[ { "year": "2026", "ideal_100_zc": { "ann_ret": 0.0921, "sharpe": 0.5512, "maxDD": -0.0947 }, "ideal_95_zc": { "ann_ret": 0.088, "sharpe": 0.5545, "maxDD": -0.0901 }, "ideal_95_10bp": { "ann_ret": 0.0647, "sharpe": 0.4077, "maxDD": -0.0945 }, "wf_exact_95_nogate": { "ann_ret": 0.2117, "sharpe": 1.2681, "maxDD": -0.1039 }, "wf_exact_95_gate": { "ann_ret": 0.0146, "sharpe": 0.1372, "maxDD": -0.0668 } }, { "year": "2025", "ideal_100_zc": { "ann_ret": 0.1774, "sharpe": 0.9416, "maxDD": -0.1809 }, "ideal_95_zc": { "ann_ret": 0.1688, "sharpe": 0.9431, "maxDD": -0.1725 }, "ideal_95_10bp": { "ann_ret": 0.1436, "sharpe": 0.8026, "maxDD": -0.1754 }, "wf_exact_95_nogate": { "ann_ret": 0.2273, "sharpe": 1.1963, "maxDD": -0.1864 }, "wf_exact_95_gate": { "ann_ret": 0.0777, "sharpe": 0.8239, "maxDD": -0.0773 } }, { "year": "2024", "ideal_100_zc": { "ann_ret": 0.0316, "sharpe": 0.232, "maxDD": -0.0807 }, "ideal_95_zc": { "ann_ret": 0.0304, "sharpe": 0.2353, "maxDD": -0.0768 }, "ideal_95_10bp": { "ann_ret": 0.0051, "sharpe": 0.0393, "maxDD": -0.0796 }, "wf_exact_95_nogate": { "ann_ret": 0.0616, "sharpe": 0.4145, "maxDD": -0.0951 }, "wf_exact_95_gate": { "ann_ret": -0.0261, "sharpe": -0.2782, "maxDD": -0.1157 } }, { "year": "2023", "ideal_100_zc": { "ann_ret": 0.1025, "sharpe": 0.7325, "maxDD": -0.1237 }, "ideal_95_zc": { "ann_ret": 0.0976, "sharpe": 0.7345, "maxDD": -0.1178 }, "ideal_95_10bp": { "ann_ret": 0.0724, "sharpe": 0.5449, "maxDD": -0.1238 }, "wf_exact_95_nogate": { "ann_ret": 0.0327, "sharpe": 0.2259, "maxDD": -0.1517 }, "wf_exact_95_gate": { "ann_ret": 0.0094, "sharpe": 0.0968, "maxDD": -0.1036 } }, { "year": "2021", "ideal_100_zc": { "ann_ret": 0.1279, "sharpe": 0.7781, "maxDD": -0.1122 }, "ideal_95_zc": { "ann_ret": 0.1219, "sharpe": 0.7803, "maxDD": -0.1068 }, "ideal_95_10bp": { "ann_ret": 0.0971, "sharpe": 0.6218, "maxDD": -0.1079 }, "wf_exact_95_nogate": { "ann_ret": 0.0476, "sharpe": 0.0429, "maxDD": -0.3489 }, "wf_exact_95_gate": { "ann_ret": -0.0227, "sharpe": -0.0318, "maxDD": -0.2398 } } ]