{
  "run_date": "2026-11-11",
  "finlab_version": "2.3.8",
  "start": "2017-01-03",
  "end": "2026-11-10",
  "preregistration": "https://github.com/finlab-python/finlab-website/issues/448#issuecomment-6782115216",
  "designs": [
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": -0.0551570165337788,
      "sharpe": -0.17435083357905823,
      "mdd": -0.5259273683025641,
      "vol": 0.20971375404333498,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.11224364296980621,
        -0.22832531180608406
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7128803668195081,
      "signal_count": 1537,
      "selected_entries": 1679,
      "fixed": {
        "cagr": 0.164920935924745,
        "sharpe": 1.1650322831311704,
        "mdd": -0.2542942182383917,
        "vol": 0.1446621333426206
      },
      "constant_exposure": {
        "cagr": 0.16266247522319155,
        "sharpe": 1.1346890465642472,
        "mdd": -0.2532509028358447,
        "vol": 0.14699791624517486
      },
      "excess_sharpe": -0.17435083357905823,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.29269427645892215,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0697582325969154,
      "turnover_month_max": 3.1,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.20663284707806895,
      "sharpe": 0.7339248761372107,
      "mdd": -0.5931250926786431,
      "vol": 0.3475706714446484,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6088746099977934,
        0.8437669764263445
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1537,
      "selected_entries": 434,
      "fixed": {
        "cagr": 0.362157665220713,
        "sharpe": 1.4160373448619687,
        "mdd": -0.35355427780876303,
        "vol": 0.24779541809665082
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7339248761372107,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6045019724809497,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01767403084618591,
      "turnover_month_max": 1.1,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": -0.03495494677249522,
      "sharpe": -0.08921824224646166,
      "mdd": -0.5662889664142693,
      "vol": 0.1959046174988117,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07927100416672406,
        -0.23398552934634342
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.6719466444351814,
      "signal_count": 1089,
      "selected_entries": 1266,
      "fixed": {
        "cagr": 0.1550789340789207,
        "sharpe": 1.181872176328247,
        "mdd": -0.24173663239391918,
        "vol": 0.13388785599579242
      },
      "constant_exposure": {
        "cagr": 0.15329799326588267,
        "sharpe": 1.1346890465642474,
        "mdd": -0.24024438673852588,
        "vol": 0.13855726873302646
      },
      "excess_sharpe": -0.08921824224646166,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.2590173676893958,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.05250104210087537,
      "turnover_month_max": 2.8499999999999996,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.21086752343738513,
      "sharpe": 0.7437116222578855,
      "mdd": -0.5791696577724695,
      "vol": 0.3481763288808957,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6393612538773459,
        0.8361969952226774
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1089,
      "selected_entries": 412,
      "fixed": {
        "cagr": 0.3636599793307289,
        "sharpe": 1.421473641859504,
        "mdd": -0.35229744571478816,
        "vol": 0.24761852099010043
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7437116222578855,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6100900586133258,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.016756982075864946,
      "turnover_month_max": 1.2000000000000002,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": -0.043472863030713516,
      "sharpe": -0.15937222899849257,
      "mdd": -0.5776444303116616,
      "vol": 0.1829700728643242,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.20014852491490112,
        -0.5151861052397916
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5654022509378909,
      "signal_count": 703,
      "selected_entries": 805,
      "fixed": {
        "cagr": 0.12475632692691851,
        "sharpe": 1.130767227704671,
        "mdd": -0.20713732270036878,
        "vol": 0.11331511479320937
      },
      "constant_exposure": {
        "cagr": 0.1289100820523572,
        "sharpe": 1.1346890465642472,
        "mdd": -0.20554555604746516,
        "vol": 0.11658751818205777
      },
      "excess_sharpe": -0.15937222899849257,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.3868555534929615,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.03338891204668612,
      "turnover_month_max": 3.3499999999999996,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.22059596254394198,
      "sharpe": 0.769627355092427,
      "mdd": -0.5706438203280155,
      "vol": 0.34639565506921455,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6794453046847923,
        0.8502973459220925
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 703,
      "selected_entries": 377,
      "fixed": {
        "cagr": 0.36292009094600375,
        "sharpe": 1.4159435820068238,
        "mdd": -0.35442395655352754,
        "vol": 0.248311139042534
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.769627355092427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6328246899565505,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015298040850354315,
      "turnover_month_max": 0.9,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.029879808448792122,
      "sharpe": 0.7973869834896256,
      "mdd": -0.044789171184980714,
      "vol": 0.03915993813388054,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        0.9046713591958571
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.035014589412255104,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "constant_exposure": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "excess_sharpe": 0.7973869834896256,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.6796303926277262,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.18533870990735335,
      "sharpe": 0.9698856889857427,
      "mdd": -0.34696413784442914,
      "vol": 0.20262528049879314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        0.9554834885469937
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9649854105877449,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "constant_exposure": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "excess_sharpe": 0.9698856889857427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.8501344139387913,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.0174215360443728,
      "sharpe": 0.6858402313009371,
      "mdd": -0.025611508239954617,
      "vol": 0.02656593450720738,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.9704261532506924
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.6858402313009371,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.5643288902690233,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.20414396915039879,
      "sharpe": 1.042085131025614,
      "mdd": -0.33957005414581964,
      "vol": 0.20461468104003636,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.001018500302676
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.042085131025614,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9356052638444629,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 3,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.0,
      "sharpe": 0.0,
      "mdd": 0.0,
      "vol": 0.0,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.0
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.0,
      "signal_count": 0,
      "selected_entries": 0,
      "fixed": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "constant_exposure": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "excess_sharpe": 0.0,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": 0.0,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.22804107875876078,
      "sharpe": 1.1343133118747473,
      "mdd": -0.33957005414581964,
      "vol": 0.20620352330556707,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.1625637527848978
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 1.0,
      "signal_count": 0,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "excess_sharpe": 1.1343133118747473,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0440984979719006,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false,
      "neighbor_wins": 3,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    }
  ],
  "parameter_grid": [
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.009735340536736414,
      "sharpe": 0.14369298234231306,
      "mdd": -0.3164176353937851,
      "vol": 0.16593722912746367,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07694143928655373,
        0.2052159374376294
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5015423092955398,
      "signal_count": 880,
      "selected_entries": 979,
      "fixed": {
        "cagr": 0.118232562524754,
        "sharpe": 1.1880643797985546,
        "mdd": -0.18206320932590936,
        "vol": 0.1017243475364585
      },
      "constant_exposure": {
        "cagr": 0.11429054177012388,
        "sharpe": 1.1346890465642472,
        "mdd": -0.18415444526095226,
        "vol": 0.10341942043398104
      },
      "excess_sharpe": 0.14369298234231306,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.029552301402924707,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.040579408086702795,
      "turnover_month_max": 2.3,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.009888476211100006,
      "sharpe": 0.14464082419394925,
      "mdd": -0.3164176353937851,
      "vol": 0.16595450429052058,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07893562408398712,
        0.20521593743762917
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5017507294706127,
      "signal_count": 881,
      "selected_entries": 980,
      "fixed": {
        "cagr": 0.11826809742327193,
        "sharpe": 1.1882379780633663,
        "mdd": -0.18212341651296204,
        "vol": 0.10173838327551878
      },
      "constant_exposure": {
        "cagr": 0.11433825107579043,
        "sharpe": 1.1346890465642472,
        "mdd": -0.18422499143387105,
        "vol": 0.10346239725430766
      },
      "excess_sharpe": 0.14464082419394925,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.03061297310791604,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.04062109212171739,
      "turnover_month_max": 2.3,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.009888476211100006,
      "sharpe": 0.14464082419394925,
      "mdd": -0.3164176353937851,
      "vol": 0.16595450429052058,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07893562408398712,
        0.20521593743762917
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5017507294706127,
      "signal_count": 881,
      "selected_entries": 980,
      "fixed": {
        "cagr": 0.11826809742327193,
        "sharpe": 1.1882379780633663,
        "mdd": -0.18212341651296204,
        "vol": 0.10173838327551878
      },
      "constant_exposure": {
        "cagr": 0.11433825107579043,
        "sharpe": 1.1346890465642472,
        "mdd": -0.18422499143387105,
        "vol": 0.10346239725430766
      },
      "excess_sharpe": 0.14464082419394925,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.03061297310791604,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.04062109212171739,
      "turnover_month_max": 2.3,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": -0.05579948174863125,
      "sharpe": -0.17769513851222926,
      "mdd": -0.5267264743779144,
      "vol": 0.20971872164514554,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.11188501556687191,
        -0.2349400971022983
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7086702792830346,
      "signal_count": 1533,
      "selected_entries": 1672,
      "fixed": {
        "cagr": 0.16420651405107267,
        "sharpe": 1.1635643120872532,
        "mdd": -0.2530438282249615,
        "vol": 0.14424657681663183
