signal dates: 337
| variant | mean 21d | Sharpe~ | maxDD | stop-out | vs none |
|---|---|---|---|---|---|
| none | +2.910% | 1.14 | -65.6% | 0% | +0.000% CI[+0.000%,+0.000%] |
| fixed06 | +1.820% | 0.85 | -50.0% | 41% | -1.090% CI[-1.667%,-0.468%] |
| fixed10 | +2.322% | 0.98 | -51.1% | 23% | -0.588% CI[-0.913%,-0.235%] |
| fixed15 | +2.602% | 1.05 | -60.1% | 10% | -0.309% CI[-0.529%,-0.091%] |
| fixed20 | +2.783% | 1.10 | -61.5% | 5% | -0.127% CI[-0.242%,-0.007%] |
| volk1.0 | +2.508% | 1.01 | -56.5% | 20% | -0.402% CI[-0.668%,-0.128%] |
| volk1.5 | +2.733% | 1.07 | -64.3% | 7% | -0.178% CI[-0.295%,-0.060%] |
| volk2.0 | +2.833% | 1.11 | -66.6% | 3% | -0.077% CI[-0.142%,-0.022%] |
| volk3.0 | +2.904% | 1.14 | -65.7% | 1% | -0.006% CI[-0.022%,+0.007%] |
Caveat: close-based stops (no intraday fills); overlapping 21-session windows at weekly cadence.