Task #5 v1.3 A/B Summary
First batch: sector/chain concentration, early prefilter relaxation, and capacity management.
| scenario | full_annualized | full_sharpe | full_mdd | avg_exposure | avg_holdings | avg_ai_chain_weight | p95_ai_chain_weight | oos_c_annualized | oos_c_sharpe | oos_c_mdd | trades | early_buys | smart_replaces | delta_sharpe | delta_mdd |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| v1_2_baseline | 0.1470 | 0.7240 | -0.2314 | 0.4072 | 4.8294 | 0.0895 | 0.4257 | 0.8555 | 2.5467 | -0.1569 | 586 | 0 | 0 | 0.0000 | 0.0000 |
| chain_cap_30 | 0.1366 | 0.7083 | -0.2433 | 0.4024 | 4.8564 | 0.0678 | 0.2942 | 0.7727 | 2.6465 | -0.1340 | 589 | 0 | 0 | -0.0158 | -0.0119 |
| chain_cap_40 | 0.1352 | 0.6811 | -0.2314 | 0.4068 | 4.8504 | 0.0772 | 0.3890 | 0.7051 | 2.2752 | -0.1666 | 581 | 0 | 0 | -0.0429 | 0.0000 |
| smart_capacity | 0.1459 | 0.7132 | -0.2266 | 0.4086 | 4.8389 | 0.0877 | 0.4197 | 0.8917 | 2.6097 | -0.1434 | 622 | 0 | 25 | -0.0108 | 0.0048 |
| early_watchlist | 0.1554 | 0.7425 | -0.2667 | 0.4156 | 4.9625 | 0.0878 | 0.3875 | 1.0221 | 3.0754 | -0.1374 | 656 | 94 | 0 | 0.0185 | -0.0353 |
| early_watchlist_small4pct | 0.1676 | 0.8296 | -0.2322 | 0.3980 | 5.0070 | 0.0874 | 0.3973 | 1.0474 | 3.0916 | -0.1429 | 644 | 92 | 0 | 0.1056 | -0.0008 |
| early_watchlist_smart_capacity | 0.1542 | 0.7348 | -0.2689 | 0.4153 | 4.9680 | 0.0889 | 0.3890 | 0.9432 | 2.8118 | -0.1687 | 709 | 93 | 24 | 0.0108 | -0.0375 |
| early_watchlist_small4pct_smart_capacity | 0.1707 | 0.8487 | -0.2275 | 0.3963 | 4.9955 | 0.0872 | 0.3994 | 1.0094 | 3.0592 | -0.1518 | 701 | 92 | 24 | 0.1247 | 0.0039 |
| early_watchlist_small4pct_smart_capacity_chain_cap_40 | 0.1723 | 0.8621 | -0.2275 | 0.3969 | 4.9975 | 0.0799 | 0.3793 | 1.0333 | 3.2244 | -0.1407 | 695 | 90 | 23 | 0.1381 | 0.0039 |
| early_watchlist_chain_cap_40 | 0.1631 | 0.8274 | -0.2322 | 0.3955 | 5.0030 | 0.0783 | 0.3839 | 0.9729 | 3.1478 | -0.1379 | 636 | 90 | 0 | 0.1033 | -0.0008 |