signal-platform/reports/fundamentals-overlay-20260723-135627-arms.csv

1	arm	composite	weight	window	sharpe	sharpe_se	dsr	cagr_pct	max_drawdown_pct	calmar	trades	overlap_pct	top5_pnl_share_pct	avg_r_ex_top5
2	control_w00		0.0	train	1.26	0.764	0.4607	32.5	18.5	1.76	195		67.83	0.2729
3	control_w00		0.0	validation	2.52	0.938	0.8309	71.3	14.8	4.82	106		69.13	0.357
4	control_w00		0.0	test	1.99	0.81	0.7757	54.4	19.2	2.83	188		62.82	0.1591
5	control_w00		0.0	full	1.86	0.49	0.9807	52.1	22.3	2.34	483		38.74	0.4132
6	quality_w10	quality	0.1	train	1.66	0.772	0.6629	45.4	16.9	2.68	183	57.5	63.51	0.2957
7	quality_w10	quality	0.1	validation	2.44	0.941	0.8077	68.8	17.3	3.98	107	65.12	70.53	0.3518
8	quality_w10	quality	0.1	test	1.7	0.805	0.6562	43.8	18.8	2.33	189	60.43	72.18	0.1424
9	quality_w10	quality	0.1	full	1.91	0.493	0.9845	53.3	21.6	2.46	470	59.1	39.96	0.4105
10	quality_w20	quality	0.2	train	1.64	0.77	0.6538	44.4	17.4	2.55	181	42.42	61.16	0.2545
11	quality_w20	quality	0.2	validation	2.28	0.953	0.7551	59.4	18.6	3.19	111	53.9	79.91	0.3052
12	quality_w20	quality	0.2	test	1.49	0.805	0.5562	35.9	18.6	1.93	189	44.44	80.74	0.136
13	quality_w20	quality	0.2	full	1.75	0.493	0.9666	46.6	20.7	2.26	478	44.73	44.1	0.3938
14	quality_w30	quality	0.3	train	1.69	0.767	0.6781	45.0	17.3	2.6	176	39.47	48.72	0.3464
15	quality_w30	quality	0.3	validation	1.83	0.948	0.5869	42.9	18.8	2.28	111	51.75	83.6	0.2918
16	quality_w30	quality	0.3	test	1.3	0.801	0.4621	28.9	18.6	1.56	189	41.73	94.0	0.1314
17	quality_w30	quality	0.3	full	1.57	0.491	0.9297	39.1	19.6	2.0	469	41.25	43.46	0.4265
18	quality_w40	quality	0.4	train	1.73	0.772	0.6954	46.5	18.2	2.55	190	31.85	48.84	0.3179
19	quality_w40	quality	0.4	validation	1.58	0.944	0.4824	36.8	19.0	1.94	110	48.97	101.05	0.2815
20	quality_w40	quality	0.4	test	1.18	0.812	0.4045	24.2	18.0	1.35	193	34.63	110.57	0.0845
21	quality_w40	quality	0.4	full	1.39	0.494	0.8643	33.0	23.8	1.39	492	34.11	47.94	0.3366
22	growth_w10	growth	0.1	train	1.24	0.769	0.4506	31.1	18.2	1.71	190	53.39	70.42	0.2227
23	growth_w10	growth	0.1	validation	2.65	0.915	0.8695	74.6	11.6	6.41	103	74.17	67.49	0.4295
24	growth_w10	growth	0.1	test	1.87	0.807	0.7297	52.4	18.9	2.77	197	61.09	69.9	0.1885
25	growth_w10	growth	0.1	full	1.83	0.49	0.9776	51.5	21.6	2.39	485	58.43	42.2	0.4164
26	growth_w20	growth	0.2	train	1.16	0.775	0.4105	27.3	17.8	1.53	189	42.75	83.96	0.1951
