Add index rotation cost-scenario strategy configs

index-rotation/README.md

@@ -166,6 +166,19 @@ Top1 每 5 个交易日（较强风险惩罚候选配置）：
 python3 -m src.backtest.run --config configs/strategy/top1_every_5_days_p05.yaml
 ```
 
+Top1 每 5 个交易日（更强风险惩罚，适合低成本场景对比）：
+
+```bash
+python3 -m src.backtest.run --config configs/strategy/top1_every_5_days_p06.yaml
+```
+
+Top1 每 5 个交易日（主候选 + 成本敏感性配置）：
+
+```bash
+python3 -m src.backtest.run --config configs/strategy/top1_every_5_days_p05_cost10bp.yaml
+python3 -m src.backtest.run --config configs/strategy/top1_every_5_days_p05_cost20bp.yaml
+```
+
 默认输出目录：
 
 ```text

index-rotation/configs/strategy/top1_every_5_days_p05_cost10bp.yaml

@@ -0,0 +1,8 @@
+name: top1_every_5_days_p05_cost10bp
+top_n: 1
+rebalance_frequency: every_5_days
+commission_bps: 5.0
+slippage_bps: 5.0
+cash_return: 0.0
+risk_penalty_multiplier: 0.5
+start_date: "2019-12-31"

index-rotation/configs/strategy/top1_every_5_days_p05_cost20bp.yaml

@@ -0,0 +1,8 @@
+name: top1_every_5_days_p05_cost20bp
+top_n: 1
+rebalance_frequency: every_5_days
+commission_bps: 10.0
+slippage_bps: 10.0
+cash_return: 0.0
+risk_penalty_multiplier: 0.5
+start_date: "2019-12-31"

index-rotation/configs/strategy/top1_every_5_days_p06.yaml

@@ -0,0 +1,8 @@
+name: top1_every_5_days_p06
+top_n: 1
+rebalance_frequency: every_5_days
+commission_bps: 0.0
+slippage_bps: 0.0
+cash_return: 0.0
+risk_penalty_multiplier: 0.6
+start_date: "2019-12-31"