okx-codex-trader/reports/strategy-expansion/rotation-risk-horizons.csv

strategy,horizon,start,end,total_return,annualized_return,max_drawdown,calmar
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.45170032553946626,0.1321650882941645,0.07940494575055677,1.6644440348759737
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.14318689942962348,0.14318689942962348,0.0612527631670942,2.3376398390227298
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,0.0012181619768547591,0.0024580355093808404,0.018139057743362927,0.13551065023100411
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,0.0012181619768547591,0.005005277185915036,0.018139057743362927,0.2759392057035854
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3y,2023-05-03,2026-05-03,0.5096174343947044,0.1470118402810241,0.08052585963372617,1.8256475739558822
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,1y,2025-05-03,2026-05-03,0.15401016428147773,0.15401016428147773,0.077263448494975,1.9933120677559988
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,6m,2025-11-03,2026-05-03,0.0015234400876480425,0.0030745094731763345,0.023545025277695895,0.1305800030755883
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3m,2026-02-03,2026-05-03,0.0015234400876480425,0.006262590359618292,0.023545025277695895,0.2659835904084086
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,3y,2023-05-03,2026-05-03,0.5613769585815909,0.1599619302400348,0.08799038689364129,1.8179477996089435
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,1y,2025-05-03,2026-05-03,0.1644261184465614,0.1644261184465614,0.08799038689364129,1.868682753325225
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,6m,2025-11-03,2026-05-03,0.0018008803203446444,0.003634933765539694,0.02893442615359262,0.12562660639075315
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,3m,2026-02-03,2026-05-03,0.0018008803203446444,0.0074062822649094695,0.02893442615359262,0.2559678296571254
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.6326329982394903,0.17732972612517162,0.10499175952864996,1.688987087379769
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.19311151697332196,0.19311151697332196,0.08101986719416811,2.3835081895471477
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,0.001555642134228874,0.0031395489347050276,0.024144666376977972,0.1300307440859319
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,0.001555642134228874,0.0063952864699259315,0.024144666376977972,0.26487367313651766
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.34183609829321737,0.10287845396150108,0.07940494575055775,1.295617709817256
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.09227557132469077,0.09227557132469077,0.06125276316709154,1.506471978626859
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,0.0012181619768556473,0.0024580355093826167,0.01813905774336348,0.13551065023109793
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,0.0012181619768556473,0.0050052771859188105,0.01813905774336348,0.2759392057037851
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,3y,2023-05-03,2026-05-03,0.40608289756130156,0.12019069235312041,0.10115231636097137,1.188214928506519
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,1y,2025-05-03,2026-05-03,0.1278035541727125,0.1278035541727125,0.06138314573184485,2.082062635418333
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,6m,2025-11-03,2026-05-03,0.0012181619768554253,0.0024580355093821726,0.018139057743363725,0.1355106502310716
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,3m,2026-02-03,2026-05-03,0.0012181619768554253,0.005005277185917922,0.018139057743363725,0.27593920570373237
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3y,2023-05-03,2026-05-03,0.3821702794087938,0.11380996779329222,0.0895646569609714,1.2707017662434181
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,1y,2025-05-03,2026-05-03,0.10372350496382254,0.10372350496382254,0.07726344849497568,1.342465382846166
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,6m,2025-11-03,2026-05-03,0.0015234400876495968,0.003074509473179443,0.02354502527769528,0.13058000307572376
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3m,2026-02-03,2026-05-03,0.0015234400876495968,0.006262590359624731,0.02354502527769528,0.265983590408689
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,3y,2023-05-03,2026-05-03,0.4087094451387001,0.12088712363478171,0.09732533268358527,1.242093094382716
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,1y,2025-05-03,2026-05-03,0.10913075137968797,0.10913075137968797,0.08799038689364103,1.240257660323741
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,6m,2025-11-03,2026-05-03,0.0018008803203446444,0.003634933765539694,0.028934426153592097,0.12562660639075543
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,3m,2026-02-03,2026-05-03,0.0018008803203446444,0.0074062822649094695,0.028934426153592097,0.25596782965713
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.4711446636992147,0.13719289297306547,0.10499175952864999,1.3067015315199904
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.12306281745974035,0.12306281745974035,0.08101986719416938,1.5189214907599429