      },
      "constant_exposure": {
        "cagr": 0.1616995306518345,
        "sharpe": 1.1346890465642472,
        "mdd": -0.2519213960573268,
        "vol": 0.1461297844745771
      },
      "excess_sharpe": -0.17769513851222926,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.2985930409997927,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.06946644435181325,
      "turnover_month_max": 3.1,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": -0.0551570165337788,
      "sharpe": -0.17435083357905823,
      "mdd": -0.5259273683025641,
      "vol": 0.20971375404333498,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.11224364296980621,
        -0.22832531180608406
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7128803668195081,
      "signal_count": 1537,
      "selected_entries": 1679,
      "fixed": {
        "cagr": 0.164920935924745,
        "sharpe": 1.1650322831311704,
        "mdd": -0.2542942182383917,
        "vol": 0.1446621333426206
      },
      "constant_exposure": {
        "cagr": 0.16266247522319155,
        "sharpe": 1.1346890465642472,
        "mdd": -0.2532509028358447,
        "vol": 0.14699791624517486
      },
      "excess_sharpe": -0.17435083357905823,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.29269427645892215,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0697582325969154,
      "turnover_month_max": 3.1,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": -0.0551570165337788,
      "sharpe": -0.17435083357905823,
      "mdd": -0.5259273683025641,
      "vol": 0.20971375404333498,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.11224364296980621,
        -0.22832531180608406
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7128803668195081,
      "signal_count": 1537,
      "selected_entries": 1679,
      "fixed": {
        "cagr": 0.164920935924745,
        "sharpe": 1.1650322831311704,
        "mdd": -0.2542942182383917,
        "vol": 0.1446621333426206
      },
      "constant_exposure": {
        "cagr": 0.16266247522319155,
        "sharpe": 1.1346890465642472,
        "mdd": -0.2532509028358447,
        "vol": 0.14699791624517486
      },
      "excess_sharpe": -0.17435083357905823,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.29269427645892215,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0697582325969154,
      "turnover_month_max": 3.1,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": -0.10003747888301573,
      "sharpe": -0.361179050622788,
      "mdd": -0.7239583533402987,
      "vol": 0.22883327760528016,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.42435821653677025,
        -0.30683323905473736
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7993747394747811,
      "signal_count": 2080,
      "selected_entries": 2073,
      "fixed": {
        "cagr": 0.19720488628463584,
        "sharpe": 1.2067410338665456,
        "mdd": -0.28634356054668464,
        "vol": 0.165873003737024
      },
      "constant_exposure": {
        "cagr": 0.18243208776984265,
        "sharpe": 1.134689046564247,
        "mdd": -0.28015109288145923,
        "vol": 0.16483329668072264
      },
      "excess_sharpe": -0.361179050622788,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.4447990668139024,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.08616090037515632,
      "turnover_month_max": 3.7,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": -0.09914906235252385,
      "sharpe": -0.3549831897881333,
      "mdd": -0.720615473841618,
      "vol": 0.22951917638382244,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.4105579351029784,
        -0.30683323905474036
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.804460191746561,
      "signal_count": 2088,
      "selected_entries": 2084,
      "fixed": {
        "cagr": 0.19850593077091205,
        "sharpe": 1.2084440723167813,
        "mdd": -0.2879477861870987,
        "vol": 0.16668278801405031
      },
      "constant_exposure": {
        "cagr": 0.18359348855401048,
        "sharpe": 1.1346890465642472,
        "mdd": -0.28170828840218,
        "vol": 0.16588193109669216
      },
      "excess_sharpe": -0.3549831897881333,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.4377699797327574,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.08661942476031681,
      "turnover_month_max": 3.7,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": -0.10035371390966319,
      "sharpe": -0.3600971895785045,
      "mdd": -0.7242740585757916,
      "vol": 0.22987591119191103,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.4105579351029784,
        -0.3166708579191725
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.8050437682367652,
      "signal_count": 2089,
      "selected_entries": 2082,
      "fixed": {
        "cagr": 0.1988636802058681,
        "sharpe": 1.209574945508499,
        "mdd": -0.28831347363144466,
        "vol": 0.16679839726553036
      },
      "constant_exposure": {
        "cagr": 0.18372675624787593,
        "sharpe": 1.1346890465642472,
        "mdd": -0.28188681073799204,
        "vol": 0.16600226619360667
      },
      "excess_sharpe": -0.3600971895785045,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.43317716418375773,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.08653605669028762,
      "turnover_month_max": 3.7,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.21857554941924207,
      "sharpe": 0.7640556929608733,
      "mdd": -0.5784372822069761,
      "vol": 0.34693068718703657,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.673658282613923,
        0.84495646550069
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 880,
      "selected_entries": 399,
      "fixed": {
        "cagr": 0.363100888116513,
        "sharpe": 1.4167206897053597,
        "mdd": -0.35340119876762077,
        "vol": 0.24826340334439134
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7640556929608733,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6299851501544899,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01621508962067528,
      "turnover_month_max": 1.1000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.21857554941924207,
      "sharpe": 0.7640556929608733,
      "mdd": -0.5784372822069761,
      "vol": 0.34693068718703657,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.673658282613923,
        0.84495646550069
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 881,
      "selected_entries": 399,
      "fixed": {
        "cagr": 0.363100888116513,
        "sharpe": 1.4167206897053597,
        "mdd": -0.35340119876762077,
        "vol": 0.24826340334439134
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7640556929608733,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6299851501544899,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01621508962067528,
      "turnover_month_max": 1.1000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.21857554941924207,
      "sharpe": 0.7640556929608733,
      "mdd": -0.5784372822069761,
      "vol": 0.34693068718703657,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.673658282613923,
        0.84495646550069
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 881,
      "selected_entries": 399,
      "fixed": {
        "cagr": 0.363100888116513,
        "sharpe": 1.4167206897053597,
        "mdd": -0.35340119876762077,
        "vol": 0.24826340334439134
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7640556929608733,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6299851501544899,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01621508962067528,
      "turnover_month_max": 1.1000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.20663284707806895,
      "sharpe": 0.7339248761372107,
      "mdd": -0.5931250926786431,
      "vol": 0.3475706714446484,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6088746099977934,
        0.8437669764263445
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1533,
      "selected_entries": 434,
      "fixed": {
        "cagr": 0.362157665220713,
        "sharpe": 1.4160373448619687,
        "mdd": -0.35355427780876303,
        "vol": 0.24779541809665082
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7339248761372107,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6045019724809497,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01767403084618591,
      "turnover_month_max": 1.1,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.20663284707806895,
      "sharpe": 0.7339248761372107,
      "mdd": -0.5931250926786431,
      "vol": 0.3475706714446484,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6088746099977934,
        0.8437669764263445
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1537,
      "selected_entries": 434,
      "fixed": {
        "cagr": 0.362157665220713,
        "sharpe": 1.4160373448619687,
        "mdd": -0.35355427780876303,
        "vol": 0.24779541809665082
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7339248761372107,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6045019724809497,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01767403084618591,
      "turnover_month_max": 1.1,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.20663284707806895,
      "sharpe": 0.7339248761372107,
      "mdd": -0.5931250926786431,
      "vol": 0.3475706714446484,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6088746099977934,
        0.8437669764263445
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1537,
      "selected_entries": 434,
      "fixed": {
        "cagr": 0.362157665220713,
        "sharpe": 1.4160373448619687,
        "mdd": -0.35355427780876303,
        "vol": 0.24779541809665082
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7339248761372107,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6045019724809497,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01767403084618591,
      "turnover_month_max": 1.1,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.2036759093132554,
      "sharpe": 0.7287145884430007,
      "mdd": -0.5868177712156197,
      "vol": 0.3456220560003026,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6377935166116787,
        0.8097680199894861
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 2080,
      "selected_entries": 507,
      "fixed": {
        "cagr": 0.3627451410963123,
        "sharpe": 1.4180403670607125,
        "mdd": -0.35482157464067987,
        "vol": 0.24775312766544288
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7287145884430007,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.595807272971484,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.020716965402250938,
      "turnover_month_max": 1.3000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.20269832155706657,
      "sharpe": 0.7265770140023107,
      "mdd": -0.5868177712156197,
      "vol": 0.3453583770553304,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6330344347640454,
        0.8097680199894861
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 2088,
      "selected_entries": 509,
      "fixed": {
        "cagr": 0.36253839043219616,
        "sharpe": 1.4168922206127432,
        "mdd": -0.3552605786548966,
        "vol": 0.24786217628104498
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7265770140023107,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.5933663128708865,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.02080033347228012,
      "turnover_month_max": 1.3000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.382_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.20225568980529873,
      "sharpe": 0.7259056886808182,
      "mdd": -0.5868177712156197,
      "vol": 0.34496592917650815,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6330344347640454,
        0.8085712430982599
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 2089,
      "selected_entries": 510,
      "fixed": {
        "cagr": 0.3628391243598943,
        "sharpe": 1.4172141067495427,
        "mdd": -0.35552776898897154,
        "vol": 0.24798971982581677
