{
 "market": "US",
 "start": "2017-01-03",
 "end": "2026-11-09",
 "run_date": "2026-11-11",
 "finlab_version": "2.3.8",
 "results": {
  "darvas_timing": {
   "a": 60,
   "b": 3,
   "cagr": 0.05966089286687537,
   "sharpe": 0.6273101118535692,
   "mdd": -0.15500408935457133,
   "exposure": 0.4029067420266451,
   "holdings_mean": 0.4029067420266451,
   "target_turnover_monthly_mean": 0.3319327731092437,
   "target_turnover_monthly_max": 1.5,
   "trades": 40,
   "halves": [
    0.6055249020572443,
    0.660038203200264
   ],
   "benchmark_halves": [
    1.217210645767313,
    0.6316040689473775
   ],
   "benchmark": {
    "cagr": 0.20099246760789202,
    "sharpe": 0.9172253457551629,
    "mdd": -0.35122525674823246
   },
   "fixed_exposure_sharpe": 0.9172253457551628,
   "excess_sharpe": 0.39423847771259407,
   "benchmark_excess_sharpe": 0.8143479291094804,
   "best_year": 2023,
   "without_best_year": [
    0.5138365393210382,
    0.7790888266531092
   ],
   "winning_grid": 0,
   "grid": [
    {
     "a": 40,
     "b": 2,
     "cagr": 0.03783412663738783,
     "sharpe": 0.4297459404635347,
     "mdd": -0.15198832340730584
    },
    {
     "a": 40,
     "b": 3,
     "cagr": 0.06477869274537551,
     "sharpe": 0.6669080914162685,
     "mdd": -0.14548422099179426
    },
    {
     "a": 40,
     "b": 5,
     "cagr": 0.0766365005985794,
     "sharpe": 0.7122936517997897,
     "mdd": -0.15545969035691187
    },
    {
     "a": 60,
     "b": 2,
     "cagr": 0.0370285006752058,
     "sharpe": 0.4283011323404546,
     "mdd": -0.1589208310685698
    },
    {
     "a": 60,
     "b": 3,
     "cagr": 0.05966089286687537,
     "sharpe": 0.6273101118535692,
     "mdd": -0.15500408935457133
    },
    {
     "a": 60,
     "b": 5,
     "cagr": 0.0794219074679865,
     "sharpe": 0.7402129147466401,
     "mdd": -0.15545969035691187
    },
    {
     "a": 80,
     "b": 2,
     "cagr": 0.028438901547825912,
     "sharpe": 0.3512212496229605,
     "mdd": -0.14648915321966804
    },
    {
     "a": 80,
     "b": 3,
     "cagr": 0.05527642730498461,
     "sharpe": 0.5985557618543788,
     "mdd": -0.14432465479735923
    },
    {
     "a": 80,
     "b": 5,
     "cagr": 0.07617534337156995,
     "sharpe": 0.7236769173584182,
     "mdd": -0.15545969035691187
    }
   ],
   "passed": false,
   "cost_0_1pct": {
    "cagr": 0.05108340229441022,
    "sharpe": 0.5467554013480637,
    "mdd": -0.1634161248673197
   }
  },
  "darvas_avoid": {
   "a": 60,
   "b": 3,
   "cagr": 0.13275042709812945,
   "sharpe": 0.710678765645482,
   "mdd": -0.35122525674823313,
   "exposure": 0.5966895438029874,
   "holdings_mean": 0.5970932579733549,
   "target_turnover_monthly_mean": 0.3319327731092437,
   "target_turnover_monthly_max": 1.5,
   "trades": 40,
   "halves": [
    1.0487868935275337,
    0.4079425477202712
   ],
   "benchmark_halves": [
    1.217210645767313,
    0.6316040689473775
   ],
   "benchmark": {
    "cagr": 0.20099246760789202,
    "sharpe": 0.9172253457551629,
    "mdd": -0.35122525674823246
   },
   "fixed_exposure_sharpe": 0.9172253457551628,
   "excess_sharpe": 0.5960705813934908,
   "benchmark_excess_sharpe": 0.8143479291094804,
   "best_year": 2024,
   "without_best_year": [
    0.6012443004299229,
    0.8813609293609831
   ],
   "winning_grid": 0,
   "grid": [
    {
     "a": 40,
     "b": 2,
     "cagr": 0.15657338505840634,
     "sharpe": 0.8082107244846463,
     "mdd": -0.3265435551233582
    },
    {
     "a": 40,
     "b": 3,
     "cagr": 0.12730592483895475,
     "sharpe": 0.6888919102533408,
