Portfolio Lab

Read-only portfolio research artifacts. This page loads packaged JSON only; WFA, sweeps, and model training stay on Slurm. Source: live results: /home/lissan/bt-data/regime_lab_results

Policy Return vs Drawdown (%)

Policy Sharpe

Dynamic Regime Portfolio Cumulative Equity (%)

Capital-Slot Portfolio Cumulative Equity (%)

Dynamic Portfolio Drawdown (%)

Capital-Slot Drawdown (%)

Dynamic Gross Exposure (%)

Selected Trades vs Capacity Skips

Max Open Gross By Policy (%)

Average Gross By Policy (%)

Top Dynamic Allocation Pockets

Top Allocation Edge vs Risk

Sweep Dynamic Return vs Drawdown (%)

Top Sweep Returns (%)

Capital Return vs Dynamic Return (%)

Sweep AUC vs Dynamic Return