{
 "end": "2026-11-06",
 "grids": {
  "trend": {
   "days": [
    60,
    120,
    240
   ],
   "buffer": [
    0.0,
    0.02,
    0.04
   ]
  },
  "vol": {
   "lookback": [
    21,
    63,
    126
   ],
   "mult": [
    0.8,
    1.0,
    1.2
   ]
  }
 },
 "index_off_days": {
  "start": "2007-10-31",
  "exits": 31,
  "out": {
   "share": 0.247752,
   "annual_return": 0.012276,
   "volatility": 0.261979,
   "sharpe": 0.04686
  },
  "in": {
   "share": 0.752034,
   "annual_return": 0.170803,
   "volatility": 0.16407,
   "sharpe": 1.04104
  }
 },
 "index_exits": {
  "60/0.0": 125,
  "60/0.02": 41,
  "60/0.04": 28,
  "120/0.0": 78,
  "120/0.02": 31,
  "120/0.04": 17,
  "240/0.0": 52,
  "240/0.02": 20,
  "240/0.04": 16
 },
 "passing": [
  "30k-stock-selection:trend",
  "operating-margin-three-factor:trend",
  "small-cap-effect:trend"
 ],
 "passing_correlations": {
  "30k-stock-selection:trend x operating-margin-three-factor:trend": 0.673078,
  "30k-stock-selection:trend x small-cap-effect:trend": 0.269997,
  "operating-margin-three-factor:trend x small-cap-effect:trend": 0.32125
 },
 "strategies": {
  "30k-stock-selection": {
   "slug": "30k-stock-selection",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "14D"
   },
   "base": {
    "start": "2018-02-12",
    "end": "2026-11-06",
    "cagr": 0.216639,
    "sharpe": 1.283446,
    "mdd": -0.265069,
    "volatility": 0.169825,
    "score": 1.283446
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2018-02-12",
    "end": "2026-11-06",
    "cagr": 0.227382,
    "sharpe": 1.096778,
    "mdd": -0.33957,
    "volatility": 0.214907
   },
   "base_halves": [
    1.056164,
    1.478968
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.129677,
       "sharpe": 1.082759,
       "mdd": -0.292105,
       "volatility": 0.123975,
       "score": 1.082759,
       "exposure": 0.722432,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.17491,
       "sharpe": 1.352107,
       "mdd": -0.234331,
       "volatility": 0.129982,
       "score": 1.352107,
       "exposure": 0.787936,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.18826,
       "sharpe": 1.387716,
       "mdd": -0.214844,
       "volatility": 0.135644,
       "score": 1.387716,
       "exposure": 0.835533,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.184683,
       "sharpe": 1.373972,
       "mdd": -0.176559,
       "volatility": 0.134605,
       "score": 1.373972,
       "exposure": 0.782752,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.203713,
       "sharpe": 1.462985,
       "mdd": -0.175245,
       "volatility": 0.138047,
       "score": 1.462985,
       "exposure": 0.808671,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.215821,
       "sharpe": 1.518663,
       "mdd": -0.175245,
       "volatility": 0.140008,
       "score": 1.518663,
       "exposure": 0.83459,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.183197,
       "sharpe": 1.329756,
       "mdd": -0.175245,
       "volatility": 0.138501,
       "score": 1.329756,
       "exposure": 0.810085,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.201294,
       "sharpe": 1.410375,
       "mdd": -0.175245,
       "volatility": 0.142124,
       "score": 1.410375,
       "exposure": 0.832234,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.202234,
       "sharpe": 1.415337,
       "mdd": -0.175245,
       "volatility": 0.142208,
       "score": 1.415337,
       "exposure": 0.833648,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 8,
     "base_wins": 8,
     "halves": [
      1.144702,
      1.729274
     ],
     "benchmark_halves": [
      0.778353,
      1.355065
     ],
     "score_halves": [
      1.144702,
      1.729274
     ],
     "sharpe_change": 0.179539,
     "mdd_change": 0.089824,
     "corr_base": 0.835547,
     "corr_live_max": [
      0.786898,
      422,
      "30k-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": true,
      "distinct": true
     },
     "passes": true
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.136834,
       "sharpe": 1.288213,
       "mdd": -0.155746,
       "volatility": 0.107824,
       "score": 1.288213,
       "exposure": 0.694382,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.163982,
       "sharpe": 1.305116,
       "mdd": -0.192394,
       "volatility": 0.126918,
       "score": 1.305116,
       "exposure": 0.809592,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.179433,
       "sharpe": 1.284115,
       "mdd": -0.227324,
       "volatility": 0.141145,
       "score": 1.284115,
       "exposure": 0.879354,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.143425,
       "sharpe": 1.273445,
       "mdd": -0.177907,
       "volatility": 0.114358,
       "score": 1.273445,
       "exposure": 0.708361,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.167422,
       "sharpe": 1.24646,
       "mdd": -0.219286,
       "volatility": 0.136353,
       "score": 1.24646,
       "exposure": 0.824916,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.179649,
       "sharpe": 1.207707,
       "mdd": -0.247815,
       "volatility": 0.151497,
       "score": 1.207707,
       "exposure": 0.89238,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.150439,
       "sharpe": 1.243875,
       "mdd": -0.19658,
       "volatility": 0.123006,
       "score": 1.243875,
       "exposure": 0.741261,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.171408,
       "sharpe": 1.195751,
       "mdd": -0.241788,
       "volatility": 0.14627,
       "score": 1.195751,
       "exposure": 0.854089,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.184749,
       "sharpe": 1.189161,
       "mdd": -0.262058,
       "volatility": 0.158548,
       "score": 1.189161,
       "exposure": 0.917989,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      0.963298,
      1.487779
     ],
     "benchmark_halves": [
      0.778353,
      1.355065
     ],
     "score_halves": [
      0.963298,
      1.487779
     ],
     "sharpe_change": -0.036986,
     "mdd_change": 0.045783,
     "corr_base": 0.969375,
     "corr_live_max": [
      0.972224,
      422,
      "30k-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 12,
    "out": {
     "share": 0.190476,
     "annual_return": 0.038642,
     "volatility": 0.226799,
     "sharpe": 0.170381
    },
    "in": {
     "share": 0.809052,
     "annual_return": 0.260514,
     "volatility": 0.153382,
     "sharpe": 1.698468
    }
   }
  },
  "ai-agent-quant-trading-tools": {
   "slug": "ai-agent-quant-trading-tools",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2018-01-31",
    "end": "2026-11-06",
    "cagr": 0.178148,
    "sharpe": 1.198042,
    "mdd": -0.264189,
    "volatility": 0.151669,
    "score": 1.198042
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2018-01-31",
    "end": "2026-11-06",
    "cagr": 0.218036,
    "sharpe": 1.057944,
    "mdd": -0.33957,
    "volatility": 0.215396
   },
   "base_halves": [
    0.93636,
    1.43602
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.10272,
       "sharpe": 0.933141,
       "mdd": -0.209748,
       "volatility": 0.115985,
       "score": 0.933141,
       "exposure": 0.721596,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.145732,
       "sharpe": 1.224037,
       "mdd": -0.173175,
       "volatility": 0.121389,
       "score": 1.224037,
       "exposure": 0.786854,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.154747,
       "sharpe": 1.247809,
       "mdd": -0.166542,
       "volatility": 0.126063,
       "score": 1.247809,
       "exposure": 0.83615,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.148242,
       "sharpe": 1.210105,
       "mdd": -0.152397,
       "volatility": 0.125032,
       "score": 1.210105,
       "exposure": 0.78169,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.156314,
       "sharpe": 1.242722,
       "mdd": -0.151858,
       "volatility": 0.127896,
       "score": 1.242722,
       "exposure": 0.807512,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.171681,
       "sharpe": 1.334689,
       "mdd": -0.151858,
       "volatility": 0.129505,
       "score": 1.334689,
       "exposure": 0.835211,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.146883,
       "sharpe": 1.167419,
       "mdd": -0.168559,
       "volatility": 0.128978,
       "score": 1.167419,
       "exposure": 0.810798,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.164501,
       "sharpe": 1.262729,
       "mdd": -0.172263,
       "volatility": 0.132103,
       "score": 1.262729,
       "exposure": 0.832864,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.165366,
       "sharpe": 1.26843,
       "mdd": -0.172263,
       "volatility": 0.132119,
       "score": 1.26843,
       "exposure": 0.834272,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 8,
     "base_wins": 7,
     "halves": [
      0.705732,
      1.741458
     ],
     "benchmark_halves": [
      0.711902,
      1.336915
     ],
     "score_halves": [
      0.705732,
      1.741458
     ],
     "sharpe_change": 0.04468,
     "mdd_change": 0.112331,
     "corr_base": 0.86374,
     "corr_live_max": [
      0.840538,
      424,
      "ai-agent-quant-trading-tools"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.136258,
       "sharpe": 1.310663,
       "mdd": -0.153252,
       "volatility": 0.105394,
       "score": 1.310663,
       "exposure": 0.722599,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.156917,
       "sharpe": 1.307435,
       "mdd": -0.176157,
       "volatility": 0.121352,
       "score": 1.307435,
       "exposure": 0.820521,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.166999,
       "sharpe": 1.281844,
       "mdd": -0.184553,
       "volatility": 0.131847,
       "score": 1.281844,
       "exposure": 0.88317,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.123733,
       "sharpe": 1.144776,
       "mdd": -0.170797,
       "volatility": 0.11117,
       "score": 1.144776,
       "exposure": 0.714745,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.14262,
       "sharpe": 1.157661,
       "mdd": -0.184345,
       "volatility": 0.126453,
       "score": 1.157661,
       "exposure": 0.823149,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.15133,
       "sharpe": 1.126492,
       "mdd": -0.20304,
       "volatility": 0.138361,
       "score": 1.126492,
       "exposure": 0.897034,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.131861,
       "sharpe": 1.166757,
       "mdd": -0.187609,
       "volatility": 0.115956,
       "score": 1.166757,
       "exposure": 0.735856,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.151397,
       "sharpe": 1.169939,
       "mdd": -0.209851,
       "volatility": 0.132602,
       "score": 1.169939,
       "exposure": 0.856626,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.16288,
       "sharpe": 1.173547,
       "mdd": -0.232114,
       "volatility": 0.142091,
       "score": 1.173547,
       "exposure": 0.924673,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      0.855549,
      1.418934
     ],
     "benchmark_halves": [
      0.711902,
      1.336915
     ],
     "score_halves": [
      0.855549,
      1.418934
     ],
     "sharpe_change": -0.040381,
     "mdd_change": 0.079844,
     "corr_base": 0.966008,
     "corr_live_max": [
      0.962176,
      424,
      "ai-agent-quant-trading-tools"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 13,
    "out": {
     "share": 0.191639,
     "annual_return": 0.073837,
     "volatility": 0.18695,
     "sharpe": 0.394954
    },
    "in": {
     "share": 0.807891,
     "annual_return": 0.207607,
     "volatility": 0.142082,
     "sharpe": 1.461182
    }
   }
  },
  "ai-prompt-backtest-strategy": {
   "slug": "ai-prompt-backtest-strategy",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "Q"
   },
   "base": {
    "start": "2013-06-28",
    "end": "2026-11-06",
    "cagr": 0.486218,
    "sharpe": 1.461009,
    "mdd": -0.444758,
    "volatility": 0.313749,
    "score": 1.461009
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-06-28",
    "end": "2026-11-06",
    "cagr": 0.188421,
    "sharpe": 1.028251,
    "mdd": -0.33957,
    "volatility": 0.191049
   },
   "base_halves": [
    1.418298,
    1.520033
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.244431,
       "sharpe": 1.042668,
       "mdd": -0.433362,
       "volatility": 0.245297,
       "score": 1.042668,
       "exposure": 0.7251,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.33916,
       "sharpe": 1.293343,
       "mdd": -0.458095,
       "volatility": 0.259049,
       "score": 1.293343,
       "exposure": 0.796813,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.365702,
       "sharpe": 1.320015,
       "mdd": -0.488134,
       "volatility": 0.271748,
       "score": 1.320015,
       "exposure": 0.845541,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.34278,
       "sharpe": 1.288279,
       "mdd": -0.398155,
       "volatility": 0.263008,
       "score": 1.288279,
       "exposure": 0.779957,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.380044,
       "sharpe": 1.354999,
       "mdd": -0.416764,
       "volatility": 0.272872,
       "score": 1.354999,
       "exposure": 0.812136,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.413925,
       "sharpe": 1.411175,
       "mdd": -0.398155,
       "volatility": 0.281452,
       "score": 1.411175,
       "exposure": 0.848606,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.347291,
       "sharpe": 1.250154,
       "mdd": -0.444758,
       "volatility": 0.27677,
       "score": 1.250154,
       "exposure": 0.816427,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.392843,
       "sharpe": 1.355699,
       "mdd": -0.444758,
       "volatility": 0.281553,
       "score": 1.355699,
       "exposure": 0.837573,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.371659,
       "sharpe": 1.291595,
       "mdd": -0.444758,
       "volatility": 0.283757,
       "score": 1.291595,
       "exposure": 0.844009,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.119831,
      1.555755
     ],
     "benchmark_halves": [
      0.862958,
      1.177543
     ],
     "score_halves": [
      1.119831,
      1.555755
     ],
     "sharpe_change": -0.10601,
     "mdd_change": 0.027994,
     "corr_base": 0.88406,
     "corr_live_max": [
      0.879164,
      650,
      "ai-prompt-backtest-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.254151,
       "sharpe": 1.298847,
       "mdd": -0.353956,
       "volatility": 0.194603,
       "score": 1.298847,
       "exposure": 0.708487,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.315147,
       "sharpe": 1.340594,
       "mdd": -0.400522,
       "volatility": 0.230894,
       "score": 1.340594,
       "exposure": 0.817227,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.354356,
       "sharpe": 1.36059,
       "mdd": -0.410616,
       "volatility": 0.253895,
       "score": 1.36059,
       "exposure": 0.885091,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.301108,
       "sharpe": 1.429556,
       "mdd": -0.385791,
       "volatility": 0.204761,
       "score": 1.429556,
       "exposure": 0.708793,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.353877,
       "sharpe": 1.416145,
       "mdd": -0.40945,
       "volatility": 0.241483,
       "score": 1.416145,
       "exposure": 0.824643,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.397651,
       "sharpe": 1.424002,
       "mdd": -0.41963,
       "volatility": 0.26797,
       "score": 1.424002,
       "exposure": 0.899469,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.304343,
       "sharpe": 1.420516,
       "mdd": -0.386094,
       "volatility": 0.208402,
       "score": 1.420516,
       "exposure": 0.710949,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.371897,
       "sharpe": 1.437538,
       "mdd": -0.409648,
       "volatility": 0.248604,
       "score": 1.437538,
       "exposure": 0.840285,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.414503,
       "sharpe": 1.432302,
       "mdd": -0.422786,
       "volatility": 0.276705,
       "score": 1.432302,
       "exposure": 0.916019,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.240518,
      1.572735
     ],
     "benchmark_halves": [
      0.862958,
      1.177543
     ],
     "score_halves": [
      1.240518,
      1.572735
     ],
     "sharpe_change": -0.044864,
     "mdd_change": 0.035308,
     "corr_base": 0.950921,
     "corr_live_max": [
      0.952712,
      650,
      "ai-prompt-backtest-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 18,
    "out": {
     "share": 0.187308,
     "annual_return": 0.385346,
     "volatility": 0.350217,
     "sharpe": 1.100305
    },
    "in": {
     "share": 0.812385,
     "annual_return": 0.475541,
     "volatility": 0.304844,
     "sharpe": 1.559945
    }
   }
  },
  "ai-quant-research": {
   "slug": "ai-quant-research",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "position_limit": 0.12
   },
   "base": {
    "start": "2015-01-12",
    "end": "2026-11-06",
    "cagr": 0.461795,
    "sharpe": 1.549434,
    "mdd": -0.393357,
    "volatility": 0.278768,
    "score": 1.549434
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-01-12",
    "end": "2026-11-06",
    "cagr": 0.192652,
    "sharpe": 1.018229,
    "mdd": -0.33957,
    "volatility": 0.198333
   },
   "base_halves": [
    1.88316,
    1.365305
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.25991,
       "sharpe": 1.127455,
       "mdd": -0.360896,
       "volatility": 0.237016,
       "score": 1.127455,
       "exposure": 0.719444,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.289312,
       "sharpe": 1.18902,
       "mdd": -0.375458,
       "volatility": 0.246839,
       "score": 1.18902,
       "exposure": 0.784028,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.337184,
       "sharpe": 1.308501,
       "mdd": -0.408594,
       "volatility": 0.254642,
       "score": 1.308501,
       "exposure": 0.834722,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.291469,
       "sharpe": 1.179607,
       "mdd": -0.359056,
       "volatility": 0.251179,
       "score": 1.179607,
       "exposure": 0.771875,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.331767,
       "sharpe": 1.290515,
       "mdd": -0.359056,
       "volatility": 0.254993,
       "score": 1.290515,
       "exposure": 0.799306,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.370545,
       "sharpe": 1.377044,
       "mdd": -0.359056,
       "volatility": 0.261842,
       "score": 1.377044,
       "exposure": 0.838194,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.339999,
       "sharpe": 1.29803,
       "mdd": -0.393357,
       "volatility": 0.259291,
       "score": 1.29803,
       "exposure": 0.794792,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.370419,
       "sharpe": 1.376466,
       "mdd": -0.393357,
       "volatility": 0.261899,
       "score": 1.376466,
       "exposure": 0.815972,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.379718,
       "sharpe": 1.397839,
       "mdd": -0.393357,
       "volatility": 0.263135,
       "score": 1.397839,
       "exposure": 0.823264,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.390743,
      1.277263
     ],
     "benchmark_halves": [
      0.88234,
      1.139904
     ],
     "score_halves": [
      1.390743,
      1.277263
     ],
     "sharpe_change": -0.258919,
     "mdd_change": 0.034301,
     "corr_base": 0.929439,
     "corr_live_max": [
      0.935114,
      574,
      "ai-quant-research"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.301983,
       "sharpe": 1.573969,
       "mdd": -0.218461,
       "volatility": 0.184304,
       "score": 1.573969,
       "exposure": 0.721401,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.349372,
       "sharpe": 1.548727,
       "mdd": -0.267963,
       "volatility": 0.21521,
       "score": 1.548727,
       "exposure": 0.832743,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.388064,
       "sharpe": 1.535699,
       "mdd": -0.315962,
       "volatility": 0.239746,
       "score": 1.535699,
       "exposure": 0.906616,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.331726,
       "sharpe": 1.694876,
       "mdd": -0.187712,
       "volatility": 0.185035,
       "score": 1.694876,
       "exposure": 0.730011,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.389194,
       "sharpe": 1.661706,
       "mdd": -0.231058,
       "volatility": 0.219231,
       "score": 1.661706,
       "exposure": 0.848744,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.2)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.431402,
       "sharpe": 1.641533,
       "mdd": -0.272966,
       "volatility": 0.24437,
       "score": 1.641533,
       "exposure": 0.921395,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 0.8)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.350348,
       "sharpe": 1.697667,
       "mdd": -0.19821,
       "volatility": 0.194232,
       "score": 1.697667,