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7259056886808182,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.5924559955120826,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.020842017507294707,
      "turnover_month_max": 1.3000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": -0.017711149807139948,
      "sharpe": -0.06256122479019782,
      "mdd": -0.3971791364733326,
      "vol": 0.13941567899055116,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.08300705911892436,
        -0.17945284209731263
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.4177157148812005,
      "signal_count": 570,
      "selected_entries": 627,
      "fixed": {
        "cagr": 0.09536736312879945,
        "sharpe": 1.197282618881104,
        "mdd": -0.1495958318090046,
        "vol": 0.08152450749797575
      },
      "constant_exposure": {
        "cagr": 0.09510752824635316,
        "sharpe": 1.1346890465642472,
        "mdd": -0.1553883851451926,
        "vol": 0.08613414329861405
      },
      "excess_sharpe": -0.06256122479019782,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.1667340952198109,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.02592746977907461,
      "turnover_month_max": 1.7000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": -0.011487661840269392,
      "sharpe": -0.013554766146896045,
      "mdd": -0.3971791364733326,
      "vol": 0.1413544771932444,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.08300705911892436,
        -0.08910711923729256
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.41984160066694454,
      "signal_count": 571,
      "selected_entries": 628,
      "fixed": {
        "cagr": 0.09635883736708273,
        "sharpe": 1.201409606654803,
        "mdd": -0.1505056467542527,
        "vol": 0.08206067678482473
      },
      "constant_exposure": {
        "cagr": 0.09559383586534898,
        "sharpe": 1.134689046564247,
        "mdd": -0.1561276335654358,
        "vol": 0.08657250686594557
      },
      "excess_sharpe": -0.013554766146896045,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": -0.14174961536241112,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.025969153814089204,
      "turnover_month_max": 1.7000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": -0.011487661840269392,
      "sharpe": -0.013554766146896045,
      "mdd": -0.3971791364733326,
      "vol": 0.1413544771932444,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.08300705911892436,
        -0.08910711923729256
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.41984160066694454,
      "signal_count": 571,
      "selected_entries": 628,
      "fixed": {
        "cagr": 0.09635883736708273,
        "sharpe": 1.201409606654803,
        "mdd": -0.1505056467542527,
        "vol": 0.08206067678482473
      },
      "constant_exposure": {
        "cagr": 0.09559383586534898,
        "sharpe": 1.134689046564247,
        "mdd": -0.1561276335654358,
        "vol": 0.08657250686594557
      },
      "excess_sharpe": -0.013554766146896045,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": -0.14174961536241112,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.025969153814089204,
      "turnover_month_max": 1.7000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": -0.04192385589288239,
      "sharpe": -0.12997233654699686,
      "mdd": -0.569373133836449,
      "vol": 0.19441021169162148,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07082844080607269,
        -0.3045011465277506
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.6673614005835765,
      "signal_count": 1087,
      "selected_entries": 1263,
      "fixed": {
        "cagr": 0.1536515588207159,
        "sharpe": 1.1782107310542613,
        "mdd": -0.24016930920868573,
        "vol": 0.13313075370525357
      },
      "constant_exposure": {
        "cagr": 0.15224877018942418,
        "sharpe": 1.1346890465642474,
        "mdd": -0.238776302122237,
        "vol": 0.13761177868584082
      },
      "excess_sharpe": -0.12997233654699686,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.30623824655609366,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.052375989995831596,
      "turnover_month_max": 2.8499999999999996,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": -0.03495494677249522,
      "sharpe": -0.08921824224646166,
      "mdd": -0.5662889664142693,
      "vol": 0.1959046174988117,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07927100416672406,
        -0.23398552934634342
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.6719466444351814,
      "signal_count": 1089,
      "selected_entries": 1266,
      "fixed": {
        "cagr": 0.1550789340789207,
        "sharpe": 1.181872176328247,
        "mdd": -0.24173663239391918,
        "vol": 0.13388785599579242
      },
      "constant_exposure": {
        "cagr": 0.15329799326588267,
        "sharpe": 1.1346890465642474,
        "mdd": -0.24024438673852588,
        "vol": 0.13855726873302646
      },
      "excess_sharpe": -0.08921824224646166,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.2590173676893958,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.05250104210087537,
      "turnover_month_max": 2.8499999999999996,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": -0.03495494677249522,
      "sharpe": -0.08921824224646166,
      "mdd": -0.5662889664142693,
      "vol": 0.1959046174988117,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.07927100416672406,
        -0.23398552934634342
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.6719466444351814,
      "signal_count": 1089,
      "selected_entries": 1266,
      "fixed": {
        "cagr": 0.1550789340789207,
        "sharpe": 1.181872176328247,
        "mdd": -0.24173663239391918,
        "vol": 0.13388785599579242
      },
      "constant_exposure": {
        "cagr": 0.15329799326588267,
        "sharpe": 1.1346890465642474,
        "mdd": -0.24024438673852588,
        "vol": 0.13855726873302646
      },
      "excess_sharpe": -0.08921824224646166,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.2590173676893958,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.05250104210087537,
      "turnover_month_max": 2.8499999999999996,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": -0.11144506960493361,
      "sharpe": -0.4201968599396623,
      "mdd": -0.7486392944191869,
      "vol": 0.22829919275246607,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.06035141798981309,
        -0.7410336497475685
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7977073780741976,
      "signal_count": 1595,
      "selected_entries": 1723,
      "fixed": {
        "cagr": 0.1842023386979348,
        "sharpe": 1.1732411695047489,
        "mdd": -0.2773043645011105,
        "vol": 0.1601744647643122
      },
      "constant_exposure": {
        "cagr": 0.18205127433487833,
        "sharpe": 1.1346890465642474,
        "mdd": -0.27963995049612633,
        "vol": 0.16448948211810965
      },
      "excess_sharpe": -0.4201968599396623,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.5424559874521053,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.07155064610254273,
      "turnover_month_max": 3.6,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": -0.11104430090023654,
      "sharpe": -0.41789928013689015,
      "mdd": -0.7454120341120976,
      "vol": 0.22838915659014672,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.05575797690964801,
        -0.7410336497475692
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.801625677365569,
      "signal_count": 1599,
      "selected_entries": 1733,
      "fixed": {
        "cagr": 0.18462474296747167,
        "sharpe": 1.1739347856990279,
        "mdd": -0.2780023780618077,
        "vol": 0.16043004743337255
      },
      "constant_exposure": {
        "cagr": 0.1829461653940403,
        "sharpe": 1.134689046564247,
        "mdd": -0.2808406756013322,
        "vol": 0.16529744634025015
      },
      "excess_sharpe": -0.41789928013689015,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.5360923784452031,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.07196748645268862,
      "turnover_month_max": 3.6,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": -0.11104430090023654,
      "sharpe": -0.41789928013689015,
      "mdd": -0.7454120341120976,
      "vol": 0.22838915659014672,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.05575797690964801,
        -0.7410336497475692
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.801625677365569,
      "signal_count": 1599,
      "selected_entries": 1733,
      "fixed": {
        "cagr": 0.18462474296747167,
        "sharpe": 1.1739347856990279,
        "mdd": -0.2780023780618077,
        "vol": 0.16043004743337255
      },
      "constant_exposure": {
        "cagr": 0.1829461653940403,
        "sharpe": 1.134689046564247,
        "mdd": -0.2808406756013322,
        "vol": 0.16529744634025015
      },
      "excess_sharpe": -0.41789928013689015,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.5360923784452031,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.07196748645268862,
      "turnover_month_max": 3.6,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.2188950436708761,
      "sharpe": 0.7628504429114267,
      "mdd": -0.5912868684043064,
      "vol": 0.34860958373906714,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6413777234749378,
        0.8697964436822523
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 570,
      "selected_entries": 365,
      "fixed": {
        "cagr": 0.36299326894632755,
        "sharpe": 1.416778939738853,
        "mdd": -0.35387249620416905,
        "vol": 0.24818018654612523
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7628504429114267,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6366980308402692,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.014797832430179242,
      "turnover_month_max": 1.2000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.2188950436708761,
      "sharpe": 0.7628504429114267,
      "mdd": -0.5912868684043064,
      "vol": 0.34860958373906714,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6413777234749378,
        0.8697964436822523
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 571,
      "selected_entries": 365,
      "fixed": {
        "cagr": 0.36299326894632755,
        "sharpe": 1.416778939738853,
        "mdd": -0.35387249620416905,
        "vol": 0.24818018654612523
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7628504429114267,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6366980308402692,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.014797832430179242,
      "turnover_month_max": 1.2000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.2188950436708761,
      "sharpe": 0.7628504429114267,
      "mdd": -0.5912868684043064,
      "vol": 0.34860958373906714,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6413777234749378,
        0.8697964436822523
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 571,
      "selected_entries": 365,
      "fixed": {
        "cagr": 0.36299326894632755,
        "sharpe": 1.416778939738853,
        "mdd": -0.35387249620416905,
        "vol": 0.24818018654612523
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7628504429114267,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6366980308402692,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.014797832430179242,
      "turnover_month_max": 1.2000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.21086752343738513,
      "sharpe": 0.7437116222578855,
      "mdd": -0.5791696577724695,
      "vol": 0.3481763288808957,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6393612538773459,
        0.8361969952226774
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1087,
      "selected_entries": 412,
      "fixed": {
        "cagr": 0.3636599793307289,
        "sharpe": 1.421473641859504,
        "mdd": -0.35229744571478816,
        "vol": 0.24761852099010043
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7437116222578855,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6100900586133258,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.016756982075864946,
