提出闭环多智能体框架，提升中长期股票配置的稳定性与适应性。

Medium- to long-horizon equity allocation is challenging due to weak predictive structure, non-stationary market regimes, and the degradation of signals under realistic trading constraints. Conventional approaches often rely on single predictors or loosely coupled pipelines, which limit robustness under distributional shift. This paper proposes EvoNash-MARL, a closed-loop framework that integrates reinforcement learning with population-based policy optimization and execution-aware selection to improve robustness in medium- to long-horizon allocation. The framework combines multi-agent policy populations, game-theoretic aggregation, and constraint-aware validation within a unified walk-forward design. Under a 120-window walk-forward protocol, the final configuration achieves the highest robust score among internal baselines. On out-of-sample data from 2014 to 2024, it delivers a 19.6% annualized return, compared to 11.7% for SPY, and remains stable under extended evaluation through 2026. While the framework demonstrates consistent performance under realistic constraints and across market settings, strong global statistical significance is not established under White's Reality Check (WRC) and SPA-lite tests. The results therefore provide evidence of improved robustness rather than definitive proof of superior market timing performance.