{
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    "mdd": -38.8,
    "sharpe": 0.29
   },
   "ew": {
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    "mdd": -43.2,
    "sharpe": 0.53
   },
   "excess": {
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    "mdd": -47.3,
    "sharpe": -0.26
   },
   "avg_n": 1.5
  },
  "IS": {
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    "mdd": -31.9,
    "sharpe": 0.38
   },
   "ew": {
    "cagr": 11.9,
    "mdd": -29.1,
    "sharpe": 0.66
   },
   "excess": {
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    "mdd": -38.7,
    "sharpe": -0.24
   },
   "avg_n": 1.0
  },
  "OOS": {
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    "mdd": -34.1,
    "sharpe": 0.23
   },
   "ew": {
    "cagr": 9.1,
    "mdd": -32.7,
    "sharpe": 0.44
   },
   "excess": {
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    "mdd": -38.3,
    "sharpe": -0.29
   },
   "avg_n": 2.0
  }
 },
 "extreme_in_p90": {
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    "mdd": -73.0,
    "sharpe": -0.11
   },
   "ew": {
    "cagr": 10.5,
    "mdd": -43.2,
    "sharpe": 0.53
   },
   "excess": {
    "cagr": -16.9,
    "mdd": -80.3,
    "sharpe": -0.64
   },
   "avg_n": 1.2
  },
  "IS": {
   "strat": {
    "cagr": -6.4,
    "mdd": -60.8,
    "sharpe": -0.2
   },
   "ew": {
    "cagr": 11.9,
    "mdd": -29.1,
    "sharpe": 0.66
   },
   "excess": {
    "cagr": -17.6,
    "mdd": -56.4,
    "sharpe": -0.94
   },
   "avg_n": 0.7
  },
  "OOS": {
   "strat": {
    "cagr": -4.2,
    "mdd": -39.2,
    "sharpe": -0.03
   },
   "ew": {
    "cagr": 9.1,
    "mdd": -32.7,
    "sharpe": 0.44
   },
   "excess": {
    "cagr": -16.1,
    "mdd": -66.1,
    "sharpe": -0.45
   },
   "avg_n": 1.7
  }
 },
 "low3_flow": {
  "all": {
   "strat": {
    "cagr": 13.4,
    "mdd": -37.3,
    "sharpe": 0.58
   },
   "ew": {
    "cagr": 10.5,
    "mdd": -43.2,
    "sharpe": 0.53
   },
   "excess": {
    "cagr": 2.5,
    "mdd": -36.4,
    "sharpe": 0.24
   },
   "avg_n": 3.0
  },
  "IS": {
   "strat": {
    "cagr": 20.4,
    "mdd": -37.3,
    "sharpe": 0.81
   },
   "ew": {
    "cagr": 11.9,
    "mdd": -29.1,
    "sharpe": 0.66
   },
   "excess": {
    "cagr": 8.2,
    "mdd": -19.2,
    "sharpe": 0.59
   },
   "avg_n": 2.9
  },
  "OOS": {
   "strat": {
    "cagr": 6.4,
    "mdd": -29.0,
    "sharpe": 0.35
   },
   "ew": {
    "cagr": 9.1,
    "mdd": -32.7,
    "sharpe": 0.44
   },
   "excess": {
    "cagr": -3.2,
    "mdd": -36.4,
    "sharpe": -0.12
   },
   "avg_n": 3.0
  }
 },
 "high3_flow": {
  "all": {
   "strat": {
    "cagr": -5.6,
    "mdd": -68.3,
    "sharpe": -0.07
   },
   "ew": {
    "cagr": 10.5,
    "mdd": -43.2,
    "sharpe": 0.53
   },
   "excess": {
    "cagr": -14.9,
    "mdd": -77.3,
    "sharpe": -0.9
   },
   "avg_n": 3.0
  },
  "IS": {
   "strat": {
    "cagr": -4.7,
    "mdd": -54.1,
    "sharpe": -0.03
   },
   "ew": {
    "cagr": 11.9,
    "mdd": -29.1,
    "sharpe": 0.66
   },
   "excess": {
    "cagr": -14.3,
    "mdd": -56.2,
    "sharpe": -0.89
   },
   "avg_n": 2.9
  },
  "OOS": {
   "strat": {
    "cagr": -6.5,
    "mdd": -45.5,
    "sharpe": -0.11
   },
   "ew": {
    "cagr": 9.1,
    "mdd": -32.7,
    "sharpe": 0.44
   },
   "excess": {
    "cagr": -15.5,
    "mdd": -58.2,
    "sharpe": -0.9
   },
   "avg_n": 3.0
  }
 },
 "placebo3": {
  "all": {
   "strat": {
    "cagr": 8.6,
    "mdd": -57.3,
    "sharpe": 0.44
   },
   "ew": {
    "cagr": 10.5,
    "mdd": -43.2,
    "sharpe": 0.53
   },
   "excess": {
    "cagr": -1.9,
    "mdd": -44.5,
    "sharpe": -0.07
   },
   "avg_n": 3.0
  },
  "IS": {
   "strat": {
    "cagr": 16.6,
    "mdd": -37.5,
    "sharpe": 0.71
   },
   "ew": {
    "cagr": 11.9,
    "mdd": -29.1,
    "sharpe": 0.66
   },
   "excess": {
    "cagr": 5.0,
    "mdd": -19.8,
    "sharpe": 0.45
   },
   "avg_n": 2.9
  },
  "OOS": {
   "strat": {
    "cagr": 0.8,
    "mdd": -43.2,
    "sharpe": 0.16
   },
   "ew": {
    "cagr": 9.1,
    "mdd": -32.7,
    "sharpe": 0.44
   },
   "excess": {
    "cagr": -8.8,
    "mdd": -38.1,
    "sharpe": -0.55
   },
   "avg_n": 3.0
  }
 },
 "sectors": [
  "159819.SZ",
  "159928.SZ",
  "512010.SH",
  "512200.SH",
  "512400.SH",
  "512480.SH",
  "512660.SH",
  "512690.SH",
  "512720.SH",
  "512800.SH",
  "512880.SH",
  "515030.SH",
  "515220.SH",
  "515790.SH",
  "516160.SH"
 ]
}