       "exposure": 0.757062,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.41395,
       "sharpe": 1.67954,
       "mdd": -0.243325,
       "volatility": 0.229117,
       "score": 1.67954,
       "exposure": 0.876631,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.2)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.447957,
       "sharpe": 1.638569,
       "mdd": -0.28671,
       "volatility": 0.253466,
       "score": 1.638569,
       "exposure": 0.946725,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 7,
     "halves": [
      1.880031,
      1.505569
     ],
     "benchmark_halves": [
      0.88234,
      1.139904
     ],
     "score_halves": [
      1.880031,
      1.505569
     ],
     "sharpe_change": 0.112272,
     "mdd_change": 0.162299,
     "corr_base": 0.970947,
     "corr_live_max": [
      0.969151,
      574,
      "ai-quant-research"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.200069,
     "annual_return": 0.47711,
     "volatility": 0.249664,
     "sharpe": 1.911009
    },
    "in": {
     "share": 0.799583,
     "annual_return": 0.420973,
     "volatility": 0.28569,
     "sharpe": 1.473527
    }
   }
  },
  "cash-dividend-increase-stock-selection": {
   "slug": "cash-dividend-increase-stock-selection",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "11D",
    "stop_loss": 0.1
   },
   "base": {
    "start": "2019-02-11",
    "end": "2026-11-06",
    "cagr": 0.588461,
    "sharpe": 1.807512,
    "mdd": -0.278492,
    "volatility": 0.288433,
    "score": 1.807512
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2019-02-11",
    "end": "2026-11-06",
    "cagr": 0.263471,
    "sharpe": 1.208886,
    "mdd": -0.33957,
    "volatility": 0.220538
   },
   "base_halves": [
    1.423482,
    2.212309
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.480648,
       "sharpe": 1.756224,
       "mdd": -0.268786,
       "volatility": 0.249299,
       "score": 1.756224,
       "exposure": 0.747212,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.519063,
       "sharpe": 1.816978,
       "mdd": -0.334521,
       "volatility": 0.256605,
       "score": 1.816978,
       "exposure": 0.805098,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.514382,
       "sharpe": 1.774693,
       "mdd": -0.355534,
       "volatility": 0.261657,
       "score": 1.774693,
       "exposure": 0.849177,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.488232,
       "sharpe": 1.72556,
       "mdd": -0.278492,
       "volatility": 0.258112,
       "score": 1.72556,
       "exposure": 0.812002,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.524047,
       "sharpe": 1.81152,
       "mdd": -0.278492,
       "volatility": 0.259709,
       "score": 1.81152,
       "exposure": 0.832714,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.542033,
       "sharpe": 1.835398,
       "mdd": -0.278492,
       "volatility": 0.263509,
       "score": 1.835398,
       "exposure": 0.85555,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.537777,
       "sharpe": 1.832197,
       "mdd": -0.278492,
       "volatility": 0.262222,
       "score": 1.832197,
       "exposure": 0.830589,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.539977,
       "sharpe": 1.815403,
       "mdd": -0.278492,
       "volatility": 0.266024,
       "score": 1.815403,
       "exposure": 0.852894,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.54837,
       "sharpe": 1.836101,
       "mdd": -0.278492,
       "volatility": 0.266107,
       "score": 1.836101,
       "exposure": 0.854488,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 6,
     "halves": [
      1.366333,
      2.246144
     ],
     "benchmark_halves": [
      0.817642,
      1.53657
     ],
     "score_halves": [
      1.366333,
      2.246144
     ],
     "sharpe_change": 0.004008,
     "mdd_change": 0.0,
     "corr_base": 0.900914,
     "corr_live_max": [
      0.889562,
      376,
      "cash-dividend-increase-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.416851,
       "sharpe": 1.881747,
       "mdd": -0.182869,
       "volatility": 0.202829,
       "score": 1.881747,
       "exposure": 0.750281,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.469433,
       "sharpe": 1.813428,
       "mdd": -0.242689,
       "volatility": 0.235239,
       "score": 1.813428,
       "exposure": 0.865402,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.495954,
       "sharpe": 1.744172,
       "mdd": -0.269009,
       "volatility": 0.258528,
       "score": 1.744172,
       "exposure": 0.932386,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.408162,
       "sharpe": 1.7589,
       "mdd": -0.207235,
       "volatility": 0.214801,
       "score": 1.7589,
       "exposure": 0.77472,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.480331,
       "sharpe": 1.729053,
       "mdd": -0.231388,
       "volatility": 0.253792,
       "score": 1.729053,
       "exposure": 0.898685,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.51523,
       "sharpe": 1.728333,
       "mdd": -0.273252,
       "volatility": 0.27041,
       "score": 1.728333,
       "exposure": 0.953098,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.390948,
       "sharpe": 1.70074,
       "mdd": -0.205576,
       "volatility": 0.214629,
       "score": 1.70074,
       "exposure": 0.789083,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.456424,
       "sharpe": 1.668089,
       "mdd": -0.272251,
       "volatility": 0.252797,
       "score": 1.668089,
       "exposure": 0.915668,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2019-02-11",
       "end": "2026-11-06",
       "cagr": 0.530397,
       "sharpe": 1.746377,
       "mdd": -0.277946,
       "volatility": 0.274109,
       "score": 1.746377,
       "exposure": 0.972756,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 2,
     "halves": [
      1.257168,
      2.181698
     ],
     "benchmark_halves": [
      0.817642,
      1.53657
     ],
     "score_halves": [
      1.257168,
      2.181698
     ],
     "sharpe_change": -0.078459,
     "mdd_change": 0.047104,
     "corr_base": 0.968142,
     "corr_live_max": [
      0.976777,
      376,
      "cash-dividend-increase-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 10,
    "out": {
     "share": 0.166312,
     "annual_return": 0.263364,
     "volatility": 0.307308,
     "sharpe": 0.857006
    },
    "in": {
     "share": 0.833156,
     "annual_return": 0.573404,
     "volatility": 0.284597,
     "sharpe": 2.014797
    }
   }
  },
  "convertible-bond-stock-selection": {
   "slug": "convertible-bond-stock-selection",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "11D",
    "stop_loss": 0.1
   },
   "base": {
    "start": "2010-03-11",
    "end": "2026-11-06",
    "cagr": 0.415195,
    "sharpe": 1.41163,
    "mdd": -0.435087,
    "volatility": 0.281055,
    "score": 1.41163
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2010-03-11",
    "end": "2026-11-06",
    "cagr": 0.158072,
    "sharpe": 0.89988,
    "mdd": -0.33957,
    "volatility": 0.187122
   },
   "base_halves": [
    1.410966,
    1.436712
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.309504,
       "sharpe": 1.280392,
       "mdd": -0.331464,
       "volatility": 0.238872,
       "score": 1.280392,
       "exposure": 0.698654,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.362867,
       "sharpe": 1.406172,
       "mdd": -0.425338,
       "volatility": 0.248387,
       "score": 1.406172,
       "exposure": 0.770135,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.36068,
       "sharpe": 1.361693,
       "mdd": -0.438404,
       "volatility": 0.256871,
       "score": 1.361693,
       "exposure": 0.822277,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.304172,
       "sharpe": 1.228698,
       "mdd": -0.400356,
       "volatility": 0.247176,
       "score": 1.228698,
       "exposure": 0.752999,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.346368,
       "sharpe": 1.342617,
       "mdd": -0.439935,
       "volatility": 0.251392,
       "score": 1.342617,
       "exposure": 0.786536,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.357173,
       "sharpe": 1.351447,
       "mdd": -0.439935,
       "volatility": 0.256869,
       "score": 1.351447,
       "exposure": 0.828152,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.355953,
       "sharpe": 1.361632,
       "mdd": -0.44632,
       "volatility": 0.253671,
       "score": 1.361632,
       "exposure": 0.791432,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.354083,
       "sharpe": 1.343584,
       "mdd": -0.447607,
       "volatility": 0.256572,
       "score": 1.343584,
       "exposure": 0.814198,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.345963,
       "sharpe": 1.314149,
       "mdd": -0.447607,
       "volatility": 0.257859,
       "score": 1.314149,
       "exposure": 0.826438,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.430929,
      1.308008
     ],
     "benchmark_halves": [
      0.634495,
      1.109044
     ],
     "score_halves": [
      1.430929,
      1.308008
     ],
     "sharpe_change": -0.069013,
     "mdd_change": -0.004848,
     "corr_base": 0.894118,
     "corr_live_max": [
      0.896878,
      816,
      "convertible-bond-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.261681,
       "sharpe": 1.351021,
       "mdd": -0.390997,
       "volatility": 0.190338,
       "score": 1.351021,
       "exposure": 0.729302,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.314261,
       "sharpe": 1.366678,
       "mdd": -0.414234,
       "volatility": 0.224005,
       "score": 1.366678,
       "exposure": 0.853933,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.340806,
       "sharpe": 1.352222,
       "mdd": -0.425496,
       "volatility": 0.24533,
       "score": 1.352222,
       "exposure": 0.921888,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.252556,
       "sharpe": 1.316047,
       "mdd": -0.373781,
       "volatility": 0.189623,
       "score": 1.316047,
       "exposure": 0.723778,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.310554,
       "sharpe": 1.336117,
       "mdd": -0.416474,
       "volatility": 0.22756,
       "score": 1.336117,
       "exposure": 0.8636,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.352583,
       "sharpe": 1.356175,
       "mdd": -0.423617,
       "volatility": 0.252591,
       "score": 1.356175,
       "exposure": 0.939617,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.25442,
       "sharpe": 1.333666,
       "mdd": -0.371958,
       "volatility": 0.188044,
       "score": 1.333666,
       "exposure": 0.71785,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.319303,
       "sharpe": 1.362649,
       "mdd": -0.408146,
       "volatility": 0.228281,
       "score": 1.362649,
       "exposure": 0.864691,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2010-03-11",
       "end": "2026-11-06",
       "cagr": 0.356223,
       "sharpe": 1.356466,
       "mdd": -0.445478,
       "volatility": 0.255038,
       "score": 1.356466,
       "exposure": 0.946713,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.386912,
      1.290638
     ],
     "benchmark_halves": [
      0.634495,
      1.109044
     ],
     "score_halves": [
      1.386912,
      1.290638
     ],
     "sharpe_change": -0.075513,
     "mdd_change": 0.018613,
     "corr_base": 0.960251,
     "corr_live_max": [
      0.957804,
      816,
      "convertible-bond-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 27,
    "out": {
     "share": 0.213026,
     "annual_return": 0.230713,
     "volatility": 0.270088,
     "sharpe": 0.854215
    },
    "in": {
     "share": 0.786729,
     "annual_return": 0.441938,
     "volatility": 0.283968,
     "sharpe": 1.556294
    }
   }
  },
  "dupont-analysis-stock-picking-intro": {
   "slug": "dupont-analysis-stock-picking-intro",
   "market": "tw",
   "sim_calls": 1,
   "settings": {},
   "base": {
    "start": "2013-04-24",
    "end": "2026-11-06",
    "cagr": 0.233406,
    "sharpe": 1.280354,
    "mdd": -0.340104,
    "volatility": 0.182118,
    "score": 1.280354
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-04-24",
    "end": "2026-11-06",
    "cagr": 0.185014,
    "sharpe": 1.014972,
    "mdd": -0.33957,
    "volatility": 0.190432
   },
   "base_halves": [
    1.432813,
    1.196505
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.124421,
       "sharpe": 0.982204,
       "mdd": -0.19295,
       "volatility": 0.13212,
       "score": 0.982204,
       "exposure": 0.725514,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.184413,
       "sharpe": 1.32479,
       "mdd": -0.191149,
       "volatility": 0.139172,
       "score": 1.32479,
       "exposure": 0.797763,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.176301,
       "sharpe": 1.21549,
       "mdd": -0.210534,
       "volatility": 0.146757,
       "score": 1.21549,
       "exposure": 0.846735,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.15909,
       "sharpe": 1.142267,
       "mdd": -0.199318,
       "volatility": 0.142259,
       "score": 1.142267,
       "exposure": 0.781137,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.174442,
       "sharpe": 1.206307,
       "mdd": -0.199318,
       "volatility": 0.146483,
       "score": 1.206307,
       "exposure": 0.813482,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.190061,
       "sharpe": 1.268422,
       "mdd": -0.199318,
       "volatility": 0.150535,
       "score": 1.268422,
       "exposure": 0.850665,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.159151,
       "sharpe": 1.100541,
       "mdd": -0.226943,
       "volatility": 0.148536,
       "score": 1.100541,
       "exposure": 0.818924,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.179699,
       "sharpe": 1.192282,
       "mdd": -0.218007,
       "volatility": 0.15288,
       "score": 1.192282,
       "exposure": 0.839782,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.176576,
       "sharpe": 1.167175,
       "mdd": -0.218007,
       "volatility": 0.15397,
       "score": 1.167175,
       "exposure": 0.846131,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 8,
     "base_wins": 1,
     "halves": [
      1.057737,
      1.340535
     ],
     "benchmark_halves": [
      0.916634,
      1.124419
     ],
     "score_halves": [
      1.057737,
      1.340535
     ],
     "sharpe_change": -0.074047,
     "mdd_change": 0.140786,
     "corr_base": 0.811026,
     "corr_live_max": [
      0.79451,
      659,
      "dupont-analysis-stock-picking-intro"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.158355,
       "sharpe": 1.274389,
       "mdd": -0.181759,
       "volatility": 0.125194,
       "score": 1.274389,
       "exposure": 0.742794,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.179305,
       "sharpe": 1.24782,
       "mdd": -0.212119,
       "volatility": 0.144825,
       "score": 1.24782,
       "exposure": 0.845816,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.19492,
       "sharpe": 1.230169,
       "mdd": -0.240457,
       "volatility": 0.159815,
       "score": 1.230169,
       "exposure": 0.910825,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.170286,
       "sharpe": 1.307772,
       "mdd": -0.23754,
       "volatility": 0.130621,
       "score": 1.307772,
       "exposure": 0.737275,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.192387,
       "sharpe": 1.263106,
       "mdd": -0.271579,
       "volatility": 0.153071,
       "score": 1.263106,
       "exposure": 0.852063,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.203687,
       "sharpe": 1.236266,
       "mdd": -0.304402,
       "volatility": 0.165948,
       "score": 1.236266,
       "exposure": 0.915299,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.163671,
       "sharpe": 1.228332,
       "mdd": -0.278295,
       "volatility": 0.13476,
       "score": 1.228332,
       "exposure": 0.7285,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.187659,
       "sharpe": 1.197932,
       "mdd": -0.320466,
       "volatility": 0.158727,
       "score": 1.197932,
       "exposure": 0.852875,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-04-24",
       "end": "2026-11-06",
       "cagr": 0.205357,
       "sharpe": 1.216651,
       "mdd": -0.340104,
       "volatility": 0.170433,
       "score": 1.216651,
       "exposure": 0.92031,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 1,
     "halves": [
      1.405046,
      1.171077
     ],
     "benchmark_halves": [
      0.916634,
      1.124419
     ],
     "score_halves": [
      1.405046,
      1.171077
     ],
     "sharpe_change": -0.017248,
     "mdd_change": 0.068525,
     "corr_base": 0.975989,
     "corr_live_max": [
      0.976006,
      659,
      "dupont-analysis-stock-picking-intro"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 19,
    "out": {
     "share": 0.185969,
     "annual_return": 0.266109,
     "volatility": 0.251653,
     "sharpe": 1.057443
    },
    "in": {
     "share": 0.813728,
     "annual_return": 0.225869,
     "volatility": 0.162189,
     "sharpe": 1.392628
    }
   }
  },
  "etf-0056-replication": {
   "slug": "etf-0056-replication",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "DatetimeIndex(['2013-05-31', '2013-12-27', '2014-05-31', '2014-12-27',\n               '2015-05-31', '2015-12-27', '2016-05-31', '2016-12-27',\n               '2017-05-31', '2017-12-27', '2018-05-31', '2018-12-27',\n               '2019-05-31', '2019-12-27', '2020-05-31', '2020-12-27',\n               '2021-05-31', '2021-12-27', '2022-05-31', '2022-12-27',\n               '2023-05-31', '2023-12-27', '2024-05-31', '2024-12-27',\n               '2025-05-31', '2025-12-27', '2026-05-31', '2026-12-27'],\n              dtype='datetime64[us]', freq=None)"
   },
   "base": {
    "start": "2014-05-30",
    "end": "2026-11-06",
    "cagr": 0.253218,
    "sharpe": 1.759197,
    "mdd": -0.230639,
    "volatility": 0.138002,
    "score": 1.759197
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2014-05-30",
    "end": "2026-11-06",
    "cagr": 0.188417,
    "sharpe": 1.009885,
    "mdd": -0.33957,
    "volatility": 0.19551
   },
   "base_halves": [
    1.681963,
    1.841639
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.145736,
       "sharpe": 1.381799,
       "mdd": -0.157494,
       "volatility": 0.105764,
       "score": 1.381799,
       "exposure": 0.716403,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.203719,
       "sharpe": 1.778278,
       "mdd": -0.159013,
       "volatility": 0.111204,
       "score": 1.778278,
       "exposure": 0.781621,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.219685,
       "sharpe": 1.843986,
       "mdd": -0.16026,
       "volatility": 0.114851,
       "score": 1.843986,
       "exposure": 0.833992,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.186342,
       "sharpe": 1.618493,
       "mdd": -0.162608,
       "volatility": 0.113023,
       "score": 1.618493,
       "exposure": 0.766469,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.207935,
       "sharpe": 1.757079,
       "mdd": -0.162608,
       "volatility": 0.114837,
       "score": 1.757079,
       "exposure": 0.79809,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.21458,
       "sharpe": 1.774097,
       "mdd": -0.162608,
       "volatility": 0.117077,
       "score": 1.774097,
       "exposure": 0.837286,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.185349,
       "sharpe": 1.573411,
       "mdd": -0.176636,
       "volatility": 0.115924,
       "score": 1.573411,
       "exposure": 0.802701,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.204615,
       "sharpe": 1.68836,
       "mdd": -0.162609,
       "volatility": 0.118049,
       "score": 1.68836,
       "exposure": 0.825428,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.203168,
       "sharpe": 1.673677,
       "mdd": -0.174128,
       "volatility": 0.118365,
       "score": 1.673677,
       "exposure": 0.832345,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.600362,
      1.915549
     ],
     "benchmark_halves": [
      0.838804,
      1.156316
     ],
     "score_halves": [
      1.600362,
      1.915549
     ],
     "sharpe_change": -0.002118,
     "mdd_change": 0.068031,
     "corr_base": 0.873949,
     "corr_live_max": [
      0.841043,
      605,
      "etf-0056-replication"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.177339,
       "sharpe": 1.866611,
       "mdd": -0.116395,
       "volatility": 0.092661,
       "score": 1.866611,
       "exposure": 0.758079,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.204083,
       "sharpe": 1.841825,
       "mdd": -0.132608,
       "volatility": 0.107311,
       "score": 1.841825,
       "exposure": 0.858451,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.21482,
       "sharpe": 1.768597,
       "mdd": -0.162,
       "volatility": 0.117601,
       "score": 1.768597,
       "exposure": 0.914142,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.183216,
