window,gate,start,end,trade_dates,gate_open,gate_closed,trip_rate,base_ann,base_sharpe,base_maxDD,gated_ann,gated_sharpe,gated_maxDD
2026,disp_0.010,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,disp_0.015,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,disp_0.020,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,disp_0.025,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,disp_0.030,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,vol_low_max15,2026-01-04,2026-08-19,157,0,157,1.0,0.255023,1.4465,-0.080671,0.0,0.0,0.0
2026,vol_low_max20,2026-01-04,2026-08-19,157,12,145,0.9236,0.255023,1.4465,-0.080671,0.043049,1.1515,-0.023108
2026,vol_low_max25,2026-01-04,2026-08-19,157,58,99,0.6306,0.255023,1.4465,-0.080671,-0.016384,-0.1645,-0.108398
2026,vol_10_25,2026-01-04,2026-08-19,157,58,99,0.6306,0.255023,1.4465,-0.080671,-0.016384,-0.1645,-0.108398
2026,vol_10_30,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,hmm_0.3,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
2026,hmm_0.5,2026-01-04,2026-08-19,157,153,4,0.0255,0.255023,1.4465,-0.080671,0.149795,0.9136,-0.080671
2026,hmm_0.7,2026-01-04,2026-08-19,157,99,58,0.3694,0.255023,1.4465,-0.080671,0.10771,1.0292,-0.057741
2026,hmm_0.9,2026-01-04,2026-08-19,157,0,157,1.0,0.255023,1.4465,-0.080671,0.0,0.0,0.0
2025,disp_0.010,2025-01-02,2025-12-31,250,250,0,0.0,0.177515,0.8573,-0.217417,0.177515,0.8573,-0.217417
2025,disp_0.015,2025-01-02,2025-12-31,250,250,0,0.0,0.177515,0.8573,-0.217417,0.177515,0.8573,-0.217417
2025,disp_0.020,2025-01-02,2025-12-31,250,250,0,0.0,0.177515,0.8573,-0.217417,0.177515,0.8573,-0.217417
2025,disp_0.025,2025-01-02,2025-12-31,250,250,0,0.0,0.177515,0.8573,-0.217417,0.177515,0.8573,-0.217417
2025,disp_0.030,2025-01-02,2025-12-31,250,250,0,0.0,0.177515,0.8573,-0.217417,0.177515,0.8573,-0.217417
2025,vol_low_max15,2025-01-02,2025-12-31,250,0,250,1.0,0.177515,0.8573,-0.217417,0.0,0.0,0.0
2025,vol_low_max20,2025-01-02,2025-12-31,250,90,160,0.64,0.177515,0.8573,-0.217417,0.144812,2.0398,-0.0378
2025,vol_low_max25,2025-01-02,2025-12-31,250,178,72,0.288,0.177515,0.8573,-0.217417,0.127917,1.0934,-0.11916
2025,vol_10_25,2025-01-02,2025-12-31,250,178,72,0.288,0.177515,0.8573,-0.217417,0.127917,1.0934,-0.11916
2025,vol_10_30,2025-01-02,2025-12-31,250,212,38,0.152,0.177515,0.8573,-0.217417,0.173997,1.2001,-0.130753
2025,hmm_0.3,2025-01-02,2025-12-31,250,244,6,0.024,0.177515,0.8573,-0.217417,0.221577,1.364,-0.14578
2025,hmm_0.5,2025-01-02,2025-12-31,250,233,17,0.068,0.177515,0.8573,-0.217417,0.280047,1.9219,-0.070373
2025,hmm_0.7,2025-01-02,2025-12-31,250,185,65,0.26,0.177515,0.8573,-0.217417,0.268006,2.4144,-0.070373
2025,hmm_0.9,2025-01-02,2025-12-31,250,0,250,1.0,0.177515,0.8573,-0.217417,0.0,0.0,0.0
2024,disp_0.010,2024-01-02,2024-12-31,253,253,0,0.0,0.08229,0.5594,-0.10685,0.08229,0.5594,-0.10685
2024,disp_0.015,2024-01-02,2024-12-31,253,253,0,0.0,0.08229,0.5594,-0.10685,0.08229,0.5594,-0.10685
2024,disp_0.020,2024-01-02,2024-12-31,253,253,0,0.0,0.08229,0.5594,-0.10685,0.08229,0.5594,-0.10685
2024,disp_0.025,2024-01-02,2024-12-31,253,253,0,0.0,0.08229,0.5594,-0.10685,0.08229,0.5594,-0.10685
2024,disp_0.030,2024-01-02,2024-12-31,253,253,0,0.0,0.08229,0.5594,-0.10685,0.08229,0.5594,-0.10685
