4-Sleeve Ensemble Dashboard

NOMINAL BACKTEST FALLBACK

Annualized Return

100.7%

Sharpe Ratio

1.78

Max Drawdown

37.7%

Current Equity

3.1025

from 1.0000

Equity Curve (ILLUSTRATIVE from backtest summary)

Sleeve Allocation / P&L

CrossSecMom

50.0%

EMATrend

13.5%

Grid

13.6%

FundContrarian

22.8%

Current Positions

No live positions.
Paper runner not connected.

Walk-Forward Split Results (60/40 Train/Test)

Config	Train Ann	Train Sharpe	Train MaxDD	Test Ann	Test Sharpe	Test MaxDD	Both+
static 2x	119.6%	1.85	-36.2%	58.3%	1.23	-28.3%	YES
dynamic derisk moderate	82.1%	1.70	-23.3%	2.2%	0.22	-21.0%	YES
dynamic derisk aggressive	75.8%	1.71	-20.8%	2.6%	0.23	-19.9%	YES
time based trg10 rec14 dr1	65.3%	1.52	-27.2%	29.7%	0.94	-21.4%	YES
time based trg10 rec14 dr0.5	46.3%	1.45	-21.4%	19.0%	0.77	-17.4%	YES
vt60	111.7%	1.80	-36.2%	59.0%	1.24	-28.3%	YES
rolling sharpe w30	41.1%	1.53	-21.0%	41.1%	1.53	-21.0%	YES