{
 "stats": {
  "trend": {
   "IS": {
    "cagr": 0.48219823472626633,
    "sharpe": 1.9376760613220916,
    "mdd": -0.15694922489838437,
    "vol": 0.2148601342179613,
    "yrs": 4.0,
    "sr_se": 0.848129450513061
   },
   "IS22": {
    "cagr": 0.17346299901766193,
    "sharpe": 1.0064955377433769,
    "mdd": -0.12271454571626716,
    "vol": 0.17369751110772072,
    "yrs": 1.998631074606434,
    "sr_se": 0.8682017318736216
   },
   "OOS": {
    "cagr": 0.3079499491382265,
    "sharpe": 1.3404934253150151,
    "mdd": -0.1902998414928292,
    "vol": 0.21767968492007053,
    "yrs": 2.6666666666666665,
    "sr_se": 0.8437552914626057
   },
   "FULL": {
    "cagr": 0.409873751698117,
    "sharpe": 1.6970622320984416,
    "mdd": -0.19029984149282897,
    "vol": 0.21597138326197574,
    "yrs": 6.666666666666667,
    "sr_se": 0.6049805918135893
   }
  },
  "trend_nofilter": {
   "IS": {
    "cagr": 0.5044613378414367,
    "sharpe": 1.7874312280386035,
    "mdd": -0.2018370171151268,
    "vol": 0.24516094207336547,
    "yrs": 4.0,
    "sr_se": 0.8058311233570895
   },
   "IS22": {
    "cagr": 0.18555015986289258,
    "sharpe": 0.924703567853006,
    "mdd": -0.1412627193483984,
    "vol": 0.20692098227796307,
    "yrs": 1.998631074606434,
    "sr_se": 0.8451378911719725
   },
   "OOS": {
    "cagr": 0.28493171350824387,
    "sharpe": 1.2000661535022317,
    "mdd": -0.25426802360216705,
    "vol": 0.23077151666407278,
    "yrs": 2.6666666666666665,
    "sr_se": 0.8031374539246429
   },
   "FULL": {
    "cagr": 0.41247457196200776,
    "sharpe": 1.5603620023213567,
    "mdd": -0.2542680236021667,
    "vol": 0.23949662208820316,
    "yrs": 6.666666666666667,
    "sr_se": 0.5767189249293139
   }
  },
  "xs": {
   "IS": {
    "cagr": 0.4828447508401099,
    "sharpe": 1.7622787484090754,
    "mdd": -0.19154915259601224,
    "vol": 0.23972735837006479,
    "yrs": 4.0,
    "sr_se": 0.7988762722642238
   },
   "IS22": {
    "cagr": 0.17728953065889508,
    "sharpe": 1.1251276202855307,
    "mdd": -0.11069037167365081,
    "vol": 0.15571603478019827,
    "yrs": 1.998631074606434,
    "sr_se": 0.9039011406215407
   },
   "OOS": {
    "cagr": 0.10180258433646605,
    "sharpe": 0.7345151883624301,
    "mdd": -0.14937715132110352,
    "vol": 0.1465037377796533,
    "yrs": 2.6666666666666665,
    "sr_se": 0.6900424663474202
   },
   "FULL": {
    "cagr": 0.31673665393882966,
    "sharpe": 1.4280164620924145,
    "mdd": -0.19154915259601224,
    "vol": 0.20764714800739198,
    "yrs": 6.666666666666667,
    "sr_se": 0.5504019678385246
   }
  },
  "ls": {
   "IS": {
    "cagr": 0.09191830883383179,
    "sharpe": 1.3234797689473328,
    "mdd": -0.06506487531018013,
    "vol": 0.06815771511697462,
    "yrs": 4.0,
    "sr_se": 0.6847991218975172
   },
   "IS22": {
    "cagr": 0.19242922497394832,
    "sharpe": 1.8761982563623687,
    "mdd": -0.06506487531018013,
    "vol": 0.0962234574518132,
    "yrs": 1.998631074606434,
    "sr_se": 1.1751490119572447
   },
   "OOS": {
    "cagr": 0.22773598251543836,
    "sharpe": 1.7569792760086052,
    "mdd": -0.07208529436146482,
    "vol": 0.12085447014708979,
    "yrs": 2.6666666666666665,
    "sr_se": 0.9766309605274133
