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trend-exhaustion-narrow-validation-overlay.csv

trend-exhaustion-narrow-validation-overlay.csv 4.8 KB
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  1. overlay_weight,horizon,start,end,total_return,annualized_return,max_drawdown,calmar,baseline_total_return,baseline_max_drawdown,baseline_calmar,delta_total_return,delta_max_drawdown,delta_calmar
    2. 

  2. 0.025,full,2020-01-04,2026-04-29,0.5597650546507822,0.07286404588417739,0.07283403246423006,1.0004120796134974,0.5746697040909925,0.07283403246423034,1.0203012338692994,-0.014904649440210305,-2.7755575615628914e-16,-0.019889154255801955
    3. 

  3. 0.025,3y,2023-04-29,2026-04-29,0.2227286603049563,0.06926036892746779,0.06695909102316949,1.0343684161348905,0.2229432379311993,0.06650656143862783,1.042346125743,-0.00021457762624299548,0.00045252958454165826,-0.007977709608109507
    4. 

  4. 0.025,1y,2025-04-29,2026-04-29,0.12586878045767858,0.12586878045767858,0.06452352710002936,1.9507424053639701,0.12453976756448792,0.0648901008363513,1.9192413936691095,0.0013290128931906509,-0.0003665737363219429,0.03150101169486064
    5. 

  5. 0.025,6m,2025-10-29,2026-04-29,0.014041380756578237,0.028358705349108337,0.05566985291625893,0.509408663101136,0.01404138075657868,0.05566985291625889,0.5094086631011523,-4.440892098500626e-16,4.163336342344337e-17,-1.63202784619898e-14
    6. 

  6. 0.025,3m,2026-01-29,2026-04-29,0.05642181012424774,0.24932011569576962,0.0031056678920667723,80.27906536067225,0.056421810124248184,0.0031056678920667762,80.27906536067286,-4.440892098500626e-16,-3.903127820947816e-18,-6.110667527536862e-13
    7. 

  7. 0.05,full,2020-01-04,2026-04-29,0.5616013294711184,0.07306378050998519,0.07283403246422981,1.0031544051315324,0.5746697040909925,0.07283403246423034,1.0203012338692994,-0.01306837461987409,-5.273559366969494e-16,-0.01714682873776696
    8. 

  8. 0.05,3y,2023-04-29,2026-04-29,0.22250600481361382,0.0691955210934998,0.06778986075105627,1.0207355543568015,0.2229432379311993,0.06650656143862783,1.042346125743,-0.0004372331175854782,0.001283299312428432,-0.021610571386198485
    9. 

  9. 0.05,1y,2025-04-29,2026-04-29,0.12719706436138978,0.12719706436138978,0.06415813651130381,1.982555468065681,0.12453976756448792,0.0648901008363513,1.9192413936691095,0.0026572967969018535,-0.0007319643250474905,0.06331407439657144
    10. 

  10. 0.05,6m,2025-10-29,2026-04-29,0.014041380756578237,0.028358705349108337,0.055669852916259234,0.5094086631011332,0.01404138075657868,0.05566985291625889,0.5094086631011523,-4.440892098500626e-16,3.469446951953614e-16,-1.9095836023552692e-14
    11. 

  11. 0.05,3m,2026-01-29,2026-04-29,0.056421810124248184,0.24932011569577184,0.0031056678920668417,80.27906536067117,0.056421810124248184,0.0031056678920667762,80.27906536067286,0.0,6.548581121812447e-17,-1.6910917111090384e-12
    12. 

  12. 0.075,full,2020-01-04,2026-04-29,0.5634188281045756,0.07326127822879203,0.07283403246422988,1.0058660182624375,0.5746697040909925,0.07283403246423034,1.0203012338692994,-0.011250875986416942,-4.579669976578771e-16,-0.014435215606861895
    13. 

  13. 0.075,3y,2023-04-29,2026-04-29,0.2222752767778713,0.06912831384037776,0.0686202266944296,1.0074043349960167,0.2229432379311993,0.06650656143862783,1.042346125743,-0.0006679611533280116,0.0021136652558017693,-0.03494179074698334
    14. 

  14. 0.075,1y,2025-04-29,2026-04-29,0.12852461349810484,0.12852461349810484,0.06379393106741847,2.0146840200563583,0.12453976756448792,0.0648901008363513,1.9192413936691095,0.003984845933616921,-0.0010961697689328281,0.09544262638724876
    15. 

  15. 0.075,6m,2025-10-29,2026-04-29,0.014041380756578015,0.028358705349107893,0.05566985291625922,0.5094086631011253,0.01404138075657868,0.05566985291625889,0.5094086631011523,-6.661338147750939e-16,3.3306690738754696e-16,-2.6978419498391304e-14
    16. 

  16. 0.075,3m,2026-01-29,2026-04-29,0.05642181012424796,0.24932011569577073,0.0031056678920667307,80.27906536067368,0.056421810124248184,0.0031056678920667762,80.27906536067286,-2.220446049250313e-16,-4.5536491244391186e-17,8.242295734817162e-13
    17. 

  17. 0.1,full,2020-01-04,2026-04-29,0.565217486146683,0.07345653846002809,0.07283403246423,1.0085469110350826,0.5746697040909925,0.07283403246423034,1.0203012338692994,-0.009452217944309504,-3.469446951953614e-16,-0.011754322834216735
    18. 

  18. 0.1,3y,2023-04-29,2026-04-29,0.22203648165130252,0.0690587478662128,0.06945018883039437,0.9943637163444218,0.2229432379311993,0.06650656143862783,1.042346125743,-0.000906756279896781,0.00294362739176654,-0.04798240939857823
    19. 

  19. 0.1,1y,2025-04-29,2026-04-29,0.12985142208184386,0.12985142208184386,0.06343091276634881,2.0471315391622786,0.12453976756448792,0.0648901008363513,1.9192413936691095,0.005311654517355935,-0.00145918807000249,0.12789014549316913
    20. 

  20. 0.1,6m,2025-10-29,2026-04-29,0.014041380756578237,0.028358705349108337,0.05566985291625898,0.5094086631011355,0.01404138075657868,0.05566985291625889,0.5094086631011523,-4.440892098500626e-16,9.020562075079397e-17,-1.6764367671839864e-14
    21. 

  21. 0.1,3m,2026-01-29,2026-04-29,0.05642181012424774,0.24932011569576962,0.003105667892066715,80.27906536067373,0.056421810124248184,0.0031056678920667762,80.27906536067286,-4.440892098500626e-16,-6.114900252818245e-17,8.668621376273222e-13
    22.