ResearchBenchmarksTrading Performance Evaluation on Stock Market Crash 2015 (test)Trading Performance Evaluation on Stock Market Crash 2015 (test)Follow0.122Max DrawdownCTE0.11760.14730.1770.2067Dec 1, 2025Evaluation resultsMethodMethodLinksMax DrawdownNet ReturnSharpe RatioDefensive AlphaCTE2025.120.122-0.1322-0.2560.086Human2025.120.232-0.2156-0.327—