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,0.00155564213422843,0.0031395489347041394,0.02414466637697837,0.130030744085893
trend_basket-1h-lb720-tr1440-bt2880-rb168-top1-mm0.000-bm0.050-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,0.00155564213422843,0.006395286469924155,0.02414466637697837,0.2648736731364397
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.5497670470456248,0.15708236292488675,0.0741890410431624,2.1173256954958872
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.15910534029112577,0.15910534029112577,0.07313901828337141,2.175382497953207
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,-0.0027691408435170928,-0.005576319330727109,0.021690092570971174,-0.25709061925305693
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,-0.0027691408435170928,-0.011307921293250867,0.021690092570971174,-0.5213403887627831
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,3y,2023-05-03,2026-05-03,0.612787836338974,0.17254435812605196,0.0914078000382263,1.8876327627827685
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,1y,2025-05-03,2026-05-03,0.16615416699762497,0.16615416699762497,0.07558907428136799,2.1981241148574355
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,6m,2025-11-03,2026-05-03,-0.0027691408435152054,-0.005576319330723223,0.021690092570971303,-0.25709061925287624
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,3m,2026-02-03,2026-05-03,-0.0027691408435152054,-0.011307921293243206,0.021690092570971303,-0.5213403887624268
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3y,2023-05-03,2026-05-03,0.6114191931303261,0.17221288559388181,0.08711115498498014,1.9769326399538047
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,1y,2025-05-03,2026-05-03,0.1777793915912842,0.1777793915912842,0.08711115498498014,2.0408338245766258
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,6m,2025-11-03,2026-05-03,-0.0036750590568442876,-0.007397187275839157,0.028141876215595087,-0.2628533797522688
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3m,2026-02-03,2026-05-03,-0.0036750590568442876,-0.01498620660668848,0.028141876215595087,-0.5325233645361475
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,3y,2023-05-03,2026-05-03,0.6654189503636134,0.18515129125934449,0.09721443768994217,1.9045657791064945
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,1y,2025-05-03,2026-05-03,0.18856247862032816,0.18856247862032816,0.09721443768994217,1.93965508725909
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,6m,2025-11-03,2026-05-03,-0.005000383061392721,-0.010058017201504232,0.03456813190209665,-0.29096212748754835
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.80-vt0.2000,3m,2026-02-03,2026-05-03,-0.005000383061392721,-0.02034874453602431,0.03456813190209665,-0.5886561817588444
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.7816934919992251,0.2120895597384631,0.09810294787997796,2.1619081212313795
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.21539367821092958,0.21539367821092958,0.09675713118251549,2.2261271658067963
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,-0.003777853432911926,-0.007603694556603702,0.028857165562396817,-0.26349415850155156
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev1.00-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,-0.003777853432911926,-0.015402926319337373,0.028857165562396817,-0.5337643534681941
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3y,2023-05-03,2026-05-03,0.45567451024013805,0.13319634568355987,0.07892559210972674,1.6876192135294077
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,1y,2025-05-03,2026-05-03,0.12707186657090008,0.12707186657090008,0.07025528994591754,1.8087159937524975
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,6m,2025-11-03,2026-05-03,-0.0027691408435167597,-0.0055763193307264425,0.02169009257097128,-0.25709061925302495
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000,3m,2026-02-03,2026-05-03,-0.0027691408435167597,-0.011307921293249534,0.02169009257097128,-0.5213403887627193
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,3y,2023-05-03,2026-05-03,0.5166903959620845,0.14879876916391033,0.09400832509461794,1.5828254467266238
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,1y,2025-05-03,2026-05-03,0.13406227753922928,0.13406227753922928,0.07067583701809223,1.8968615469656316
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,6m,2025-11-03,2026-05-03,-0.0027691408435170928,-0.005576319330727109,0.021690092570971046,-0.25709061925305843
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.50-vt0.3000,3m,2026-02-03,2026-05-03,-0.0027691408435170928,-0.011307921293250867,0.021690092570971046,-0.5213403887627862
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,3y,2023-05-03,2026-05-03,0.49967000579657306,0.14448922548764664,0.09265801977631066,1.5593817549356626
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,1y,2025-05-03,2026-05-03,0.1379314719494502,0.1379314719494502,0.08711115498498039,1.5833962019357017
trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.050-vw336-vc0.0300-lev0.75-exp0.65-vt0.2000,6m,2025-11-03,2026-05-03,-0.003675059056846397,-0.007397187275843375,0.028141876215595763,-0.2628533797524124
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