{
 "data_end": "2026-10-27",
 "cost_per_side": 0.001,
 "benchmarks": {
  "QQQ": {
   "sharpe": 0.9303928797362465,
   "cagr": 0.1990147216921072,
   "mdd": -0.3512252567482328,
   "vol": 0.22210017540641455,
   "total_return": 6.115947725125589
  },
  "SPY": {
   "sharpe": 0.8842022261344761,
   "cagr": 0.1505698764572938,
   "mdd": -0.3369994018254904,
   "vol": 0.17669180283744867,
   "total_return": 3.555934875951251
  }
 },
 "rules": {
  "santa": {
   "name": "Santa Claus rally",
   "params": [
    "last_december_days",
    "first_january_days"
   ],
   "classic": [
    5,
    2
   ],
   "results": {
    "QQQ": {
     "sharpe": 0.058308323685423775,
     "cagr": 0.001336996403471069,
     "mdd": -0.06641839110760606,
     "vol": 0.031202545979344156,
     "total_return": 0.014550489138311473,
     "time_in_market": 0.025735294117647058,
     "trades": 10,
     "trades_per_year": 0.9249177006837174,
     "win_rate": 0.5,
     "avg_trade_return": 0.0015188577113289803
    },
    "SPY": {
     "sharpe": 0.21537618855370888,
     "cagr": 0.004983406701719817,
     "mdd": -0.033192106516837794,
     "vol": 0.024507810360066187,
     "total_return": 0.05521617752973129,
     "time_in_market": 0.025735294117647058,
     "trades": 10,
     "trades_per_year": 0.9249177006837174,
     "win_rate": 0.7,
     "avg_trade_return": 0.005416660783891936
    }
   },
   "checks": {
    "QQQ": {
     "ticker": "QQQ",
     "grid": [
      {
       "last_december_days": 4,
       "first_january_days": 1,
       "sharpe": 0.05675227781587907,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 4,
       "first_january_days": 2,
       "sharpe": 0.009882413126984138,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 4,
       "first_january_days": 3,
       "sharpe": 0.01356014025008032,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 5,
       "first_january_days": 1,
       "sharpe": 0.10728730327818707,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 5,
       "first_january_days": 2,
       "sharpe": 0.058308323685423775,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 5,
       "first_january_days": 3,
       "sharpe": 0.05524556399498915,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 6,
       "first_january_days": 1,
       "sharpe": 0.01659891954788752,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 6,
       "first_january_days": 2,
       "sharpe": -0.020060638516831996,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 6,
       "first_january_days": 3,
       "sharpe": -0.013001209180962446,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.30542029140892835,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": -0.3152564234224583,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": -0.0005145251030447273,
      "sharpe": -0.001057347555419284,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    },
    "SPY": {
     "ticker": "SPY",
     "grid": [
      {
       "last_december_days": 4,
       "first_january_days": 1,
       "sharpe": 0.16496816770778253,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 4,
       "first_january_days": 2,
       "sharpe": 0.17290325208843557,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 4,
       "first_january_days": 3,
       "sharpe": 0.19097721697563486,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 5,
       "first_january_days": 1,
       "sharpe": 0.21056340729186523,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 5,
       "first_january_days": 2,
       "sharpe": 0.21537618855370888,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 5,
       "first_january_days": 3,
       "sharpe": 0.22881024989499005,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 6,
       "first_january_days": 1,
       "sharpe": 0.17461522437876983,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 6,
       "first_january_days": 2,
       "sharpe": 0.18298633003156536,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "last_december_days": 6,
       "first_january_days": 3,
       "sharpe": 0.20067602659510803,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.2901012585756675,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.10735967593496126,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.0031251428026697337,
      "sharpe": 0.13965088419584826,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    }
   }
  },
  "halloween": {
   "name": "Sell in May (hold Nov-Apr)",
   "params": [
    "first_month_held",
    "last_month_held"
   ],
   "classic": [
    11,
    4
   ],
   "results": {
    "QQQ": {
     "sharpe": 0.5311652091906147,
     "cagr": 0.07953107220958078,
     "mdd": -0.2855937209891132,
     "vol": 0.17233361828181953,
     "total_return": 1.287340706035264,
     "time_in_market": 0.4827205882352941,
     "trades": 11,
     "trades_per_year": 1.017409470752089,
     "win_rate": 0.7272727272727273,
     "avg_trade_return": 0.08532396109273524
    },
    "SPY": {
     "sharpe": 0.5342565994126803,
     "cagr": 0.06824862476200044,
     "mdd": -0.3369994018254905,
