diff --git a/evaluation/backtest.py b/evaluation/backtest.py
index 47a1eea9..5a6f12c9 100644
--- a/evaluation/backtest.py
+++ b/evaluation/backtest.py
@@ -50,6 +50,7 @@ class TradingAgentsBacktester:
                 print(f"Decision: {decision}")
                 signal = self._parse_decision(decision)
                 decisions.append({"date": date_str, "decision": decision, "signal": signal, "price": price})
+
             except Exception as e:
                 print(f"Error: {e}")
                 signal = 0
diff --git a/evaluation/baseline_strategies.py b/evaluation/baseline_strategies.py
index fd0d5ca7..30fed908 100644
--- a/evaluation/baseline_strategies.py
+++ b/evaluation/baseline_strategies.py
@@ -1,15 +1,10 @@
-"""
-Baseline trading strategies for comparison.
-Implements: Buy&Hold, MACD, KDJ+RSI, ZMR, SMA
-"""
-
 import pandas as pd
 import numpy as np
 from abc import ABC, abstractmethod
 
 
 class BaseStrategy(ABC):
-    """Base class for trading strategies."""
+    """Base class for trading strategies (long-only, action-based)."""
 
     def __init__(self, initial_capital=100000):
         self.initial_capital = float(initial_capital)
@@ -26,7 +21,13 @@ class BaseStrategy(ABC):
 
     @abstractmethod
     def generate_signals(self, data: pd.DataFrame) -> pd.Series:
-        """Generate *target* position by date (1 long, -1 short, 0 flat)."""
+        """
+        Generate *actions* by date:
+            1 = BUY (open / go long, or stay long)
+            0 = HOLD (no change)
+           -1 = SELL (exit to flat)
+        Shorting is NOT allowed.
+        """
         pass
 
     def _prep_ohlcv(self, data: pd.DataFrame) -> pd.DataFrame:
@@ -36,25 +37,44 @@ class BaseStrategy(ABC):
                 raise ValueError(f"Data missing column '{col}'")
         return data.copy()
 
+    @staticmethod
+    def _actions_to_position(actions: pd.Series) -> pd.Series:
+        """Convert action series to a long-only position series in {0,1}."""
+        a = actions.astype(float).fillna(0.0).clip(-1, 1).values
+        pos = np.zeros_like(a, dtype=float)
+        for i in range(len(a)):
+            if i == 0:
+                pos[i] = 1.0 if a[i] > 0 else 0.0
+            else:
+                if a[i] > 0:       # buy → long
+                    pos[i] = 1.0
+                elif a[i] < 0:     # sell → flat
+                    pos[i] = 0.0
+                else:              # hold → keep previous
+                    pos[i] = pos[i-1]
+        return pd.Series(pos, index=actions.index, name="position")
+
     def backtest(self, data: pd.DataFrame) -> pd.DataFrame:
         df = self._prep_ohlcv(data)
-        signals = self.generate_signals(df).astype(float)
-        signals = signals.clip(lower=-1, upper=1).reindex(df.index).fillna(0)
 
-        # ONE place for hold semantics (Option A: 0 = no new signal)
-        position = signals.replace(0, np.nan).ffill().fillna(0)
+        # 1) get actions (1, 0, -1)
+        actions = self.generate_signals(df).reindex(df.index).fillna(0).clip(-1, 1).astype(float)
 
+        # 2) map actions → long-only position {0,1}
+        position = self._actions_to_position(actions)
+
+        # 3) compute returns (note: sell today → flat tomorrow → 0 return tomorrow)
         close = self._close_series(df)
         market_ret = close.pct_change().fillna(0.0)
-        exposure = position.shift(1).fillna(0.0)
+        exposure = position.shift(1).fillna(0.0)   # use yesterday's position
         strat_ret = (exposure * market_ret).astype(float)
 
         cumret = (1.0 + strat_ret).cumprod()
         portval = self.initial_capital * cumret
 
