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Strategy Performance Evaluation on 2015 Market Crash Bear Market 1.0 (OOS)
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12.2
Max Drawdown
M-Dynamic
11.876
14.063
16.25
18.437
Dec 1, 2025
Max Drawdown
Net Return
Sharpe Ratio
Defensive Alpha
Updated 3mo ago
Evaluation Results
Method
Method
Links
Max Drawdown
Net Return
Sharpe Ratio
Defensive Alpha
M-Dynamic
adaptation_mode=Dynami...
2025.12
12.2
-13.22
-0.256
8.6
M-Static
adaptation_mode=Static...
2025.12
20.3
-21.56
-0.327
-
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