       "sharpe": 1.817321,
       "mdd": -0.162574,
       "volatility": 0.098304,
       "score": 1.817321,
       "exposure": 0.759665,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.211464,
       "sharpe": 1.779703,
       "mdd": -0.190546,
       "volatility": 0.115094,
       "score": 1.779703,
       "exposure": 0.866735,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.2)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.227865,
       "sharpe": 1.759549,
       "mdd": -0.218742,
       "volatility": 0.124989,
       "score": 1.759549,
       "exposure": 0.924236,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 0.8)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.181368,
       "sharpe": 1.720954,
       "mdd": -0.200489,
       "volatility": 0.103157,
       "score": 1.720954,
       "exposure": 0.753511,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.21445,
       "sharpe": 1.734906,
       "mdd": -0.230639,
       "volatility": 0.119859,
       "score": 1.734906,
       "exposure": 0.86755,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2014-05-30",
       "end": "2026-11-06",
       "cagr": 0.234159,
       "sharpe": 1.750923,
       "mdd": -0.230639,
       "volatility": 0.12891,
       "score": 1.750923,
       "exposure": 0.92631,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 6,
     "halves": [
      1.615043,
      1.930694
     ],
     "benchmark_halves": [
      0.838804,
      1.156316
     ],
     "score_halves": [
      1.615043,
      1.930694
     ],
     "sharpe_change": 0.020506,
     "mdd_change": 0.040093,
     "corr_base": 0.972571,
     "corr_live_max": [
      0.972172,
      605,
      "etf-0056-replication"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 18,
    "out": {
     "share": 0.201318,
     "annual_return": 0.157662,
     "volatility": 0.16942,
     "sharpe": 0.930597
    },
    "in": {
     "share": 0.798353,
     "annual_return": 0.264483,
     "volatility": 0.128911,
     "sharpe": 2.051678
    }
   }
  },
  "f-score-low-pb-revenue": {
   "slug": "f-score-low-pb-revenue",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2014-06-30",
    "end": "2026-11-06",
    "cagr": 0.192204,
    "sharpe": 1.233233,
    "mdd": -0.308291,
    "volatility": 0.157376,
    "score": 1.233233
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2014-06-30",
    "end": "2026-11-06",
    "cagr": 0.18558,
    "sharpe": 0.994701,
    "mdd": -0.33957,
    "volatility": 0.196082
   },
   "base_halves": [
    1.153495,
    1.307903
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.109753,
       "sharpe": 1.020389,
       "mdd": -0.247596,
       "volatility": 0.111534,
       "score": 1.020389,
       "exposure": 0.714523,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.153434,
       "sharpe": 1.329332,
       "mdd": -0.201928,
       "volatility": 0.115997,
       "score": 1.329332,
       "exposure": 0.780172,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.160038,
       "sharpe": 1.309872,
       "mdd": -0.200493,
       "volatility": 0.122858,
       "score": 1.309872,
       "exposure": 0.832891,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.145168,
       "sharpe": 1.246228,
       "mdd": -0.189722,
       "volatility": 0.117952,
       "score": 1.246228,
       "exposure": 0.76492,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.160594,
       "sharpe": 1.316369,
       "mdd": -0.189722,
       "volatility": 0.122604,
       "score": 1.316369,
       "exposure": 0.796751,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.165601,
       "sharpe": 1.31191,
       "mdd": -0.237248,
       "volatility": 0.126811,
       "score": 1.31191,
       "exposure": 0.836207,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.139187,
       "sharpe": 1.144272,
       "mdd": -0.289141,
       "volatility": 0.124426,
       "score": 1.144272,
       "exposure": 0.801393,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.152821,
       "sharpe": 1.202451,
       "mdd": -0.24796,
       "volatility": 0.129136,
       "score": 1.202451,
       "exposure": 0.824271,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.145378,
       "sharpe": 1.142729,
       "mdd": -0.31295,
       "volatility": 0.130145,
       "score": 1.142729,
       "exposure": 0.831233,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 5,
     "halves": [
      1.140234,
      1.473179
     ],
     "benchmark_halves": [
      0.766235,
      1.181432
     ],
     "score_halves": [
      1.140234,
      1.473179
     ],
     "sharpe_change": 0.083136,
     "mdd_change": 0.118569,
     "corr_base": 0.79231,
     "corr_live_max": [
      0.755899,
      601,
      "f-score-low-pb-revenue"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.138241,
       "sharpe": 1.254568,
       "mdd": -0.181778,
       "volatility": 0.111584,
       "score": 1.254568,
       "exposure": 0.760687,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.154478,
       "sharpe": 1.230103,
       "mdd": -0.210354,
       "volatility": 0.127235,
       "score": 1.230103,
       "exposure": 0.858595,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.164795,
       "sharpe": 1.209918,
       "mdd": -0.242868,
       "volatility": 0.13817,
       "score": 1.209918,
       "exposure": 0.913116,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.131603,
       "sharpe": 1.144418,
       "mdd": -0.205245,
       "volatility": 0.117667,
       "score": 1.144418,
       "exposure": 0.772374,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.150719,
       "sharpe": 1.130567,
       "mdd": -0.251353,
       "volatility": 0.136569,
       "score": 1.130567,
       "exposure": 0.87616,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.164132,
       "sharpe": 1.147899,
       "mdd": -0.264076,
       "volatility": 0.146128,
       "score": 1.147899,
       "exposure": 0.925093,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.125723,
       "sharpe": 1.060513,
       "mdd": -0.244282,
       "volatility": 0.122458,
       "score": 1.060513,
       "exposure": 0.767587,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.147776,
       "sharpe": 1.074999,
       "mdd": -0.287271,
       "volatility": 0.141869,
       "score": 1.074999,
       "exposure": 0.879607,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2014-06-30",
       "end": "2026-11-06",
       "cagr": 0.165885,
       "sharpe": 1.134957,
       "mdd": -0.299236,
       "volatility": 0.14963,
       "score": 1.134957,
       "exposure": 0.937229,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 1,
     "halves": [
      1.068402,
      1.189498
     ],
     "benchmark_halves": [
      0.766235,
      1.181432
     ],
     "score_halves": [
      1.068402,
      1.189498
     ],
     "sharpe_change": -0.102666,
     "mdd_change": 0.056938,
     "corr_base": 0.974918,
     "corr_live_max": [
      0.974302,
      601,
      "f-score-low-pb-revenue"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 18,
    "out": {
     "share": 0.202653,
     "annual_return": 0.117293,
     "volatility": 0.219558,
     "sharpe": 0.534223
    },
    "in": {
     "share": 0.797015,
     "annual_return": 0.213836,
     "volatility": 0.137214,
     "sharpe": 1.558419
    }
   }
  },
  "financial-stock-strategy": {
   "slug": "financial-stock-strategy",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2010-01-29",
    "end": "2026-11-06",
    "cagr": 0.161484,
    "sharpe": 0.998977,
    "mdd": -0.353233,
    "volatility": 0.168447,
    "score": 0.998977
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2010-01-29",
    "end": "2026-11-06",
    "cagr": 0.157776,
    "sharpe": 0.899184,
    "mdd": -0.33957,
    "volatility": 0.187169
   },
   "base_halves": [
    0.685013,
    1.32938
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.079597,
       "sharpe": 0.73184,
       "mdd": -0.327332,
       "volatility": 0.117048,
       "score": 0.73184,
       "exposure": 0.694742,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.129403,
       "sharpe": 1.07383,
       "mdd": -0.325518,
       "volatility": 0.123758,
       "score": 1.07383,
       "exposure": 0.765823,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.131763,
       "sharpe": 1.052747,
       "mdd": -0.342712,
       "volatility": 0.128898,
       "score": 1.052747,
       "exposure": 0.817916,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.117894,
       "sharpe": 1.007872,
       "mdd": -0.312894,
       "volatility": 0.121066,
       "score": 1.007872,
       "exposure": 0.749757,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.148126,
       "sharpe": 1.201772,
       "mdd": -0.288149,
       "volatility": 0.124774,
       "score": 1.201772,
       "exposure": 0.78335,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.1552,
       "sharpe": 1.210679,
       "mdd": -0.227685,
       "volatility": 0.129587,
       "score": 1.210679,
       "exposure": 0.825463,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.143028,
       "sharpe": 1.150472,
       "mdd": -0.253477,
       "volatility": 0.126553,
       "score": 1.150472,
       "exposure": 0.7926,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.157842,
       "sharpe": 1.235955,
       "mdd": -0.258776,
       "volatility": 0.128756,
       "score": 1.235955,
       "exposure": 0.815239,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.156874,
       "sharpe": 1.216622,
       "mdd": -0.267653,
       "volatility": 0.130254,
       "score": 1.216622,
       "exposure": 0.82741,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 8,
     "base_wins": 8,
     "halves": [
      0.61334,
      1.789998
     ],
     "benchmark_halves": [
      0.627063,
      1.113537
     ],
     "score_halves": [
      0.61334,
      1.789998
     ],
     "sharpe_change": 0.202795,
     "mdd_change": 0.065084,
     "corr_base": 0.766008,
     "corr_live_max": [
      0.731389,
      819,
      "financial-stock-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.133084,
       "sharpe": 1.047987,
       "mdd": -0.257511,
       "volatility": 0.130887,
       "score": 1.047987,
       "exposure": 0.831,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.144582,
       "sharpe": 1.031473,
       "mdd": -0.28136,
       "volatility": 0.144938,
       "score": 1.031473,
       "exposure": 0.906518,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.150158,
       "sharpe": 1.008004,
       "mdd": -0.316959,
       "volatility": 0.154731,
       "score": 1.008004,
       "exposure": 0.946759,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.125383,
       "sharpe": 0.969934,
       "mdd": -0.275131,
       "volatility": 0.134711,
       "score": 0.969934,
       "exposure": 0.825876,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.138132,
       "sharpe": 0.964855,
       "mdd": -0.311485,
       "volatility": 0.149641,
       "score": 0.964855,
       "exposure": 0.904663,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.145303,
       "sharpe": 0.964855,
       "mdd": -0.331533,
       "volatility": 0.157613,
       "score": 0.964855,
       "exposure": 0.945378,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.12528,
       "sharpe": 0.955419,
       "mdd": -0.27188,
       "volatility": 0.13698,
       "score": 0.955419,
       "exposure": 0.81899,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.138532,
       "sharpe": 0.954599,
       "mdd": -0.327462,
       "volatility": 0.152001,
       "score": 0.954599,
       "exposure": 0.903612,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.145674,
       "sharpe": 0.951371,
       "mdd": -0.343331,
       "volatility": 0.160714,
       "score": 0.951371,
       "exposure": 0.950947,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      0.738183,
      1.219081
     ],
     "benchmark_halves": [
      0.627063,
      1.113537
     ],
     "score_halves": [
      0.738183,
      1.219081
     ],
     "sharpe_change": -0.034122,
     "mdd_change": 0.041748,
     "corr_base": 0.976548,
     "corr_live_max": [
      0.979203,
      819,
      "financial-stock-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 28,
    "out": {
     "share": 0.216216,
     "annual_return": 0.038854,
     "volatility": 0.243756,
     "sharpe": 0.159396
    },
    "in": {
     "share": 0.78354,
     "annual_return": 0.204152,
     "volatility": 0.140745,
     "sharpe": 1.450509
    }
   }
  },
  "four-factor-composite": {
   "slug": "four-factor-composite",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "14D"
   },
   "base": {
    "start": "2018-02-12",
    "end": "2026-11-06",
    "cagr": 0.198002,
    "sharpe": 1.444316,
    "mdd": -0.248152,
    "volatility": 0.13627,
    "score": 1.444316
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2018-02-12",
    "end": "2026-11-06",
    "cagr": 0.227382,
    "sharpe": 1.096778,
    "mdd": -0.33957,
    "volatility": 0.214907
   },
   "base_halves": [
    1.497141,
    1.40274
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.123024,
       "sharpe": 1.279638,
       "mdd": -0.217478,
       "volatility": 0.09784,
       "score": 1.279638,
       "exposure": 0.722432,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.162928,
       "sharpe": 1.580888,
       "mdd": -0.191754,
       "volatility": 0.102409,
       "score": 1.580888,
       "exposure": 0.787936,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.177315,
       "sharpe": 1.641612,
       "mdd": -0.184259,
       "volatility": 0.106668,
       "score": 1.641612,
       "exposure": 0.835533,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.16062,
       "sharpe": 1.505232,
       "mdd": -0.17359,
       "volatility": 0.106467,
       "score": 1.505232,
       "exposure": 0.782752,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.174251,
       "sharpe": 1.587272,
       "mdd": -0.133379,
       "volatility": 0.108756,
       "score": 1.587272,
       "exposure": 0.808671,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.18616,
       "sharpe": 1.666152,
       "mdd": -0.143924,
       "volatility": 0.109974,
       "score": 1.666152,
       "exposure": 0.83459,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.164898,
       "sharpe": 1.498116,
       "mdd": -0.1173,
       "volatility": 0.109759,
       "score": 1.498116,
       "exposure": 0.810085,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.180796,
       "sharpe": 1.583228,
       "mdd": -0.128291,
       "volatility": 0.112977,
       "score": 1.583228,
       "exposure": 0.832234,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.182367,
       "sharpe": 1.595064,
       "mdd": -0.128291,
       "volatility": 0.113005,
       "score": 1.595064,
       "exposure": 0.833648,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 8,
     "halves": [
      1.400033,
      1.760956
     ],
     "benchmark_halves": [
      0.778353,
      1.355065
     ],
     "score_halves": [
      1.400033,
      1.760956
     ],
     "sharpe_change": 0.142956,
     "mdd_change": 0.114773,
     "corr_base": 0.811832,
     "corr_live_max": [
      0.803957,
      422,
      "python-quant-trading-tutorial"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.138552,
       "sharpe": 1.541179,
       "mdd": -0.152426,
       "volatility": 0.089999,
       "score": 1.541179,
       "exposure": 0.720868,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.162722,
       "sharpe": 1.545963,
       "mdd": -0.176013,
       "volatility": 0.104759,
       "score": 1.545963,
       "exposure": 0.822237,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.177803,
       "sharpe": 1.51048,
       "mdd": -0.197973,
       "volatility": 0.116982,
       "score": 1.51048,
       "exposure": 0.885974,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.138343,
       "sharpe": 1.434333,
       "mdd": -0.156525,
       "volatility": 0.097034,
       "score": 1.434333,
       "exposure": 0.722716,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.154468,
       "sharpe": 1.367041,
       "mdd": -0.19068,
       "volatility": 0.113794,
       "score": 1.367041,
       "exposure": 0.825908,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.166891,
       "sharpe": 1.366784,
       "mdd": -0.196644,
       "volatility": 0.122723,
       "score": 1.366784,
       "exposure": 0.890444,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.142044,
       "sharpe": 1.394403,
       "mdd": -0.184772,
       "volatility": 0.102635,
       "score": 1.394403,
       "exposure": 0.72607,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.161298,
       "sharpe": 1.378639,
       "mdd": -0.202404,
       "volatility": 0.117601,
       "score": 1.378639,
       "exposure": 0.834548,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.176084,
       "sharpe": 1.379311,
       "mdd": -0.231045,
       "volatility": 0.127999,
       "score": 1.379311,
       "exposure": 0.906179,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.3768,
      1.376575
     ],
     "benchmark_halves": [
      0.778353,
      1.355065
     ],
     "score_halves": [
      1.3768,
      1.376575
     ],
     "sharpe_change": -0.077275,
     "mdd_change": 0.057472,
     "corr_base": 0.959221,
     "corr_live_max": [
      0.963457,
      422,
      "four-factor-composite"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 12,
    "out": {
     "share": 0.190476,
     "annual_return": 0.085174,
     "volatility": 0.188775,
     "sharpe": 0.451192
    },
    "in": {
     "share": 0.809052,
     "annual_return": 0.223426,
     "volatility": 0.120688,
     "sharpe": 1.851259
    }
   }
  },
  "high-dividend-etf-comparison": {
   "slug": "high-dividend-etf-comparison",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2010-01-29",
    "end": "2026-11-06",
    "cagr": 0.16877,
    "sharpe": 1.225374,
    "mdd": -0.285117,
    "volatility": 0.138934,
    "score": 1.225374
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2010-01-29",
    "end": "2026-11-06",
    "cagr": 0.157776,
    "sharpe": 0.899184,
    "mdd": -0.33957,
    "volatility": 0.187169
   },
   "base_halves": [
    1.116711,
    1.331728
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.09464,
       "sharpe": 1.061973,
       "mdd": -0.218308,
       "volatility": 0.091606,
       "score": 1.061973,
       "exposure": 0.694742,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.140596,
       "sharpe": 1.441583,
       "mdd": -0.258858,
       "volatility": 0.097223,
       "score": 1.441583,
       "exposure": 0.765823,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.130553,
       "sharpe": 1.261143,
       "mdd": -0.295699,
       "volatility": 0.104503,
       "score": 1.261143,
       "exposure": 0.817916,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.108035,
       "sharpe": 1.138243,
       "mdd": -0.213573,
       "volatility": 0.096909,
       "score": 1.138243,
       "exposure": 0.749757,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.127073,
       "sharpe": 1.267884,
       "mdd": -0.208553,
       "volatility": 0.101171,
       "score": 1.267884,
       "exposure": 0.78335,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.136891,
       "sharpe": 1.29312,
       "mdd": -0.175251,
       "volatility": 0.106536,
       "score": 1.29312,
       "exposure": 0.825463,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.117901,
       "sharpe": 1.153422,
       "mdd": -0.216524,
       "volatility": 0.104189,
       "score": 1.153422,
       "exposure": 0.7926,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.131747,
       "sharpe": 1.23751,
       "mdd": -0.191807,
       "volatility": 0.10765,
       "score": 1.23751,
       "exposure": 0.815239,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.129405,
       "sharpe": 1.200794,
       "mdd": -0.207209,
       "volatility": 0.109317,
       "score": 1.200794,
       "exposure": 0.82741,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 5,
     "halves": [
      1.08407,
      1.437752
     ],
     "benchmark_halves": [
      0.627063,
      1.113537
     ],
     "score_halves": [
      1.08407,
      1.437752
     ],
     "sharpe_change": 0.04251,
     "mdd_change": 0.076564,
     "corr_base": 0.74556,
     "corr_live_max": [
      0.726613,
      658,
      "price-to-sales-ratio-cheap-revenue-stocks"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.144135,
       "sharpe": 1.456881,
       "mdd": -0.158816,
       "volatility": 0.09847,
       "score": 1.456881,
       "exposure": 0.791624,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.157409,
       "sharpe": 1.399155,
       "mdd": -0.18685,
       "volatility": 0.112051,
       "score": 1.399155,
       "exposure": 0.87768,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.163028,
       "sharpe": 1.335557,
       "mdd": -0.214472,
       "volatility": 0.122002,
       "score": 1.335557,