      "turnover_month_max": 1.2000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.21086752343738513,
      "sharpe": 0.7437116222578855,
      "mdd": -0.5791696577724695,
      "vol": 0.3481763288808957,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6393612538773459,
        0.8361969952226774
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1089,
      "selected_entries": 412,
      "fixed": {
        "cagr": 0.3636599793307289,
        "sharpe": 1.421473641859504,
        "mdd": -0.35229744571478816,
        "vol": 0.24761852099010043
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7437116222578855,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6100900586133258,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.016756982075864946,
      "turnover_month_max": 1.2000000000000002,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.21086752343738513,
      "sharpe": 0.7437116222578855,
      "mdd": -0.5791696577724695,
      "vol": 0.3481763288808957,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6393612538773459,
        0.8361969952226774
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1089,
      "selected_entries": 412,
      "fixed": {
        "cagr": 0.3636599793307289,
        "sharpe": 1.421473641859504,
        "mdd": -0.35229744571478816,
        "vol": 0.24761852099010043
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7437116222578855,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6100900586133258,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.016756982075864946,
      "turnover_month_max": 1.2000000000000002,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.2064844059306088,
      "sharpe": 0.7330167084428274,
      "mdd": -0.5880332123234538,
      "vol": 0.348087134086155,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6219520289651386,
        0.8310128640672406
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1595,
      "selected_entries": 454,
      "fixed": {
        "cagr": 0.36344264898183876,
        "sharpe": 1.4196105626600688,
        "mdd": -0.35269756098970606,
        "vol": 0.24787243291912123
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7330167084428274,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.5946824599071628,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0185077115464777,
      "turnover_month_max": 1.3000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.2064844059306088,
      "sharpe": 0.7330167084428274,
      "mdd": -0.5880332123234538,
      "vol": 0.348087134086155,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6219520289651386,
        0.8310128640672406
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1599,
      "selected_entries": 454,
      "fixed": {
        "cagr": 0.36344264898183876,
        "sharpe": 1.4196105626600688,
        "mdd": -0.35269756098970606,
        "vol": 0.24787243291912123
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7330167084428274,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.5946824599071628,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0185077115464777,
      "turnover_month_max": 1.3000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.5_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.2064844059306088,
      "sharpe": 0.7330167084428274,
      "mdd": -0.5880332123234538,
      "vol": 0.348087134086155,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6219520289651386,
        0.8310128640672406
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1599,
      "selected_entries": 454,
      "fixed": {
        "cagr": 0.36344264898183876,
        "sharpe": 1.4196105626600688,
        "mdd": -0.35269756098970606,
        "vol": 0.24787243291912123
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7330167084428274,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.5946824599071628,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0185077115464777,
      "turnover_month_max": 1.3000000000000003,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": -0.03379159098904316,
      "sharpe": -0.23092777813170234,
      "mdd": -0.42672561798038855,
      "vol": 0.12180773538218986,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.23304960253276402,
        -0.6640836876653712
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.3326385994164235,
      "signal_count": 364,
      "selected_entries": 405,
      "fixed": {
        "cagr": 0.07413482539473693,
        "sharpe": 1.166569756271149,
        "mdd": -0.12509482204132105,
        "vol": 0.0652751606409405
      },
      "constant_exposure": {
        "cagr": 0.07565733986649836,
        "sharpe": 1.134689046564247,
        "mdd": -0.12538398845597187,
        "vol": 0.0685910052412873
      },
      "excess_sharpe": -0.23092777813170234,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.3784332592357281,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01681950812838683,
      "turnover_month_max": 2.15,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": -0.03379159098904316,
      "sharpe": -0.23092777813170234,
      "mdd": -0.42672561798038855,
      "vol": 0.12180773538218986,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.23304960253276402,
        -0.6640836876653712
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.3326385994164235,
      "signal_count": 364,
      "selected_entries": 405,
      "fixed": {
        "cagr": 0.07413482539473693,
        "sharpe": 1.166569756271149,
        "mdd": -0.12509482204132105,
        "vol": 0.0652751606409405
      },
      "constant_exposure": {
        "cagr": 0.07565733986649836,
        "sharpe": 1.134689046564247,
        "mdd": -0.12538398845597187,
        "vol": 0.0685910052412873
      },
      "excess_sharpe": -0.23092777813170234,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.3784332592357281,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01681950812838683,
      "turnover_month_max": 2.15,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": -0.03379159098904316,
      "sharpe": -0.23092777813170234,
      "mdd": -0.42672561798038855,
      "vol": 0.12180773538218986,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.23304960253276402,
        -0.6640836876653712
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.3326385994164235,
      "signal_count": 364,
      "selected_entries": 405,
      "fixed": {
        "cagr": 0.07413482539473693,
        "sharpe": 1.166569756271149,
        "mdd": -0.12509482204132105,
        "vol": 0.0652751606409405
      },
      "constant_exposure": {
        "cagr": 0.07565733986649836,
        "sharpe": 1.134689046564247,
        "mdd": -0.12538398845597187,
        "vol": 0.0685910052412873
      },
      "excess_sharpe": -0.23092777813170234,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.3784332592357281,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.01681950812838683,
      "turnover_month_max": 2.15,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": -0.04681106501214238,
      "sharpe": -0.17959880821968227,
      "mdd": -0.5776444303116552,
      "vol": 0.1827370406585843,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.16034517915475752,
        -0.5151861052397888
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5630679449770738,
      "signal_count": 702,
      "selected_entries": 804,
      "fixed": {
        "cagr": 0.1248956695057526,
        "sharpe": 1.1347809041314778,
        "mdd": -0.20629302449228382,
        "vol": 0.11299510184856548
      },
      "constant_exposure": {
        "cagr": 0.12837566409544454,
        "sharpe": 1.1346890465642472,
        "mdd": -0.20477152628090545,
        "vol": 0.11610617779439959
      },
      "excess_sharpe": -0.17959880821968227,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.38686109341969066,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.03334722801167153,
      "turnover_month_max": 3.3499999999999996,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": -0.043472863030713516,
      "sharpe": -0.15937222899849257,
      "mdd": -0.5776444303116616,
      "vol": 0.1829700728643242,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.20014852491490112,
        -0.5151861052397916
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5654022509378909,
      "signal_count": 703,
      "selected_entries": 805,
      "fixed": {
        "cagr": 0.12475632692691851,
        "sharpe": 1.130767227704671,
        "mdd": -0.20713732270036878,
        "vol": 0.11331511479320937
      },
      "constant_exposure": {
        "cagr": 0.1289100820523572,
        "sharpe": 1.1346890465642472,
        "mdd": -0.20554555604746516,
        "vol": 0.11658751818205777
      },
      "excess_sharpe": -0.15937222899849257,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.3868555534929615,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.03338891204668612,
      "turnover_month_max": 3.3499999999999996,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": -0.043472863030713516,
      "sharpe": -0.15937222899849257,
      "mdd": -0.5776444303116616,
      "vol": 0.1829700728643242,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.20014852491490112,
        -0.5151861052397916
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.5654022509378909,
      "signal_count": 703,
      "selected_entries": 805,
      "fixed": {
        "cagr": 0.12475632692691851,
        "sharpe": 1.130767227704671,
        "mdd": -0.20713732270036878,
        "vol": 0.11331511479320937
      },
      "constant_exposure": {
        "cagr": 0.1289100820523572,
        "sharpe": 1.1346890465642472,
        "mdd": -0.20554555604746516,
        "vol": 0.11658751818205777
      },
      "excess_sharpe": -0.15937222899849257,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.3868555534929615,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.03338891204668612,
      "turnover_month_max": 3.3499999999999996,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": -0.04147842072703056,
      "sharpe": -0.09708554648289909,
      "mdd": -0.5710455483305337,
      "vol": 0.2139637823723374,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.046647694919972095,
        -0.23270952795934013
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.7496040016673613,
      "signal_count": 1077,
      "selected_entries": 1201,
      "fixed": {
        "cagr": 0.16759429208148813,
        "sharpe": 1.1361073561471242,
        "mdd": -0.26406241516684237,
        "vol": 0.1513089830452102
      },
      "constant_exposure": {
        "cagr": 0.17105965026458336,
        "sharpe": 1.1346890465642472,
        "mdd": -0.264768296696151,
        "vol": 0.15457043198672546
      },
      "excess_sharpe": -0.09708554648289909,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.2781159970172951,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.04972905377240517,
      "turnover_month_max": 4.3,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": -0.040090805338077073,
      "sharpe": -0.08991579232519407,
      "mdd": -0.5720572031565212,
      "vol": 0.21408670293415102,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.06124154224360062,
        -0.23270952795933708
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.754105877448937,
      "signal_count": 1082,
      "selected_entries": 1206,
      "fixed": {
        "cagr": 0.167326789316816,
        "sharpe": 1.1319367211404616,
        "mdd": -0.26495858597065114,
        "vol": 0.15171181721886984
      },
      "constant_exposure": {
        "cagr": 0.17208872257642538,
        "sharpe": 1.1346890465642472,
        "mdd": -0.26617039551751676,
        "vol": 0.15549873130578049
      },
      "excess_sharpe": -0.08991579232519407,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.26948952546869964,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.04993747394747811,
      "turnover_month_max": 4.3,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_long",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": -0.040090805338077073,
      "sharpe": -0.08991579232519407,
      "mdd": -0.5720572031565212,
