Source: task4-all-weather/output/task4_baseline_metrics.md
Last modified: 2026-05-16 22:09:34 · 2,855 bytes
variant segment days ann_return ann_vol sharpe sortino max_drawdown calmar best_month worst_month
v0_ex_ante_7pct IS_2015_2023 2188 0.0536 0.0468 1.1472 1.4146 -0.1070 0.5011 0.0472 -0.0444
v0_ex_ante_7pct OOS_A_2024_pre_924 176 0.0607 0.0229 2.6534 4.2284 -0.0144 4.2103 0.0137 -0.0055
v0_ex_ante_7pct OOS_B_924_to_2025H1 183 0.1193 0.0383 3.1188 3.3513 -0.0149 8.0094 0.0288 0.0025
v0_ex_ante_7pct OOS_C_2025H2_now 211 0.0821 0.0245 3.3467 4.5495 -0.0111 7.4095 0.0162 -0.0041
v0_ex_ante_7pct FULL 2758 0.0605 0.0437 1.3837 1.6765 -0.1070 0.5651 0.0472 -0.0444
v0_ex_ante_plus_dd_gate IS_2015_2023 2188 0.0550 0.0433 1.2718 1.6344 -0.0905 0.6079 0.0472 -0.0413
v0_ex_ante_plus_dd_gate OOS_A_2024_pre_924 176 0.0607 0.0229 2.6534 4.2284 -0.0144 4.2103 0.0137 -0.0055
v0_ex_ante_plus_dd_gate OOS_B_924_to_2025H1 183 0.1193 0.0383 3.1188 3.3513 -0.0149 8.0094 0.0288 0.0025
v0_ex_ante_plus_dd_gate OOS_C_2025H2_now 211 0.0821 0.0245 3.3467 4.5495 -0.0111 7.4095 0.0162 -0.0041
v0_ex_ante_plus_dd_gate FULL 2758 0.0616 0.0408 1.5108 1.9021 -0.0905 0.6804 0.0472 -0.0413
v0_plus_funded_6pct IS_2015_2023 2188 0.0601 0.0577 1.0419 1.2405 -0.1278 0.4704 0.0707 -0.0631
v0_plus_funded_6pct OOS_A_2024_pre_924 176 0.0585 0.0246 2.3789 3.8303 -0.0178 3.2798 0.0158 -0.0056
v0_plus_funded_6pct OOS_B_924_to_2025H1 183 0.1268 0.0423 3.0017 3.2281 -0.0170 7.4764 0.0323 0.0020
v0_plus_funded_6pct OOS_C_2025H2_now 211 0.0941 0.0280 3.3604 4.6028 -0.0124 7.6068 0.0175 -0.0050
v0_plus_funded_6pct FULL 2758 0.0669 0.0535 1.2512 1.4671 -0.1278 0.5234 0.0707 -0.0631