Regime Lite Experiment Board

PIT: outputs/regime_lite_experiments_20260411_splits/pit_2020_2023.csv | Rows: 970 | Range: 2020-01-02 ~ 2023-12-29
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_hold0.0887380.1890526.618576+0.054235-0.0469360.60
combo_fast_hold5fast_entrytrend_hold0.0856140.1955916.566563+0.051111-0.0403970.52
timing_fast_entry_onlyfast_entrynone0.0832390.1930976.852632+0.048736-0.0428923.46
overlay_hold3_onlylag1trend_hold0.0434870.2377689.245201+0.008985+0.0017801.28
overlay_hold5_onlylag1trend_hold0.0428420.2480068.881115+0.008340+0.0120181.04
baseline_lag1_no_overlaylag1none0.0345030.2359889.583282+0.000000+0.0000004.33