{
  "window": "2015-02-11/2026-10-30",
  "star": "月營收驚喜30檔",
  "variants": {
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      "avg_holdings": 29.992958,
      "yearly": {
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        "2017": 0.309456,
        "2018": -0.006827,
        "2019": 0.425426,
        "2020": 0.803029,
        "2021": 0.769391,
        "2022": -0.062448,
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  "benchmark_0050": {
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    "daily_sharpe": 1.063985,
    "annual_vol": 0.198197,
    "max_drawdown": -0.33957,
    "total_return": 7.669916,
    "yearly": {
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      "2016": 0.196484,
      "2017": 0.181389,
      "2018": -0.049385,
      "2019": 0.335211,
      "2020": 0.31139,
      "2021": 0.219233,
      "2022": -0.213747,
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      "2024": 0.48644,
      "2025": 0.368321,
      "2026": 0.632301
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  },
  "run_date": "2026-10-31",
  "finlab_version": "2.2.24",
  "generated_by": "static/blog/monthly-revenue-surprise-strategy/strategy.py"
}