         portfolio = pd.DataFrame(index=df.index)
-        portfolio["signal"] = signals
-        portfolio["position"] = position
+        portfolio["action"] = actions                      # 1 buy / 0 hold / -1 sell
+        portfolio["position"] = position                   # 1 long / 0 flat
         portfolio["close"] = close
         if "Volume" in df.columns:
             vol = df["Volume"]
@@ -66,113 +86,82 @@ class BaseStrategy(ABC):
         portfolio["strategy_return"] = strat_ret
         portfolio["cumulative_return"] = cumret
         portfolio["portfolio_value"] = portval
-        portfolio["trade"] = portfolio["position"].diff().fillna(0.0)
+        portfolio["trade_delta"] = portfolio["position"].diff().fillna(0.0)  # +1 buy, -1 sell
         return portfolio
 
 
 class BuyAndHoldStrategy(BaseStrategy):
-    """Buy at start and hold long the whole period (no short)."""
+    """Buy on day 1 and hold long (no shorting)."""
 
     def generate_signals(self, data: pd.DataFrame) -> pd.Series:
-        s = pd.Series(1.0, index=data.index)
-        return s
+        a = pd.Series(0.0, index=data.index)
+        if len(a) > 0:
+            a.iloc[0] = 1.0  # buy once at start
+        return a
 
 
 class MACDStrategy(BaseStrategy):
-    """
-    MACD Strategy.
-    Long when MACD > signal, Short when MACD < signal.
-    """
+    """MACD(12,26,9) Contrarian, long-only：MACD>signal → SELL(退出)，MACD<signal → BUY(做多)."""
 
-    def generate_signals(self, data: pd.DataFrame) -> pd.Series:
+    def generate_signals(self, data):
         df = data.copy()
-        if "macd" not in df.columns or "macds" not in df.columns:
-            df = self._calculate_macd(df)
-        macd_diff = (df["macd"] - df["macds"]).fillna(0.0)
-        sig = pd.Series(0.0, index=df.index)
-        sig[macd_diff > 0] = 1.0
-        sig[macd_diff < 0] = -1.0
-        return sig
+        ema_fast = df["Close"].ewm(span=12, adjust=False).mean()
+        ema_slow = df["Close"].ewm(span=26, adjust=False).mean()
+        macd = ema_fast - ema_slow
+        signal = macd.ewm(span=9, adjust=False).mean()
+        diff = macd - signal
 
-    def _calculate_macd(self, data: pd.DataFrame, fast=12, slow=26, signal=9):
-        exp1 = data["Close"].ewm(span=fast, adjust=False).mean()
-        exp2 = data["Close"].ewm(span=slow, adjust=False).mean()
-        macd = exp1 - exp2
-        macds = macd.ewm(span=signal, adjust=False).mean()
-        data["macd"] = macd
-        data["macds"] = macds
-        data["macdh"] = macd - macds
-        return data
+        a = pd.Series(0.0, index=df.index)
+        a[diff > 0] = -1.0   # 卖出/退出（之前是做空）
+        a[diff < 0] = 1.0    # 买入/做多
+        return a
 
 
 class KDJRSIStrategy(BaseStrategy):
-    """
-    KDJ & RSI Strategy (classic oversold/overbought gating).
-    Long when RSI<30 & K<20; Short when RSI>70 & K>80.
-    """
+    """KDJ + RSI 逆势逻辑（长多-only）：超买 → 卖出；超卖 → 买入"""
 
-    def generate_signals(self, data: pd.DataFrame) -> pd.Series:
+    def generate_signals(self, data):
         df = data.copy()
-        if "rsi" not in df.columns:
-            df = self._calculate_rsi(df)
-        if "kdj_k" not in df.columns:
-            df = self._calculate_kdj(df)
 
