# MomentumVolTarget Nearby Batch ## Baselines - tv=0.25: annual `11.09%`, Sharpe `0.415`, max DD `36.55%` - tv=0.30: annual `11.95%`, Sharpe `0.419`, max DD `37.62%` - tv=0.35: annual `9.80%`, Sharpe `0.338`, max DD `43.13%` ## Nearby Results | Variant | Target Vol | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate | | --- | ---: | ---: | ---: | ---: | ---: | ---: | | MVT_reg150_tv026 | 0.26 | 11.17% | 0.414 | 36.51% | 72 | 37.50% | | MVT_reg150_tv027 | 0.27 | 11.05% | 0.419 | 36.82% | 72 | 38.89% | | MVT_reg150_tv028 | 0.28 | 11.39% | 0.419 | 37.42% | 73 | 38.36% | | MVT_reg150_tv029 | 0.29 | 11.51% | 0.417 | 36.53% | 74 | 39.19% | ## Quick Take - Best annual return in this batch: `MVT_reg150_tv029` -> `11.51%` - Best Sharpe in this batch: `MVT_reg150_tv028` -> `0.419`