     "vol": 0.1430135685964277,
     "total_return": 1.0417325399125903,
     "time_in_market": 0.4827205882352941,
     "trades": 11,
     "trades_per_year": 1.017409470752089,
     "win_rate": 0.7272727272727273,
     "avg_trade_return": 0.07203303023905784
    }
   },
   "checks": {
    "QQQ": {
     "ticker": "QQQ",
     "grid": [
      {
       "first_month_held": 10,
       "last_month_held": 3,
       "sharpe": 0.45477652323898216,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 10,
       "last_month_held": 4,
       "sharpe": 0.5397960396911264,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 10,
       "last_month_held": 5,
       "sharpe": 0.7202223002284451,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 11,
       "last_month_held": 3,
       "sharpe": 0.44281622211701477,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 11,
       "last_month_held": 4,
       "sharpe": 0.5311652091906147,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 11,
       "last_month_held": 5,
       "sharpe": 0.7207552258377466,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 12,
       "last_month_held": 3,
       "sharpe": 0.21726789517084982,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 12,
       "last_month_held": 4,
       "sharpe": 0.33629264032620426,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 12,
       "last_month_held": 5,
       "sharpe": 0.545947753525359,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.7455189419995704,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.29509557431172895,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.07733555849036722,
      "sharpe": 0.5192283683695683,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    },
    "SPY": {
     "ticker": "SPY",
     "grid": [
      {
       "first_month_held": 10,
       "last_month_held": 3,
       "sharpe": 0.47432940879903646,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 10,
       "last_month_held": 4,
       "sharpe": 0.5641976710298376,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 10,
       "last_month_held": 5,
       "sharpe": 0.6703794850315492,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 11,
       "last_month_held": 3,
       "sharpe": 0.4386720191094089,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 11,
       "last_month_held": 4,
       "sharpe": 0.5342565994126803,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 11,
       "last_month_held": 5,
       "sharpe": 0.6454689441525445,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 12,
       "last_month_held": 3,
       "sharpe": 0.1322752560644372,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 12,
       "last_month_held": 4,
       "sharpe": 0.26977424087743906,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_month_held": 12,
       "last_month_held": 5,
       "sharpe": 0.3981575663059816,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.6668871277137153,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.37363590506734007,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.06607605690214657,
      "sharpe": 0.5198525635058582,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    }
   }
  },
  "turn_of_month": {
   "name": "Turn of the month",
   "params": [
    "days_before_month_end",
    "days_into_month"
   ],
   "classic": [
    1,
    3
   ],
   "results": {
    "QQQ": {
     "sharpe": 0.5423287874417693,
     "cagr": 0.04822172224425536,
     "mdd": -0.14422289051645254,
     "vol": 0.09542554156110322,
     "total_return": 0.6639292933492942,
     "time_in_market": 0.1900735294117647,
     "trades": 130,
     "trades_per_year": 12.023930108888326,
     "win_rate": 0.6,
     "avg_trade_return": 0.004225949663401454
    },
    "SPY": {
     "sharpe": 0.49138628365277337,
     "cagr": 0.03403391274005996,
     "mdd": -0.0993105011534775,
     "vol": 0.07380429510772292,
     "total_return": 0.435974619291406,
     "time_in_market": 0.1900735294117647,
     "trades": 130,
     "trades_per_year": 12.023930108888326,
     "win_rate": 0.6076923076923076,
     "avg_trade_return": 0.002967696921084076
    }
   },
   "checks": {
    "QQQ": {
     "ticker": "QQQ",
     "grid": [
      {
       "days_before_month_end": 0,
       "days_into_month": 2,
       "sharpe": 0.4901273222321818,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 0,
       "days_into_month": 3,
       "sharpe": 0.4448941683215612,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 0,
       "days_into_month": 4,
       "sharpe": 0.4702495679182114,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 1,
       "days_into_month": 2,
       "sharpe": 0.5882853613610761,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 1,
       "days_into_month": 3,
       "sharpe": 0.5423287874417693,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 1,
       "days_into_month": 4,
       "sharpe": 0.5589657181290753,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 2,
       "days_into_month": 2,
       "sharpe": 0.7480841635426118,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 2,
