aszerW
a47af0f0eb
docs(experiment): add select_num A/B/C comparison report (005)
- Experiment: select_num = 1, 2, 3 comparison
- Period: 2020-01-10 ~ 2026-06-02 (1546 trading days)
- Key findings:
- Top-1: highest return (600%), highest drawdown (-25.5%)
- Top-3: best risk-adjusted return (Calmar 1.73, Sharpe 1.35)
- Top-2: balanced middle ground (Calmar 1.69)
- Add rotation/experiment_select_num.py experiment script
- Save report to docs/experiments/005_select_num_comparison.md
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