Source: task5-ashare-leader/output/streaming_v0/v0plus_sensitivity/task5_v0plus_sensitivity_summary.md
Last modified: 2026-05-18 07:12:15 · 1,475 bytes
Task #5 v0+ Sensitivity Summary
| scenario |
full_annualized |
full_vol |
full_sharpe |
full_mdd |
avg_exposure |
avg_holdings |
trades |
| v0_baseline |
0.1800 |
0.2045 |
0.8801 |
-0.2178 |
0.2964 |
3.5292 |
445 |
| m_price_above_ma200 |
0.1835 |
0.2393 |
0.7666 |
-0.4292 |
0.4205 |
5.0116 |
666 |
| m_price_above_ma100 |
0.2091 |
0.2487 |
0.8406 |
-0.3674 |
0.4424 |
5.2925 |
698 |
| m_always_on |
0.1134 |
0.2885 |
0.3929 |
-0.5326 |
0.6569 |
7.8818 |
1245 |
| slippage_50bp |
0.1400 |
0.2056 |
0.6806 |
-0.2432 |
0.2943 |
3.4777 |
454 |
| strict_limit_slippage_50bp |
0.1405 |
0.2057 |
0.6833 |
-0.2432 |
0.2943 |
3.4781 |
452 |
| industry_cap_30pct |
0.1770 |
0.2004 |
0.8835 |
-0.2189 |
0.2918 |
3.5150 |
440 |
| industry_cap_30pct_slippage_50bp |
0.1369 |
0.2019 |
0.6780 |
-0.2441 |
0.2929 |
3.4882 |
458 |