balanced3_weight_batch3_20260413-183444.md 520 B
Balanced3 Weight Optimization Batch 3
Baseline
- Balanced3_DT50_MVT25_HY25: annual
13.52%, Sharpe0.489, max DD27.17%
Results
| Variant | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate | Avg Exposure |
|---|---|---|---|---|---|---|
| Balanced3_DT55_MVT225_HY225 | 13.59% | 0.493 | 27.08% | 61 | 29.51% | 25.29% |
| Balanced3_DT60_MVT20_HY20 | 13.90% | 0.497 | 26.36% | 61 | 29.51% | 25.68% |
| Balanced3_DT50_MVT30_HY20 | 13.66% | 0.491 | 27.41% | 61 | 31.15% | 25.24% |