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