   },
   "FULL": {
    "cagr": 0.1443426449422902,
    "sharpe": 1.496462171654824,
    "mdd": -0.07208529436146471,
    "vol": 0.09292499112342777,
    "yrs": 6.666666666666667,
    "sr_se": 0.5638749217153929
   }
  },
  "event": {
   "IS": {
    "cagr": -0.08137842982539278,
    "sharpe": -0.4002162549642848,
    "mdd": -0.5085046617436975,
    "vol": 0.17282260424072718,
    "yrs": 4.0,
    "sr_se": 0.5196360566225218
   },
   "IS22": {
    "cagr": -0.23113486257613536,
    "sharpe": -1.00370217527891,
    "mdd": -0.5085046617436974,
    "vol": 0.23312262944247591,
    "yrs": 1.998631074606434,
    "sr_se": 0.8673923466403323
   },
   "OOS": {
    "cagr": 1.4593678821835545,
    "sharpe": 3.0689494617355266,
    "mdd": -0.26226672199198187,
    "vol": 0.30894790667831895,
    "yrs": 2.6666666666666665,
    "sr_se": 1.4632018058879546
   },
   "FULL": {
    "cagr": 0.3621074935309023,
    "sharpe": 1.417796090571546,
    "mdd": -0.5124165428752444,
    "vol": 0.23822773792548727,
    "yrs": 6.666666666666667,
    "sr_se": 0.548416749911048
   }
  },
  "btc": {
   "IS": {
    "cagr": 0.2562562668987258,
    "sharpe": 0.6853893380406404,
    "mdd": -0.7889381594256636,
    "vol": 0.6746271981383136,
    "yrs": 4.0,
    "sr_se": 0.5556256096396865
   },
   "IS22": {
    "cagr": -0.09905327999994684,
    "sharpe": 0.08735163206590746,
    "mdd": -0.6811925910009234,
    "vol": 0.5511631012031938,
    "yrs": 1.998631074606434,
    "sr_se": 0.7086969374980351
   },
   "OOS": {
    "cagr": 0.17520767299277717,
    "sharpe": 0.5761297368896416,
    "mdd": -0.5371529069036494,
    "vol": 0.47474783621698563,
    "yrs": 2.6666666666666665,
    "sr_se": 0.6612382523146244
   },
   "FULL": {
    "cagr": 0.22318681786630856,
    "sharpe": 0.641950355931121,
    "mdd": -0.7889381594256636,
    "vol": 0.6025947459443295,
    "yrs": 6.666666666666667,
    "sr_se": 0.42533224596896835
   }
  },
  "plan": {
   "IS": {
    "cagr": 0.33563607977151855,
    "sharpe": 2.4204065781500073,
    "mdd": -0.09927059814593397,
    "vol": 0.12262550383640691,
    "yrs": 4.0,
    "sr_se": 0.9911084705742245
   },
   "IS22": {
    "cagr": 0.1599783364957783,
    "sharpe": 1.5030683765976656,
    "mdd": -0.07114406639054272,
    "vol": 0.10213696415723479,
    "yrs": 1.998631074606434,
    "sr_se": 1.032246556662222
   },
   "OOS": {
    "cagr": 0.36066834008690374,
    "sharpe": 3.1628567075254956,
    "mdd": -0.038197308714483014,
    "vol": 0.09888361682006784,
    "yrs": 2.6666666666666665,
    "sr_se": 1.5002288920573308
   },
   "FULL": {
    "cagr": 0.3455932418334675,
    "sharpe": 2.6664238819797226,
    "mdd": -0.09927059814593397,
    "vol": 0.11370436336819367,
    "yrs": 6.666666666666667,
    "sr_se": 0.8265810449552942
   }
  },
  "plan_exev": {
   "IS": {
    "cagr": 0.34508078631572525,
    "sharpe": 2.498667445482141,
    "mdd": -0.07880414091854981,
    "vol": 0.12155287740591363,
    "yrs": 4.0,
    "sr_se": 1.015094761777949
   },
   "IS22": {
    "cagr": 0.18777137954323586,
    "sharpe": 1.7793036149630452,
    "mdd": -0.06000883470314411,
    "vol": 0.09943070336420273,
    "yrs": 1.998631074606434,
    "sr_se": 1.1368222878398775
   },
   "OOS": {
