Regime Lite Experiment Board

PIT: outputs/regime_lite_experiments_20260411_splits/pit_2024_2026.csv | Rows: 547 | Range: 2024-01-02 ~ 2026-04-09
Recommended Variant: combo_fast_hold5
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_hold5fast_entrytrend_hold0.0646060.1004774.869231+0.030682-0.0339950.75
combo_fast_hold3fast_entrytrend_hold0.0631290.1008124.869231+0.029205-0.0336600.75
timing_fast_entry_onlyfast_entrynone0.0597430.1008124.823077+0.025819-0.0336600.71
overlay_hold5_onlylag1trend_hold0.0387130.1372036.484615+0.004789+0.0027311.50
overlay_hold3_onlylag1trend_hold0.0372720.1363186.484615+0.003347+0.0018471.50
baseline_lag1_no_overlaylag1none0.0339240.1344726.438462+0.000000+0.0000001.43