signal-platform/reports/fundamentals-splitsafe-20260723-153520-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	0.5133	32.5	18.5	1.76	195		67.83	0.2729
3	control_w00		0.0	validation	2.52	0.938	0.8618	71.3	14.8	4.82	106		69.13	0.357
4	control_w00		0.0	test	1.99	0.81	0.8122	54.4	19.2	2.83	188		62.82	0.1591
5	control_w00		0.0	full	1.86	0.49	0.986	52.1	22.3	2.34	483		38.74	0.4132
6	quality_w05	quality	0.05	train	1.5	0.767	0.6354	40.3	16.7	2.42	192	72.0	69.73	0.2241
7	quality_w05	quality	0.05	validation	2.43	0.939	0.8392	67.4	17.3	3.89	106	73.77	71.95	0.3914
8	quality_w05	quality	0.05	test	1.67	0.807	0.6889	43.1	19.2	2.24	191	64.78	71.88	0.1701
9	quality_w05	quality	0.05	full	1.81	0.492	0.9816	49.7	22.0	2.26	482	68.12	40.52	0.3944
10	quality_w10	quality	0.1	train	1.68	0.768	0.7191	46.1	16.7	2.75	195	64.56	63.19	0.1846
11	quality_w10	quality	0.1	validation	1.95	0.948	0.6828	47.9	17.8	2.69	112	61.48	74.11	0.3579
12	quality_w10	quality	0.1	test	1.57	0.809	0.6436	39.7	18.8	2.12	193	56.79	76.49	0.131
13	quality_w10	quality	0.1	full	1.72	0.493	0.9714	46.0	19.3	2.39	491	59.67	39.37	0.3583
14	quality_w15	quality	0.15	train	1.4	0.773	0.5848	35.8	15.3	2.33	189	47.69	67.32	0.2364
15	quality_w15	quality	0.15	validation	1.85	0.932	0.6467	45.0	18.4	2.44	111	57.25	79.6	0.3738
16	quality_w15	quality	0.15	test	1.78	0.804	0.7361	46.3	18.8	2.47	195	49.61	66.98	0.1186
17	quality_w15	quality	0.15	full	1.66	0.491	0.963	43.4	19.7	2.2	484	48.31	38.77	0.3822
18	growth_w05	growth	0.05	train	1.31	0.768	0.5392	32.7	17.9	1.83	192	72.0	69.9	0.3036
19	growth_w05	growth	0.05	validation	2.64	0.918	0.893	73.6	11.6	6.33	103	75.63	68.23	0.447
20	growth_w05	growth	0.05	test	1.99	0.8	0.8152	56.1	18.9	2.96	190	64.35	67.21	0.1646
21	growth_w05	growth	0.05	full	1.87	0.489	0.9869	51.5	21.3	2.41	481	68.53	42.14	0.4654
22	growth_w10	growth	0.1	train	1.11	0.775	0.4362	26.3	17.8	1.47	197	53.73	86.35	0.218
23	growth_w10	growth	0.1	validation	2.64	0.918	0.893	73.6	11.6	6.33	103	75.63	68.23	0.447
24	growth_w10	growth	0.1	test	1.92	0.808	0.7886	54.1	17.3	3.13	192	55.1	68.64	0.2284
25	growth_w10	growth	0.1	full	1.77	0.492	0.9776	48.9	20.2	2.42	490	56.94	42.63	0.4153
26	growth_w15	growth	0.15	train	1.07	0.772	0.4156	24.6	18.0	1.37	194	52.55	88.03	0.2015
27	growth_w15	growth	0.15	validation	2.02	0.93	0.7123	52.6	19.1	2.76	100	58.46	70.05	0.3237
28	growth_w15	growth	0.15	test	1.61	0.809	0.6618	42.3	17.3	2.45	191	55.97	78.59	0.2064
29	growth_w15	growth	0.15	full	1.39	0.492	0.8915	34.7	20.6	1.69	487	54.95	47.05	0.3551
30	balanced_w05	balanced	0.05	train	1.2	0.771	0.4822	30.2	20.9	1.45	198	73.13	74.32	0.2634
31	balanced_w05	balanced	0.05	validation	2.25	0.947	0.7861	62.1	20.0	3.11	106	70.97	76.48	0.3761
32	balanced_w05	balanced	0.05	test	2.02	0.802	0.8244	55.6	18.9	2.94	185	78.47	66.73	0.1759
33	balanced_w05	balanced	0.05	full	1.76	0.492	0.9765	48.3	21.9	2.2	481	73.69	42.66	0.412
34	balanced_w10	balanced	0.1	train	1.34	0.77	0.5545	34.1	17.0	2.01	189	68.42	66.41	0.2941
35	balanced_w10	balanced	0.1	validation	1.82	0.93	0.6349	43.1	19.3	2.23	110	58.82	83.18	0.4047
36	balanced_w10	balanced	0.1	test	2.0	0.811	0.8152	55.9	18.5	3.03	187	57.56	66.25	0.2341
37	balanced_w10	balanced	0.1	full	1.71	0.492	0.9703	46.0	19.9	2.31	476	59.57	41.92	0.46
38	balanced_w15	balanced	0.15	train	1.35	0.766	0.5599	34.3	15.5	2.21	182	56.43	65.25	0.276
39	balanced_w15	balanced	0.15	validation	1.89	0.931	0.6627	45.3	17.8	2.54	111	55.0	79.37	0.3649
40	balanced_w15	balanced	0.15	test	1.83	0.808	0.755	48.7	18.5	2.64	190	50.0	65.58	0.1869
41	balanced_w15	balanced	0.15	full	1.59	0.49	0.9503	41.0	19.9	2.06	474	52.88	39.94	0.4303