Answers "were the individual trades good?": across consecutive weekly rebalances,
an ADD is a name newly selected and a DROP a name removed. Each ADD is measured
from entry to its exit (or the latest close if still held); each DROP is the
FOREGONE return from its exit to the latest close. Both are compared to the S&P
500 over the same window.
Returns {strategy_name,
trades: [{symbol, action, event_date, window_end, still_open, name_return,
sp_return, excess}, ...] (newest first),
summary: {n_adds, n_drops, avg_add_excess_vs_sp, avg_drop_foregone_excess_vs_sp,
net_swap_value_add}}.
For the book-level return series use `get_strategy_track_record`.