    "cagr": 0.2381874865456648,
    "sharpe": 2.3227305162302057,
    "mdd": -0.04165307516805694,
    "vol": 0.09382929186592646,
    "yrs": 2.6666666666666665,
    "sr_se": 1.1775300196035638
   },
   "FULL": {
    "cagr": 0.3012585188726322,
    "sharpe": 2.4206381832632697,
    "mdd": -0.07880414091854981,
    "vol": 0.11129634998048989,
    "yrs": 6.666666666666667,
    "sr_se": 0.7677640855564993
   }
  },
  "old": {
   "IS": {
    "cagr": 0.3865734291851948,
    "sharpe": 2.4232017085487274,
    "mdd": -0.08590414148918646,
    "vol": 0.13879678883002702,
    "yrs": 4.0,
    "sr_se": 0.9919618516047802
   },
   "IS22": {
    "cagr": 0.18571007365782366,
    "sharpe": 1.5941220292094291,
    "mdd": -0.06762193307099629,
    "vol": 0.11062299835175075,
    "yrs": 1.998631074606434,
    "sr_se": 1.065872350720658
   },
   "OOS": {
    "cagr": 0.24566349665297982,
    "sharpe": 2.005166542194499,
    "mdd": -0.06303590795421288,
    "vol": 0.11265203836181077,
    "yrs": 2.6666666666666665,
    "sr_se": 1.062487605392668
   },
   "FULL": {
    "cagr": 0.32839128990207755,
    "sharpe": 2.265055698901952,
    "mdd": -0.08590414148918646,
    "vol": 0.1289831455073155,
    "yrs": 6.666666666666667,
    "sr_se": 0.7312905024233637
   }
  },
  "old_ev": {
   "IS": {
    "cagr": 0.3768463458021878,
    "sharpe": 2.3580559943301975,
    "mdd": -0.10940341444076185,
    "vol": 0.13969811365032014,
    "yrs": 4.0,
    "sr_se": 0.9721386264569328
   },
   "IS22": {
    "cagr": 0.1579668912187271,
    "sharpe": 1.3529064553320658,
    "mdd": -0.0707413153493236,
    "vol": 0.11305141532817102,
    "yrs": 1.998631074606434,
    "sr_se": 0.9788998171801973
   },
   "OOS": {
    "cagr": 0.36902121264146115,
    "sharpe": 2.763877776395005,
    "mdd": -0.049467489886923954,
    "vol": 0.11603286229316784,
    "yrs": 2.6666666666666665,
    "sr_se": 1.3443646521812496
   },
   "FULL": {
    "cagr": 0.3737109395221039,
    "sharpe": 2.493300074884818,
    "mdd": -0.10940341444076185,
    "vol": 0.13072226950394147,
    "yrs": 6.666666666666667,
    "sr_se": 0.7850101239834731
   }
  }
 },
 "yearly": {
  "trend": {
   "2020": 0.7974946962265721,
   "2021": 0.9503558044125551,
   "2022": -0.036830896637272015,
   "2023": 0.4293584689842491,
   "2024": 0.6753673476784063,
   "2025": 0.08695622388174784,
   "2026": 0.12353748599630054
  },
  "trend_nofilter": {
   "2020": 0.7718192052657384,
   "2021": 1.0576241357003457,
   "2022": -0.07807150965994192,
   "2023": 0.5241981837903196,
   "2024": 0.6606662101591882,
   "2025": 0.09545044327663055,
   "2026": 0.07268377183827424
  },
  "xs": {
   "2020": 0.9032070092859266,
   "2021": 0.8332731511271205,
   "2022": 0.09364146786391414,
   "2023": 0.26705235629866,
   "2024": 0.1707820004156424,
   "2025": 0.08123587584092906,
   "2026": 0.023010945123532522
  },
  "ls": {
   "2020": 0.0,
   "2021": 0.0,
   "2022": 0.14739366474320548,
   "2023": 0.23893392420867832,
   "2024": 0.32632133868808566,
   "2025": 0.17820526015347316,
   "2026": 0.10597058748362254
  },
  "event": {
   "2020": 0.06310391903162293,
   "2021": 0.13269826536492646,
   "2022": -0.40966547791501007,
   "2023": 0.0017478521931029167,