       "days_into_month": 3,
       "sharpe": 0.6962362073536623,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 2,
       "days_into_month": 4,
       "sharpe": 0.7014971104286386,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.7194759707837349,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.36642051668024,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.02330259843648519,
      "sharpe": 0.28951884145098367,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    },
    "SPY": {
     "ticker": "SPY",
     "grid": [
      {
       "days_before_month_end": 0,
       "days_into_month": 2,
       "sharpe": 0.5605673185623579,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 0,
       "days_into_month": 3,
       "sharpe": 0.5315354583513833,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 0,
       "days_into_month": 4,
       "sharpe": 0.543970820360609,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 1,
       "days_into_month": 2,
       "sharpe": 0.4895960686390437,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 1,
       "days_into_month": 3,
       "sharpe": 0.49138628365277337,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 1,
       "days_into_month": 4,
       "sharpe": 0.5154122278614471,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 2,
       "days_into_month": 2,
       "sharpe": 0.7446587144485639,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 2,
       "days_into_month": 3,
       "sharpe": 0.7196352224250328,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_month_end": 2,
       "days_into_month": 4,
       "sharpe": 0.721500008781045,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.628840397091747,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.34755077377203414,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.009452072327675642,
      "sharpe": 0.1646150965412329,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    }
   }
  },
  "pre_holiday": {
   "name": "Pre-holiday",
   "params": [
    "days_before_holiday",
    "days_after_holiday"
   ],
   "classic": [
    1,
    0
   ],
   "results": {
    "QQQ": {
     "sharpe": 0.35925252329656854,
     "cagr": 0.011034940626469147,
     "mdd": -0.07122865603308925,
     "vol": 0.032042965178477274,
     "total_return": 0.12598003548261394,
     "time_in_market": 0.0375,
     "trades": 102,
     "trades_per_year": 9.434160546973917,
     "win_rate": 0.6568627450980392,
     "avg_trade_return": 0.001217702002035703
    },
    "SPY": {
     "sharpe": 0.5684207895523911,
     "cagr": 0.013555008152618342,
     "mdd": -0.06030895459578389,
     "vol": 0.024254320222869573,
     "total_return": 0.15669787404429325,
     "time_in_market": 0.0375,
     "trades": 102,
     "trades_per_year": 9.434160546973917,
     "win_rate": 0.6470588235294118,
     "avg_trade_return": 0.0014583694419253784
    }
   },
   "checks": {
    "QQQ": {
     "ticker": "QQQ",
     "grid": [
      {
       "days_before_holiday": 1,
       "days_after_holiday": 0,
       "sharpe": 0.35925252329656854,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 1,
       "days_after_holiday": 1,
       "sharpe": 0.2710290949144496,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 1,
       "days_after_holiday": 2,
       "sharpe": 0.32666701907178175,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 2,
       "days_after_holiday": 0,
       "sharpe": 0.28742435246572323,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 2,
       "days_after_holiday": 1,
       "sharpe": 0.2661407716538329,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 2,
       "days_after_holiday": 2,
       "sharpe": 0.3216789642973586,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 3,
       "days_after_holiday": 0,
       "sharpe": 0.5823630584880385,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 3,
       "days_after_holiday": 1,
       "sharpe": 0.5234700650428583,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 3,
       "days_after_holiday": 2,
       "sharpe": 0.5875491027692079,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.018759162038970323,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.6860500876981424,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": -0.007872112986487934,
      "sharpe": -0.23181690336679375,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    },
    "SPY": {
     "ticker": "SPY",
     "grid": [
      {
       "days_before_holiday": 1,
       "days_after_holiday": 0,
       "sharpe": 0.5684207895523911,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 1,
       "days_after_holiday": 1,
       "sharpe": 0.16779233291676574,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 1,
       "days_after_holiday": 2,
       "sharpe": 0.24372649164512503,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 2,
       "days_after_holiday": 0,
       "sharpe": 0.5037141849887196,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 2,
       "days_after_holiday": 1,
       "sharpe": 0.2566249137721157,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 2,