       "exposure": 0.926554,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.134129,
       "sharpe": 1.2425,
       "mdd": -0.191179,
       "volatility": 0.109083,
       "score": 1.2425,
       "exposure": 0.810078,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.148696,
       "sharpe": 1.231384,
       "mdd": -0.218418,
       "volatility": 0.121958,
       "score": 1.231384,
       "exposure": 0.893849,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.2)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.155347,
       "sharpe": 1.218061,
       "mdd": -0.245636,
       "volatility": 0.128892,
       "score": 1.218061,
       "exposure": 0.937982,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.127345,
       "sharpe": 1.182846,
       "mdd": -0.225685,
       "volatility": 0.109394,
       "score": 1.182846,
       "exposure": 0.788906,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.143891,
       "sharpe": 1.175405,
       "mdd": -0.265681,
       "volatility": 0.124352,
       "score": 1.175405,
       "exposure": 0.886827,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2010-01-29",
       "end": "2026-11-06",
       "cagr": 0.152867,
       "sharpe": 1.189615,
       "mdd": -0.27354,
       "volatility": 0.130269,
       "score": 1.189615,
       "exposure": 0.933525,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 5,
     "halves": [
      1.231177,
      1.231658
     ],
     "benchmark_halves": [
      0.627063,
      1.113537
     ],
     "score_halves": [
      1.231177,
      1.231658
     ],
     "sharpe_change": 0.00601,
     "mdd_change": 0.066699,
     "corr_base": 0.974131,
     "corr_live_max": [
      0.972756,
      819,
      "high-dividend-etf-comparison"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 28,
    "out": {
     "share": 0.216216,
     "annual_return": 0.145699,
     "volatility": 0.205433,
     "sharpe": 0.709229
    },
    "in": {
     "share": 0.78354,
     "annual_return": 0.177184,
     "volatility": 0.114015,
     "sharpe": 1.554047
    }
   }
  },
  "high-dividend-four-factor": {
   "slug": "high-dividend-four-factor",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2018-01-31",
    "end": "2026-11-06",
    "cagr": 0.174242,
    "sharpe": 1.235951,
    "mdd": -0.275591,
    "volatility": 0.143214,
    "score": 1.235951
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2018-01-31",
    "end": "2026-11-06",
    "cagr": 0.218036,
    "sharpe": 1.057944,
    "mdd": -0.33957,
    "volatility": 0.215396
   },
   "base_halves": [
    0.978696,
    1.486869
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.106496,
       "sharpe": 1.060369,
       "mdd": -0.221181,
       "volatility": 0.104169,
       "score": 1.060369,
       "exposure": 0.721596,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.152809,
       "sharpe": 1.422145,
       "mdd": -0.175362,
       "volatility": 0.107869,
       "score": 1.422145,
       "exposure": 0.786854,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.167324,
       "sharpe": 1.477694,
       "mdd": -0.172374,
       "volatility": 0.112988,
       "score": 1.477694,
       "exposure": 0.83615,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.138443,
       "sharpe": 1.258058,
       "mdd": -0.170088,
       "volatility": 0.111951,
       "score": 1.258058,
       "exposure": 0.78169,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.158485,
       "sharpe": 1.392625,
       "mdd": -0.150796,
       "volatility": 0.114336,
       "score": 1.392625,
       "exposure": 0.807512,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.171093,
       "sharpe": 1.467848,
       "mdd": -0.150796,
       "volatility": 0.116284,
       "score": 1.467848,
       "exposure": 0.835211,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.144708,
       "sharpe": 1.274704,
       "mdd": -0.16454,
       "volatility": 0.115249,
       "score": 1.274704,
       "exposure": 0.810798,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.16089,
       "sharpe": 1.369327,
       "mdd": -0.169494,
       "volatility": 0.11818,
       "score": 1.369327,
       "exposure": 0.832864,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.161552,
       "sharpe": 1.374212,
       "mdd": -0.169494,
       "volatility": 0.118191,
       "score": 1.374212,
       "exposure": 0.834272,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 8,
     "halves": [
      0.895863,
      1.922134
     ],
     "benchmark_halves": [
      0.711902,
      1.336915
     ],
     "score_halves": [
      0.895863,
      1.922134
     ],
     "sharpe_change": 0.156674,
     "mdd_change": 0.124795,
     "corr_base": 0.827008,
     "corr_live_max": [
      0.779812,
      424,
      "high-dividend-four-factor"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.131357,
       "sharpe": 1.313698,
       "mdd": -0.147473,
       "volatility": 0.101419,
       "score": 1.313698,
       "exposure": 0.738046,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.154307,
       "sharpe": 1.333566,
       "mdd": -0.170913,
       "volatility": 0.116807,
       "score": 1.333566,
       "exposure": 0.844645,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.165406,
       "sharpe": 1.319064,
       "mdd": -0.202712,
       "volatility": 0.126524,
       "score": 1.319064,
       "exposure": 0.904105,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.138008,
       "sharpe": 1.315461,
       "mdd": -0.180701,
       "volatility": 0.106294,
       "score": 1.315461,
       "exposure": 0.730466,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.153757,
       "sharpe": 1.29384,
       "mdd": -0.191021,
       "volatility": 0.120336,
       "score": 1.29384,
       "exposure": 0.839915,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.161068,
       "sharpe": 1.267751,
       "mdd": -0.216743,
       "volatility": 0.128825,
       "score": 1.267751,
       "exposure": 0.903098,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.133381,
       "sharpe": 1.263145,
       "mdd": -0.182508,
       "volatility": 0.107448,
       "score": 1.263145,
       "exposure": 0.723611,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.151601,
       "sharpe": 1.243703,
       "mdd": -0.209994,
       "volatility": 0.123989,
       "score": 1.243703,
       "exposure": 0.841768,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.160162,
       "sharpe": 1.233694,
       "mdd": -0.232541,
       "volatility": 0.132072,
       "score": 1.233694,
       "exposure": 0.904616,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 8,
     "halves": [
      0.933088,
      1.613457
     ],
     "benchmark_halves": [
      0.711902,
      1.336915
     ],
     "score_halves": [
      0.933088,
      1.613457
     ],
     "sharpe_change": 0.057889,
     "mdd_change": 0.08457,
     "corr_base": 0.963003,
     "corr_live_max": [
      0.956239,
      424,
      "high-dividend-four-factor"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 13,
    "out": {
     "share": 0.191639,
     "annual_return": 0.046058,
     "volatility": 0.197474,
     "sharpe": 0.233235
    },
    "in": {
     "share": 0.807891,
     "annual_return": 0.208379,
     "volatility": 0.12703,
     "sharpe": 1.640395
    }
   }
  },
  "institutional-investors-comparison": {
   "slug": "institutional-investors-comparison",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "position_limit": 0.12
   },
   "base": {
    "start": "2015-01-30",
    "end": "2026-11-06",
    "cagr": 0.311713,
    "sharpe": 1.124905,
    "mdd": -0.444692,
    "volatility": 0.286466,
    "score": 1.124905
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-01-30",
    "end": "2026-11-06",
    "cagr": 0.190124,
    "sharpe": 1.006511,
    "mdd": -0.33957,
    "volatility": 0.198647
   },
   "base_halves": [
    0.934258,
    1.29077
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.196943,
       "sharpe": 0.948942,
       "mdd": -0.41156,
       "volatility": 0.222242,
       "score": 0.948942,
       "exposure": 0.718074,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.270145,
       "sharpe": 1.187354,
       "mdd": -0.367444,
       "volatility": 0.231101,
       "score": 1.187354,
       "exposure": 0.782973,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.291526,
       "sharpe": 1.215219,
       "mdd": -0.395113,
       "volatility": 0.242228,
       "score": 1.215219,
       "exposure": 0.833915,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.242172,
       "sharpe": 1.068006,
       "mdd": -0.378847,
       "volatility": 0.236526,
       "score": 1.068006,
       "exposure": 0.770761,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.265306,
       "sharpe": 1.133075,
       "mdd": -0.408573,
       "volatility": 0.2407,
       "score": 1.133075,
       "exposure": 0.798325,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.300639,
       "sharpe": 1.215288,
       "mdd": -0.332977,
       "volatility": 0.249721,
       "score": 1.215288,
       "exposure": 0.837404,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.241084,
       "sharpe": 1.029684,
       "mdd": -0.338755,
       "volatility": 0.246927,
       "score": 1.029684,
       "exposure": 0.793789,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.269031,
       "sharpe": 1.104811,
       "mdd": -0.324392,
       "volatility": 0.252225,
       "score": 1.104811,
       "exposure": 0.815073,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.25686,
       "sharpe": 1.060646,
       "mdd": -0.329536,
       "volatility": 0.253662,
       "score": 1.060646,
       "exposure": 0.822401,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 8,
     "base_wins": 4,
     "halves": [
      0.683453,
      1.485209
     ],
     "benchmark_halves": [
      0.888131,
      1.115448
     ],
     "score_halves": [
      0.683453,
      1.485209
     ],
     "sharpe_change": 0.00817,
     "mdd_change": 0.036119,
     "corr_base": 0.84523,
     "corr_live_max": [
      0.850674,
      571,
      "institutional-investors-comparison"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.232885,
       "sharpe": 1.201585,
       "mdd": -0.347263,
       "volatility": 0.196539,
       "score": 1.201585,
       "exposure": 0.735604,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.267299,
       "sharpe": 1.196765,
       "mdd": -0.376504,
       "volatility": 0.226479,
       "score": 1.196765,
       "exposure": 0.838742,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.278811,
       "sharpe": 1.148885,
       "mdd": -0.406745,
       "volatility": 0.248706,
       "score": 1.148885,
       "exposure": 0.902336,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.200706,
       "sharpe": 1.028099,
       "mdd": -0.327663,
       "volatility": 0.204683,
       "score": 1.028099,
       "exposure": 0.752534,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.233087,
       "sharpe": 1.026365,
       "mdd": -0.389896,
       "volatility": 0.239478,
       "score": 1.026365,
       "exposure": 0.86658,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.253076,
       "sharpe": 1.022889,
       "mdd": -0.432394,
       "volatility": 0.262194,
       "score": 1.022889,
       "exposure": 0.930076,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.216887,
       "sharpe": 1.049702,
       "mdd": -0.345779,
       "volatility": 0.215968,
       "score": 1.049702,
       "exposure": 0.789487,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.258184,
       "sharpe": 1.074568,
       "mdd": -0.401128,
       "volatility": 0.250738,
       "score": 1.074568,
       "exposure": 0.896446,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2015-01-30",
       "end": "2026-11-06",
       "cagr": 0.283664,
       "sharpe": 1.084441,
       "mdd": -0.443104,
       "volatility": 0.273028,
       "score": 1.084441,
       "exposure": 0.958856,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      0.943128,
      1.103249
     ],
     "benchmark_halves": [
      0.888131,
      1.115448
     ],
     "score_halves": [
      0.943128,
      1.103249
     ],
     "sharpe_change": -0.09854,
     "mdd_change": 0.054796,
     "corr_base": 0.978622,
     "corr_live_max": [
      0.975225,
      571,
      "institutional-investors-comparison"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.201047,
     "annual_return": 0.203371,
     "volatility": 0.34555,
     "sharpe": 0.588543
    },
    "in": {
     "share": 0.798604,
     "annual_return": 0.352471,
     "volatility": 0.269679,
     "sharpe": 1.306999
    }
   }
  },
  "linearfactor": {
   "slug": "linearfactor",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "Q"
   },
   "base": {
    "start": "2010-03-31",
    "end": "2026-11-06",
    "cagr": 0.184127,
    "sharpe": 1.44632,
    "mdd": -0.269423,
    "volatility": 0.125656,
    "score": 1.44632
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2010-03-31",
    "end": "2026-11-06",
    "cagr": 0.157857,
    "sharpe": 0.89836,
    "mdd": -0.33957,
    "volatility": 0.187283
   },
   "base_halves": [
    1.234228,
    1.641907
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.115191,
       "sharpe": 1.338519,
       "mdd": -0.196476,
       "volatility": 0.08656,
       "score": 1.338519,
       "exposure": 0.699091,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.159724,
       "sharpe": 1.707367,
       "mdd": -0.197971,
       "volatility": 0.091721,
       "score": 1.707367,
       "exposure": 0.770327,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.151659,
       "sharpe": 1.531182,
       "mdd": -0.232213,
       "volatility": 0.097979,
       "score": 1.531182,
       "exposure": 0.822648,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.133233,
       "sharpe": 1.474864,
       "mdd": -0.168642,
       "volatility": 0.089953,
       "score": 1.474864,
       "exposure": 0.752641,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.146648,
       "sharpe": 1.542305,
       "mdd": -0.157898,
       "volatility": 0.094122,
       "score": 1.542305,
       "exposure": 0.785802,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.16,
       "sharpe": 1.605014,
       "mdd": -0.144844,
       "volatility": 0.098104,
       "score": 1.605014,
       "exposure": 0.827561,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.137374,
       "sharpe": 1.425672,
       "mdd": -0.150432,
       "volatility": 0.096095,
       "score": 1.425672,
       "exposure": 0.790715,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.148386,
       "sharpe": 1.477765,
       "mdd": -0.161615,
       "volatility": 0.099654,
       "score": 1.477765,
       "exposure": 0.813559,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.143392,
       "sharpe": 1.414513,
       "mdd": -0.182214,
       "volatility": 0.10104,
       "score": 1.414513,
       "exposure": 0.825841,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 6,
     "halves": [
      1.369096,
      1.701944
     ],
     "benchmark_halves": [
      0.611478,
      1.12239
     ],
     "score_halves": [
      1.369096,
      1.701944
     ],
     "sharpe_change": 0.095985,
     "mdd_change": 0.111525,
     "corr_base": 0.761808,
     "corr_live_max": [
      0.744807,
      812,
      "linearfactor"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": true,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.135908,
       "sharpe": 1.533377,
       "mdd": -0.149369,
       "volatility": 0.087989,
       "score": 1.533377,
       "exposure": 0.782029,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.149731,
       "sharpe": 1.479033,
       "mdd": -0.180906,
       "volatility": 0.100432,
       "score": 1.479033,
       "exposure": 0.86873,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.159199,
       "sharpe": 1.456767,
       "mdd": -0.200452,
       "volatility": 0.108327,
       "score": 1.456767,
       "exposure": 0.920244,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.138434,
       "sharpe": 1.452922,
       "mdd": -0.181861,
       "volatility": 0.094872,
       "score": 1.452922,
       "exposure": 0.800338,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.151656,
       "sharpe": 1.406407,
       "mdd": -0.210927,
       "volatility": 0.10736,
       "score": 1.406407,
       "exposure": 0.889282,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.158409,
       "sharpe": 1.37789,
       "mdd": -0.24002,
       "volatility": 0.114528,
       "score": 1.37789,
       "exposure": 0.931749,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.134921,
       "sharpe": 1.39926,
       "mdd": -0.219984,
       "volatility": 0.096341,
       "score": 1.39926,
       "exposure": 0.787667,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.14753,
       "sharpe": 1.331928,
       "mdd": -0.258683,
       "volatility": 0.110887,
       "score": 1.331928,
       "exposure": 0.885111,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2010-03-31",
       "end": "2026-11-06",
       "cagr": 0.159483,
       "sharpe": 1.356547,
       "mdd": -0.269423,
       "volatility": 0.117273,
       "score": 1.356547,
       "exposure": 0.932913,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 4,
     "halves": [
      1.345419,
      1.4666
     ],
     "benchmark_halves": [
      0.611478,
      1.12239
     ],
     "score_halves": [
      1.345419,
      1.4666
     ],
     "sharpe_change": -0.039913,
     "mdd_change": 0.058496,
     "corr_base": 0.969916,
     "corr_live_max": [
      0.967452,
      812,
      "linearfactor"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 27,
    "out": {
     "share": 0.213759,
     "annual_return": 0.122093,
     "volatility": 0.180522,
     "sharpe": 0.676332
    },
    "in": {
     "share": 0.785995,
     "annual_return": 0.198129,
     "volatility": 0.105968,
     "sharpe": 1.869702
    }
   }
  },
  "liquidity-risk-analysis-backtest": {
   "slug": "liquidity-risk-analysis-backtest",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "position_limit": 0.3333333333333333,
    "stop_loss": 0.08,
    "trade_at_price": "open"
   },
   "base": {
    "start": "2008-04-30",
    "end": "2026-11-06",
    "cagr": 0.418444,
    "sharpe": 1.534194,
    "mdd": -0.427795,
    "volatility": 0.255072,
    "score": 1.534194
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2008-04-30",
    "end": "2026-11-06",
    "cagr": 0.135085,
    "sharpe": 0.732159,
    "mdd": -0.523828,
    "volatility": 0.206756
   },
   "base_halves": [
    1.624583,
    1.474058
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.369275,
       "sharpe": 1.575229,
       "mdd": -0.425327,
       "volatility": 0.220129,
       "score": 1.575229,
       "exposure": 0.684835,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.02)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.40012,
       "sharpe": 1.628815,
       "mdd": -0.403559,
       "volatility": 0.22803,
       "score": 1.628815,
       "exposure": 0.752967,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.407515,
       "sharpe": 1.599908,
       "mdd": -0.45247,
       "volatility": 0.236823,
       "score": 1.599908,
       "exposure": 0.801758,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.341652,
       "sharpe": 1.45388,
       "mdd": -0.464212,
       "volatility": 0.224844,
       "score": 1.45388,
       "exposure": 0.732967,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.341666,
       "sharpe": 1.420664,
       "mdd": -0.426777,
       "volatility": 0.231131,
       "score": 1.420664,
       "exposure": 0.763956,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.351988,
       "sharpe": 1.428054,
       "mdd": -0.44844,
       "volatility": 0.236292,
       "score": 1.428054,
       "exposure": 0.801978,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.327161,
       "sharpe": 1.363005,
       "mdd": -0.457103,
       "volatility": 0.233051,
       "score": 1.363005,
       "exposure": 0.764176,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.344447,
       "sharpe": 1.401942,
       "mdd": -0.44896,
       "volatility": 0.236658,
       "score": 1.401942,
       "exposure": 0.786593,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.34005,
       "sharpe": 1.382698,
       "mdd": -0.448305,
       "volatility": 0.237697,
       "score": 1.382698,
       "exposure": 0.798022,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.611365,
      1.286001
     ],
     "benchmark_halves": [
      0.38828,
      1.066214
     ],
     "score_halves": [
      1.611365,
      1.286001
     ],
     "sharpe_change": -0.11353,
     "mdd_change": 0.001018,
     "corr_base": 0.916988,
     "corr_live_max": [
      0.938301,
      908,
      "liquidity-risk-analysis-backtest"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.284041,
       "sharpe": 1.425215,
       "mdd": -0.305597,
       "volatility": 0.193094,
       "score": 1.425215,
       "exposure": 0.738987,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.323272,
