"Allocation Sweep — four-sleeve account"

Sleeves: ['flagship', 'eth', 'btc', 'etftrend'] | grid step 2.5% | 12341 combos | no leverage, long-only

FULL 2006-2026 — max Sharpe

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 52%/12%/10%/25% | +13.0% | 1.07 | -18.5% |

FULL 2006-2026 — max CAGR

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 100%/0%/0%/0% | +18.9% | 0.99 | -30.8% |

FULL 2006-2026 — min MaxDD

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 0%/100%/0%/0% | +6.5% | 0.41 | -36.3% |

FULL 2006-2026 — max CAGR s.t. DD >= -20%

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 60%/40%/0%/0% | +14.8% | 1.02 | -19.3% |

FULL 2006-2026 — max CAGR s.t. DD >= -25%

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 78%/22%/0%/0% | +16.7% | 1.05 | -24.5% |

FULL 2006-2026 — single-sleeve reference

• flagship: CAGR +18.9% | Sharpe 0.99 | DD -30.8%
• eth: CAGR +6.5% | Sharpe 0.41 | DD -36.3%
• btc: CAGR +4.6% | Sharpe 0.36 | DD -29.7%
• etftrend: CAGR +4.7% | Sharpe 0.57 | DD -27.2%

LIVE 2021-2026 — max Sharpe

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 73%/15%/12%/0% | +28.0% | 1.31 | -15.3% |

LIVE 2021-2026 — max CAGR

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 62%/38%/0%/0% | +29.3% | 1.24 | -17.1% |

LIVE 2021-2026 — min MaxDD

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 0%/100%/0%/0% | +24.8% | 0.70 | -36.3% |

LIVE 2021-2026 — max CAGR s.t. DD >= -15%

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 75%/15%/10%/0% | +28.1% | 1.31 | -15.0% |

LIVE 2021-2026 — max CAGR s.t. DD >= -20%

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 62%/38%/0%/0% | +29.3% | 1.24 | -17.1% |

LIVE 2021-2026 — max CAGR s.t. DD >= -25%

| flagship | eth | btc | etftrend | CAGR | Sharpe | MaxDD | |---|---:|---:|---:|---:|---:|---:|---:| | 62%/38%/0%/0% | +29.3% | 1.24 | -17.1% |

LIVE 2021-2026 — single-sleeve reference

• flagship: CAGR +27.7% | Sharpe 1.15 | DD -19.4%
• eth: CAGR +24.8% | Sharpe 0.70 | DD -36.3%
• btc: CAGR +17.2% | Sharpe 0.62 | DD -29.7%
• etftrend: CAGR +2.7% | Sharpe 0.31 | DD -27.2%