Regime Lite Experiment Board

PIT: outputs/ingestion_derived_full50_20260409_v2/pit/chinext50_pit.csv | Rows: 1517 | Range: 2020-01-02 ~ 2026-04-09
Recommended Variant: combo_fast_hold3
Selection Rule: annual_return priority, then max_drawdown, then annual_turnover (all vs baseline deltas visible below)
variant_idtiming_modeoverlay_modeannual_returnmax_drawdown annual_turnoverannual_return_delta_vs_baselinemax_drawdown_delta_vs_baselineavg_days_to_reach_exposure_after_trend_entry
combo_fast_hold3fast_entrytrend_hold0.0935830.2581166.108839+0.045444-0.0543000.66
combo_fast_hold5fast_entrytrend_hold0.0916030.2636866.075594+0.043464-0.0487300.59
timing_fast_entry_onlyfast_entrynone0.0891250.2618156.241821+0.040986-0.05060010.29
overlay_hold3_onlylag1trend_hold0.0548590.3140178.286412+0.006720+0.0016021.38
overlay_hold5_onlylag1trend_hold0.0544680.3228538.053694+0.006329+0.0104371.19
baseline_lag1_no_overlaylag1none0.0481390.3124168.485884+0.000000+0.00000011.16