   "2024": 0.1978708777569258,
   "2025": 6.072548564946857,
   "2026": 0.30079855976836023
  },
  "btc": {
   "2020": 1.610175625021831,
   "2021": 0.17539274238417524,
   "2022": -0.6567493851898085,
   "2023": 1.3650967254337436,
   "2024": 0.9617473884039909,
   "2025": -0.11032042629599148,
   "2026": -0.11875713699017199
  },
  "plan": {
   "2020": 0.5135137775878631,
   "2021": 0.5629844604686836,
   "2022": 0.00964478483639919,
   "2023": 0.33242546310222276,
   "2024": 0.46133819414435706,
   "2025": 0.3801522940017241,
   "2026": 0.12718447662436505
  },
  "plan_exev": {
   "2020": 0.5037608336902066,
   "2021": 0.5433033475967268,
   "2022": 0.06025568306523432,
   "2023": 0.33030982928908537,
   "2024": 0.43018832457618306,
   "2025": 0.12788642145928697,
   "2026": 0.09590228308024384
  },
  "old": {
   "2020": 0.5941661698568295,
   "2021": 0.6496133308469771,
   "2022": 0.041824863992301564,
   "2023": 0.3491524617041748,
   "2024": 0.46318303781893766,
   "2025": 0.11843787421352792,
   "2026": 0.09771966534569065
  },
  "old_ev": {
   "2020": 0.6045411891886405,
   "2021": 0.6706518117763098,
   "2022": -0.007888494412668923,
   "2023": 0.35127767859108405,
   "2024": 0.49512305901805154,
   "2025": 0.36888738790072306,
   "2026": 0.12905685394538446
  }
 },
 "corr_oos": {
  "trend": {
   "trend": 1.0,
   "xs": 0.13,
   "ls": -0.38,
   "event": -0.08,
   "btc": 0.54
  },
  "xs": {
   "trend": 0.13,
   "xs": 1.0,
   "ls": 0.01,
   "event": 0.05,
   "btc": 0.06
  },
  "ls": {
   "trend": -0.38,
   "xs": 0.01,
   "ls": 1.0,
   "event": 0.13,
   "btc": -0.42
  },
  "event": {
   "trend": -0.08,
   "xs": 0.05,
   "ls": 0.13,
   "event": 1.0,
   "btc": -0.02
  },
  "btc": {
   "trend": 0.54,
   "xs": 0.06,
   "ls": -0.42,
   "event": -0.02,
   "btc": 1.0
  }
 },
 "corr_2022": {
  "trend": {
   "trend": 1.0,
   "xs": 0.2,
   "ls": -0.28,
   "event": -0.05,
   "btc": 0.5
  },
  "xs": {
   "trend": 0.2,
   "xs": 1.0,
   "ls": 0.15,
   "event": 0.03,
   "btc": 0.19
  },
  "ls": {
   "trend": -0.28,
   "xs": 0.15,
   "ls": 1.0,
   "event": 0.09,
   "btc": -0.27
  },
  "event": {
   "trend": -0.05,
   "xs": 0.03,
   "ls": 0.09,
   "event": 1.0,
   "btc": -0.03
  },
  "btc": {
   "trend": 0.5,
   "xs": 0.19,
   "ls": -0.27,
   "event": -0.03,
   "btc": 1.0
  }
 },
 "split": {
  "trend": {
   "IS": {
    "gross": 0.48359277761780173,
    "fees": -0.01211225558085568,
    "funding": -0.054293586586362026,
    "net": 0.41718693545058405,
    "turn": 19.280922522893025,
    "gexp": 0.21706741611299907
   },
   "IS22": {
    "gross": 0.20489746224503066,
    "fees": -0.0128962328911446,
    "funding": -0.01500212126319605,
    "net": 0.17699910809069,
    "turn": 20.496073746686534,
    "gexp": 0.2065326627890895
   },
   "OOS": {
    "gross": 0.3342102675517146,
    "fees": -0.0169841895900935,
    "funding": -0.02441543940684232,
    "net": 0.2928106385547788,
    "turn": 26.93871289235616,
    "gexp": 0.26298449763692794
   }
  },
  "xs": {
   "IS": {
    "gross": 0.473042240620192,
    "fees": -0.04139606261793763,
    "funding": -0.010057186851676102,
    "net": 0.4215889911505783,
    "turn": 60.99101731601732,