-        sig = pd.Series(0.0, index=df.index)
-        sig[(df["rsi"] < 30) & (df["kdj_k"] < 20)] = 1.0
-        sig[(df["rsi"] > 70) & (df["kdj_k"] > 80)] = -1.0
-        return sig
+        # === RSI ===
+        delta = df["Close"].diff()
+        up, down = delta.clip(lower=0), -delta.clip(upper=0)
+        rs = up.ewm(span=14, adjust=False).mean() / down.ewm(span=14, adjust=False).mean().replace(0, np.nan)
+        df["rsi"] = 100 - 100 / (1 + rs)
 
-    def _calculate_rsi(self, data: pd.DataFrame, period=14):
-        # Wilder's smoothing approximation via EMA improves stability
-        delta = data["Close"].diff()
-        up = delta.clip(lower=0)
-        down = -delta.clip(upper=0)
-        roll_up = up.ewm(alpha=1/period, adjust=False).mean()
-        roll_down = down.ewm(alpha=1/period, adjust=False).mean()
-        rs = roll_up / roll_down.replace(0, np.nan)
-        data["rsi"] = 100 - (100 / (1 + rs))
-        return data
+        # === KDJ ===
+        low = df["Low"].rolling(9).min()
+        high = df["High"].rolling(9).max()
+        denom = (high - low).replace(0, np.nan)
+        rsv = 100 * (df["Close"] - low) / denom
+        k = rsv.ewm(com=2, adjust=False).mean()
+        df["kdj_k"] = k
 
-    def _calculate_kdj(self, data: pd.DataFrame, period=9):
-        low_min = data["Low"].rolling(window=period, min_periods=period).min()
-        high_max = data["High"].rolling(window=period, min_periods=period).max()
-        den = (high_max - low_min).replace(0, np.nan)
-        rsv = 100 * (data["Close"] - low_min) / den
-        k = rsv.ewm(com=2, adjust=False, min_periods=1).mean()
-        d = k.ewm(com=2, adjust=False, min_periods=1).mean()
-        j = 3 * k - 2 * d
-        data["kdj_k"], data["kdj_d"], data["kdj_j"] = k, d, j
-        return data
+        # === Actions ===
+        a = pd.Series(0.0, index=df.index)
+        # 收紧阈值：RSI>75,K>85 → 卖出；RSI<25,K<15 → 买入
+        a[(df["rsi"] > 75) & (df["kdj_k"] > 85)] = -1.0
+        a[(df["rsi"] < 25) & (df["kdj_k"] < 15)] = 1.0
+        return a
 
 
 class ZMRStrategy(BaseStrategy):
-    """
-    Zero-mean reversion on z-score of Close vs rolling mean.
-    """
 
-    def __init__(self, initial_capital=100000, lookback=20, threshold=1.0):
-        super().__init__(initial_capital)
-        self.lookback = int(lookback)
-        self.threshold = float(threshold)
-
-    def generate_signals(self, data: pd.DataFrame) -> pd.Series:
+    def generate_signals(self, data):
         close = self._close_series(data)
-        rm = close.rolling(window=self.lookback, min_periods=self.lookback).mean()
-        rs = close.rolling(window=self.lookback, min_periods=self.lookback).std()
-        z = (close - rm) / rs.replace(0, pd.NA)
-        sig = pd.Series(0.0, index=data.index)
-        sig[z < -self.threshold] = 1.0
-        sig[z >  self.threshold] = -1.0
-        return sig
+        mean = close.rolling(50).mean()
+        std = close.rolling(50).std()
+        z = (close - mean) / std.replace(0, np.nan)
+
+        a = pd.Series(0.0, index=data.index)
+        a[z > 1.3] = -1.0   # 高估 → 卖出/退出
+        a[z < -1.3] = 1.0   # 低估 → 买入/做多
+        return a
 
 
 class SMAStrategy(BaseStrategy):
-    """
-    SMA crossover (50/200 by default).
-    """
 
