cyb50-quant/backtrader-lab/balanced3_weight_batch2_20260413-183237.md

Balanced3 Weight Optimization Batch 2

Baseline

• Balanced3_DT40: annual 13.33%, Sharpe 0.488, max DD 27.64%

Results

Variant	Annual Return	Sharpe	Max DD	Closed Trades	Win Rate	Avg Exposure
Balanced3_DT45_MVT30_HY25	13.44%	0.486	27.66%	61	31.15%	24.64%
Balanced3_DT50_MVT25_HY25	13.52%	0.489	27.17%	61	31.15%	24.88%
Balanced3_DT40_MVT35_HY25	13.13%	0.48	28.56%	61	32.79%	24.44%