    "gexp": 0.8317552086289254
   },
   "IS22": {
    "gross": 0.22322297930462742,
    "fees": -0.04272232905982907,
    "funding": -0.005160154455128204,
    "net": 0.1753404957896702,
    "turn": 62.82478632478633,
    "gexp": 0.8488342992623816
   },
   "OOS": {
    "gross": 0.15383000671863561,
    "fees": -0.04119050480769232,
    "funding": -0.005143983173076924,
    "net": 0.10749551873786635,
    "turn": 60.47596153846154,
    "gexp": 0.844881995998526
   }
  },
  "ls": {
   "IS": {
    "gross": 0.18256898321129855,
    "fees": -0.01708616071428571,
    "funding": 0.015051460595238094,
    "net": 0.18053428309225095,
    "turn": 25.07281746031746,
    "gexp": 0.5913368848300354
   },
   "IS22": {
    "gross": 0.18256898321129855,
    "fees": -0.01708616071428571,
    "funding": 0.015051460595238094,
    "net": 0.18053428309225095,
    "turn": 25.07281746031746,
    "gexp": 0.5913368848300354
   },
   "OOS": {
    "gross": 0.21047153714908579,
    "fees": -0.018320833333333328,
    "funding": 0.020333533179563493,
    "net": 0.21248423699531602,
    "turn": 26.962797619047617,
    "gexp": 0.727240257271058
   }
  },
  "event": {
   "IS": {
    "gross": -0.03505860930464776,
    "fees": -0.003930000000000001,
    "funding": -0.01902069246749614,
    "net": -0.058009301772143876,
    "n": 41
   },
   "IS22": {
    "gross": -0.17094025434542623,
    "fees": -0.0057599999999999995,
    "funding": -0.03487646007791211,
    "net": -0.21157671442333836,
    "n": 31
   },
   "OOS": {
    "gross": 1.0325087964525919,
    "fees": -0.022987500000000008,
    "funding": -0.07753310170477648,
    "net": 0.9319881947478155,
    "n": 170
   }
  },
  "plan": {
   "IS22": {
    "gross": 0.18456984841358098,
    "fees": -0.022395231671415106,
    "funding": -0.005510521918518349,
    "net": 0.15666409482364757
   },
   "OOS": {
    "gross": 0.349057526347784,
    "fees": -0.025802343704627143,
    "funding": -0.011688745113636587,
    "net": 0.31156643752952023
   }
  },
  "plan_exev": {
   "IS22": {
    "gross": 0.20166387384812362,
    "fees": -0.021819231671415106,
    "funding": -0.002022875910727138,
    "net": 0.1778217662659814
   },
   "OOS": {
    "gross": 0.2458066467025248,
    "fees": -0.02350359370462714,
    "funding": -0.003935434943158939,
    "net": 0.2183676180547387
   }
  }
 },
 "event_rule_split": {
  "AIR": {
   "gross": 0.5010383160107026,
   "fees": -0.010395000000000003,
   "funding": -0.06193040795928791,
   "net": 0.4287129080514146,
   "n": 66
  },
  "MON": {
   "gross": 0.2924171469782847,
   "fees": -0.006757500000000002,
   "funding": -0.018271209295088475,
   "net": 0.2673884376831962,
   "n": 56
  },
  "PDL": {
   "gross": 0.2390533334636047,
   "fees": -0.005835000000000002,
   "funding": 0.0026685155495999122,
   "net": 0.2358868490132046,
   "n": 48
  }
 },
 "event_counts": {
  "2020": {
   "AIR": 4
  },
  "2021": {
   "AIR": 6
  },
  "2022": {
   "AIR": 3,
   "PDL": 14
  },
  "2023": {
   "AIR": 13,
   "MON": 1
  },
  "2024": {
   "AIR": 22,
   "MON": 10,
   "PDL": 20
  },
  "2025": {
   "AIR": 44,
   "MON": 23,
   "PDL": 20
  },
  "2026": {
   "MON": 25,
   "PDL": 8
  }
 },
 "event_taken": {
  "total": 213,
  "of": 215
 }
}