { "equity": 1.4549226783578566, "fixed_income": 1.4549226783578568 }, "manifest_id": "rhbacktestevidencev1:sha256:681c49cbdfb3e221b273e7bc616602ad80a7ab01206970807ad4294b176ebc75", "marginal_risk": { "A": 2.424871130596428, "B": 3.637306695894642 }, "percentage_risk": { "A": 0.49999999999999983, "B": 0.49999999999999994 }, "periods_per_year": 252, "portfolio_volatility": 2.909845356715714, "portfolio_volatility_limit": 10.0, "qualified": true, "return_frequency": "1d", "risk_budget": { "A": 0.8, "B": 0.8 }, "risk_model_digest": "sha256:2222222222222222222222222222222222222222222222222222222222222222", "risk_model_name": "euler_volatility", "risk_model_version": "1.0.0", "run_id": "rhbacktestrunv1:sha256:5036c771c44a2adade9ea590eee0d8cf824ff8f519fadd8ba424e5d914856386", "scenario_digest": "sha256:eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee", "schema_version": "1.0.0", "status": "ready" } }