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 | 0.1478 | 0.7401 | -0.2233 | 0.3928 | 4.6893 | 0.0861 | 0.4074 | 0.7064 | 2.1645 | -0.1688 | 404 | 0 | 0 | 0.0000 | 0.0000 |
| chain_cap_30 | 0.1487 | 0.7785 | -0.2233 | 0.3908 | 4.7209 | 0.0686 | 0.2969 | 0.6832 | 2.3789 | -0.1248 | 396 | 0 | 0 | 0.0384 | 0.0000 |
| chain_cap_40 | 0.1570 | 0.7940 | -0.2233 | 0.3944 | 4.7334 | 0.0788 | 0.3785 | 0.8412 | 2.6731 | -0.1231 | 391 | 0 | 0 | 0.0539 | 0.0000 |
| smart_capacity | 0.1552 | 0.7657 | -0.2250 | 0.3936 | 4.7154 | 0.0851 | 0.4177 | 0.8077 | 2.3627 | -0.1546 | 415 | 0 | 12 | 0.0256 | -0.0017 |
| early_watchlist | 0.1742 | 0.8246 | -0.2315 | 0.4083 | 4.8734 | 0.0910 | 0.4159 | 0.9765 | 2.8628 | -0.1427 | 421 | 33 | 0 | 0.0845 | -0.0082 |
| early_watchlist_small4pct | 0.1785 | 0.8730 | -0.2288 | 0.3896 | 4.8904 | 0.0907 | 0.4071 | 1.0307 | 2.9816 | -0.1479 | 423 | 34 | 0 | 0.1329 | -0.0055 |
| early_watchlist_smart_capacity | 0.1863 | 0.8797 | -0.2344 | 0.4101 | 4.9120 | 0.0888 | 0.4140 | 1.0672 | 3.0810 | -0.1442 | 437 | 34 | 15 | 0.1396 | -0.0111 |
| early_watchlist_small4pct_smart_capacity | 0.1816 | 0.8831 | -0.2249 | 0.3906 | 4.9020 | 0.0874 | 0.3966 | 0.9761 | 2.7702 | -0.1608 | 449 | 35 | 15 | 0.1430 | -0.0016 |
| early_watchlist_small4pct_smart_capacity_chain_cap_40 | 0.1746 | 0.8708 | -0.2249 | 0.3877 | 4.9260 | 0.0787 | 0.3611 | 0.8688 | 2.6836 | -0.1406 | 444 | 34 | 17 | 0.1307 | -0.0016 |
| early_watchlist_chain_cap_40 | 0.1718 | 0.8690 | -0.2288 | 0.3834 | 4.8684 | 0.0816 | 0.3741 | 0.9239 | 3.0145 | -0.1225 | 427 | 33 | 0 | 0.1289 | -0.0055 |