       "days_after_holiday": 2,
       "sharpe": 0.3139674309025352,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 3,
       "days_after_holiday": 0,
       "sharpe": 0.7914097001736867,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 3,
       "days_after_holiday": 1,
       "sharpe": 0.536131809038313,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "days_before_holiday": 3,
       "days_after_holiday": 2,
       "sharpe": 0.6033112468184795,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.3388347508360718,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.8870016226549591,
       "qqq_sharpe": 0.7757706054069727,
       "wins": true
      }
     ],
     "cost": {
      "cagr": -0.005399172468428026,
      "sharpe": -0.21334611123157451,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    }
   }
  },
  "may_june": {
   "name": "Cash in May-June",
   "params": [
    "first_cash_month",
    "cash_months"
   ],
   "classic": [
    5,
    2
   ],
   "results": {
    "QQQ": {
     "sharpe": 0.6920422504015172,
     "cagr": 0.12811545028748417,
     "mdd": -0.2855937209891134,
     "vol": 0.2049696490650204,
     "total_return": 2.6815835056708255,
     "time_in_market": 0.8294117647058824,
     "trades": 12,
     "trades_per_year": 1.109901240820461,
     "win_rate": 0.6666666666666666,
     "avg_trade_return": 0.12290506189379284
    },
    "SPY": {
     "sharpe": 0.7217498856254774,
     "cagr": 0.11021043155667565,
     "mdd": -0.3369994018254906,
     "vol": 0.16380515696958403,
     "total_return": 2.096790493559455,
     "time_in_market": 0.8294117647058824,
     "trades": 12,
     "trades_per_year": 1.109901240820461,
     "win_rate": 0.9166666666666666,
     "avg_trade_return": 0.10312004429103966
    }
   },
   "checks": {
    "QQQ": {
     "ticker": "QQQ",
     "grid": [
      {
       "first_cash_month": 4,
       "cash_months": 1,
       "sharpe": 0.882203254104504,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 4,
       "cash_months": 2,
       "sharpe": 0.7200999613752262,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 4,
       "cash_months": 3,
       "sharpe": 0.6246434958030155,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 5,
       "cash_months": 1,
       "sharpe": 0.7799677628851029,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 5,
       "cash_months": 2,
       "sharpe": 0.6920422504015172,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 5,
       "cash_months": 3,
       "sharpe": 0.5425357875541243,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 6,
       "cash_months": 1,
       "sharpe": 0.8515530842873079,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 6,
       "cash_months": 2,
       "sharpe": 0.7119657707295254,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 6,
       "cash_months": 3,
       "sharpe": 0.6338923618012144,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.9623129675424152,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.41474120491242983,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.1257169508382594,
      "sharpe": 0.6815331061615321,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    },
    "SPY": {
     "ticker": "SPY",
     "grid": [
      {
       "first_cash_month": 4,
       "cash_months": 1,
       "sharpe": 0.8267024124309575,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 4,
       "cash_months": 2,
       "sharpe": 0.730211869971107,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 4,
       "cash_months": 3,
       "sharpe": 0.6508563003211093,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 5,
       "cash_months": 1,
       "sharpe": 0.7942103430361459,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 5,
       "cash_months": 2,
       "sharpe": 0.7217498856254774,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 5,
       "cash_months": 3,
       "sharpe": 0.5342199166320997,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 6,
       "cash_months": 1,
       "sharpe": 0.815808400408892,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 6,
       "cash_months": 2,
       "sharpe": 0.6367043028822532,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      },
      {
       "first_cash_month": 6,
       "cash_months": 3,
       "sharpe": 0.5778586675485198,
       "qqq_sharpe": 0.9303928797362465,
       "wins": false
      }
     ],
     "halves": [
      {
       "label": "first half",
       "start": "2016-01-04",
       "end": "2021-05-28",
       "sharpe": 0.8237549796345939,
       "qqq_sharpe": 1.087424477766918,
       "wins": false
      },
      {
       "label": "second half",
       "start": "2021-05-28",
       "end": "2026-10-27",
       "sharpe": 0.6081796377914873,
       "qqq_sharpe": 0.7757706054069727,
       "wins": false
      }
     ],
     "cost": {
      "cagr": 0.10785000017712676,
      "sharpe": 0.7085657798334418,
      "qqq_sharpe": 0.9303928797362465,
      "wins": false
     },
     "grid_wins": 0,
     "passes": false
    }
   }
  }
 }
}