       "sharpe": 1.419437,
       "mdd": -0.368733,
       "volatility": 0.219476,
       "score": 1.419437,
       "exposure": 0.839688,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.339249,
       "sharpe": 1.3932,
       "mdd": -0.411654,
       "volatility": 0.234985,
       "score": 1.3932,
       "exposure": 0.903576,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.289801,
       "sharpe": 1.454245,
       "mdd": -0.312108,
       "volatility": 0.192309,
       "score": 1.454245,
       "exposure": 0.751183,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.338476,
       "sharpe": 1.451209,
       "mdd": -0.376113,
       "volatility": 0.223362,
       "score": 1.451209,
       "exposure": 0.868259,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.354478,
       "sharpe": 1.415062,
       "mdd": -0.426415,
       "volatility": 0.2405,
       "score": 1.415062,
       "exposure": 0.932218,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.304312,
       "sharpe": 1.49872,
       "mdd": -0.338196,
       "volatility": 0.194557,
       "score": 1.49872,
       "exposure": 0.768103,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.352146,
       "sharpe": 1.468184,
       "mdd": -0.400866,
       "volatility": 0.228719,
       "score": 1.468184,
       "exposure": 0.894283,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2008-04-30",
       "end": "2026-11-06",
       "cagr": 0.37082,
       "sharpe": 1.44389,
       "mdd": -0.427795,
       "volatility": 0.244985,
       "score": 1.44389,
       "exposure": 0.95496,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.338874,
      1.557069
     ],
     "benchmark_halves": [
      0.38828,
      1.066214
     ],
     "score_halves": [
      1.338874,
      1.557069
     ],
     "sharpe_change": -0.082985,
     "mdd_change": 0.051682,
     "corr_base": 0.952446,
     "corr_live_max": [
      0.960239,
      908,
      "liquidity-risk-analysis-backtest"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 29,
    "out": {
     "share": 0.235876,
     "annual_return": 0.180998,
     "volatility": 0.22231,
     "sharpe": 0.81417
    },
    "in": {
     "share": 0.764124,
     "annual_return": 0.456257,
     "volatility": 0.264262,
     "sharpe": 1.726534
    }
   }
  },
  "monthly-revenue-momentum": {
   "slug": "monthly-revenue-momentum",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "11D",
    "stop_loss": 0.1
   },
   "base": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.457131,
    "sharpe": 1.418776,
    "mdd": -0.355509,
    "volatility": 0.308462,
    "score": 1.418776
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.189224,
    "sharpe": 1.001757,
    "mdd": -0.33957,
    "volatility": 0.198847
   },
   "base_halves": [
    1.368847,
    1.471428
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.316999,
       "sharpe": 1.20871,
       "mdd": -0.308899,
       "volatility": 0.265025,
       "score": 1.20871,
       "exposure": 0.717285,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.351125,
       "sharpe": 1.27494,
       "mdd": -0.376019,
       "volatility": 0.273938,
       "score": 1.27494,
       "exposure": 0.782365,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.382822,
       "sharpe": 1.336502,
       "mdd": -0.411407,
       "volatility": 0.280706,
       "score": 1.336502,
       "exposure": 0.83345,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.33434,
       "sharpe": 1.23124,
       "mdd": -0.365157,
       "volatility": 0.272944,
       "score": 1.23124,
       "exposure": 0.770119,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.374577,
       "sharpe": 1.332645,
       "mdd": -0.383414,
       "volatility": 0.275882,
       "score": 1.332645,
       "exposure": 0.797761,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.383436,
       "sharpe": 1.334864,
       "mdd": -0.383415,
       "volatility": 0.281609,
       "score": 1.334864,
       "exposure": 0.836949,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.372996,
       "sharpe": 1.320778,
       "mdd": -0.384031,
       "volatility": 0.27788,
       "score": 1.320778,
       "exposure": 0.793212,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.383058,
       "sharpe": 1.336643,
       "mdd": -0.384916,
       "volatility": 0.280869,
       "score": 1.336643,
       "exposure": 0.814556,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.376017,
       "sharpe": 1.314959,
       "mdd": -0.384916,
       "volatility": 0.281643,
       "score": 1.314959,
       "exposure": 0.821903,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.13777,
      1.502973
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      1.13777,
      1.502973
     ],
     "sharpe_change": -0.086131,
     "mdd_change": -0.027905,
     "corr_base": 0.895908,
     "corr_live_max": [
      0.891205,
      569,
      "monthly-revenue-momentum"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.288826,
       "sharpe": 1.340595,
       "mdd": -0.304191,
       "volatility": 0.212914,
       "score": 1.340595,
       "exposure": 0.735118,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.339708,
       "sharpe": 1.343383,
       "mdd": -0.313349,
       "volatility": 0.248456,
       "score": 1.343383,
       "exposure": 0.854018,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.36773,
       "sharpe": 1.321752,
       "mdd": -0.329741,
       "volatility": 0.273781,
       "score": 1.321752,
       "exposure": 0.92764,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.294023,
       "sharpe": 1.312166,
       "mdd": -0.286466,
       "volatility": 0.222269,
       "score": 1.312166,
       "exposure": 0.762157,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.355151,
       "sharpe": 1.323002,
       "mdd": -0.336167,
       "volatility": 0.264372,
       "score": 1.323002,
       "exposure": 0.893562,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.393695,
       "sharpe": 1.342308,
       "mdd": -0.362789,
       "volatility": 0.286862,
       "score": 1.342308,
       "exposure": 0.956486,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.303726,
       "sharpe": 1.357458,
       "mdd": -0.277278,
       "volatility": 0.220232,
       "score": 1.357458,
       "exposure": 0.759243,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.363536,
       "sharpe": 1.349009,
       "mdd": -0.34835,
       "volatility": 0.263929,
       "score": 1.349009,
       "exposure": 0.897832,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.403173,
       "sharpe": 1.359808,
       "mdd": -0.355509,
       "volatility": 0.28873,
       "score": 1.359808,
       "exposure": 0.962573,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.211007,
      1.426541
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      1.211007,
      1.426541
     ],
     "sharpe_change": -0.095774,
     "mdd_change": 0.019342,
     "corr_base": 0.964799,
     "corr_live_max": [
      0.965888,
      569,
      "monthly-revenue-momentum"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.20161,
     "annual_return": 0.306941,
     "volatility": 0.305775,
     "sharpe": 1.003813
    },
    "in": {
     "share": 0.79804,
     "annual_return": 0.471007,
     "volatility": 0.309235,
     "sharpe": 1.523136
    }
   }
  },
  "monthly-revenue-surprise-strategy": {
   "slug": "monthly-revenue-surprise-strategy",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "11D"
   },
   "base": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.304328,
    "sharpe": 1.164085,
    "mdd": -0.350708,
    "volatility": 0.267288,
    "score": 1.164085
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.189224,
    "sharpe": 1.001757,
    "mdd": -0.33957,
    "volatility": 0.198847
   },
   "base_halves": [
    1.147838,
    1.190016
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.139758,
       "sharpe": 0.77353,
       "mdd": -0.355431,
       "volatility": 0.201522,
       "score": 0.77353,
       "exposure": 0.717285,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.197259,
       "sharpe": 0.978581,
       "mdd": -0.318809,
       "volatility": 0.214072,
       "score": 0.978581,
       "exposure": 0.782365,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.227597,
       "sharpe": 1.062193,
       "mdd": -0.323539,
       "volatility": 0.223608,
       "score": 1.062193,
       "exposure": 0.83345,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.18974,
       "sharpe": 0.929883,
       "mdd": -0.335912,
       "volatility": 0.219513,
       "score": 0.929883,
       "exposure": 0.770119,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.216508,
       "sharpe": 1.016211,
       "mdd": -0.331518,
       "volatility": 0.224694,
       "score": 1.016211,
       "exposure": 0.797761,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.242077,
       "sharpe": 1.085022,
       "mdd": -0.331548,
       "volatility": 0.231807,
       "score": 1.085022,
       "exposure": 0.836949,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.201601,
       "sharpe": 0.946658,
       "mdd": -0.33338,
       "volatility": 0.228658,
       "score": 0.946658,
       "exposure": 0.793212,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.222204,
       "sharpe": 1.004297,
       "mdd": -0.351594,
       "volatility": 0.234428,
       "score": 1.004297,
       "exposure": 0.814556,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.210973,
       "sharpe": 0.95926,
       "mdd": -0.351594,
       "volatility": 0.235807,
       "score": 0.95926,
       "exposure": 0.821903,
       "beats_benchmark": false,
       "beats_base": false
      }
     },
     "benchmark_wins": 4,
     "base_wins": 0,
     "halves": [
      0.741679,
      1.237659
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      0.741679,
      1.237659
     ],
     "sharpe_change": -0.147874,
     "mdd_change": 0.01919,
     "corr_base": 0.832617,
     "corr_live_max": [
      0.837598,
      570,
      "monthly-revenue-surprise-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": false,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.197428,
       "sharpe": 1.110191,
       "mdd": -0.247091,
       "volatility": 0.183248,
       "score": 1.110191,
       "exposure": 0.748121,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.229386,
       "sharpe": 1.113706,
       "mdd": -0.285882,
       "volatility": 0.212387,
       "score": 1.113706,
       "exposure": 0.851685,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.253001,
       "sharpe": 1.112957,
       "mdd": -0.33482,
       "volatility": 0.23479,
       "score": 1.112957,
       "exposure": 0.916458,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.203934,
       "sharpe": 1.090537,
       "mdd": -0.269185,
       "volatility": 0.193487,
       "score": 1.090537,
       "exposure": 0.762515,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.242426,
       "sharpe": 1.103705,
       "mdd": -0.312106,
       "volatility": 0.227216,
       "score": 1.103705,
       "exposure": 0.876179,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.258427,
       "sharpe": 1.092438,
       "mdd": -0.33244,
       "volatility": 0.245759,
       "score": 1.092438,
       "exposure": 0.933297,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.213787,
       "sharpe": 1.081726,
       "mdd": -0.302047,
       "volatility": 0.205029,
       "score": 1.081726,
       "exposure": 0.78081,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.253017,
       "sharpe": 1.106491,
       "mdd": -0.337545,
       "volatility": 0.236579,
       "score": 1.106491,
       "exposure": 0.893905,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.279148,
       "sharpe": 1.142959,
       "mdd": -0.341741,
       "volatility": 0.250788,
       "score": 1.142959,
       "exposure": 0.953135,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      0.993829,
      1.204009
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      0.993829,
      1.204009
     ],
     "sharpe_change": -0.06038,
     "mdd_change": 0.038602,
     "corr_base": 0.974576,
     "corr_live_max": [
      0.975841,
      570,
      "monthly-revenue-surprise-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.20161,
     "annual_return": 0.37031,
     "volatility": 0.322471,
     "sharpe": 1.148352
    },
    "in": {
     "share": 0.79804,
     "annual_return": 0.296493,
     "volatility": 0.251573,
     "sharpe": 1.178555
    }
   }
  },
  "multi-factor-stock-selection-beat-0050": {
   "slug": "multi-factor-stock-selection-beat-0050",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "14D"
   },
   "base": {
    "start": "2018-02-12",
    "end": "2026-11-06",
    "cagr": 0.27924,
    "sharpe": 1.363981,
    "mdd": -0.277285,
    "volatility": 0.202493,
    "score": 1.363981
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2018-02-12",
    "end": "2026-11-06",
    "cagr": 0.227382,
    "sharpe": 1.096778,
    "mdd": -0.33957,
    "volatility": 0.214907
   },
   "base_halves": [
    1.051863,
    1.643093
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.138614,
       "sharpe": 0.955962,
       "mdd": -0.243169,
       "volatility": 0.153255,
       "score": 0.955962,
       "exposure": 0.722432,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.202875,
       "sharpe": 1.261519,
       "mdd": -0.214275,
       "volatility": 0.162468,
       "score": 1.261519,
       "exposure": 0.787936,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.209627,
       "sharpe": 1.257921,
       "mdd": -0.23072,
       "volatility": 0.168328,
       "score": 1.257921,
       "exposure": 0.835533,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.220564,
       "sharpe": 1.307308,
       "mdd": -0.193368,
       "volatility": 0.169211,
       "score": 1.307308,
       "exposure": 0.782752,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.232248,
       "sharpe": 1.338856,
       "mdd": -0.216581,
       "volatility": 0.173116,
       "score": 1.338856,
       "exposure": 0.808671,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.249992,
       "sharpe": 1.404068,
       "mdd": -0.193368,
       "volatility": 0.17601,
       "score": 1.404068,
       "exposure": 0.83459,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.207552,
       "sharpe": 1.19933,
       "mdd": -0.193368,
       "volatility": 0.176171,
       "score": 1.19933,
       "exposure": 0.810085,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.226698,
       "sharpe": 1.271384,
       "mdd": -0.193368,
       "volatility": 0.179508,
       "score": 1.271384,
       "exposure": 0.832234,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.227889,
       "sharpe": 1.276853,
       "mdd": -0.193368,
       "volatility": 0.179531,
       "score": 1.276853,
       "exposure": 0.833648,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 8,
     "base_wins": 1,
     "halves": [
      0.820342,
      1.792459
     ],
     "benchmark_halves": [
      0.778353,
      1.355065
     ],
     "score_halves": [
      0.820342,
      1.792459
     ],
     "sharpe_change": -0.025125,
     "mdd_change": 0.060704,
     "corr_base": 0.848939,
     "corr_live_max": [
      0.826268,
      422,
      "multi-factor-stock-selection-beat-0050"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.153751,
       "sharpe": 1.17308,
       "mdd": -0.214847,
       "volatility": 0.134221,
       "score": 1.17308,
       "exposure": 0.71859,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.18163,
       "sharpe": 1.183942,
       "mdd": -0.24043,
       "volatility": 0.156703,
       "score": 1.183942,
       "exposure": 0.819808,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.207616,
       "sharpe": 1.215228,
       "mdd": -0.260225,
       "volatility": 0.173555,
       "score": 1.215228,
       "exposure": 0.88728,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.178535,
       "sharpe": 1.229941,
       "mdd": -0.232934,
       "volatility": 0.147487,
       "score": 1.229941,
       "exposure": 0.738053,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.209162,
       "sharpe": 1.240104,
       "mdd": -0.258582,
       "volatility": 0.170757,
       "score": 1.240104,
       "exposure": 0.849414,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.23346,
       "sharpe": 1.280206,
       "mdd": -0.259061,
       "volatility": 0.183281,
       "score": 1.280206,
       "exposure": 0.911403,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.181723,
       "sharpe": 1.223632,
       "mdd": -0.260711,
       "volatility": 0.150967,
       "score": 1.223632,
       "exposure": 0.744052,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.222,
       "sharpe": 1.27516,
       "mdd": -0.261076,
       "volatility": 0.175277,
       "score": 1.27516,
       "exposure": 0.862716,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2018-02-12",
       "end": "2026-11-06",
       "cagr": 0.248316,
       "sharpe": 1.321009,
       "mdd": -0.274174,
       "volatility": 0.187646,
       "score": 1.321009,
       "exposure": 0.927296,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      0.854877,
      1.564816
     ],
     "benchmark_halves": [
      0.778353,
      1.355065
     ],
     "score_halves": [
      0.854877,
      1.564816
     ],
     "sharpe_change": -0.123877,
     "mdd_change": 0.018703,
     "corr_base": 0.968779,
     "corr_live_max": [
      0.967785,
      422,
      "multi-factor-stock-selection-beat-0050"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 12,
    "out": {
     "share": 0.190476,
     "annual_return": 0.187306,
     "volatility": 0.241978,
     "sharpe": 0.774063
    },
    "in": {
     "share": 0.809052,
     "annual_return": 0.297495,
     "volatility": 0.192139,
     "sharpe": 1.548334
    }
   }
  },
  "new-high-strategy": {
   "slug": "new-high-strategy",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "position_limit": 0.12
   },
   "base": {
    "start": "2015-01-12",
    "end": "2026-11-06",
    "cagr": 0.458849,
    "sharpe": 1.505268,
    "mdd": -0.315117,
    "volatility": 0.287184,
    "score": 1.505268
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-01-12",
    "end": "2026-11-06",
    "cagr": 0.192652,
    "sharpe": 1.018229,
    "mdd": -0.33957,
    "volatility": 0.198333
   },
   "base_halves": [
    1.589987,
    1.467209
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.229192,
       "sharpe": 1.031158,
       "mdd": -0.333652,
       "volatility": 0.233613,
       "score": 1.031158,
       "exposure": 0.719444,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.271988,
       "sharpe": 1.147679,
       "mdd": -0.302169,
       "volatility": 0.242651,
       "score": 1.147679,
       "exposure": 0.784028,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.330852,
       "sharpe": 1.29643,
       "mdd": -0.302169,
       "volatility": 0.252885,
       "score": 1.29643,
       "exposure": 0.834722,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.276144,
       "sharpe": 1.147343,
       "mdd": -0.313928,
       "volatility": 0.246463,
       "score": 1.147343,
       "exposure": 0.771875,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.315922,
       "sharpe": 1.259769,
       "mdd": -0.313928,
       "volatility": 0.250485,
       "score": 1.259769,
       "exposure": 0.799306,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.358684,
       "sharpe": 1.353179,
       "mdd": -0.313928,
       "volatility": 0.259331,
       "score": 1.353179,
       "exposure": 0.838194,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.323748,
       "sharpe": 1.264946,
       "mdd": -0.313928,
       "volatility": 0.255265,
       "score": 1.264946,
       "exposure": 0.794792,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.357666,
       "sharpe": 1.353193,
       "mdd": -0.313928,
       "volatility": 0.258617,
       "score": 1.353193,
       "exposure": 0.815972,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.354793,
       "sharpe": 1.336254,
       "mdd": -0.313928,
       "volatility": 0.260654,
       "score": 1.336254,
       "exposure": 0.823264,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.025315,
      1.457626
     ],
     "benchmark_halves": [
      0.88234,
      1.139904
     ],
     "score_halves": [
      1.025315,
      1.457626
     ],
     "sharpe_change": -0.245499,
     "mdd_change": 0.001189,
     "corr_base": 0.884037,
     "corr_live_max": [
      0.894069,
      574,
      "new-high-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.304811,
       "sharpe": 1.474868,
       "mdd": -0.247613,
       "volatility": 0.200323,
       "score": 1.474868,
       "exposure": 0.738608,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.352722,
       "sharpe": 1.454885,
       "mdd": -0.288036,
       "volatility": 0.233755,
       "score": 1.454885,
       "exposure": 0.852777,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.391932,
       "sharpe": 1.458271,
