Source: task5-ashare-leader/output/streaming_hist_2012/v0plus_sensitivity/task5_v0plus_sensitivity_summary.md
Last modified: 2026-05-19 03:34:19 · 1,475 bytes
Task #5 v0+ Sensitivity Summary
| scenario |
full_annualized |
full_vol |
full_sharpe |
full_mdd |
avg_exposure |
avg_holdings |
trades |
| v0_baseline |
0.1598 |
0.2103 |
0.7600 |
-0.2182 |
0.3462 |
4.1030 |
654 |
| m_price_above_ma200 |
0.1672 |
0.2413 |
0.6928 |
-0.4112 |
0.4511 |
5.3779 |
909 |
| m_price_above_ma100 |
0.2239 |
0.2533 |
0.8838 |
-0.3654 |
0.4900 |
5.8221 |
979 |
| m_always_on |
0.0857 |
0.2925 |
0.2931 |
-0.5901 |
0.6700 |
8.0605 |
1616 |
| slippage_50bp |
0.1276 |
0.2106 |
0.6058 |
-0.2429 |
0.3458 |
4.0806 |
671 |
| strict_limit_slippage_50bp |
0.1312 |
0.2093 |
0.6266 |
-0.2429 |
0.3457 |
4.0829 |
672 |
| industry_cap_30pct |
0.1746 |
0.2079 |
0.8401 |
-0.2193 |
0.3449 |
4.1326 |
644 |
| industry_cap_30pct_slippage_50bp |
0.1253 |
0.2079 |
0.6025 |
-0.2439 |
0.3416 |
4.0634 |
675 |