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In my experience engaging a dynamo is worth one switch of the gear on a 7 gear cassette. I accept the tradeoff of having to pocket the light.

Not with a hub-type one. These work magnetically and you basically obly lose the 3-5W of power they produce.

I want a 25w+ one that normally engages while braking, with a capacitor for non-braking times

I don't even notice a difference.