      "vol": 0.21408670293415102,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.06124154224360062,
        -0.23270952795933708
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.754105877448937,
      "signal_count": 1082,
      "selected_entries": 1206,
      "fixed": {
        "cagr": 0.167326789316816,
        "sharpe": 1.1319367211404616,
        "mdd": -0.26495858597065114,
        "vol": 0.15171181721886984
      },
      "constant_exposure": {
        "cagr": 0.17208872257642538,
        "sharpe": 1.1346890465642472,
        "mdd": -0.26617039551751676,
        "vol": 0.15549873130578049
      },
      "excess_sharpe": -0.08991579232519407,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": -0.26948952546869964,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.04993747394747811,
      "turnover_month_max": 4.3,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.2092463972243075,
      "sharpe": 0.7413342166471694,
      "mdd": -0.5858742880192664,
      "vol": 0.34675470102636613,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6077373581201934,
        0.8581097774031268
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 364,
      "selected_entries": 346,
      "fixed": {
        "cagr": 0.3636286135918212,
        "sharpe": 1.4197062350825125,
        "mdd": -0.3532687540446072,
        "vol": 0.24797116636399552
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7413342166471694,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6090247108262845,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.014005835764902044,
      "turnover_month_max": 0.9,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.2092463972243075,
      "sharpe": 0.7413342166471694,
      "mdd": -0.5858742880192664,
      "vol": 0.34675470102636613,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6077373581201934,
        0.8581097774031268
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 364,
      "selected_entries": 346,
      "fixed": {
        "cagr": 0.3636286135918212,
        "sharpe": 1.4197062350825125,
        "mdd": -0.3532687540446072,
        "vol": 0.24797116636399552
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7413342166471694,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6090247108262845,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.014005835764902044,
      "turnover_month_max": 0.9,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.2092463972243075,
      "sharpe": 0.7413342166471694,
      "mdd": -0.5858742880192664,
      "vol": 0.34675470102636613,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6077373581201934,
        0.8581097774031268
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 364,
      "selected_entries": 346,
      "fixed": {
        "cagr": 0.3636286135918212,
        "sharpe": 1.4197062350825125,
        "mdd": -0.3532687540446072,
        "vol": 0.24797116636399552
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7413342166471694,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6090247108262845,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.014005835764902044,
      "turnover_month_max": 0.9,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.22059596254394198,
      "sharpe": 0.769627355092427,
      "mdd": -0.5706438203280155,
      "vol": 0.34639565506921455,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6794453046847923,
        0.8502973459220925
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 702,
      "selected_entries": 377,
      "fixed": {
        "cagr": 0.36292009094600375,
        "sharpe": 1.4159435820068238,
        "mdd": -0.35442395655352754,
        "vol": 0.248311139042534
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.769627355092427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6328246899565505,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015298040850354315,
      "turnover_month_max": 0.9,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.22059596254394198,
      "sharpe": 0.769627355092427,
      "mdd": -0.5706438203280155,
      "vol": 0.34639565506921455,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6794453046847923,
        0.8502973459220925
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 703,
      "selected_entries": 377,
      "fixed": {
        "cagr": 0.36292009094600375,
        "sharpe": 1.4159435820068238,
        "mdd": -0.35442395655352754,
        "vol": 0.248311139042534
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.769627355092427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6328246899565505,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015298040850354315,
      "turnover_month_max": 0.9,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.22059596254394198,
      "sharpe": 0.769627355092427,
      "mdd": -0.5706438203280155,
      "vol": 0.34639565506921455,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.6794453046847923,
        0.8502973459220925
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 703,
      "selected_entries": 377,
      "fixed": {
        "cagr": 0.36292009094600375,
        "sharpe": 1.4159435820068238,
        "mdd": -0.35442395655352754,
        "vol": 0.248311139042534
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.769627355092427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6328246899565505,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015298040850354315,
      "turnover_month_max": 0.9,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.22777194938009804,
      "sharpe": 0.7862575487973992,
      "mdd": -0.550403167241108,
      "vol": 0.3471073800397129,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7085707473317838,
        0.8566449292418193
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1077,
      "selected_entries": 384,
      "fixed": {
        "cagr": 0.36362373991918173,
        "sharpe": 1.4198117353694701,
        "mdd": -0.35151948414855727,
        "vol": 0.24794746924572847
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7862575487973992,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6606306401100385,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015589829095456443,
      "turnover_month_max": 0.8,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.22777194938009804,
      "sharpe": 0.7862575487973992,
      "mdd": -0.550403167241108,
      "vol": 0.3471073800397129,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7085707473317838,
        0.8566449292418193
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1082,
      "selected_entries": 384,
      "fixed": {
        "cagr": 0.36362373991918173,
        "sharpe": 1.4198117353694701,
        "mdd": -0.35151948414855727,
        "vol": 0.24794746924572847
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7862575487973992,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6606306401100385,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015589829095456443,
      "turnover_month_max": 0.8,
      "wins": false
    },
    {
      "design": "tw_fib_0.618_avoid",
      "market": "tw",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.22777194938009804,
      "sharpe": 0.7862575487973992,
      "mdd": -0.550403167241108,
      "vol": 0.3471073800397129,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7085707473317838,
        0.8566449292418193
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9999999999999998,
      "signal_count": 1082,
      "selected_entries": 384,
      "fixed": {
        "cagr": 0.36362373991918173,
        "sharpe": 1.4198117353694701,
        "mdd": -0.35151948414855727,
        "vol": 0.24794746924572847
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712807
      },
      "excess_sharpe": 0.7862575487973992,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2019,
      "without_best": 0.6606306401100385,
      "benchmark_without_best": 1.0567969295214934,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.015589829095456443,
      "turnover_month_max": 0.8,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.007409199344464712,
      "sharpe": 0.2795643629758153,
      "mdd": -0.057630842102900814,
      "vol": 0.028789475773096682,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        -0.06417688834019677
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.020008336807002917,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.004526142094313457,
        "sharpe": 1.1346890465642474,
        "mdd": -0.007913880587783306,
        "vol": 0.004125774751355627
      },
      "constant_exposure": {
        "cagr": 0.004526142094313457,
        "sharpe": 1.1346890465642474,
        "mdd": -0.007913880587783306,
        "vol": 0.004125774751355627
      },
      "excess_sharpe": 0.2795643629758153,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2021,
      "without_best": -0.04789876452580363,
      "benchmark_without_best": 1.1262157877906525,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.007409199344464712,
      "sharpe": 0.2795643629758153,
      "mdd": -0.057630842102900814,
      "vol": 0.028789475773096682,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        -0.06417688834019677
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.020008336807002917,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.004526142094313457,
        "sharpe": 1.1346890465642474,
        "mdd": -0.007913880587783306,
        "vol": 0.004125774751355627
      },
      "constant_exposure": {
        "cagr": 0.004526142094313457,
        "sharpe": 1.1346890465642474,
        "mdd": -0.007913880587783306,
        "vol": 0.004125774751355627
      },
      "excess_sharpe": 0.2795643629758153,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2021,
      "without_best": -0.04789876452580363,
      "benchmark_without_best": 1.1262157877906525,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.007409199344464712,
      "sharpe": 0.2795643629758153,
      "mdd": -0.057630842102900814,
      "vol": 0.028789475773096682,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        -0.06417688834019677
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.020008336807002917,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.004526142094313457,
        "sharpe": 1.1346890465642474,
        "mdd": -0.007913880587783306,
        "vol": 0.004125774751355627
      },
      "constant_exposure": {
        "cagr": 0.004526142094313457,
        "sharpe": 1.1346890465642474,
        "mdd": -0.007913880587783306,
        "vol": 0.004125774751355627
      },
      "excess_sharpe": 0.2795643629758153,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2021,
      "without_best": -0.04789876452580363,
      "benchmark_without_best": 1.1262157877906525,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.029879808448792122,
      "sharpe": 0.7973869834896256,
      "mdd": -0.044789171184980714,
      "vol": 0.03915993813388054,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        0.9046713591958571
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.035014589412255104,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "constant_exposure": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "excess_sharpe": 0.7973869834896256,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.6796303926277262,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.029879808448792122,
      "sharpe": 0.7973869834896256,
      "mdd": -0.044789171184980714,
      "vol": 0.03915993813388054,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        0.9046713591958571
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.035014589412255104,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "constant_exposure": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "excess_sharpe": 0.7973869834896256,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.6796303926277262,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.029879808448792122,
      "sharpe": 0.7973869834896256,
      "mdd": -0.044789171184980714,
      "vol": 0.03915993813388054,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.7019713287853994,
        0.9046713591958571
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.035014589412255104,
