Switch from weekly to daily (weekday) evaluation for faster risk response — the leverage (vol-target
+ drawdown CB + corr de-risk) re-evaluates each day so a vol spike de-levers within a day vs a week.
Hysteresis (3% NLV) still gates actual trades, so turnover stays low (in-band days = no-ops). No
return impact; tighter risk only. Weekends excluded (US market closed).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
1cdbc81390