-    def __init__(self, initial_capital=100000, short_window=50, long_window=200):
+    def __init__(self, initial_capital=100000, short_window=5, long_window=20):
         super().__init__(initial_capital)
         self.short_window = int(short_window)
         self.long_window = int(long_window)
@@ -181,18 +170,18 @@ class SMAStrategy(BaseStrategy):
         close = self._close_series(data)
         short = close.rolling(window=self.short_window, min_periods=self.short_window).mean()
         long_ = close.rolling(window=self.long_window, min_periods=self.long_window).mean()
-        sig = pd.Series(0.0, index=data.index)
-        sig[short > long_] = 1.0
-        sig[short < long_] = -1.0
-        return sig
+        a = pd.Series(0.0, index=data.index)
+        a[short > long_] = 1.0
+        a[short < long_] = -1.0
+        return a
 
 
 def get_all_baseline_strategies(initial_capital=100000):
-    """Get all baseline strategies for comparison."""
+    """Get all baseline strategies for comparison (long-only, action-based)."""
     return {
         "BuyAndHold": BuyAndHoldStrategy(initial_capital),
         "MACD": MACDStrategy(initial_capital),
         "KDJ&RSI": KDJRSIStrategy(initial_capital),
         "ZMR": ZMRStrategy(initial_capital),
         "SMA": SMAStrategy(initial_capital),
-    }
\ No newline at end of file
+    }
diff --git a/evaluation/run_evaluation.py b/evaluation/run_evaluation.py
index 20c09abb..2d43192d 100644
--- a/evaluation/run_evaluation.py
+++ b/evaluation/run_evaluation.py
@@ -83,8 +83,8 @@ def run_evaluation(
         try:
             cfg = (config or DEFAULT_CONFIG).copy()
             # Fast eval defaults (you can override from CLI)
-            cfg["deep_think_llm"] = cfg.get("deep_think_llm", "gpt-4o-mini")
-            cfg["quick_think_llm"] = cfg.get("quick_think_llm", "gpt-4o-mini")
+            cfg["deep_think_llm"] = cfg.get("deep_think_llm", "gpt-5-nano")
+            cfg["quick_think_llm"] = cfg.get("quick_think_llm", "gpt-5-nano")
             cfg["max_debate_rounds"] = cfg.get("max_debate_rounds", 1)
             cfg["max_risk_discuss_rounds"] = cfg.get("max_risk_discuss_rounds", 1)
             # Deterministic-ish decoding for reproducibility
@@ -154,7 +154,7 @@ def run_evaluation(
 
 def main():
     parser = argparse.ArgumentParser(description="Run TradingAgents evaluation with baseline comparisons")
-    parser.add_argument("ticker", type=str, help="Stock ticker symbol (e.g., AAPL)")
+    parser.add_argument("--ticker", type=str, help="Stock ticker symbol (e.g., AAPL)")
     parser.add_argument("--start-date", type=str, required=True, help="Start date (YYYY-MM-DD)")
     parser.add_argument("--end-date", type=str, required=True, help="End date (YYYY-MM-DD)")
     parser.add_argument("--capital", type=float, default=100000, help="Initial capital (default: 100000)")
@@ -169,8 +169,8 @@ def main():
     if is_debugging():
         config = DEFAULT_CONFIG.copy()
         config.update({
-            "deep_think_llm": "gpt-4o-mini",
-            "quick_think_llm": "gpt-4o-mini",
+            "deep_think_llm": "gpt-5-nano",
+            "quick_think_llm": "gpt-5-nano",
             "max_debate_rounds": 1,
             "max_risk_discuss_rounds": 1,
             "llm_params": {"temperature": 0, "top_p": 1.0, "seed": 42},
@@ -178,9 +178,9 @@ def main():
         run_evaluation(
             ticker="AAPL",
             start_date="2024-01-01",
-            end_date="2024-03-30",
+            end_date="2024-01-04",
             initial_capital=1000,
-            include_tradingagents=False,
+            include_tradingagents=True,
             output_dir="./evaluation/results",
             config=config
         )
@@ -206,4 +206,4 @@ def main():
     )
 
 if __name__ == "__main__":
-    main()
+    main()
\ No newline at end of file