      "signal_count": 5,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "constant_exposure": {
        "cagr": 0.007923256597666573,
        "sharpe": 1.1346890465642472,
        "mdd": -0.013817511857642684,
        "vol": 0.007220105814872347
      },
      "excess_sharpe": 0.7973869834896256,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.6796303926277262,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.03546118926446207,
      "sharpe": 0.8403592311845045,
      "mdd": -0.044789171184980936,
      "vol": 0.04405260622442196,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.455862155089799,
        1.1000431002678028
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.03918299291371405,
      "signal_count": 8,
      "selected_entries": 8,
      "fixed": {
        "cagr": 0.008867272491778433,
        "sharpe": 1.1346890465642474,
        "mdd": -0.015452585791639217,
        "vol": 0.00807964222140477
      },
      "constant_exposure": {
        "cagr": 0.008867272491778433,
        "sharpe": 1.1346890465642474,
        "mdd": -0.015452585791639217,
        "vol": 0.00807964222140477
      },
      "excess_sharpe": 0.8403592311845045,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 0.6439408152299081,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.003334722801167153,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.03546118926446207,
      "sharpe": 0.8403592311845045,
      "mdd": -0.044789171184980936,
      "vol": 0.04405260622442196,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.455862155089799,
        1.1000431002678028
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.03918299291371405,
      "signal_count": 8,
      "selected_entries": 8,
      "fixed": {
        "cagr": 0.008867272491778433,
        "sharpe": 1.1346890465642474,
        "mdd": -0.015452585791639217,
        "vol": 0.00807964222140477
      },
      "constant_exposure": {
        "cagr": 0.008867272491778433,
        "sharpe": 1.1346890465642474,
        "mdd": -0.015452585791639217,
        "vol": 0.00807964222140477
      },
      "excess_sharpe": 0.8403592311845045,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 0.6439408152299081,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.003334722801167153,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": false,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.03546118926446207,
      "sharpe": 0.8403592311845045,
      "mdd": -0.044789171184980936,
      "vol": 0.04405260622442196,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.455862155089799,
        1.1000431002678028
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.03918299291371405,
      "signal_count": 8,
      "selected_entries": 8,
      "fixed": {
        "cagr": 0.008867272491778433,
        "sharpe": 1.1346890465642474,
        "mdd": -0.015452585791639217,
        "vol": 0.00807964222140477
      },
      "constant_exposure": {
        "cagr": 0.008867272491778433,
        "sharpe": 1.1346890465642474,
        "mdd": -0.015452585791639217,
        "vol": 0.00807964222140477
      },
      "excess_sharpe": 0.8403592311845045,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 0.6439408152299081,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.003334722801167153,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.21177809801685998,
      "sharpe": 1.0758865743334545,
      "mdd": -0.34696413784442914,
      "vol": 0.20418823097050007,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        1.140289829885054
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9799916631929971,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22358749809835787,
        "sharpe": 1.1346890465642474,
        "mdd": -0.3338273222885477,
        "vol": 0.2020770091757725
      },
      "constant_exposure": {
        "cagr": 0.22358749809835787,
        "sharpe": 1.1346890465642474,
        "mdd": -0.3338273222885477,
        "vol": 0.2020770091757725
      },
      "excess_sharpe": 1.0758865743334545,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9752669204858564,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.21177809801685998,
      "sharpe": 1.0758865743334545,
      "mdd": -0.34696413784442914,
      "vol": 0.20418823097050007,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        1.140289829885054
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9799916631929971,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22358749809835787,
        "sharpe": 1.1346890465642474,
        "mdd": -0.3338273222885477,
        "vol": 0.2020770091757725
      },
      "constant_exposure": {
        "cagr": 0.22358749809835787,
        "sharpe": 1.1346890465642474,
        "mdd": -0.3338273222885477,
        "vol": 0.2020770091757725
      },
      "excess_sharpe": 1.0758865743334545,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9752669204858564,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.21177809801685998,
      "sharpe": 1.0758865743334545,
      "mdd": -0.34696413784442914,
      "vol": 0.20418823097050007,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        1.140289829885054
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9799916631929971,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22358749809835787,
        "sharpe": 1.1346890465642474,
        "mdd": -0.3338273222885477,
        "vol": 0.2020770091757725
      },
      "constant_exposure": {
        "cagr": 0.22358749809835787,
        "sharpe": 1.1346890465642474,
        "mdd": -0.3338273222885477,
        "vol": 0.2020770091757725
      },
      "excess_sharpe": 1.0758865743334545,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9752669204858564,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.18533870990735335,
      "sharpe": 0.9698856889857427,
      "mdd": -0.34696413784442914,
      "vol": 0.20262528049879314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        0.9554834885469937
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9649854105877449,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "constant_exposure": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "excess_sharpe": 0.9698856889857427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.8501344139387913,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.18533870990735335,
      "sharpe": 0.9698856889857427,
      "mdd": -0.34696413784442914,
      "vol": 0.20262528049879314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        0.9554834885469937
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9649854105877449,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "constant_exposure": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "excess_sharpe": 0.9698856889857427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.8501344139387913,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.18533870990735335,
      "sharpe": 0.9698856889857427,
      "mdd": -0.34696413784442914,
      "vol": 0.20262528049879314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0242661545937901,
        0.9554834885469937
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9649854105877449,
      "signal_count": 5,
      "selected_entries": 6,
      "fixed": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "constant_exposure": {
        "cagr": 0.22017683252883669,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32949397668230906,
        "vol": 0.19898267811225576
      },
      "excess_sharpe": 0.9698856889857427,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.8501344139387913,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0020842017507294707,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.17474838199188802,
      "sharpe": 0.927291697119549,
      "mdd": -0.34696413784442925,
      "vol": 0.20171558038680323,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0454631124818536,
        0.8657569710122364
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9608170070862859,
      "signal_count": 8,
      "selected_entries": 9,
      "fixed": {
        "cagr": 0.21922910304133003,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32828625760354113,
        "vol": 0.19812314170572334
      },
      "constant_exposure": {
        "cagr": 0.21922910304133003,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32828625760354113,
        "vol": 0.19812314170572334
      },
      "excess_sharpe": 0.927291697119549,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.7995992718446183,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.003334722801167153,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.17474838199188802,
      "sharpe": 0.927291697119549,
      "mdd": -0.34696413784442925,
      "vol": 0.20171558038680323,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0454631124818536,
        0.8657569710122364
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9608170070862859,
      "signal_count": 8,
      "selected_entries": 9,
      "fixed": {
        "cagr": 0.21922910304133003,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32828625760354113,
        "vol": 0.19812314170572334
      },
      "constant_exposure": {
        "cagr": 0.21922910304133003,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32828625760354113,
        "vol": 0.19812314170572334
      },
      "excess_sharpe": 0.927291697119549,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.7995992718446183,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.003334722801167153,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.382_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.382,
      "inverse": true,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.17474838199188802,
      "sharpe": 0.927291697119549,
      "mdd": -0.34696413784442925,
      "vol": 0.20171558038680323,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0454631124818536,
        0.8657569710122364
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9608170070862859,
      "signal_count": 8,
      "selected_entries": 9,
      "fixed": {
        "cagr": 0.21922910304133003,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32828625760354113,
        "vol": 0.19812314170572334
      },
      "constant_exposure": {
        "cagr": 0.21922910304133003,
        "sharpe": 1.1346890465642472,
        "mdd": -0.32828625760354113,
        "vol": 0.19812314170572334
      },
      "excess_sharpe": 0.927291697119549,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.7995992718446183,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.003334722801167153,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.006020671505279518,
      "sharpe": 0.31079208349305965,
      "mdd": -0.036928344446167105,
      "vol": 0.020660561272526332,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.577033280130427,
        -0.06675264117733576
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.003751563151313047,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.0008483553700917579,
        "sharpe": 1.1346890465642474,
        "mdd": -0.0014875476385489694,
        "vol": 0.00077358276587918
      },
      "constant_exposure": {
        "cagr": 0.0008483553700917579,
        "sharpe": 1.1346890465642474,
        "mdd": -0.0014875476385489694,
        "vol": 0.00077358276587918
      },
      "excess_sharpe": 0.31079208349305965,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2021,
      "without_best": -0.049821176673184454,
      "benchmark_without_best": 1.1262157877906525,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.006020671505279518,
      "sharpe": 0.31079208349305965,
      "mdd": -0.036928344446167105,
      "vol": 0.020660561272526332,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.577033280130427,
        -0.06675264117733576
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.003751563151313047,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.0008483553700917579,
        "sharpe": 1.1346890465642474,
        "mdd": -0.0014875476385489694,
        "vol": 0.00077358276587918
      },
      "constant_exposure": {
        "cagr": 0.0008483553700917579,
        "sharpe": 1.1346890465642474,
