Core Allocation: 3-Sleeve Inverse-Vol
Drift Rebalancing vs Calendar (21d)
SHARPE RATIO (DRIFT)
1.0128
+0.0235 vs Calendar
TURNOVER
6.12
-3.4% fricción reducida
REBALANCES
203
Signal > Ruido
Drift Rebalancing vs Calendar (21d)
SHARPE RATIO (DRIFT)
1.0128
+0.0235 vs Calendar
TURNOVER
6.12
-3.4% fricción reducida
REBALANCES
203
Signal > Ruido