balanced3_weight_batch1_20260413-180259.md 482 B
Balanced3 Weight Optimization Batch 1
Baseline
- Balanced3ComboStrategy: annual
13.08%, Sharpe0.485, max DD28.27%
Results
| Variant | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate | Avg Exposure |
|---|---|---|---|---|---|---|
| Balanced3_DT40 | 13.33% | 0.488 | 27.64% | 61 | 31.15% | 24.06% |
| Balanced3_MVT40 | 13.07% | 0.48 | 29.11% | 61 | 32.79% | 23.66% |
| Balanced3_HY40 | 12.92% | 0.481 | 27.80% | 61 | 32.79% | 22.93% |