{
  "case_id": "QE-COMPARE-02",
  "version": "1.0",
  "synthetic": true,
  "currency": "EUR",
  "initial_balance": 10000,
  "cost_per_round_trip": 2,
  "entry_price": 100,
  "amounts": [
    1000,
    2000
  ],
  "price_changes_percent": [
    1,
    3,
    3,
    2,
    2,
    4,
    1,
    -3,
    1,
    1,
    -1,
    4,
    2,
    -2,
    -2,
    -1,
    -3,
    4,
    1,
    4,
    -1,
    4,
    -1,
    2,
    -1,
    4,
    -2,
    -2,
    4,
    -2,
    2,
    1,
    3,
    -2,
    -2,
    -2,
    3,
    3,
    4,
    -1,
    1,
    -2,
    -1,
    3,
    3,
    -3,
    4,
    -1
  ],
  "skipped_windows": [
    3,
    8,
    10,
    15,
    18,
    22,
    26,
    30,
    35,
    38,
    43,
    47
  ],
  "assumptions": [
    "All prices and filter decisions are invented; no trained AI model or company performance is represented.",
    "48 sequential purchase-and-sale windows. Every purchase is closed before the next window. A skipped window earns zero.",
    "Each entry price is EUR 100. Exit price is 100 times (1 + price_changes_percent / 100). Quantities are amount / 100.",
    "Constant amount per executed purchase, no leverage, compounding, deposits, withdrawals or interest.",
    "EUR 2 total round-trip cost per executed purchase; no cost for skipped windows. No other costs, slippage, liquidity or execution constraints are modelled.",
    "Drawdown uses the starting balance and balances at window ends only. It does not measure losses while positions are open.",
    "All four configurations use the same fixed prices and filter decisions. This is an arithmetic attribution example, not a significance test or evidence about future returns."
  ],
  "expected": {
    "original_1000": {
      "net": 294,
      "drawdown": 88,
      "trades": 48
    },
    "filtered_1000": {
      "net": 188,
      "drawdown": 82,
      "trades": 36
    },
    "original_2000": {
      "net": 684,
      "drawdown": 168,
      "trades": 48
    },
    "filtered_2000": {
      "net": 448,
      "drawdown": 142,
      "trades": 36
    }
  }
}