balanced3_subperiod_review_20260413-171654.md 427 B
Balanced3ComboStrategy Subperiod Review
| Period | Bars | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate | Avg Exposure |
|---|---|---|---|---|---|---|---|
| 2014-06_to_2018-12 | 1110 | 7.90% | 0.275 | 28.27% | 18 | 11.11% | 10.37% |
| 2019-01_to_2022-12 | 972 | 16.22% | 0.705 | 15.12% | 19 | 47.37% | 34.92% |
| 2023-01_to_2026-04 | 786 | 13.32% | 0.605 | 12.80% | 18 | 33.33% | 21.28% |