Regime Lite Experiment Report

Regime Lite Experiment Board

PIT: D:/work/project/cyb50-quant/research/chinext50_regime_project/outputs/ingestion_derived_full50_20260409_v2/pit/chinext50_pit.csv | Rows: 1517 | Range: 2020-01-02 ~ 2026-04-09

Recommendation Candidate: combo_fast_hold3

Promotion Status: promote

Promoted Profile: promoted_fast_entry_hold3

Active Adaptive Mode: none

Candidate Semantics: fixed_hold:3d_floor_0.60

Governance Handoff Target: promoted_fast_entry_adaptive_extend

Governance Handoff Artifacts: regime_lite_summary.json, regime_lite_runtime_health.json, regime_lite_post_promotion_review.json

Current Promoted Reference: promoted_fast_entry_hold3

Adaptive Replace Conclusion: adaptive-replace-candidate

Final Preferred Profile Action: replace_current_promoted

Preferred Profile After Closure: promoted_fast_entry_adaptive_extend

Preferred Variant After Closure: combo_fast_adaptive_extend

Adaptive Replace Candidate: combo_fast_adaptive_extend

Adaptive Replace Profile: promoted_fast_entry_adaptive_extend

Discovery Window: 2020-01-02 ~ 2024-09-09

Validation Window: 2024-09-10 ~ 2026-04-09

Selection Rule: recommendation comes from discovery ranking; promotion requires separate validation.

PASS: annual return advantage
PASS: drawdown nonworse
PASS: turnover nonworse
PASS: reentry not slower
PASS: profile ready

variant_id	timing_mode	overlay_mode	adaptive_hold_mode	variant_label	annual_return	max_drawdown	annual_turnover	annual_return_delta_vs_baseline	max_drawdown_delta_vs_baseline	avg_days_to_reach_exposure_after_trend_entry
combo_fast_hold3	fast_entry	trend_hold	none	fixed_hold:3d_floor_0.60	0.050908	0.258116	6.726649	+0.048613	-0.054300	0.62
combo_fast_adaptive_extend	fast_entry	trend_hold	extend_on_calm	adaptive:extend_on_calm	0.050529	0.260373	6.726649	+0.048234	-0.052043	0.62
combo_fast_hold5	fast_entry	trend_hold	none	fixed_hold:5d_floor_0.60	0.048467	0.263686	6.682322	+0.046172	-0.048730	0.54
combo_fast_adaptive_decay	fast_entry	trend_hold	decay_hold	adaptive:decay_hold	0.046641	0.260846	6.889182	+0.044345	-0.051569	12.12
timing_fast_entry_only	fast_entry	none	none	reference:no_overlay	0.046383	0.261815	6.926121	+0.044088	-0.050600	12.12
overlay_hold3_only	lag1	trend_hold	none	fixed_hold:3d_floor_0.60	0.009709	0.314017	9.364116	+0.007414	+0.001602	1.31
overlay_hold5_only	lag1	trend_hold	none	fixed_hold:5d_floor_0.60	0.009302	0.322853	9.053826	+0.007007	+0.010437	1.08
baseline_lag1_no_overlay	lag1	none	none	reference:no_overlay	0.002295	0.312416	9.652243	+0.000000	+0.000000	13.00

variant_id

timing_mode

overlay_mode

adaptive_hold_mode

variant_label

annual_return

max_drawdown

annual_turnover

annual_return_delta_vs_baseline

max_drawdown_delta_vs_baseline

avg_days_to_reach_exposure_after_trend_entry

combo_fast_hold3

fast_entry

trend_hold

none

fixed_hold:3d_floor_0.60

0.050908

0.258116

6.726649

+0.048613

-0.054300

0.62

combo_fast_adaptive_extend

fast_entry

trend_hold

extend_on_calm

adaptive:extend_on_calm

0.050529

0.260373

6.726649

+0.048234

-0.052043

0.62

combo_fast_hold5

fast_entry

trend_hold

none

fixed_hold:5d_floor_0.60

0.048467

0.263686

6.682322

+0.046172

-0.048730

0.54

combo_fast_adaptive_decay

fast_entry

trend_hold

decay_hold

adaptive:decay_hold

0.046641

0.260846

6.889182

+0.044345

-0.051569

12.12

timing_fast_entry_only

fast_entry

none

reference:no_overlay

0.046383

0.261815

6.926121

+0.044088

-0.050600

12.12

overlay_hold3_only

lag1

trend_hold

none

fixed_hold:3d_floor_0.60

0.009709

0.314017

9.364116

+0.007414

+0.001602

1.31

overlay_hold5_only

lag1

trend_hold

none

fixed_hold:5d_floor_0.60

0.009302

0.322853

9.053826

+0.007007

+0.010437

1.08

baseline_lag1_no_overlay

lag1

none

reference:no_overlay

0.002295

0.312416

9.652243

+0.000000

13.00