142 lines
2.6 KiB
JSON
142 lines
2.6 KiB
JSON
[
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{
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"year": "2026",
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"weekly_100_zc": {
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"ann_ret": 0.0921,
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"weekly_95_10bp": {
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"maxDD": -0.0945
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},
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"daily_100_zc": {
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"maxDD": -0.1446
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},
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"daily_100_10bp": {
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"ann_ret": -0.1581,
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"sharpe": -0.9069,
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"maxDD": -0.1765
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}
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},
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{
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"year": "2025",
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"weekly_100_zc": {
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"ann_ret": 0.1774,
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"sharpe": 0.9416,
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"maxDD": -0.1809
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"weekly_95_zc": {
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},
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"weekly_95_10bp": {
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"sharpe": 0.8026,
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},
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"daily_100_zc": {
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"daily_100_10bp": {
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}
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},
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{
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"year": "2024",
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"maxDD": -0.0807
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},
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"weekly_95_zc": {
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},
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"weekly_95_10bp": {
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"maxDD": -0.0796
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},
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"daily_100_zc": {
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},
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"daily_100_10bp": {
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"maxDD": -0.1548
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}
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},
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{
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"year": "2023",
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"weekly_100_zc": {
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"sharpe": 0.7325,
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"maxDD": -0.1237
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},
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"weekly_95_zc": {
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"sharpe": 0.7345,
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"maxDD": -0.1178
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},
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"weekly_95_10bp": {
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"ann_ret": 0.0724,
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"sharpe": 0.5449,
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"maxDD": -0.1238
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},
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"daily_100_zc": {
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"ann_ret": 0.1847,
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"sharpe": 1.2305,
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"maxDD": -0.1314
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},
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"daily_100_10bp": {
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"sharpe": 0.6449,
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"maxDD": -0.1481
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}
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},
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{
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"year": "2021",
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"weekly_100_zc": {
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"ann_ret": 0.1279,
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"sharpe": 0.7781,
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"maxDD": -0.1122
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},
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"weekly_95_zc": {
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"ann_ret": 0.1219,
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"sharpe": 0.7803,
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"maxDD": -0.1068
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},
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"weekly_95_10bp": {
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"ann_ret": 0.0971,
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"sharpe": 0.6218,
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"maxDD": -0.1079
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},
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"daily_100_zc": {
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"ann_ret": -0.0098,
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"sharpe": -0.0564,
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"maxDD": -0.1296
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},
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"daily_100_10bp": {
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"sharpe": -0.509,
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"maxDD": -0.1869
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}
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}
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] |