        "mdd": -0.0014875476385489694,
        "vol": 0.00077358276587918
      },
      "excess_sharpe": 0.31079208349305965,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2021,
      "without_best": -0.049821176673184454,
      "benchmark_without_best": 1.1262157877906525,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.006020671505279518,
      "sharpe": 0.31079208349305965,
      "mdd": -0.036928344446167105,
      "vol": 0.020660561272526332,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.577033280130427,
        -0.06675264117733576
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.003751563151313047,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.0008483553700917579,
        "sharpe": 1.1346890465642474,
        "mdd": -0.0014875476385489694,
        "vol": 0.00077358276587918
      },
      "constant_exposure": {
        "cagr": 0.0008483553700917579,
        "sharpe": 1.1346890465642474,
        "mdd": -0.0014875476385489694,
        "vol": 0.00077358276587918
      },
      "excess_sharpe": 0.31079208349305965,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2021,
      "without_best": -0.049821176673184454,
      "benchmark_without_best": 1.1262157877906525,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.0174215360443728,
      "sharpe": 0.6858402313009371,
      "mdd": -0.025611508239954617,
      "vol": 0.02656593450720738,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.9704261532506924
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.6858402313009371,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.5643288902690233,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.0174215360443728,
      "sharpe": 0.6858402313009371,
      "mdd": -0.025611508239954617,
      "vol": 0.02656593450720738,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.9704261532506924
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.6858402313009371,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.5643288902690233,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.0174215360443728,
      "sharpe": 0.6858402313009371,
      "mdd": -0.025611508239954617,
      "vol": 0.02656593450720738,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.9704261532506924
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.6858402313009371,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": 0.5643288902690233,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": -0.003780018137583996,
      "sharpe": -0.0716431708534721,
      "mdd": -0.14227003522843085,
      "vol": 0.041958340334823555,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.7662976085911248,
        -0.015985251218818285
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 4,
      "selected_entries": 4,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": -0.0716431708534721,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.3645109473317614,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0016673614005835765,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": -0.003780018137583996,
      "sharpe": -0.0716431708534721,
      "mdd": -0.14227003522843085,
      "vol": 0.041958340334823555,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.7662976085911248,
        -0.015985251218818285
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 4,
      "selected_entries": 4,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": -0.0716431708534721,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.3645109473317614,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0016673614005835765,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": false,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": -0.003780018137583996,
      "sharpe": -0.0716431708534721,
      "mdd": -0.14227003522843085,
      "vol": 0.041958340334823555,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.7662976085911248,
        -0.015985251218818285
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 4,
      "selected_entries": 4,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": -0.0716431708534721,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2023,
      "without_best": -0.3645109473317614,
      "benchmark_without_best": 1.0861956032982238,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0016673614005835765,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.21779009260162763,
      "sharpe": 1.0969757741214157,
      "mdd": -0.3395700541458201,
      "vol": 0.20510555731639726,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0491507712820936,
        1.1600168320942075
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9962484368486869,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2272802742068709,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33849633703073756,
        "vol": 0.2054292011612489
      },
      "constant_exposure": {
        "cagr": 0.2272802742068709,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33849633703073756,
        "vol": 0.2054292011612489
      },
      "excess_sharpe": 1.0969757741214157,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0001729861614792,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.21779009260162763,
      "sharpe": 1.0969757741214157,
      "mdd": -0.3395700541458201,
      "vol": 0.20510555731639726,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0491507712820936,
        1.1600168320942075
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9962484368486869,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2272802742068709,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33849633703073756,
        "vol": 0.2054292011612489
      },
      "constant_exposure": {
        "cagr": 0.2272802742068709,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33849633703073756,
        "vol": 0.2054292011612489
      },
      "excess_sharpe": 1.0969757741214157,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0001729861614792,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.21779009260162763,
      "sharpe": 1.0969757741214157,
      "mdd": -0.3395700541458201,
      "vol": 0.20510555731639726,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.0491507712820936,
        1.1600168320942075
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9962484368486869,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2272802742068709,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33849633703073756,
        "vol": 0.2054292011612489
      },
      "constant_exposure": {
        "cagr": 0.2272802742068709,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33849633703073756,
        "vol": 0.2054292011612489
      },
      "excess_sharpe": 1.0969757741214157,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0001729861614792,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.20414396915039879,
      "sharpe": 1.042085131025614,
      "mdd": -0.33957005414581964,
      "vol": 0.20461468104003636,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.001018500302676
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.042085131025614,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9356052638444629,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.20414396915039879,
      "sharpe": 1.042085131025614,
      "mdd": -0.33957005414581964,
      "vol": 0.20461468104003636,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.001018500302676
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.042085131025614,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9356052638444629,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false,
      "neighbor_wins": 3,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.20414396915039879,
      "sharpe": 1.042085131025614,
      "mdd": -0.33957005414581964,
      "vol": 0.20461468104003636,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.001018500302676
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.042085131025614,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9356052638444629,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.22684737868585203,
      "sharpe": 1.1474509115928926,
      "mdd": -0.33957005414581953,
      "vol": 0.2022337396671529,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1525070956798025,
        1.1695587940587473
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 4,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.1474509115928926,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 1.002684255942623,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0016673614005835765,
      "turnover_month_max": 1.0,
      "wins": true
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.22684737868585203,
      "sharpe": 1.1474509115928926,
      "mdd": -0.33957005414581953,
      "vol": 0.2022337396671529,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1525070956798025,
        1.1695587940587473
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 4,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.1474509115928926,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 1.002684255942623,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0016673614005835765,
      "turnover_month_max": 1.0,
      "wins": true
    },
    {
      "design": "0050_fib_0.5_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.5,
      "inverse": true,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.22684737868585203,
      "sharpe": 1.1474509115928926,
      "mdd": -0.33957005414581953,
      "vol": 0.2022337396671529,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1525070956798025,
        1.1695587940587473
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 4,
      "selected_entries": 5,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.1474509115928926,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 1.002684255942623,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0016673614005835765,
      "turnover_month_max": 1.0,
      "wins": true
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.007709553984089457,
      "sharpe": 0.38614445941001496,
      "mdd": -0.03796445880452359,
      "vol": 0.02115966155352465,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.5460246907793112
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 1,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.38614445941001496,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2025,
      "without_best": 0.0,
      "benchmark_without_best": 1.0955136920785793,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.00041684035014589413,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.007709553984089457,
      "sharpe": 0.38614445941001496,
      "mdd": -0.03796445880452359,
      "vol": 0.02115966155352465,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.5460246907793112
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 1,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.38614445941001496,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2025,
      "without_best": 0.0,
      "benchmark_without_best": 1.0955136920785793,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.00041684035014589413,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.007709553984089457,
      "sharpe": 0.38614445941001496,
      "mdd": -0.03796445880452359,
      "vol": 0.02115966155352465,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.5460246907793112
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.011671529804085035,
      "signal_count": 1,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "constant_exposure": {
        "cagr": 0.00263977895645362,
        "sharpe": 1.1346890465642474,
        "mdd": -0.004622322971852499,
        "vol": 0.002406701938290782
      },
      "excess_sharpe": 0.38614445941001496,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2025,
      "without_best": 0.0,
      "benchmark_without_best": 1.0955136920785793,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.00041684035014589413,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.0,
      "sharpe": 0.0,
      "mdd": 0.0,
      "vol": 0.0,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.0
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.0,
