Source: task5-ashare-leader/output/streaming_hist_2012/task409_overheat_profit_trim_round2/task409_round2_summary.md
Last modified: 2026-07-09 07:46:25 · 4,694 bytes

Task #409 Round-2 Overheat Profit Trim

Baseline: v1.5.2 SWS L2 cap30 ATR3.0 Trend<=5. Variants are research-only and change only the overheat partial-trim layer.

Historical replay summary

scenario	kind	mode	annualized	sharpe	mdd	calmar	m_on_mdd	m_off_mdd	annualized_giveup_vs_baseline	mdd_improvement_vs_baseline	m_off_mdd_improvement_vs_baseline	overheat_trim_sells	final_nav
atrpct7_moff_once	atr_pct	mfilter_off_only	0.1836	0.9464	-0.2686	0.6836	-0.1734	-0.1286	-0.0014	0.0000	0.0037	28	6.2034
atrpct7_moff_reset2	atr_pct	mfilter_off_only	0.1836	0.9464	-0.2686	0.6836	-0.1734	-0.1286	-0.0014	0.0000	0.0037	28	6.2034
atrpct7_moff_reset3	atr_pct	mfilter_off_only	0.1836	0.9464	-0.2686	0.6836	-0.1734	-0.1286	-0.0014	0.0000	0.0037	28	6.2034
atrpct7_moff_cd40	atr_pct	mfilter_off_only	0.1826	0.9437	-0.2688	0.6793	-0.1734	-0.1284	-0.0004	-0.0001	0.0039	37	6.1432
baseline_v152	baseline		0.1822	0.9239	-0.2686	0.6783	-0.1736	-0.1322	0.0000	0.0000	0.0000	0	6.1227
atrpct7_moff_cd20	atr_pct	mfilter_off_only	0.1813	0.9443	-0.2688	0.6744	-0.1734	-0.1280	0.0009	-0.0001	0.0042	48	6.0698
ma50dev40_moff_once	ma50_deviation	mfilter_off_only	0.1797	0.9241	-0.2686	0.6690	-0.1735	-0.1323	0.0025	0.0000	-0.0000	13	5.9843
ma50dev35_moff_once	ma50_deviation	mfilter_off_only	0.1779	0.9170	-0.2686	0.6623	-0.1735	-0.1324	0.0043	-0.0000	-0.0001	19	5.8864
ma50dev30_moff_once	ma50_deviation	mfilter_off_only	0.1737	0.8983	-0.2686	0.6467	-0.1725	-0.1321	0.0085	0.0000	0.0001	23	5.6630
ma50dev30_moff_reset10	ma50_deviation	mfilter_off_only	0.1715	0.8886	-0.2686	0.6385	-0.1725	-0.1321	0.0107	0.0000	0.0001	29	5.5494

Baseline MDD attribution

- Overall max drawdown: -26.86%, peak 2017-11-21 to trough 2019-06-06.

- Worst M-filter ON segment MDD: -17.36%, segment 2020-11-02 to 2021-02-25, trough 2021-02-25.

- Worst M-filter OFF segment MDD: -13.22%, segment 2025-03-31 to 2025-05-09, trough 2025-04-07.

Current P1 pressure window

- Actual P1 paper ledger from 2026-07-02 to 2026-07-08: return -4.63%, window MDD -4.99%, drawdown -12.37% -> -16.43%. This is not variant replay; current replay data ends at 2026-05-15.

Files

- /root/.syfo/profiles/srv-mini-pc-on-syfo-019e7228-b4d5-7a1d-b621-5628aff4/agents/019e8da5-8902-7006-a8b1-10d3bd321e5c/inherited/syfo-e790d23c-fe85-42c9-9a1a-116a8bbd87ac/projects/mini-cypress/task5-ashare-leader/output/streaming_hist_2012/task409_overheat_profit_trim_round2/task409_round2_summary.csv