27	growth_w20	growth	0.2	validation	1.99	0.945	0.6516	50.1	19.2	2.61	101	56.82	71.97	0.3987
28	growth_w20	growth	0.2	test	1.59	0.8	0.6053	40.5	18.7	2.16	191	53.44	83.16	0.066
29	growth_w20	growth	0.2	full	1.55	0.493	0.9232	39.3	21.1	1.86	477	49.07	45.99	0.3356
30	growth_w30	growth	0.3	train	0.94	0.784	0.307	19.5	17.7	1.1	199	41.22	107.4	0.0981
31	growth_w30	growth	0.3	validation	1.79	0.954	0.57	42.4	19.5	2.18	101	55.64	78.91	0.2995
32	growth_w30	growth	0.3	test	1.32	0.8	0.472	31.5	18.3	1.72	198	47.33	92.89	0.066
33	growth_w30	growth	0.3	full	1.29	0.496	0.8143	29.9	20.7	1.44	500	45.63	50.27	0.2876
34	growth_w40	growth	0.4	train	1.08	0.785	0.3725	22.5	16.2	1.38	196	32.54	101.48	0.1686
35	growth_w40	growth	0.4	validation	1.96	0.956	0.6383	48.1	19.3	2.5	101	55.64	80.82	0.2926
36	growth_w40	growth	0.4	test	1.45	0.799	0.5368	36.3	17.8	2.03	193	50.59	84.67	0.0155
37	growth_w40	growth	0.4	full	1.47	0.495	0.896	35.6	26.0	1.37	487	40.99	46.88	0.2959
38	balanced_w10	balanced	0.1	train	1.66	0.773	0.6627	45.7	18.5	2.47	191	62.87	63.37	0.2536
39	balanced_w10	balanced	0.1	validation	2.42	0.931	0.8044	64.1	17.4	3.69	105	64.84	75.23	0.4326
40	balanced_w10	balanced	0.1	test	2.05	0.808	0.7978	57.6	18.9	3.04	186	56.49	62.34	0.2001
41	balanced_w10	balanced	0.1	full	2.0	0.493	0.9903	57.4	21.4	2.69	471	58.21	38.56	0.4343
42	balanced_w20	balanced	0.2	train	1.5	0.774	0.5842	40.3	16.2	2.49	186	48.25	69.56	0.2281
43	balanced_w20	balanced	0.2	validation	1.94	0.945	0.6319	45.7	18.5	2.47	113	58.7	78.45	0.3889
44	balanced_w20	balanced	0.2	test	1.99	0.805	0.7771	52.6	18.3	2.88	189	46.12	61.78	0.2105
45	balanced_w20	balanced	0.2	full	1.71	0.493	0.96	45.6	19.3	2.37	481	47.18	37.87	0.4034
46	balanced_w30	balanced	0.3	train	1.11	0.774	0.3854	26.5	17.1	1.55	201	37.98	82.7	0.1461
47	balanced_w30	balanced	0.3	validation	1.9	0.94	0.6164	47.7	17.3	2.76	104	60.31	89.47	0.3487
48	balanced_w30	balanced	0.3	test	1.54	0.799	0.5812	37.9	18.3	2.08	197	45.83	82.89	0.1937
49	balanced_w30	balanced	0.3	full	1.52	0.492	0.9144	39.4	21.3	1.85	496	43.55	47.61	0.3639
50	balanced_w40	balanced	0.4	train	1.16	0.782	0.4113	25.9	16.2	1.6	202	34.58	77.25	0.1727
51	balanced_w40	balanced	0.4	validation	2.07	0.943	0.6827	56.2	18.4	3.06	103	50.36	80.3	0.2394
52	balanced_w40	balanced	0.4	test	1.29	0.807	0.4574	30.0	17.8	1.68	202	46.62	91.39	0.1051
53	balanced_w40	balanced	0.4	full	1.34	0.496	0.8401	32.3	26.4	1.22	507	40.83	51.04	0.3014