{ "gold": { "roi": 96.55, "dd": 14.32, "trades": 2155 }, "results": [ { "name": "A_5.0/6.0_mc5.0_GOLD-ref", "roi": 96.55083977704362, "pf": 1.2201203038704769, "dd": 14.321954772270876, "wr": 50.48723897911833, "sharpe": 4.631491961453057, "trades": 2155, "avg_leverage": 3.1901002888648518, "max_leverage_realized": 6.0, "lev_p90": 6.0, "pct_at_hard_cap": 40.324825986078885, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "B_6.0/7.0_mc5.0_decoupled", "roi": 119.33687073886617, "pf": 1.2185272940196565, "dd": 16.916071652089094, "wr": 50.48723897911833, "sharpe": 4.550677484437249, "trades": 2155, "avg_leverage": 3.588114025875353, "max_leverage_realized": 7.0, "lev_p90": 7.0, "pct_at_hard_cap": 39.443155452436194, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "C_7.0/8.0_mc5.0_decoupled", "roi": 141.79672282249857, "pf": 1.2193254974796508, "dd": 18.318263045357885, "wr": 50.48723897911833, "sharpe": 4.517317168361109, "trades": 2155, "avg_leverage": 3.8905395845230593, "max_leverage_realized": 8.0, "lev_p90": 8.0, "pct_at_hard_cap": 20.51044083526682, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "D_8.0/9.0_mc5.0_decoupled", "roi": 162.27551845884568, "pf": 1.2215406999889398, "dd": 18.43672091284768, "wr": 50.48723897911833, "sharpe": 4.490863883629943, "trades": 2155, "avg_leverage": 4.093742876621359, "max_leverage_realized": 9.0, "lev_p90": 9.0, "pct_at_hard_cap": 20.139211136890953, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "E_9.0/10.0_mc5.0_decoupled", "roi": 183.99742787632874, "pf": 1.222401072093006, "dd": 18.556892309537158, "wr": 50.48723897911833, "sharpe": 4.427325011926956, "trades": 2155, "avg_leverage": 4.293314913419678, "max_leverage_realized": 10.0, "lev_p90": 10.0, "pct_at_hard_cap": 19.814385150812065, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "F_6.0/7.0_mc6.0_coupled", "roi": 119.33687073886617, "pf": 1.2185272940196565, "dd": 16.916071652089094, "wr": 50.48723897911833, "sharpe": 4.550677484437249, "trades": 2155, "avg_leverage": 3.588114025875353, "max_leverage_realized": 7.0, "lev_p90": 7.0, "pct_at_hard_cap": 39.443155452436194, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "G_7.0/8.0_mc7.0_coupled", "roi": 141.79672282249857, "pf": 1.2193254974796508, "dd": 18.318263045357885, "wr": 50.48723897911833, "sharpe": 4.517317168361109, "trades": 2155, "avg_leverage": 3.8905395845230593, "max_leverage_realized": 8.0, "lev_p90": 8.0, "pct_at_hard_cap": 20.51044083526682, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } }, { "name": "H_8.0/9.0_mc8.0_coupled", "roi": 162.27551845884568, "pf": 1.2215406999889398, "dd": 18.43672091284768, "wr": 50.48723897911833, "sharpe": 4.490863883629943, "trades": 2155, "avg_leverage": 4.093742876621359, "max_leverage_realized": 9.0, "lev_p90": 9.0, "pct_at_hard_cap": 20.139211136890953, "sizing_scale_mean": 1.0883296846011132, "mc_monitor": { "red": 0, "orange": 0, "ok": 56, "halted": 0, "total": 56 } } ], "meta": { "exp": "exp9", "question": "Does adaptive_beta DD headroom permit higher leverage ceiling?", "silver": { "roi": 88.55, "dd": 15.05, "trades": 2155 }, "total_elapsed_s": 2697.7, "gold_ref_ok": true, "note_mc": "Decoupled runs (mc_ref=5.0): MC assesses at original 5x reference \u2014 pure leverage cap test. Coupled runs: MC sees actual new cap \u2014 tests MC response." } }