- split 2016-01-01, 10bps
| Variant | OOS Ret | OOS Sharpe | OOS MaxDD |
|---|---|---|---|
| base EW | +1366% | 1.51 | -34.4% |
| conviction | +4345% | 1.68 | -33.5% |
| sector-neutral | +3912% | 1.71 | -32.5% |
| long-short | +360% | 1.29 | -19.6% |
| L/S sector-neutral | +372% | 1.33 | -20.1% |
"stack6 — sector-neutral + hedged conviction"
2026-09-28
·