2024,vol_low_max15,2024-01-02,2024-12-31,253,0,253,1.0,0.08229,0.5594,-0.10685,0.0,0.0,0.0
2024,vol_low_max20,2024-01-02,2024-12-31,253,86,167,0.6601,0.08229,0.5594,-0.10685,0.000386,0.0056,-0.063954
2024,vol_low_max25,2024-01-02,2024-12-31,253,179,74,0.2925,0.08229,0.5594,-0.10685,0.081492,0.6993,-0.070375
2024,vol_10_25,2024-01-02,2024-12-31,253,179,74,0.2925,0.08229,0.5594,-0.10685,0.081492,0.6993,-0.070375
2024,vol_10_30,2024-01-02,2024-12-31,253,234,19,0.0751,0.08229,0.5594,-0.10685,0.089809,0.6617,-0.068417
2024,hmm_0.3,2024-01-02,2024-12-31,253,253,0,0.0,0.08229,0.5594,-0.10685,0.08229,0.5594,-0.10685
2024,hmm_0.5,2024-01-02,2024-12-31,253,249,4,0.0158,0.08229,0.5594,-0.10685,0.136453,0.959,-0.081611
2024,hmm_0.7,2024-01-02,2024-12-31,253,213,40,0.1581,0.08229,0.5594,-0.10685,0.172432,1.6081,-0.051163
2024,hmm_0.9,2024-01-02,2024-12-31,253,0,253,1.0,0.08229,0.5594,-0.10685,0.0,0.0,0.0
2023,disp_0.010,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,disp_0.015,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,disp_0.020,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,disp_0.025,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,disp_0.030,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,vol_low_max15,2023-01-03,2023-12-29,250,0,250,1.0,-0.047644,-0.2738,-0.197856,0.0,0.0,0.0
2023,vol_low_max20,2023-01-03,2023-12-29,250,103,147,0.588,-0.047644,-0.2738,-0.197856,-0.052602,-0.5107,-0.148726
2023,vol_low_max25,2023-01-03,2023-12-29,250,245,5,0.02,-0.047644,-0.2738,-0.197856,-0.077097,-0.4555,-0.179606
2023,vol_10_25,2023-01-03,2023-12-29,250,245,5,0.02,-0.047644,-0.2738,-0.197856,-0.077097,-0.4555,-0.179606
2023,vol_10_30,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,hmm_0.3,2023-01-03,2023-12-29,250,250,0,0.0,-0.047644,-0.2738,-0.197856,-0.047644,-0.2738,-0.197856
2023,hmm_0.5,2023-01-03,2023-12-29,250,242,8,0.032,-0.047644,-0.2738,-0.197856,-0.005112,-0.0312,-0.171319
2023,hmm_0.7,2023-01-03,2023-12-29,250,119,131,0.524,-0.047644,-0.2738,-0.197856,0.006276,0.0709,-0.084209
2023,hmm_0.9,2023-01-03,2023-12-29,250,0,250,1.0,-0.047644,-0.2738,-0.197856,0.0,0.0,0.0
2021,disp_0.010,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,disp_0.015,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,disp_0.020,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,disp_0.025,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,disp_0.030,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,vol_low_max15,2021-01-04,2021-12-31,252,0,252,1.0,0.18367,1.0979,-0.102651,0.0,0.0,0.0
2021,vol_low_max20,2021-01-04,2021-12-31,252,111,141,0.5595,0.18367,1.0979,-0.102651,0.052323,0.6232,-0.065118
2021,vol_low_max25,2021-01-04,2021-12-31,252,212,40,0.1587,0.18367,1.0979,-0.102651,0.099622,0.7322,-0.077033
2021,vol_10_25,2021-01-04,2021-12-31,252,212,40,0.1587,0.18367,1.0979,-0.102651,0.099622,0.7322,-0.077033
2021,vol_10_30,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,hmm_0.3,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
2021,hmm_0.5,2021-01-04,2021-12-31,252,243,9,0.0357,0.18367,1.0979,-0.102651,0.180238,1.1183,-0.116244
2021,hmm_0.7,2021-01-04,2021-12-31,252,190,62,0.246,0.18367,1.0979,-0.102651,0.184264,1.7758,-0.095388
2021,hmm_0.9,2021-01-04,2021-12-31,252,0,252,1.0,0.18367,1.0979,-0.102651,0.0,0.0,0.0