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Dennis Thiessen
2026-07-19 14:21:05 +02:00
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docs/research/prod-book-universe-horizon.md
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@@ -71,17 +71,18 @@ or depth changes the risk story.
## Results
*(filled after run)*
Generated: `2026-07-19T14:07:37.458454`
| arm | universe | entry start | Sharpe | SE | CAGR % | max DD % | trades | notes |
|---|---|---|---:|---:|---:|---:|---:|---|
| A | 505 | 2022-07-01 | | | | | | |
| B | 505+liquid | 2022-07-01 | | | | | | |
| C | 505 | 2016-07-01 | | | | | | |
| D | 505+liquid | 2016-07-01 | | | | | | |
| arm | universe | entry start | Sharpe | SE | CAGR % | max DD % | trades |
|---|---|---|---:|---:|---:|---:|---:|
| A_prod_4y_505 | prod_505 | 2022-07-01 | 1.32 | 0.49 | 31.8 | 18.9 | 374 |
| B_prod_4y_505_liquid | prod_plus_liquid | 2022-07-01 | 0.14 | 0.499 | -1.8 | 55.3 | 706 |
| C_prod_2016_505 | prod_505 | 2016-07-01 | 0.88 | 0.314 | 16.7 | 24.4 | 763 |
| D_prod_2016_505_liquid | prod_plus_liquid | 2016-07-01 | -0.06 | 0.316 | -7.0 | 73.9 | 1567 |
---
Full report: `reports/prod-book-universe-horizon-20260719-140737.json`
## Verdict
**PENDING_HUMAN** after numbers land.
**PENDING_HUMAN** — descriptive only; production knobs unchanged.