2.0 KiB
Overlay Strategy Leaderboard
Updated: 2026-03-27T03:43:33.985346+00:00
This board is separate from the default single-book leaderboard. Overlay rows are book-of-books evaluations and are not directly comparable to single-book SQS rows.
SQS here is overlay official SQS: common-window overlay score with a stress OOT gate. T.* columns are common-window overlay metrics.
| # | Overlay | SQS | [T]Ret% | [T]Ann% | [T]DD% | Stress Ret% | Stress DD% | Stress Sharpe | Date |
|---|---|---|---|---|---|---|---|---|---|
| 1 | return_book_overlay_v4 | 91.4 | +185.3 | +29.7 | 5.0 | +7.4 | 5.8 | +0.80 | 2026-03-27 |
| 2 | return_book_overlay_v4b | 91.4 | +187.2 | +30.0 | 5.0 | +7.4 | 5.8 | +0.80 | 2026-03-27 |
| 3 | return_book_overlay_v3 | 90.2 | +175.6 | +28.6 | 4.5 | +6.0 | 5.4 | +0.67 | 2026-03-26 |
| 4 | return_book_overlay_v3b | 87.7 | +169.5 | +27.9 | 5.0 | +7.4 | 5.8 | +0.80 | 2026-03-26 |
| 5 | return_book_overlay_v4c | 60.7 | +232.5 | +34.8 | 5.2 | +3.1 | 3.3 | +0.43 | 2026-03-27 |
Recent Overlay Entries
IMP-0794 (2026-03-27) — return_book_overlay_v4b
Hypothesis: Core v6.221 plus higher-ranked v6new.207 momentum book with balanced 50/50 neutral allocation. Verdict: UNKNOWN (SQS 91.4)
IMP-0793 (2026-03-27) — return_book_overlay_v4c
Hypothesis: Core v6.221 plus top-return v6new.275 momentum book with aggressive 75/25 risk-on and full-neutral momentum allocation. Verdict: UNKNOWN (SQS 60.7)
IMP-0792 (2026-03-27) — return_book_overlay_v4
Hypothesis: Core v6.221 plus higher-ranked v6new.196 momentum book with balanced 50/50 neutral allocation. Verdict: UNKNOWN (SQS 91.4)
IMP-0738 (2026-03-26) — return_book_overlay_v3b
Hypothesis: Balanced overlay variant with 50/50 neutral allocation between v6.221 and v6new.54. Verdict: UNKNOWN (SQS 87.7)
IMP-0737 (2026-03-26) — return_book_overlay_v3
Hypothesis: Book-of-books overlay using v6.221 as stress fallback and v6new.54 as normal-regime book. Verdict: UNKNOWN (SQS 90.2)