- base momentum top-50, 10bps, split 2016-01-01
| Variant | OOS Ret | OOS Sharpe | OOS MaxDD | vs base p |
|---|---|---|---|---|
| base EW | +1272% | 1.47 | -34.4% | 1.000 |
| conviction | +4345% | 1.68 | -33.5% | 0.000 |
| conv/vol | +2126% | 1.60 | -33.7% | 0.003 |
| conv/vol capped | +1921% | 1.56 | -33.5% | 0.004 |
"stack4 sizing — vol-scaled conviction"
2026-09-28
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