       "mdd": -0.317645,
       "volatility": 0.257532,
       "score": 1.458271,
       "exposure": 0.921203,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.307813,
       "sharpe": 1.476425,
       "mdd": -0.256644,
       "volatility": 0.201953,
       "score": 1.476425,
       "exposure": 0.747213,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.367047,
       "sharpe": 1.469364,
       "mdd": -0.306643,
       "volatility": 0.239871,
       "score": 1.469364,
       "exposure": 0.871141,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.420142,
       "sharpe": 1.510211,
       "mdd": -0.307235,
       "volatility": 0.263457,
       "score": 1.510211,
       "exposure": 0.93903,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 0.8)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.331738,
       "sharpe": 1.498372,
       "mdd": -0.265263,
       "volatility": 0.213074,
       "score": 1.498372,
       "exposure": 0.782174,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.401113,
       "sharpe": 1.514555,
       "mdd": -0.300603,
       "volatility": 0.251426,
       "score": 1.514555,
       "exposure": 0.902749,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.2)": {
       "start": "2015-01-12",
       "end": "2026-11-06",
       "cagr": 0.442048,
       "sharpe": 1.521952,
       "mdd": -0.31693,
       "volatility": 0.273645,
       "score": 1.521952,
       "exposure": 0.966875,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.516149,
      1.446651
     ],
     "benchmark_halves": [
      0.88234,
      1.139904
     ],
     "score_halves": [
      1.516149,
      1.446651
     ],
     "sharpe_change": -0.035904,
     "mdd_change": 0.008474,
     "corr_base": 0.978979,
     "corr_live_max": [
      0.978106,
      574,
      "new-high-strategy"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.200069,
     "annual_return": 0.544885,
     "volatility": 0.312943,
     "sharpe": 1.741162
    },
    "in": {
     "share": 0.799583,
     "annual_return": 0.404459,
     "volatility": 0.280476,
     "sharpe": 1.442047
    }
   }
  },
  "operating-margin-three-factor": {
   "slug": "operating-margin-three-factor",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2018-01-31",
    "end": "2026-11-06",
    "cagr": 0.194597,
    "sharpe": 1.310523,
    "mdd": -0.259453,
    "volatility": 0.14935,
    "score": 1.310523
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2018-01-31",
    "end": "2026-11-06",
    "cagr": 0.218036,
    "sharpe": 1.057944,
    "mdd": -0.33957,
    "volatility": 0.215396
   },
   "base_halves": [
    1.048647,
    1.549118
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.12703,
       "sharpe": 1.16313,
       "mdd": -0.236982,
       "volatility": 0.112107,
       "score": 1.16313,
       "exposure": 0.721596,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.169262,
       "sharpe": 1.454473,
       "mdd": -0.21643,
       "volatility": 0.116226,
       "score": 1.454473,
       "exposure": 0.786854,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.180803,
       "sharpe": 1.493737,
       "mdd": -0.198909,
       "volatility": 0.120321,
       "score": 1.493737,
       "exposure": 0.83615,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.173174,
       "sharpe": 1.419876,
       "mdd": -0.173936,
       "volatility": 0.121978,
       "score": 1.419876,
       "exposure": 0.78169,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.186302,
       "sharpe": 1.487721,
       "mdd": -0.142511,
       "volatility": 0.12438,
       "score": 1.487721,
       "exposure": 0.807512,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.195529,
       "sharpe": 1.531438,
       "mdd": -0.153453,
       "volatility": 0.126233,
       "score": 1.531438,
       "exposure": 0.835211,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.183107,
       "sharpe": 1.454244,
       "mdd": -0.142511,
       "volatility": 0.125404,
       "score": 1.454244,
       "exposure": 0.810798,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.203301,
       "sharpe": 1.559088,
       "mdd": -0.142511,
       "volatility": 0.128495,
       "score": 1.559088,
       "exposure": 0.832864,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.203647,
       "sharpe": 1.560487,
       "mdd": -0.142511,
       "volatility": 0.128577,
       "score": 1.560487,
       "exposure": 0.834272,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 8,
     "halves": [
      1.150195,
      1.784919
     ],
     "benchmark_halves": [
      0.711902,
      1.336915
     ],
     "score_halves": [
      1.150195,
      1.784919
     ],
     "sharpe_change": 0.177198,
     "mdd_change": 0.116942,
     "corr_base": 0.849227,
     "corr_live_max": [
      0.808767,
      424,
      "operating-margin-three-factor"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": true,
      "distinct": true
     },
     "passes": true
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.157693,
       "sharpe": 1.54845,
       "mdd": -0.148306,
       "volatility": 0.101459,
       "score": 1.54845,
       "exposure": 0.727579,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.177877,
       "sharpe": 1.496879,
       "mdd": -0.179896,
       "volatility": 0.118174,
       "score": 1.496879,
       "exposure": 0.826348,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.190996,
       "sharpe": 1.451689,
       "mdd": -0.203467,
       "volatility": 0.130871,
       "score": 1.451689,
       "exposure": 0.893474,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.13539,
       "sharpe": 1.289533,
       "mdd": -0.171044,
       "volatility": 0.106595,
       "score": 1.289533,
       "exposure": 0.721714,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.153851,
       "sharpe": 1.25594,
       "mdd": -0.201008,
       "volatility": 0.124426,
       "score": 1.25594,
       "exposure": 0.82699,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.163205,
       "sharpe": 1.229089,
       "mdd": -0.230955,
       "volatility": 0.135099,
       "score": 1.229089,
       "exposure": 0.892211,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.135459,
       "sharpe": 1.238747,
       "mdd": -0.215891,
       "volatility": 0.111447,
       "score": 1.238747,
       "exposure": 0.720845,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.151957,
       "sharpe": 1.187075,
       "mdd": -0.257094,
       "volatility": 0.130914,
       "score": 1.187075,
       "exposure": 0.836558,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2018-01-31",
       "end": "2026-11-06",
       "cagr": 0.166016,
       "sharpe": 1.219247,
       "mdd": -0.259453,
       "volatility": 0.138646,
       "score": 1.219247,
       "exposure": 0.897875,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      0.969436,
      1.517296
     ],
     "benchmark_halves": [
      0.711902,
      1.336915
     ],
     "score_halves": [
      0.969436,
      1.517296
     ],
     "sharpe_change": -0.054583,
     "mdd_change": 0.058445,
     "corr_base": 0.969831,
     "corr_live_max": [
      0.973244,
      424,
      "operating-margin-three-factor"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 13,
    "out": {
     "share": 0.191639,
     "annual_return": 0.009622,
     "volatility": 0.188898,
     "sharpe": 0.050937
    },
    "in": {
     "share": 0.807891,
     "annual_return": 0.240194,
     "volatility": 0.138285,
     "sharpe": 1.736947
    }
   }
  },
  "optimize-stock-selection-beating-0050-etf": {
   "slug": "optimize-stock-selection-beating-0050-etf",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "Q"
   },
   "base": {
    "start": "2013-06-28",
    "end": "2026-11-06",
    "cagr": 0.306675,
    "sharpe": 1.564152,
    "mdd": -0.310315,
    "volatility": 0.187955,
    "score": 1.564152
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-06-28",
    "end": "2026-11-06",
    "cagr": 0.188421,
    "sharpe": 1.028251,
    "mdd": -0.33957,
    "volatility": 0.191049
   },
   "base_halves": [
    1.920184,
    1.347202
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.203794,
       "sharpe": 1.434121,
       "mdd": -0.356952,
       "volatility": 0.140435,
       "score": 1.434121,
       "exposure": 0.7251,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.261212,
       "sharpe": 1.698377,
       "mdd": -0.298436,
       "volatility": 0.147522,
       "score": 1.698377,
       "exposure": 0.796813,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.269121,
       "sharpe": 1.679784,
       "mdd": -0.306382,
       "volatility": 0.153548,
       "score": 1.679784,
       "exposure": 0.845541,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.237541,
       "sharpe": 1.54274,
       "mdd": -0.26812,
       "volatility": 0.149956,
       "score": 1.54274,
       "exposure": 0.779957,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.264045,
       "sharpe": 1.639675,
       "mdd": -0.26812,
       "volatility": 0.154908,
       "score": 1.639675,
       "exposure": 0.812136,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.274241,
       "sharpe": 1.656856,
       "mdd": -0.26812,
       "volatility": 0.158669,
       "score": 1.656856,
       "exposure": 0.848606,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.241509,
       "sharpe": 1.506153,
       "mdd": -0.26812,
       "volatility": 0.156462,
       "score": 1.506153,
       "exposure": 0.816427,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.259994,
       "sharpe": 1.561902,
       "mdd": -0.26812,
       "volatility": 0.16114,
       "score": 1.561902,
       "exposure": 0.837573,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.253364,
       "sharpe": 1.515574,
       "mdd": -0.26812,
       "volatility": 0.162632,
       "score": 1.515574,
       "exposure": 0.844009,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 4,
     "halves": [
      2.021301,
      1.385688
     ],
     "benchmark_halves": [
      0.862958,
      1.177543
     ],
     "score_halves": [
      2.021301,
      1.385688
     ],
     "sharpe_change": 0.075523,
     "mdd_change": 0.042195,
     "corr_base": 0.842724,
     "corr_live_max": [
      0.85004,
      651,
      "optimize-stock-selection-beating-0050-etf"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": true,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.200496,
       "sharpe": 1.568344,
       "mdd": -0.23266,
       "volatility": 0.12532,
       "score": 1.568344,
       "exposure": 0.736326,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.23109,
       "sharpe": 1.543006,
       "mdd": -0.259557,
       "volatility": 0.146061,
       "score": 1.543006,
       "exposure": 0.841896,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.257319,
       "sharpe": 1.549144,
       "mdd": -0.281092,
       "volatility": 0.161032,
       "score": 1.549144,
       "exposure": 0.905131,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.203128,
       "sharpe": 1.469419,
       "mdd": -0.248384,
       "volatility": 0.136282,
       "score": 1.469419,
       "exposure": 0.750074,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.241662,
       "sharpe": 1.488708,
       "mdd": -0.272966,
       "volatility": 0.158621,
       "score": 1.488708,
       "exposure": 0.860057,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.273774,
       "sharpe": 1.533339,
       "mdd": -0.296298,
       "volatility": 0.172745,
       "score": 1.533339,
       "exposure": 0.923704,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.200963,
       "sharpe": 1.434178,
       "mdd": -0.277889,
       "volatility": 0.138562,
       "score": 1.434178,
       "exposure": 0.750332,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.253005,
       "sharpe": 1.519129,
       "mdd": -0.302959,
       "volatility": 0.161992,
       "score": 1.519129,
       "exposure": 0.87195,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-06-28",
       "end": "2026-11-06",
       "cagr": 0.282675,
       "sharpe": 1.554637,
       "mdd": -0.310315,
       "volatility": 0.175299,
       "score": 1.554637,
       "exposure": 0.938092,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 1,
     "halves": [
      1.854214,
      1.205579
     ],
     "benchmark_halves": [
      0.862958,
      1.177543
     ],
     "score_halves": [
      1.854214,
      1.205579
     ],
     "sharpe_change": -0.075444,
     "mdd_change": 0.037349,
     "corr_base": 0.97819,
     "corr_live_max": [
      0.976742,
      651,
      "optimize-stock-selection-beating-0050-etf"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 18,
    "out": {
     "share": 0.187308,
     "annual_return": 0.154446,
     "volatility": 0.244371,
     "sharpe": 0.632015
    },
    "in": {
     "share": 0.812385,
     "annual_return": 0.326411,
     "volatility": 0.17238,
     "sharpe": 1.893557
    }
   }
  },
  "pe-pb-peg-backtest": {
   "slug": "pe-pb-peg-backtest",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "Q"
   },
   "base": {
    "start": "2015-03-31",
    "end": "2026-11-06",
    "cagr": 0.354219,
    "sharpe": 1.242227,
    "mdd": -0.351994,
    "volatility": 0.285272,
    "score": 1.242227
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-03-31",
    "end": "2026-11-06",
    "cagr": 0.191486,
    "sharpe": 1.007213,
    "mdd": -0.33957,
    "volatility": 0.199544
   },
   "base_halves": [
    1.067471,
    1.395337
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.219614,
       "sharpe": 1.062297,
       "mdd": -0.382929,
       "volatility": 0.214998,
       "score": 1.062297,
       "exposure": 0.714588,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.28699,
       "sharpe": 1.262258,
       "mdd": -0.299885,
       "volatility": 0.227131,
       "score": 1.262258,
       "exposure": 0.78029,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.293484,
       "sharpe": 1.240458,
       "mdd": -0.317913,
       "volatility": 0.237238,
       "score": 1.240458,
       "exposure": 0.831862,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.292921,
       "sharpe": 1.262527,
       "mdd": -0.265834,
       "volatility": 0.231665,
       "score": 1.262527,
       "exposure": 0.767927,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.324755,
       "sharpe": 1.331758,
       "mdd": -0.298424,
       "volatility": 0.239987,
       "score": 1.331758,
       "exposure": 0.795832,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.34204,
       "sharpe": 1.359561,
       "mdd": -0.267714,
       "volatility": 0.246026,
       "score": 1.359561,
       "exposure": 0.835394,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.271175,
       "sharpe": 1.141929,
       "mdd": -0.32198,
       "volatility": 0.243163,
       "score": 1.141929,
       "exposure": 0.79124,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.281503,
       "sharpe": 1.163386,
       "mdd": -0.32198,
       "volatility": 0.246617,
       "score": 1.163386,
       "exposure": 0.812787,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.266365,
       "sharpe": 1.107172,
       "mdd": -0.32198,
       "volatility": 0.248454,
       "score": 1.107172,
       "exposure": 0.820205,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 4,
     "halves": [
      1.060036,
      1.557611
     ],
     "benchmark_halves": [
      0.93131,
      1.085887
     ],
     "score_halves": [
      1.060036,
      1.557611
     ],
     "sharpe_change": 0.089531,
     "mdd_change": 0.05357,
     "corr_base": 0.862762,
     "corr_live_max": [
      0.861775,
      564,
      "pe-pb-peg-backtest"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.228694,
       "sharpe": 1.156929,
       "mdd": -0.275034,
       "volatility": 0.201672,
       "score": 1.156929,
       "exposure": 0.774974,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.264101,
       "sharpe": 1.16745,
       "mdd": -0.298738,
       "volatility": 0.230366,
       "score": 1.16745,
       "exposure": 0.873234,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.28242,
       "sharpe": 1.167445,
       "mdd": -0.324407,
       "volatility": 0.246416,
       "score": 1.167445,
       "exposure": 0.924523,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.228417,
       "sharpe": 1.122618,
       "mdd": -0.322656,
       "volatility": 0.208995,
       "score": 1.122618,
       "exposure": 0.773018,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.278881,
       "sharpe": 1.186567,
       "mdd": -0.339127,
       "volatility": 0.238397,
       "score": 1.186567,
       "exposure": 0.880967,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.298357,
       "sharpe": 1.182717,
       "mdd": -0.351994,
       "volatility": 0.256117,
       "score": 1.182717,
       "exposure": 0.935248,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.23576,
       "sharpe": 1.151623,
       "mdd": -0.351994,
       "volatility": 0.209088,
       "score": 1.151623,
       "exposure": 0.762213,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.279291,
       "sharpe": 1.17358,
       "mdd": -0.351994,
       "volatility": 0.242062,
       "score": 1.17358,
       "exposure": 0.878506,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2015-03-31",
       "end": "2026-11-06",
       "cagr": 0.311821,
       "sharpe": 1.202517,
       "mdd": -0.351994,
       "volatility": 0.262049,
       "score": 1.202517,
       "exposure": 0.941022,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.01962,
      1.340975
     ],
     "benchmark_halves": [
      0.93131,
      1.085887
     ],
     "score_halves": [
      1.01962,
      1.340975
     ],
     "sharpe_change": -0.05566,
     "mdd_change": 0.012867,
     "corr_base": 0.959411,
     "corr_live_max": [
      0.952469,
      564,
      "pe-pb-peg-backtest"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.203534,
     "annual_return": 0.106049,
     "volatility": 0.340613,
     "sharpe": 0.311347
    },
    "in": {
     "share": 0.796113,
     "annual_return": 0.418176,
     "volatility": 0.269312,
     "sharpe": 1.552755
    }
   }
  },
  "price-to-sales-ratio-cheap-revenue-stocks": {
   "slug": "price-to-sales-ratio-cheap-revenue-stocks",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2013-04-30",
    "end": "2026-11-06",
    "cagr": 0.206085,
    "sharpe": 1.283792,
    "mdd": -0.313292,
    "volatility": 0.160776,
    "score": 1.283792
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-04-30",
    "end": "2026-11-06",
    "cagr": 0.183928,
    "sharpe": 1.009598,
    "mdd": -0.33957,
    "volatility": 0.190525
   },
   "base_halves": [
    1.500158,
    1.167954
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.119915,
       "sharpe": 1.082538,
       "mdd": -0.284823,
       "volatility": 0.113988,
       "score": 1.082538,
       "exposure": 0.725182,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.17456,
       "sharpe": 1.444838,
       "mdd": -0.245279,
       "volatility": 0.119916,
       "score": 1.444838,
       "exposure": 0.797518,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.178915,
       "sharpe": 1.411767,
       "mdd": -0.256646,
       "volatility": 0.125964,
       "score": 1.411767,
       "exposure": 0.84655,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.155435,
       "sharpe": 1.281699,
       "mdd": -0.214565,
       "volatility": 0.122172,
       "score": 1.281699,
       "exposure": 0.780872,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.17494,
       "sharpe": 1.38062,
       "mdd": -0.202309,
       "volatility": 0.126312,
       "score": 1.38062,
       "exposure": 0.813257,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.189935,
       "sharpe": 1.446795,
       "mdd": -0.202309,
       "volatility": 0.129901,
       "score": 1.446795,
       "exposure": 0.850484,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.162465,
       "sharpe": 1.273329,
       "mdd": -0.202309,
       "volatility": 0.128518,
       "score": 1.273329,
       "exposure": 0.818705,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.179222,
       "sharpe": 1.351739,
       "mdd": -0.202309,
       "volatility": 0.132372,
       "score": 1.351739,
       "exposure": 0.839588,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.174339,
       "sharpe": 1.313319,
       "mdd": -0.202309,
       "volatility": 0.133053,
       "score": 1.313319,
       "exposure": 0.845944,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 6,
     "halves": [
      1.463672,
      1.358914
     ],
     "benchmark_halves": [
      0.885785,
      1.134053
     ],
     "score_halves": [
      1.463672,
      1.358914
     ],
     "sharpe_change": 0.096828,
     "mdd_change": 0.110983,
     "corr_base": 0.803562,
     "corr_live_max": [
      0.794563,
      658,
      "price-to-sales-ratio-cheap-revenue-stocks"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.149794,
       "sharpe": 1.396284,
       "mdd": -0.20046,
       "volatility": 0.107289,
