Backtest Results

Ganet · Adaptive Efficiency archive export · overlay audit, not graded desk book

Generated: 2026-05-22 14:27 UTC

Walk-Forward Backtest Comparison

Metric	naive_equal_weight	topological_hrp
total_return	0.3987	0.3406
annualized_sharpe	2.7902	3.1870
annualized_sortino	4.1367	4.7970
max_drawdown	-0.0536	-0.0502

Delta (HRp vs baseline)

• sharpe_improvement: 0.3968
• drawdown_reduction: -0.0034

Windows tested: 11