     "mdd": -0.3512252567482328
    },
    {
     "a": 40,
     "b": 5,
     "cagr": 0.11489005649240847,
     "sharpe": 0.6470010878366745,
     "mdd": -0.3512252567482326
    },
    {
     "a": 60,
     "b": 2,
     "cagr": 0.15747188065960271,
     "sharpe": 0.8093712447036185,
     "mdd": -0.3265435551233584
    },
    {
     "a": 60,
     "b": 3,
     "cagr": 0.13275042709812945,
     "sharpe": 0.710678765645482,
     "mdd": -0.35122525674823313
    },
    {
     "a": 60,
     "b": 5,
     "cagr": 0.11201312542356257,
     "sharpe": 0.6328910687608151,
     "mdd": -0.3512252567482339
    },
    {
     "a": 80,
     "b": 2,
     "cagr": 0.16713917294222402,
     "sharpe": 0.8444936345836295,
     "mdd": -0.3512252567482326
    },
    {
     "a": 80,
     "b": 3,
     "cagr": 0.13745678185914012,
     "sharpe": 0.7278282867372726,
     "mdd": -0.35122525674823313
    },
    {
     "a": 80,
     "b": 5,
     "cagr": 0.11536780355290288,
     "sharpe": 0.6456611970107627,
     "mdd": -0.3512252567482339
    }
   ],
   "passed": false,
   "cost_0_1pct": {
    "cagr": 0.12369546342068127,
    "sharpe": 0.6715436745447972,
    "mdd": -0.35122525674823235
   }
  },
  "darvas_stocks": {
   "a": 60,
   "b": 3,
   "cagr": 0.017796745268662928,
   "sharpe": 0.2024279652108621,
   "mdd": -0.6869207502536245,
   "exposure": 0.9991925716592652,
   "holdings_mean": 14.316108195397659,
   "target_turnover_monthly_mean": 2.202729257750663,
   "target_turnover_monthly_max": 4.427380952380952,
   "trades": 2152,
   "halves": [
    0.39235448932975353,
    -0.00891819215267386
   ],
   "benchmark_halves": [
    1.217210645767313,
    0.6316040689473775
   ],
   "benchmark": {
    "cagr": 0.20099246760789202,
    "sharpe": 0.9172253457551629,
    "mdd": -0.35122525674823246
   },
   "fixed_exposure_sharpe": 0.9172253457551628,
   "excess_sharpe": 0.11843705462137773,
   "benchmark_excess_sharpe": 0.8143479291094804,
   "best_year": 2023,
   "without_best_year": [
    0.05507783249711305,
    0.7790888266531092
   ],
   "winning_grid": 0,
   "grid": [
    {
     "a": 40,
     "b": 2,
     "cagr": -0.025393256191521663,
     "sharpe": 0.04824411271977932,
     "mdd": -0.6952076383942657
    },
    {
     "a": 40,
     "b": 3,
     "cagr": -5.847815377790777e-05,
     "sharpe": 0.13431915558717525,
     "mdd": -0.6688616520193338
    },
    {
     "a": 40,
     "b": 5,
     "cagr": 0.002650005826128954,
     "sharpe": 0.1347931416841964,
     "mdd": -0.7276142583870097
    },
    {
     "a": 60,
     "b": 2,
     "cagr": -0.045116288577013997,
     "sharpe": -0.015420888094461644,
     "mdd": -0.7281072304436806
    },
    {
     "a": 60,
     "b": 3,
     "cagr": 0.017796745268662928,
     "sharpe": 0.2024279652108621,
     "mdd": -0.6869207502536245
    },
    {
     "a": 60,
     "b": 5,
     "cagr": 0.04960800162102874,
     "sharpe": 0.31749251768378367,
     "mdd": -0.667262880516571
    },
    {
     "a": 80,
     "b": 2,
     "cagr": -0.06909819049474064,
     "sharpe": -0.10759472989579473,
     "mdd": -0.7836241589651287
    },
    {
     "a": 80,
     "b": 3,
     "cagr": 0.01700594746458628,
     "sharpe": 0.19909930560272052,
     "mdd": -0.6950217586698868
    },
    {
     "a": 80,
     "b": 5,
     "cagr": 0.04117399383896503,
     "sharpe": 0.2857946161051294,
     "mdd": -0.6850518316965135
    }
   ],
   "passed": false,
   "cost_0_1pct": {
    "cagr": -0.03535243117899434,
    "sharpe": 0.010655593052597242,
    "mdd": -0.7259573848364602
   }
  }
 }
}
