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  }
 },
 "periods": {
  "sp500_addition": {
   "before_daily_snapshots": {
    "rule": {
     "start": "2016-07-05",
     "end": "2022-11-07",
     "cagr": 0.054107,
     "sharpe": 0.475026,
     "mdd": -0.252643,
     "volatility": 0.128324
    },
    "qqq": {
     "start": "2016-07-05",
     "end": "2022-11-07",
     "cagr": 0.163603,
     "sharpe": 0.766664,
     "mdd": -0.351225,
     "volatility": 0.233369
    }
   },
   "daily_snapshots": {
    "rule": {
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     "end": "2026-11-06",
     "cagr": 0.068579,
     "sharpe": 0.475935,
     "mdd": -0.239224,
     "volatility": 0.170767
    },
    "qqq": {
     "start": "2022-11-08",
     "end": "2026-11-06",
     "cagr": 0.256844,
     "sharpe": 1.202355,
     "mdd": -0.227708,
     "volatility": 0.209204
    }
   }
  },
  "sp500_deletion": {
   "before_daily_snapshots": {
    "rule": {
     "start": "2016-11-08",
     "end": "2022-11-07",
     "cagr": 0.066371,
     "sharpe": 0.603769,
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     "volatility": 0.118142
    },
    "qqq": {
     "start": "2016-11-08",
     "end": "2022-11-07",
     "cagr": 0.156522,
     "sharpe": 0.730211,
     "mdd": -0.351225,
     "volatility": 0.238641
    }
   },
   "daily_snapshots": {
    "rule": {
     "start": "2022-11-08",
     "end": "2026-11-06",
     "cagr": 0.036484,
     "sharpe": 0.391071,
     "mdd": -0.156801,
     "volatility": 0.106557
    },
    "qqq": {
     "start": "2022-11-08",
     "end": "2026-11-06",
     "cagr": 0.256844,
     "sharpe": 1.202355,
     "mdd": -0.227708,
     "volatility": 0.209204
    }
   }
  }
 },
 "data_notes": {
  "dividends_2016_on": 110133,
  "share_with_declaration_date": 0.835045,
  "share_with_declaration_date_by_year": {
   "2016": 0.90739,
   "2017": 0.892996,
   "2018": 0.890219,
   "2019": 0.865415,
   "2020": 0.835335,
   "2021": 0.811916,
   "2022": 0.807169,
   "2023": 0.815744,
   "2024": 0.802389,
   "2025": 0.79925,
   "2026": 0.79886
  },
  "key_date_range": [
   "2026-10-10",
   "2026-11-07"
  ],
  "adjustment_factor_move_day_vs_ex_date": {
   "-2": 2,
   "-1": 2,
   "0": 3806,
   "1": 0
  },
  "list_changes_by_tradability": {
   "additions": {
    "tradable": 201,
    "no_price_history": 2,
    "prices_ended_before_list_date": 0,
    "other": 1
   },
   "deletions": {
    "tradable": 119,
    "no_price_history": 10,
    "prices_ended_before_list_date": 67,
    "other": 9
   }
  },
  "tesla_first_on_list": "2020-12-28",
  "sp500_list_source": "FinLab dataset description: archived Wikipedia snapshots carried forward before 2022-11-08 (spacing median 8 days, maximum 36 days), daily Wikipedia snapshots after that; dates are not official effective dates.",
  "addition_rule_every_list_change_kept": {
   "sharpe": 0.40617,
   "annual_return": 0.052484
  }
 }
}