      "signal_count": 0,
      "selected_entries": 0,
      "fixed": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "constant_exposure": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "excess_sharpe": 0.0,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": 0.0,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.0,
      "sharpe": 0.0,
      "mdd": 0.0,
      "vol": 0.0,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.0
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.0,
      "signal_count": 0,
      "selected_entries": 0,
      "fixed": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "constant_exposure": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "excess_sharpe": 0.0,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": 0.0,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false,
      "neighbor_wins": 0,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.0,
      "sharpe": 0.0,
      "mdd": 0.0,
      "vol": 0.0,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        0.0,
        0.0
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.0,
      "signal_count": 0,
      "selected_entries": 0,
      "fixed": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "constant_exposure": {
        "cagr": 0.0,
        "sharpe": 0.0,
        "mdd": 0.0,
        "vol": 0.0
      },
      "excess_sharpe": 0.0,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": 0.0,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": -0.011865061594381943,
      "sharpe": -0.298846330912531,
      "mdd": -0.15362860938041756,
      "vol": 0.03872286341668627,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.7195733016262849,
        -0.2892640542672154
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.005418924551896623,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.0012254464502978735,
        "sharpe": 1.1346890465642474,
        "mdd": -0.002148132070800668,
        "vol": 0.0011173973284921489
      },
      "constant_exposure": {
        "cagr": 0.0012254464502978735,
        "sharpe": 1.1346890465642474,
        "mdd": -0.002148132070800668,
        "vol": 0.0011173973284921489
      },
      "excess_sharpe": -0.298846330912531,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.31545650496134475,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": -0.011865061594381943,
      "sharpe": -0.298846330912531,
      "mdd": -0.15362860938041756,
      "vol": 0.03872286341668627,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.7195733016262849,
        -0.2892640542672154
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.005418924551896623,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.0012254464502978735,
        "sharpe": 1.1346890465642474,
        "mdd": -0.002148132070800668,
        "vol": 0.0011173973284921489
      },
      "constant_exposure": {
        "cagr": 0.0012254464502978735,
        "sharpe": 1.1346890465642474,
        "mdd": -0.002148132070800668,
        "vol": 0.0011173973284921489
      },
      "excess_sharpe": -0.298846330912531,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.31545650496134475,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_long",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": false,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": -0.011865061594381943,
      "sharpe": -0.298846330912531,
      "mdd": -0.15362860938041756,
      "vol": 0.03872286341668627,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        -0.7195733016262849,
        -0.2892640542672154
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.005418924551896623,
      "signal_count": 2,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.0012254464502978735,
        "sharpe": 1.1346890465642474,
        "mdd": -0.002148132070800668,
        "vol": 0.0011173973284921489
      },
      "constant_exposure": {
        "cagr": 0.0012254464502978735,
        "sharpe": 1.1346890465642474,
        "mdd": -0.002148132070800668,
        "vol": 0.0011173973284921489
      },
      "excess_sharpe": -0.298846330912531,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2017,
      "without_best": -0.31545650496134475,
      "benchmark_without_best": 1.11851842856834,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 0,
      "parameters": {
        "bandwidth": 2,
        "window": 60
      },
      "cagr": 0.21719663123032373,
      "sharpe": 1.094149543995916,
      "mdd": -0.33957005414581964,
      "vol": 0.2051853812869531,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.0919395261263647
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 1,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.094149543995916,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9968637476762194,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.00041684035014589413,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 1,
      "parameters": {
        "bandwidth": 2,
        "window": 90
      },
      "cagr": 0.21719663123032373,
      "sharpe": 1.094149543995916,
      "mdd": -0.33957005414581964,
      "vol": 0.2051853812869531,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.0919395261263647
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 1,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.094149543995916,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9968637476762194,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.00041684035014589413,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 2,
      "parameters": {
        "bandwidth": 2,
        "window": 120
      },
      "cagr": 0.21719663123032373,
      "sharpe": 1.094149543995916,
      "mdd": -0.33957005414581964,
      "vol": 0.2051853812869531,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.0919395261263647
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.988328470195915,
      "signal_count": 1,
      "selected_entries": 2,
      "fixed": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "constant_exposure": {
        "cagr": 0.2254815090449338,
        "sharpe": 1.134689046564247,
        "mdd": -0.3362249884274744,
        "vol": 0.20379608198883734
      },
      "excess_sharpe": 1.094149543995916,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 0.9968637476762194,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.00041684035014589413,
      "turnover_month_max": 0.5,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 3,
      "parameters": {
        "bandwidth": 3,
        "window": 60
      },
      "cagr": 0.22804107875876078,
      "sharpe": 1.1343133118747473,
      "mdd": -0.33957005414581964,
      "vol": 0.20620352330556707,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.1625637527848978
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 1.0,
      "signal_count": 0,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "excess_sharpe": 1.1343133118747473,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0440984979719006,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 4,
      "parameters": {
        "bandwidth": 3,
        "window": 90
      },
      "cagr": 0.22804107875876078,
      "sharpe": 1.1343133118747473,
      "mdd": -0.33957005414581964,
      "vol": 0.20620352330556707,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.1625637527848978
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 1.0,
      "signal_count": 0,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "excess_sharpe": 1.1343133118747473,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0440984979719006,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false,
      "neighbor_wins": 3,
      "pass": false,
      "three_checks_pass": false,
      "cash_controls_pass": true
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 5,
      "parameters": {
        "bandwidth": 3,
        "window": 120
      },
      "cagr": 0.22804107875876078,
      "sharpe": 1.1343133118747473,
      "mdd": -0.33957005414581964,
      "vol": 0.20620352330556707,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1363047315578187,
        1.1625637527848978
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 1.0,
      "signal_count": 0,
      "selected_entries": 1,
      "fixed": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "constant_exposure": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "excess_sharpe": 1.1343133118747473,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2026,
      "without_best": 1.0440984979719006,
      "benchmark_without_best": 1.0445390892414521,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0,
      "turnover_month_max": 0.0,
      "wins": false
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 6,
      "parameters": {
        "bandwidth": 4,
        "window": 60
      },
      "cagr": 0.23983269804054608,
      "sharpe": 1.2008229891356674,
      "mdd": -0.33957005414581987,
      "vol": 0.20234521707065314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1695731530385236,
        1.2507501765840594
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9945810754481034,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.22690163147507603,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33801867879403646,
        "vol": 0.20508538659863595
      },
      "constant_exposure": {
        "cagr": 0.22690163147507603,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33801867879403646,
        "vol": 0.20508538659863595
      },
      "excess_sharpe": 1.2008229891356674,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 1.0635353789779134,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": true
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 7,
      "parameters": {
        "bandwidth": 4,
        "window": 90
      },
      "cagr": 0.23983269804054608,
      "sharpe": 1.2008229891356674,
      "mdd": -0.33957005414581987,
      "vol": 0.20234521707065314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1695731530385236,
        1.2507501765840594
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9945810754481034,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.22690163147507603,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33801867879403646,
        "vol": 0.20508538659863595
      },
      "constant_exposure": {
        "cagr": 0.22690163147507603,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33801867879403646,
        "vol": 0.20508538659863595
      },
      "excess_sharpe": 1.2008229891356674,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 1.0635353789779134,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": true
    },
    {
      "design": "0050_fib_0.618_avoid",
      "market": "0050",
      "family": "fib",
      "ratio": 0.618,
      "inverse": true,
      "grid": 8,
      "parameters": {
        "bandwidth": 4,
        "window": 120
      },
      "cagr": 0.23983269804054608,
      "sharpe": 1.2008229891356674,
      "mdd": -0.33957005414581987,
      "vol": 0.20234521707065314,
      "benchmark": {
        "cagr": 0.22813213243057873,
        "sharpe": 1.1346890465642472,
        "mdd": -0.33957005414581976,
        "vol": 0.20620278392712812
      },
      "half_sharpe": [
        1.1695731530385236,
        1.2507501765840594
      ],
      "benchmark_half_sharpe": [
        1.1372333475575618,
        1.1625637527848958
      ],
      "exposure": 0.9945810754481034,
      "signal_count": 2,
      "selected_entries": 3,
      "fixed": {
        "cagr": 0.22690163147507603,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33801867879403646,
        "vol": 0.20508538659863595
      },
      "constant_exposure": {
        "cagr": 0.22690163147507603,
        "sharpe": 1.1346890465642474,
        "mdd": -0.33801867879403646,
        "vol": 0.20508538659863595
      },
      "excess_sharpe": 1.2008229891356674,
      "benchmark_excess_sharpe": 1.1346890465642472,
      "best_year": 2024,
      "without_best": 1.0635353789779134,
      "benchmark_without_best": 1.0488313288967088,
      "cost": null,
      "cost_pass": true,
      "turnover_mean": 0.0008336807002917883,
      "turnover_month_max": 1.0,
      "wins": true
    }
  ]
}
