intel.opusai.work

{
  "properties": {
    "disclaimer": {
      "type": "string"
    },
    "index": {
      "description": "Total return, annualized volatility, max drawdown and longest run below a prior peak. Time underwater matters as much as depth: it is what determines whether an allocation is holdable.",
      "type": "object"
    },
    "method": {
      "type": "object"
    },
    "rates": {
      "type": "object"
    },
    "risk_free_comparison": {
      "type": "object"
    },
    "rolling_12m_windows": {
      "description": "Distribution across overlapping twelve-month holding periods: worst, median, best, and the share that were negative. One window is an episode; the spread is the characteristic.",
      "type": "object"
    },
    "rolling_correlation_vs_10y": {
      "type": "object"
    },
    "sleeve_contribution": {
      "description": "Weighted contribution per asset; sums to the index return.",
      "type": "object"
    },
    "sleeve_correlation": {
      "description": "Pairwise daily-return correlation, published as evidence for the character statement.",
      "type": "object"
    },
    "specification": {
      "description": "The published weighting and its character. States plainly that the allocation is concentrated directional exposure with no internal diversification - conviction weighting across three correlated networks, not risk spreading.",
      "type": "object"
    },
    "window": {
      "type": "object"
    }
  },
  "required": [
    "specification",
    "window",
    "index",
    "method"
  ],
  "type": "object"
}