Daily Test Statistics
Net fraction of allocation held overnight in open positions by this strategy on this test date
S.Exposure is calculated as the sum of (side * T.Fraction) for each open position.
If a strategy is long-only, the exposure is always positive.
If a strategy is short-only, the exposure is always negative.
If a strategy trades both sides, the exposure reflects the long/short balance (will be near zero if both sides are fully invested).