# Strategy v0.4 Supply-Chain Stage 5 ## Overall Results | config_name | lambda_sc | top_net_total_return | top_excess_total_return | top_net_max_drawdown | worst_year_excess | excess_2019 | excess_2020 | excess_2025 | avg_turnover | avg_holdings | avg_exposure | return_drawdown_ratio | industry_concentration | sc_data_coverage_ratio | |:-----------------------------------|------------:|-----------------------:|--------------------------:|-----------------------:|--------------------:|--------------:|--------------:|--------------:|---------------:|---------------:|---------------:|------------------------:|-------------------------:|-------------------------:| | v01_lb60_th8_full_equity | 0 | 1.50536 | 1.47739 | -0.352115 | -0.196919 | -0.196919 | -0.114787 | -0.112814 | 0.200065 | 25.8636 | 1 | 4.2752 | 0.186926 | 0.619565 | | v01_lb60_th8_trend240_90_70 | 0 | 1.25853 | 1.23056 | -0.316382 | -0.209953 | -0.209953 | -0.120946 | -0.112814 | 0.196052 | 25.8636 | 0.919697 | 3.97789 | 0.186926 | 0.619565 | | wide24_def_lb40_th3_trend180_80_55 | 0 | 0.909581 | 0.881612 | -0.299272 | -0.21781 | -0.21781 | -0.125851 | -0.105151 | 0.238189 | 30.2727 | 0.832576 | 3.03931 | 0.186355 | 0.619565 | | v04_sc_industry_lambda005 | 0.05 | 1.50595 | 1.47798 | -0.352115 | -0.196919 | -0.196919 | -0.114787 | -0.110901 | 0.187273 | 25 | 1 | 4.27688 | 0.186667 | 0.619565 | | v04_sc_industry_lambda010 | 0.1 | 1.45007 | 1.4221 | -0.352115 | -0.196919 | -0.196919 | -0.114787 | -0.100801 | 0.195758 | 25 | 1 | 4.11817 | 0.186061 | 0.619565 | | v04_sc_industry_lambda015 | 0.15 | 1.17356 | 1.14559 | -0.37075 | -0.234854 | -0.234854 | -0.140692 | -0.107331 | 0.205455 | 25 | 1 | 3.16536 | 0.185455 | 0.619565 | | v04_sc_industry_lambda020 | 0.2 | 1.08966 | 1.06169 | -0.360113 | -0.235282 | -0.235282 | -0.140692 | -0.115295 | 0.212727 | 25 | 1 | 3.02588 | 0.184848 | 0.619565 | | v04_sc_industry_lambda025 | 0.25 | 0.97376 | 0.945791 | -0.360113 | -0.235282 | -0.235282 | -0.140692 | -0.135851 | 0.226061 | 25 | 1 | 2.70404 | 0.184242 | 0.619565 | ## Annual Returns | config_name | year | top_net_return | universe_return | excess_return | |:-----------------------------------|-------:|-----------------:|------------------:|----------------:| | v01_lb60_th8_full_equity | 2016 | 0.183871 | 0.0770749 | 0.106796 | | v01_lb60_th8_full_equity | 2017 | 0.273507 | 0.030513 | 0.242994 | | v01_lb60_th8_full_equity | 2018 | -0.197362 | -0.302237 | 0.104874 | | v01_lb60_th8_full_equity | 2019 | 0.0811462 | 0.278065 | -0.196919 | | v01_lb60_th8_full_equity | 2020 | 0.0390033 | 0.15379 | -0.114787 | | v01_lb60_th8_full_equity | 2021 | 0.257149 | -0.00642827 | 0.263577 | | v01_lb60_th8_full_equity | 2022 | -0.102683 | -0.216546 | 0.113864 | | v01_lb60_th8_full_equity | 2023 | 0.184965 | -0.11656 | 0.301525 | | v01_lb60_th8_full_equity | 2024 | 0.287869 | 0.107843 | 0.180026 | | v01_lb60_th8_full_equity | 2025 | 0.0376144 | 0.150429 | -0.112814 | | v01_lb60_th8_full_equity | 2026 | 0.0318054 | 0.0269872 | 0.00481818 | | v01_lb60_th8_trend240_90_70 | 2016 | 0.183871 | 0.0770749 | 0.106796 | | v01_lb60_th8_trend240_90_70 | 2017 | 0.273507 | 0.030513 | 0.242994 | | v01_lb60_th8_trend240_90_70 | 2018 | -0.197362 | -0.302237 | 0.104874 | | v01_lb60_th8_trend240_90_70 | 2019 | 0.0681122 | 0.278065 | -0.209953 | | v01_lb60_th8_trend240_90_70 | 2020 | 0.0328444 | 0.15379 | -0.120946 | | v01_lb60_th8_trend240_90_70 | 2021 | 0.230854 | -0.00642827 | 0.237282 | | v01_lb60_th8_trend240_90_70 | 2022 | -0.094045 | -0.216546 | 0.122501 | | v01_lb60_th8_trend240_90_70 | 2023 | 0.145777 | -0.11656 | 0.262337 | | v01_lb60_th8_trend240_90_70 | 2024 | 0.236808 | 0.107843 | 0.128965 | | v01_lb60_th8_trend240_90_70 | 2025 | 0.0376144 | 0.150429 | -0.112814 | | v01_lb60_th8_trend240_90_70 | 2026 | 0.0318054 | 0.0269872 | 0.00481818 | | wide24_def_lb40_th3_trend180_80_55 | 2016 | 0.183871 | 0.0770749 | 0.106796 | | wide24_def_lb40_th3_trend180_80_55 | 2017 | 0.231937 | 0.030513 | 0.201424 | | wide24_def_lb40_th3_trend180_80_55 | 2018 | -0.207772 | -0.302237 | 0.0944644 | | wide24_def_lb40_th3_trend180_80_55 | 2019 | 0.0602558 | 0.278065 | -0.21781 | | wide24_def_lb40_th3_trend180_80_55 | 2020 | 0.0279387 | 0.15379 | -0.125851 | | wide24_def_lb40_th3_trend180_80_55 | 2021 | 0.137203 | -0.00642827 | 0.143631 | | wide24_def_lb40_th3_trend180_80_55 | 2022 | -0.0843417 | -0.216546 | 0.132204 | | wide24_def_lb40_th3_trend180_80_55 | 2023 | 0.144649 | -0.11656 | 0.261209 | | wide24_def_lb40_th3_trend180_80_55 | 2024 | 0.174897 | 0.107843 | 0.067054 | | wide24_def_lb40_th3_trend180_80_55 | 2025 | 0.0452779 | 0.150429 | -0.105151 | | wide24_def_lb40_th3_trend180_80_55 | 2026 | 0.0359569 | 0.0269872 | 0.00896968 | | v04_sc_industry_lambda005 | 2016 | 0.172661 | 0.0770749 | 0.0955856 | | v04_sc_industry_lambda005 | 2017 | 0.272708 | 0.030513 | 0.242195 | | v04_sc_industry_lambda005 | 2018 | -0.197362 | -0.302237 | 0.104874 | | v04_sc_industry_lambda005 | 2019 | 0.0811462 | 0.278065 | -0.196919 | | v04_sc_industry_lambda005 | 2020 | 0.0390033 | 0.15379 | -0.114787 | | v04_sc_industry_lambda005 | 2021 | 0.254067 | -0.00642827 | 0.260496 | | v04_sc_industry_lambda005 | 2022 | -0.0974251 | -0.216546 | 0.119121 | | v04_sc_industry_lambda005 | 2023 | 0.180536 | -0.11656 | 0.297096 | | v04_sc_industry_lambda005 | 2024 | 0.302205 | 0.107843 | 0.194362 | | v04_sc_industry_lambda005 | 2025 | 0.0395281 | 0.150429 | -0.110901 | | v04_sc_industry_lambda005 | 2026 | 0.0295607 | 0.0269872 | 0.00257343 | | v04_sc_industry_lambda010 | 2016 | 0.172661 | 0.0770749 | 0.0955856 | | v04_sc_industry_lambda010 | 2017 | 0.270943 | 0.030513 | 0.24043 | | v04_sc_industry_lambda010 | 2018 | -0.199511 | -0.302237 | 0.102726 | | v04_sc_industry_lambda010 | 2019 | 0.0811462 | 0.278065 | -0.196919 | | v04_sc_industry_lambda010 | 2020 | 0.0390033 | 0.15379 | -0.114787 | | v04_sc_industry_lambda010 | 2021 | 0.256326 | -0.00642827 | 0.262754 | | v04_sc_industry_lambda010 | 2022 | -0.0955115 | -0.216546 | 0.121035 | | v04_sc_industry_lambda010 | 2023 | 0.148924 | -0.11656 | 0.265484 | | v04_sc_industry_lambda010 | 2024 | 0.301421 | 0.107843 | 0.193578 | | v04_sc_industry_lambda010 | 2025 | 0.0496272 | 0.150429 | -0.100801 | | v04_sc_industry_lambda010 | 2026 | 0.0251171 | 0.0269872 | -0.00187017 | | v04_sc_industry_lambda015 | 2016 | 0.177183 | 0.0770749 | 0.100108 | | v04_sc_industry_lambda015 | 2017 | 0.270336 | 0.030513 | 0.239823 | | v04_sc_industry_lambda015 | 2018 | -0.199511 | -0.302237 | 0.102726 | | v04_sc_industry_lambda015 | 2019 | 0.0432115 | 0.278065 | -0.234854 | | v04_sc_industry_lambda015 | 2020 | 0.0130976 | 0.15379 | -0.140692 | | v04_sc_industry_lambda015 | 2021 | 0.227 | -0.00642827 | 0.233429 | | v04_sc_industry_lambda015 | 2022 | -0.10594 | -0.216546 | 0.110607 | | v04_sc_industry_lambda015 | 2023 | 0.140233 | -0.11656 | 0.256793 | | v04_sc_industry_lambda015 | 2024 | 0.284475 | 0.107843 | 0.176632 | | v04_sc_industry_lambda015 | 2025 | 0.043098 | 0.150429 | -0.107331 | | v04_sc_industry_lambda015 | 2026 | 0.0251171 | 0.0269872 | -0.00187017 | | v04_sc_industry_lambda020 | 2016 | 0.171742 | 0.0770749 | 0.0946673 | | v04_sc_industry_lambda020 | 2017 | 0.264112 | 0.030513 | 0.233599 | | v04_sc_industry_lambda020 | 2018 | -0.187965 | -0.302237 | 0.114272 | | v04_sc_industry_lambda020 | 2019 | 0.0427833 | 0.278065 | -0.235282 | | v04_sc_industry_lambda020 | 2020 | 0.0130976 | 0.15379 | -0.140692 | | v04_sc_industry_lambda020 | 2021 | 0.216021 | -0.00642827 | 0.22245 | | v04_sc_industry_lambda020 | 2022 | -0.120088 | -0.216546 | 0.0964586 | | v04_sc_industry_lambda020 | 2023 | 0.143453 | -0.11656 | 0.260013 | | v04_sc_industry_lambda020 | 2024 | 0.266686 | 0.107843 | 0.158843 | | v04_sc_industry_lambda020 | 2025 | 0.0351338 | 0.150429 | -0.115295 | | v04_sc_industry_lambda020 | 2026 | 0.0251171 | 0.0269872 | -0.00187017 | | v04_sc_industry_lambda025 | 2016 | 0.175337 | 0.0770749 | 0.0982617 | | v04_sc_industry_lambda025 | 2017 | 0.255988 | 0.030513 | 0.225475 | | v04_sc_industry_lambda025 | 2018 | -0.188709 | -0.302237 | 0.113528 | | v04_sc_industry_lambda025 | 2019 | 0.0427833 | 0.278065 | -0.235282 | | v04_sc_industry_lambda025 | 2020 | 0.0130976 | 0.15379 | -0.140692 | | v04_sc_industry_lambda025 | 2021 | 0.188025 | -0.00642827 | 0.194453 | | v04_sc_industry_lambda025 | 2022 | -0.122883 | -0.216546 | 0.0936633 | | v04_sc_industry_lambda025 | 2023 | 0.133155 | -0.11656 | 0.249714 | | v04_sc_industry_lambda025 | 2024 | 0.276092 | 0.107843 | 0.168249 | | v04_sc_industry_lambda025 | 2025 | 0.0145773 | 0.150429 | -0.135851 | | v04_sc_industry_lambda025 | 2026 | 0.0204351 | 0.0269872 | -0.00655218 | ## Difference vs v01_lb60_th8_trend240_90_70 | config_name | reference | delta_top_net_total_return | delta_top_excess_total_return | delta_top_net_max_drawdown | delta_worst_year_excess | delta_excess_2019 | delta_excess_2020 | delta_excess_2025 | delta_avg_turnover | delta_avg_holdings | delta_avg_exposure | delta_return_drawdown_ratio | delta_industry_concentration | delta_sc_data_coverage_ratio | |:--------------------------|:----------------------------|-----------------------------:|--------------------------------:|-----------------------------:|--------------------------:|--------------------:|--------------------:|--------------------:|---------------------:|---------------------:|---------------------:|------------------------------:|-------------------------------:|-------------------------------:| | v04_sc_industry_lambda005 | v01_lb60_th8_trend240_90_70 | 0.247419 | 0.247419 | -0.0357328 | 0.0130339 | 0.0130339 | 0.00615888 | 0.00191367 | -0.00877922 | -0.863636 | 0.080303 | 0.298988 | -0.00025974 | 0 | | v04_sc_industry_lambda010 | v01_lb60_th8_trend240_90_70 | 0.191535 | 0.191535 | -0.0357328 | 0.0130339 | 0.0130339 | 0.00615888 | 0.0120128 | -0.000294372 | -0.863636 | 0.080303 | 0.140279 | -0.000865801 | 0 | | v04_sc_industry_lambda015 | v01_lb60_th8_trend240_90_70 | -0.0849778 | -0.0849778 | -0.0543675 | -0.0249007 | -0.0249007 | -0.0197468 | 0.0054836 | 0.0094026 | -0.863636 | 0.080303 | -0.812531 | -0.00147186 | 0 | | v04_sc_industry_lambda020 | v01_lb60_th8_trend240_90_70 | -0.168874 | -0.168874 | -0.043731 | -0.0253289 | -0.0253289 | -0.0197468 | -0.00248058 | 0.0166753 | -0.863636 | 0.080303 | -0.95201 | -0.00207792 | 0 | | v04_sc_industry_lambda025 | v01_lb60_th8_trend240_90_70 | -0.284774 | -0.284774 | -0.043731 | -0.0253289 | -0.0253289 | -0.0197468 | -0.0230371 | 0.0300087 | -0.863636 | 0.080303 | -1.27385 | -0.00268398 | 0 | Best lambda profile by return/drawdown balance: v04_sc_industry_lambda005