{
  "universe": "50-ETF trading panel",
  "N_symbols": 71,
  "T_days": 149,
  "q_ratio": 2.1,
  "mp_bound": 2.8571,
  "n_signal_eigenvalues": 4,
  "top_eigenvalues": [
    31.815,
    7.406,
    4.4638,
    3.7723,
    2.8325,
    2.198,
    1.9641,
    1.5672,
    1.2612,
    1.1654
  ],
  "top_pct_variance": [
    44.8,
    10.4,
    6.3,
    5.3,
    4.0,
    3.1,
    2.8,
    2.2,
    1.8,
    1.6
  ],
  "participation_ratio": 4.46,
  "eigenvalues_for_80pct_var": 9,
  "eigenvalues_for_90pct_var": 17,
  "cumulative_var_top4": 66.8,
  "cumulative_var_top10": 82.3
}