Investment Strategy Backtest

You are asked to manage an investment fund and backtest a specific trading strategy using historical stock price data. The Strategy: Your capital allocation is based on the recent performance (last day's return) of a set of stocks. Proportional Investment: You will invest in a stock only if its return was positive. The amount you invest in that stock is proportional to the size of its positive return. Negative/Zero Return: If a stock's return was negative or zero, you will not invest in it. All Negative Returns: If all stocks had negative or zero returns, you will not invest in any of them and hold 100% of your capital in cash. Rebalancing: Adjust your holdings daily based on the market behavior from the previous day. The Goal: Given an [N x T] array of stock prices (N stocks, T days), return an array with two numbers: The average daily log return of your portfolio. The standard deviation of the daily log returns. Assumptions: Fractional shares can be traded. There are no transaction costs. Example Input [[100, 101], [100, 102]]