       "score": 1.396284,
       "exposure": 0.734962,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.169922,
       "sharpe": 1.360059,
       "mdd": -0.228901,
       "volatility": 0.124826,
       "score": 1.360059,
       "exposure": 0.840734,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.180911,
       "sharpe": 1.320831,
       "mdd": -0.257381,
       "volatility": 0.137069,
       "score": 1.320831,
       "exposure": 0.900467,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.14131,
       "sharpe": 1.272018,
       "mdd": -0.211466,
       "volatility": 0.112196,
       "score": 1.272018,
       "exposure": 0.727423,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.162983,
       "sharpe": 1.250515,
       "mdd": -0.256463,
       "volatility": 0.13156,
       "score": 1.250515,
       "exposure": 0.839364,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.17484,
       "sharpe": 1.222662,
       "mdd": -0.285668,
       "volatility": 0.144615,
       "score": 1.222662,
       "exposure": 0.900207,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.134433,
       "sharpe": 1.184281,
       "mdd": -0.248416,
       "volatility": 0.115574,
       "score": 1.184281,
       "exposure": 0.718542,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.154332,
       "sharpe": 1.143844,
       "mdd": -0.291243,
       "volatility": 0.137853,
       "score": 1.143844,
       "exposure": 0.838508,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.171393,
       "sharpe": 1.165195,
       "mdd": -0.313292,
       "volatility": 0.149819,
       "score": 1.165195,
       "exposure": 0.910457,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.50381,
      1.07431
     ],
     "benchmark_halves": [
      0.885785,
      1.134053
     ],
     "score_halves": [
      1.50381,
      1.07431
     ],
     "sharpe_change": -0.033277,
     "mdd_change": 0.056829,
     "corr_base": 0.973849,
     "corr_live_max": [
      0.974679,
      658,
      "price-to-sales-ratio-cheap-revenue-stocks"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 19,
    "out": {
     "share": 0.186194,
     "annual_return": 0.124859,
     "volatility": 0.231151,
     "sharpe": 0.540163
    },
    "in": {
     "share": 0.813503,
     "annual_return": 0.225277,
     "volatility": 0.13984,
     "sharpe": 1.610964
    }
   }
  },
  "python-finlab-optimization": {
   "slug": "python-finlab-optimization",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "Q"
   },
   "base": {
    "start": "2010-06-30",
    "end": "2026-11-06",
    "cagr": 0.183907,
    "sharpe": 1.287398,
    "mdd": -0.305858,
    "volatility": 0.142889,
    "score": 1.287398
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2010-06-30",
    "end": "2026-11-06",
    "cagr": 0.166894,
    "sharpe": 0.942177,
    "mdd": -0.33957,
    "volatility": 0.187105
   },
   "base_halves": [
    1.333211,
    1.269293
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.102131,
       "sharpe": 1.048098,
       "mdd": -0.226073,
       "volatility": 0.100264,
       "score": 1.048098,
       "exposure": 0.704092,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.151749,
       "sharpe": 1.416605,
       "mdd": -0.213896,
       "volatility": 0.106637,
       "score": 1.416605,
       "exposure": 0.776198,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.146159,
       "sharpe": 1.30174,
       "mdd": -0.25279,
       "volatility": 0.112718,
       "score": 1.30174,
       "exposure": 0.826846,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.120397,
       "sharpe": 1.147898,
       "mdd": -0.200872,
       "volatility": 0.106877,
       "score": 1.147898,
       "exposure": 0.758483,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.137548,
       "sharpe": 1.254699,
       "mdd": -0.173306,
       "volatility": 0.110564,
       "score": 1.254699,
       "exposure": 0.791916,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.154612,
       "sharpe": 1.34498,
       "mdd": -0.174028,
       "volatility": 0.114901,
       "score": 1.34498,
       "exposure": 0.831836,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.134793,
       "sharpe": 1.213113,
       "mdd": -0.206859,
       "volatility": 0.112469,
       "score": 1.213113,
       "exposure": 0.793413,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.147516,
       "sharpe": 1.280531,
       "mdd": -0.196609,
       "volatility": 0.115809,
       "score": 1.280531,
       "exposure": 0.815619,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.146019,
       "sharpe": 1.258817,
       "mdd": -0.245201,
       "volatility": 0.116835,
       "score": 1.258817,
       "exposure": 0.827595,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.26259,
      1.275054
     ],
     "benchmark_halves": [
      0.76409,
      1.091956
     ],
     "score_halves": [
      1.26259,
      1.275054
     ],
     "sharpe_change": -0.032699,
     "mdd_change": 0.132552,
     "corr_base": 0.77295,
     "corr_live_max": [
      0.761278,
      800,
      "python-finlab-optimization"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.130172,
       "sharpe": 1.418049,
       "mdd": -0.178954,
       "volatility": 0.09175,
       "score": 1.418049,
       "exposure": 0.738918,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.151439,
       "sharpe": 1.409661,
       "mdd": -0.211989,
       "volatility": 0.106984,
       "score": 1.409661,
       "exposure": 0.837715,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.163239,
       "sharpe": 1.376337,
       "mdd": -0.243824,
       "volatility": 0.118114,
       "score": 1.376337,
       "exposure": 0.899299,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.130476,
       "sharpe": 1.343468,
       "mdd": -0.21087,
       "volatility": 0.097456,
       "score": 1.343468,
       "exposure": 0.748022,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.0)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.146538,
       "sharpe": 1.293232,
       "mdd": -0.247234,
       "volatility": 0.113813,
       "score": 1.293232,
       "exposure": 0.85077,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 1.2)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.159695,
       "sharpe": 1.275331,
       "mdd": -0.276646,
       "volatility": 0.125748,
       "score": 1.275331,
       "exposure": 0.916061,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.129995,
       "sharpe": 1.307167,
       "mdd": -0.256844,
       "volatility": 0.100024,
       "score": 1.307167,
       "exposure": 0.751911,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.0)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.147665,
       "sharpe": 1.261181,
       "mdd": -0.291158,
       "volatility": 0.117887,
       "score": 1.261181,
       "exposure": 0.860689,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2010-06-30",
       "end": "2026-11-06",
       "cagr": 0.161692,
       "sharpe": 1.26444,
       "mdd": -0.305858,
       "volatility": 0.128514,
       "score": 1.26444,
       "exposure": 0.91811,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 6,
     "halves": [
      1.357482,
      1.237633
     ],
     "benchmark_halves": [
      0.76409,
      1.091956
     ],
     "score_halves": [
      1.357482,
      1.237633
     ],
     "sharpe_change": 0.005834,
     "mdd_change": 0.058624,
     "corr_base": 0.969337,
     "corr_live_max": [
      0.971431,
      800,
      "python-finlab-optimization"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 26,
    "out": {
     "share": 0.207637,
     "annual_return": 0.155333,
     "volatility": 0.197828,
     "sharpe": 0.785192
    },
    "in": {
     "share": 0.792114,
     "annual_return": 0.191629,
     "volatility": 0.124605,
     "sharpe": 1.537893
    }
   }
  },
  "python-quant-trading-tutorial": {
   "slug": "python-quant-trading-tutorial",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2007-10-31",
    "end": "2026-11-06",
    "cagr": 0.13476,
    "sharpe": 1.068324,
    "mdd": -0.198226,
    "volatility": 0.129322,
    "score": 1.068324
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2007-10-31",
    "end": "2026-11-06",
    "cagr": 0.125743,
    "sharpe": 0.684257,
    "mdd": -0.554691,
    "volatility": 0.209835
   },
   "base_halves": [
    0.911917,
    1.248728
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.07522,
       "sharpe": 0.732583,
       "mdd": -0.207731,
       "volatility": 0.109879,
       "score": 0.732583,
       "exposure": 0.677799,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.120196,
       "sharpe": 1.075332,
       "mdd": -0.181389,
       "volatility": 0.114458,
       "score": 1.075332,
       "exposure": 0.744594,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.111341,
       "sharpe": 0.963266,
       "mdd": -0.238612,
       "volatility": 0.119994,
       "score": 0.963266,
       "exposure": 0.79255,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.113134,
       "sharpe": 0.993323,
       "mdd": -0.207235,
       "volatility": 0.11775,
       "score": 0.993323,
       "exposure": 0.721259,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.127482,
       "sharpe": 1.076719,
       "mdd": -0.163227,
       "volatility": 0.121235,
       "score": 1.076719,
       "exposure": 0.751873,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.131483,
       "sharpe": 1.078797,
       "mdd": -0.230889,
       "volatility": 0.12478,
       "score": 1.078797,
       "exposure": 0.791051,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.118191,
       "sharpe": 1.005607,
       "mdd": -0.180371,
       "volatility": 0.121383,
       "score": 1.005607,
       "exposure": 0.758082,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.128957,
       "sharpe": 1.072155,
       "mdd": -0.183254,
       "volatility": 0.123237,
       "score": 1.072155,
       "exposure": 0.780775,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.135025,
       "sharpe": 1.100911,
       "mdd": -0.181039,
       "volatility": 0.12524,
       "score": 1.100911,
       "exposure": 0.794905,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 5,
     "halves": [
      0.937948,
      1.224858
     ],
     "benchmark_halves": [
      0.286174,
      1.090816
     ],
     "score_halves": [
      0.937948,
      1.224858
     ],
     "sharpe_change": 0.008395,
     "mdd_change": 0.034999,
     "corr_base": 0.936065,
     "corr_live_max": [
      0.928591,
      932,
      "python-quant-trading-tutorial"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.088059,
       "sharpe": 0.94153,
       "mdd": -0.14145,
       "volatility": 0.097012,
       "score": 0.94153,
       "exposure": 0.794346,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.100692,
       "sharpe": 0.976463,
       "mdd": -0.146571,
       "volatility": 0.106691,
       "score": 0.976463,
       "exposure": 0.86697,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.109045,
       "sharpe": 0.994334,
       "mdd": -0.159645,
       "volatility": 0.113316,
       "score": 0.994334,
       "exposure": 0.908974,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.096437,
       "sharpe": 0.977327,
       "mdd": -0.14145,
       "volatility": 0.102028,
       "score": 0.977327,
       "exposure": 0.824722,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.107906,
       "sharpe": 0.994223,
       "mdd": -0.151353,
       "volatility": 0.112132,
       "score": 0.994223,
       "exposure": 0.902773,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.115237,
       "sharpe": 1.007338,
       "mdd": -0.163751,
       "volatility": 0.118078,
       "score": 1.007338,
       "exposure": 0.946128,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.10631,
       "sharpe": 1.028011,
       "mdd": -0.17488,
       "volatility": 0.106393,
       "score": 1.028011,
       "exposure": 0.855202,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.118405,
       "sharpe": 1.035501,
       "mdd": -0.198226,
       "volatility": 0.117626,
       "score": 1.035501,
       "exposure": 0.93977,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2007-10-31",
       "end": "2026-11-06",
       "cagr": 0.125399,
       "sharpe": 1.04194,
       "mdd": -0.198226,
       "volatility": 0.123757,
       "score": 1.04194,
       "exposure": 0.96891,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      0.83304,
      1.183511
     ],
     "benchmark_halves": [
      0.286174,
      1.090816
     ],
     "score_halves": [
      0.83304,
      1.183511
     ],
     "sharpe_change": -0.074101,
     "mdd_change": 0.046873,
     "corr_base": 0.959951,
     "corr_live_max": [
      0.964127,
      932,
      "python-quant-trading-tutorial"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 31,
    "out": {
     "share": 0.247752,
     "annual_return": 0.004821,
     "volatility": 0.090965,
     "sharpe": 0.052994
    },
    "in": {
     "share": 0.752034,
     "annual_return": 0.182226,
     "volatility": 0.139587,
     "sharpe": 1.305469
    }
   }
  },
  "revenue-new-high-stock-selection": {
   "slug": "revenue-new-high-stock-selection",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "11D",
    "stop_loss": 0.1
   },
   "base": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.519906,
    "sharpe": 1.607262,
    "mdd": -0.320064,
    "volatility": 0.297425,
    "score": 1.607262
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.189224,
    "sharpe": 1.001757,
    "mdd": -0.33957,
    "volatility": 0.198847
   },
   "base_halves": [
    1.915515,
    1.370891
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.366339,
       "sharpe": 1.397458,
       "mdd": -0.338231,
       "volatility": 0.254548,
       "score": 1.397458,
       "exposure": 0.717285,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.423447,
       "sharpe": 1.516851,
       "mdd": -0.264926,
       "volatility": 0.264133,
       "score": 1.516851,
       "exposure": 0.782365,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.445219,
       "sharpe": 1.543513,
       "mdd": -0.284197,
       "volatility": 0.270954,
       "score": 1.543513,
       "exposure": 0.83345,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.403283,
       "sharpe": 1.461628,
       "mdd": -0.273608,
       "volatility": 0.263976,
       "score": 1.461628,
       "exposure": 0.770119,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.422398,
       "sharpe": 1.496753,
       "mdd": -0.305868,
       "volatility": 0.267843,
       "score": 1.496753,
       "exposure": 0.797761,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.441099,
       "sharpe": 1.519452,
       "mdd": -0.305868,
       "volatility": 0.273829,
       "score": 1.519452,
       "exposure": 0.836949,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.409866,
       "sharpe": 1.456981,
       "mdd": -0.331787,
       "volatility": 0.269096,
       "score": 1.456981,
       "exposure": 0.793212,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.419829,
       "sharpe": 1.462969,
       "mdd": -0.310045,
       "volatility": 0.27388,
       "score": 1.462969,
       "exposure": 0.814556,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.420123,
       "sharpe": 1.459095,
       "mdd": -0.310045,
       "volatility": 0.274954,
       "score": 1.459095,
       "exposure": 0.821903,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.607962,
      1.438666
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      1.607962,
      1.438666
     ],
     "sharpe_change": -0.110509,
     "mdd_change": 0.014196,
     "corr_base": 0.903027,
     "corr_live_max": [
      0.902867,
      570,
      "revenue-new-high-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.374691,
       "sharpe": 1.653826,
       "mdd": -0.280909,
       "volatility": 0.213029,
       "score": 1.653826,
       "exposure": 0.751508,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.437738,
       "sharpe": 1.646635,
       "mdd": -0.311223,
       "volatility": 0.246928,
       "score": 1.646635,
       "exposure": 0.874308,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.482664,
       "sharpe": 1.656636,
       "mdd": -0.316865,
       "volatility": 0.267974,
       "score": 1.656636,
       "exposure": 0.941387,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.359467,
       "sharpe": 1.597628,
       "mdd": -0.253184,
       "volatility": 0.213342,
       "score": 1.597628,
       "exposure": 0.759818,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.424953,
       "sharpe": 1.574238,
       "mdd": -0.299179,
       "volatility": 0.253458,
       "score": 1.574238,
       "exposure": 0.895582,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.449801,
       "sharpe": 1.532043,
       "mdd": -0.316166,
       "volatility": 0.27606,
       "score": 1.532043,
       "exposure": 0.958942,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.384081,
       "sharpe": 1.658397,
       "mdd": -0.249618,
       "volatility": 0.21725,
       "score": 1.658397,
       "exposure": 0.772205,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.46002,
       "sharpe": 1.638329,
       "mdd": -0.288571,
       "volatility": 0.259944,
       "score": 1.638329,
       "exposure": 0.9112,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(126, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.464153,
       "sharpe": 1.547322,
       "mdd": -0.320064,
       "volatility": 0.280794,
       "score": 1.547322,
       "exposure": 0.965606,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 5,
     "halves": [
      1.833418,
      1.358086
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      1.833418,
      1.358086
     ],
     "sharpe_change": -0.033024,
     "mdd_change": 0.020885,
     "corr_base": 0.964687,
     "corr_live_max": [
      0.965731,
      570,
      "revenue-new-high-stock-selection"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.20161,
     "annual_return": 0.349205,
     "volatility": 0.286014,
     "sharpe": 1.220937
    },
    "in": {
     "share": 0.79804,
     "annual_return": 0.510955,
     "volatility": 0.300328,
     "sharpe": 1.701323
    }
   }
  },
  "risk-of-diversification": {
   "slug": "risk-of-diversification",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M",
    "resample_offset": "11D",
    "stop_loss": 0.1
   },
   "base": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.354768,
    "sharpe": 1.43616,
    "mdd": -0.271056,
    "volatility": 0.238931,
    "score": 1.43616
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2015-02-11",
    "end": "2026-11-06",
    "cagr": 0.189224,
    "sharpe": 1.001757,
    "mdd": -0.33957,
    "volatility": 0.198847
   },
   "base_halves": [
    1.568863,
    1.34881
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.26181,
       "sharpe": 1.320805,
       "mdd": -0.259418,
       "volatility": 0.197069,
       "score": 1.320805,
       "exposure": 0.717285,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.311633,
       "sharpe": 1.474566,
       "mdd": -0.271024,
       "volatility": 0.204784,
       "score": 1.474566,
       "exposure": 0.782365,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.329206,
       "sharpe": 1.499112,
       "mdd": -0.28432,
       "volatility": 0.211581,
       "score": 1.499112,
       "exposure": 0.83345,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.276216,
       "sharpe": 1.333964,
       "mdd": -0.271056,
       "volatility": 0.205186,
       "score": 1.333964,
       "exposure": 0.770119,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.301191,
       "sharpe": 1.41314,
       "mdd": -0.271056,
       "volatility": 0.208369,
       "score": 1.41314,
       "exposure": 0.797761,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.323293,
       "sharpe": 1.464166,
       "mdd": -0.271056,
       "volatility": 0.213817,
       "score": 1.464166,
       "exposure": 0.836949,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.300277,
       "sharpe": 1.399017,
       "mdd": -0.271056,
       "volatility": 0.21023,
       "score": 1.399017,
       "exposure": 0.793212,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.310692,
       "sharpe": 1.418706,
       "mdd": -0.271056,
       "volatility": 0.213658,
       "score": 1.418706,
       "exposure": 0.814556,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.302145,
       "sharpe": 1.381181,
       "mdd": -0.282751,
       "volatility": 0.214722,
       "score": 1.381181,
       "exposure": 0.821903,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      1.465017,
      1.402362
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      1.465017,
      1.402362
     ],
     "sharpe_change": -0.02302,
     "mdd_change": 0.0,
     "corr_base": 0.864361,
     "corr_live_max": [
      0.848147,
      569,
      "risk-of-diversification"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.247334,
       "sharpe": 1.419554,
       "mdd": -0.233392,
       "volatility": 0.171622,
       "score": 1.419554,
       "exposure": 0.755683,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.279813,
       "sharpe": 1.382367,
       "mdd": -0.252298,
       "volatility": 0.199229,
       "score": 1.382367,
       "exposure": 0.872745,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.312776,
       "sharpe": 1.403788,
       "mdd": -0.257348,
       "volatility": 0.217728,
       "score": 1.403788,
       "exposure": 0.939477,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.234036,
       "sharpe": 1.336174,
       "mdd": -0.237641,
       "volatility": 0.174388,
       "score": 1.336174,
       "exposure": 0.77077,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.275417,
       "sharpe": 1.323327,
       "mdd": -0.250408,
       "volatility": 0.206563,
       "score": 1.323327,
       "exposure": 0.898977,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.310259,
       "sharpe": 1.358102,
       "mdd": -0.253841,
       "volatility": 0.224746,
       "score": 1.358102,
       "exposure": 0.958934,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.23335,
       "sharpe": 1.332965,
       "mdd": -0.221503,
       "volatility": 0.174383,
       "score": 1.332965,
       "exposure": 0.770828,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.282955,
       "sharpe": 1.351753,
       "mdd": -0.248197,
       "volatility": 0.206771,
       "score": 1.351753,
       "exposure": 0.903745,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2015-02-11",
       "end": "2026-11-06",
       "cagr": 0.318095,
       "sharpe": 1.388838,
       "mdd": -0.265497,
       "volatility": 0.224117,
       "score": 1.388838,
       "exposure": 0.958766,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 0,
     "halves": [
      1.359175,
      1.298964
     ],
     "benchmark_halves": [
      0.879163,
      1.113502
     ],
     "score_halves": [
      1.359175,
      1.298964
     ],
     "sharpe_change": -0.112833,
     "mdd_change": 0.020648,
     "corr_base": 0.975788,
     "corr_live_max": [
      0.978913,
      569,
      "risk-of-diversification"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 16,
    "out": {
     "share": 0.20161,
     "annual_return": 0.209124,
     "volatility": 0.260079,
     "sharpe": 0.804078
    },
    "in": {
     "share": 0.79804,
     "annual_return": 0.37731,
     "volatility": 0.23335,
     "sharpe": 1.616924
    }
   }
  },
  "small-cap-effect": {
   "slug": "small-cap-effect",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2013-04-30",
    "end": "2026-11-06",
    "cagr": 0.364139,
    "sharpe": 2.302295,
    "mdd": -0.240403,
    "volatility": 0.14371,
    "score": 2.302295
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-04-30",
    "end": "2026-11-06",
    "cagr": 0.183928,
    "sharpe": 1.009598,
    "mdd": -0.33957,
    "volatility": 0.190525
   },
   "base_halves": [
    2.528354,
    2.114303
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.321976,
       "sharpe": 2.590938,
       "mdd": -0.195808,
       "volatility": 0.113678,
       "score": 2.590938,
       "exposure": 0.725182,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.365481,
       "sharpe": 2.776686,
       "mdd": -0.141315,
       "volatility": 0.118309,
       "score": 2.776686,
       "exposure": 0.797518,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.360324,
       "sharpe": 2.64894,
       "mdd": -0.155133,
       "volatility": 0.122743,
       "score": 2.64894,
       "exposure": 0.84655,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.321982,
       "sharpe": 2.503156,
       "mdd": -0.127036,
       "volatility": 0.11786,
       "score": 2.503156,
       "exposure": 0.780872,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.336466,
       "sharpe": 2.532872,
       "mdd": -0.132644,
       "volatility": 0.121073,
       "score": 2.532872,
       "exposure": 0.813257,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.348234,
       "sharpe": 2.559019,
       "mdd": -0.132645,
       "volatility": 0.12349,
       "score": 2.559019,
       "exposure": 0.850484,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.33753,
       "sharpe": 2.506159,
       "mdd": -0.152482,
       "volatility": 0.122773,
       "score": 2.506159,
       "exposure": 0.818705,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.35115,
       "sharpe": 2.534626,
       "mdd": -0.159905,
       "volatility": 0.125668,
       "score": 2.534626,
       "exposure": 0.839588,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.34598,
       "sharpe": 2.490806,
       "mdd": -0.159905,
       "volatility": 0.126322,
       "score": 2.490806,
       "exposure": 0.845944,
       "beats_benchmark": true,
       "beats_base": true
      }
     },
     "benchmark_wins": 9,
     "base_wins": 9,
     "halves": [
      2.673408,
      2.403196
     ],
     "benchmark_halves": [
      0.885785,
      1.134053
     ],
     "score_halves": [
      2.673408,
      2.403196
     ],
     "sharpe_change": 0.230577,
     "mdd_change": 0.107759,
     "corr_base": 0.856188,
     "corr_live_max": [
      0.871604,
      658,
      "small-cap-effect"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": true,
      "halves_vs_base": true,
      "distinct": true
     },
     "passes": true
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.289063,
       "sharpe": 2.41038,
       "mdd": -0.171336,
       "volatility": 0.111287,
       "score": 2.41038,
       "exposure": 0.79639,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.337826,
       "sharpe": 2.394561,
       "mdd": -0.20403,
       "volatility": 0.128925,
       "score": 2.394561,
       "exposure": 0.909435,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.357539,
       "sharpe": 2.378292,
       "mdd": -0.208427,
       "volatility": 0.136588,
       "score": 2.378292,
       "exposure": 0.957616,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(63, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.275859,
       "sharpe": 2.259172,
       "mdd": -0.19813,
       "volatility": 0.114179,
       "score": 2.259172,
       "exposure": 0.796871,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.322973,
       "sharpe": 2.27523,
       "mdd": -0.208427,
       "volatility": 0.130725,
       "score": 2.27523,
       "exposure": 0.911208,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.341439,
       "sharpe": 2.27244,
       "mdd": -0.215084,
       "volatility": 0.137591,
       "score": 2.27244,
       "exposure": 0.956376,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.277517,
       "sharpe": 2.221667,
       "mdd": -0.208422,
       "volatility": 0.116852,
       "score": 2.221667,
       "exposure": 0.802412,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.319757,
       "sharpe": 2.226174,
       "mdd": -0.217425,
       "volatility": 0.132589,
       "score": 2.226174,
       "exposure": 0.92132,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.340055,
       "sharpe": 2.247547,
       "mdd": -0.240403,
       "volatility": 0.138712,
       "score": 2.247547,
       "exposure": 0.963505,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 3,
     "halves": [
      2.560754,
      2.009652
     ],
     "benchmark_halves": [
      0.885785,
      1.134053
     ],
     "score_halves": [
      2.560754,
      2.009652
     ],
     "sharpe_change": -0.027065,
     "mdd_change": 0.031976,
     "corr_base": 0.985052,
     "corr_live_max": [
      0.985191,
      658,
      "small-cap-effect"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 19,
    "out": {
     "share": 0.186194,
     "annual_return": 0.084434,
     "volatility": 0.1808,
     "sharpe": 0.467003
    },
    "in": {
     "share": 0.813503,
     "annual_return": 0.387523,
     "volatility": 0.133596,
     "sharpe": 2.900696
    }
   }
  },
  "strategy-dog-free-cash-flow-stock-screen-backtest": {
   "slug": "strategy-dog-free-cash-flow-stock-screen-backtest",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "resample": "M"
   },
   "base": {
    "start": "2013-04-30",
    "end": "2026-11-06",
    "cagr": 0.215641,
    "sharpe": 1.239514,
    "mdd": -0.31224,
    "volatility": 0.175014,
    "score": 1.239514
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-04-30",
    "end": "2026-11-06",
    "cagr": 0.183928,
    "sharpe": 1.009598,
    "mdd": -0.33957,
    "volatility": 0.190525
   },
   "base_halves": [
    1.284431,
    1.240876
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.110104,
       "sharpe": 0.9132,
       "mdd": -0.27782,
       "volatility": 0.126885,
       "score": 0.9132,
       "exposure": 0.725182,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.171227,
       "sharpe": 1.277799,
       "mdd": -0.20284,
       "volatility": 0.134783,
       "score": 1.277799,
       "exposure": 0.797518,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(60, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.177387,
       "sharpe": 1.266521,
       "mdd": -0.217827,
       "volatility": 0.140933,
       "score": 1.266521,
       "exposure": 0.84655,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.146339,
       "sharpe": 1.098169,
       "mdd": -0.184423,
       "volatility": 0.136902,
       "score": 1.098169,
       "exposure": 0.780872,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.173605,
       "sharpe": 1.243749,
       "mdd": -0.178721,
       "volatility": 0.140828,
       "score": 1.243749,
       "exposure": 0.813257,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(120, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.187814,
       "sharpe": 1.296174,
       "mdd": -0.178721,
       "volatility": 0.1452,
       "score": 1.296174,
       "exposure": 0.850484,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(240, 0.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.159848,
       "sharpe": 1.130592,
       "mdd": -0.195544,
       "volatility": 0.14464,
       "score": 1.130592,
       "exposure": 0.818705,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.177132,
       "sharpe": 1.209934,
       "mdd": -0.195544,
       "volatility": 0.148214,
       "score": 1.209934,
       "exposure": 0.839588,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.170567,
       "sharpe": 1.16311,
       "mdd": -0.216287,
       "volatility": 0.149367,
       "score": 1.16311,
       "exposure": 0.845944,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 8,
     "base_wins": 4,
     "halves": [
      1.165584,
      1.334682
     ],
     "benchmark_halves": [
      0.885785,
      1.134053
     ],
     "score_halves": [
      1.165584,
      1.334682
     ],
     "sharpe_change": 0.004235,
     "mdd_change": 0.133519,
     "corr_base": 0.805654,
     "corr_live_max": [
      0.797693,
      658,
      "strategy-dog-free-cash-flow-stock-screen-backtest"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": true,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.148377,
       "sharpe": 1.253927,
       "mdd": -0.179518,
       "volatility": 0.119567,
       "score": 1.253927,
       "exposure": 0.746576,
       "beats_benchmark": true,
       "beats_base": true
      },
      "(21, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.164659,
       "sharpe": 1.207346,
       "mdd": -0.216038,
       "volatility": 0.138224,
       "score": 1.207346,
       "exposure": 0.845983,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.178147,
       "sharpe": 1.190893,
       "mdd": -0.244198,
       "volatility": 0.151782,
       "score": 1.190893,
       "exposure": 0.906787,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.150119,
       "sharpe": 1.214923,
       "mdd": -0.215345,
       "volatility": 0.12528,
       "score": 1.214923,
       "exposure": 0.744814,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.169202,
       "sharpe": 1.178273,
       "mdd": -0.249649,
       "volatility": 0.145999,
       "score": 1.178273,
       "exposure": 0.854027,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.179817,
       "sharpe": 1.15026,
       "mdd": -0.284438,
       "volatility": 0.159474,
       "score": 1.15026,
       "exposure": 0.917963,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.141932,
       "sharpe": 1.162661,
       "mdd": -0.252102,
       "volatility": 0.124487,
       "score": 1.162661,
       "exposure": 0.720124,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.167086,
       "sharpe": 1.143446,
       "mdd": -0.296169,
       "volatility": 0.149242,
       "score": 1.143446,
       "exposure": 0.846888,
       "beats_benchmark": true,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-04-30",
       "end": "2026-11-06",
       "cagr": 0.186452,
       "sharpe": 1.176283,
       "mdd": -0.31224,
       "volatility": 0.161094,
       "score": 1.176283,
       "exposure": 0.917174,
       "beats_benchmark": true,
       "beats_base": false
      }
     },
     "benchmark_wins": 9,
     "base_wins": 1,
     "halves": [
      1.264025,
      1.130677
     ],
     "benchmark_halves": [
      0.885785,
      1.134053
     ],
     "score_halves": [
      1.264025,
      1.130677
     ],
     "sharpe_change": -0.061241,
     "mdd_change": 0.062591,
     "corr_base": 0.974913,
     "corr_live_max": [
      0.975885,
      658,
      "strategy-dog-free-cash-flow-stock-screen-backtest"
     ],
     "checks": {
      "grid_vs_benchmark": true,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": true,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 19,
    "out": {
     "share": 0.186194,
     "annual_return": 0.176026,
     "volatility": 0.241245,
     "sharpe": 0.729656
    },
    "in": {
     "share": 0.813503,
     "annual_return": 0.226509,
     "volatility": 0.156039,
     "sharpe": 1.451618
    }
   }
  },
  "treasury-stock-repeat-buyback": {
   "slug": "treasury-stock-repeat-buyback",
   "market": "tw",
   "sim_calls": 1,
   "settings": {
    "trade_at_price": "open"
   },
   "base": {
    "start": "2013-05-02",
    "end": "2026-11-06",
    "cagr": 0.195379,
    "sharpe": 1.040275,
    "mdd": -0.351379,
    "volatility": 0.195355,
    "score": 1.040275
   },
   "replay_gap": 0.0,
   "benchmark": {
    "start": "2013-05-02",
    "end": "2026-11-06",
    "cagr": 0.183776,
    "sharpe": 1.008689,
    "mdd": -0.33957,
    "volatility": 0.190554
   },
   "base_halves": [
    0.926917,
    1.167618
   ],
   "designs": {
    "trend": {
     "original": "(120, 0.02)",
     "grid": {
      "(60, 0.0)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.101788,
       "sharpe": 0.736,
       "mdd": -0.341225,
       "volatility": 0.15136,
       "score": 0.736,
       "exposure": 0.725098,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.02)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.150236,
       "sharpe": 0.974309,
       "mdd": -0.264175,
       "volatility": 0.161528,
       "score": 0.974309,
       "exposure": 0.797457,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(60, 0.04)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.150925,
       "sharpe": 0.941827,
       "mdd": -0.280037,
       "volatility": 0.169128,
       "score": 0.941827,
       "exposure": 0.846503,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(120, 0.0)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.138162,
       "sharpe": 0.895574,
       "mdd": -0.274307,
       "volatility": 0.164049,
       "score": 0.895574,
       "exposure": 0.780805,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(120, 0.02)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.151955,
       "sharpe": 0.949358,
       "mdd": -0.305107,
       "volatility": 0.168675,
       "score": 0.949358,
       "exposure": 0.8132,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(120, 0.04)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.158644,
       "sharpe": 0.967885,
       "mdd": -0.279895,
       "volatility": 0.17225,
       "score": 0.967885,
       "exposure": 0.850439,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(240, 0.0)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.133297,
       "sharpe": 0.846111,
       "mdd": -0.2728,
       "volatility": 0.169495,
       "score": 0.846111,
       "exposure": 0.81865,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(240, 0.02)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.142955,
       "sharpe": 0.882068,
       "mdd": -0.333374,
       "volatility": 0.173263,
       "score": 0.882068,
       "exposure": 0.83954,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(240, 0.04)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.132306,
       "sharpe": 0.82331,
       "mdd": -0.333374,
       "volatility": 0.174069,
       "score": 0.82331,
       "exposure": 0.845898,
       "beats_benchmark": false,
       "beats_base": false
      }
     },
     "benchmark_wins": 0,
     "base_wins": 0,
     "halves": [
      0.707255,
      1.143918
     ],
     "benchmark_halves": [
      0.883137,
      1.134053
     ],
     "score_halves": [
      0.707255,
      1.143918
     ],
     "sharpe_change": -0.090917,
     "mdd_change": 0.046272,
     "corr_base": 0.847747,
     "corr_live_max": [
      0.839052,
      659,
      "treasury-stock-repeat-buyback"
     ],
     "checks": {
      "grid_vs_benchmark": false,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": false,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": true
     },
     "passes": false
    },
    "vol": {
     "original": "(63, 1.0)",
     "grid": {
      "(21, 0.8)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.110609,
       "sharpe": 0.932696,
       "mdd": -0.267996,
       "volatility": 0.124348,
       "score": 0.932696,
       "exposure": 0.719278,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(21, 1.0)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.126987,
       "sharpe": 0.928751,
       "mdd": -0.309045,
       "volatility": 0.143993,
       "score": 0.928751,
       "exposure": 0.818459,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(21, 1.2)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.138924,
       "sharpe": 0.923487,
       "mdd": -0.344791,
       "volatility": 0.15908,
       "score": 0.923487,
       "exposure": 0.883562,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(63, 0.8)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.106337,
       "sharpe": 0.890018,
       "mdd": -0.248879,
       "volatility": 0.12609,
       "score": 0.890018,
       "exposure": 0.700575,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(63, 1.0)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.1258,
       "sharpe": 0.898256,
       "mdd": -0.303083,
       "volatility": 0.14839,
       "score": 0.898256,
       "exposure": 0.811728,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(63, 1.2)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.141707,
       "sharpe": 0.915237,
       "mdd": -0.335328,
       "volatility": 0.164155,
       "score": 0.915237,
       "exposure": 0.877749,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(126, 0.8)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.111709,
       "sharpe": 0.911213,
       "mdd": -0.269162,
       "volatility": 0.129066,
       "score": 0.911213,
       "exposure": 0.696303,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(126, 1.0)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.133994,
       "sharpe": 0.927823,
       "mdd": -0.321671,
       "volatility": 0.152379,
       "score": 0.927823,
       "exposure": 0.813248,
       "beats_benchmark": false,
       "beats_base": false
      },
      "(126, 1.2)": {
       "start": "2013-05-02",
       "end": "2026-11-06",
       "cagr": 0.154067,
       "sharpe": 0.964834,
       "mdd": -0.343498,
       "volatility": 0.167872,
       "score": 0.964834,
       "exposure": 0.880711,
       "beats_benchmark": false,
       "beats_base": false
      }
     },
     "benchmark_wins": 0,
     "base_wins": 0,
     "halves": [
      0.920353,
      0.897291
     ],
     "benchmark_halves": [
      0.883137,
      1.134053
     ],
     "score_halves": [
      0.920353,
      0.897291
     ],
     "sharpe_change": -0.142019,
     "mdd_change": 0.048296,
     "corr_base": 0.963299,
     "corr_live_max": [
      0.959147,
      659,
      "treasury-stock-repeat-buyback"
     ],
     "checks": {
      "grid_vs_benchmark": false,
      "halves_vs_benchmark": false,
      "cost_vs_benchmark": false,
      "grid_vs_base": false,
      "halves_vs_base": false,
      "distinct": false
     },
     "passes": false
    }
   },
   "off_days": {
    "exits": 19,
    "out": {
     "share": 0.186554,
     "annual_return": 0.174208,
     "volatility": 0.230471,
     "sharpe": 0.755878
    },
    "in": {
     "share": 0.813446,
     "annual_return": 0.209877,
     "volatility": 0.186418,
     "sharpe": 1.12584
    }
   }
  }
 },
 "run_date": "2026-11-08",
 "finlab_version": "2.3.8",
 "pandas_version": "3.1.1"
}