142 lines
2.7 KiB
JSON
142 lines
2.7 KiB
JSON
[
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{
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"year": "2026",
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"ideal_100_zc": {
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"ann_ret": 0.0921,
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"sharpe": 0.5512,
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"maxDD": -0.0947
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},
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"ideal_95_zc": {
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"ann_ret": 0.088,
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"sharpe": 0.5545,
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"maxDD": -0.0901
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},
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"ideal_95_10bp": {
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"ann_ret": 0.0647,
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"sharpe": 0.4077,
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"maxDD": -0.0945
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},
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"wf_exact_95_nogate": {
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"ann_ret": 0.2117,
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"sharpe": 1.2681,
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"maxDD": -0.1039
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},
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"wf_exact_95_gate": {
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"ann_ret": 0.0146,
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"sharpe": 0.1372,
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"maxDD": -0.0668
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}
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},
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{
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"year": "2025",
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"ideal_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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},
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"ideal_95_zc": {
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"ann_ret": 0.1688,
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"sharpe": 0.9431,
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"maxDD": -0.1725
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},
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"ideal_95_10bp": {
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"ann_ret": 0.1436,
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"sharpe": 0.8026,
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"maxDD": -0.1754
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},
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"wf_exact_95_nogate": {
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"ann_ret": 0.2273,
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"sharpe": 1.1963,
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"maxDD": -0.1864
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},
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"wf_exact_95_gate": {
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"ann_ret": 0.0777,
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"sharpe": 0.8239,
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"maxDD": -0.0773
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}
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},
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{
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"year": "2024",
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"ideal_100_zc": {
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"ann_ret": 0.0316,
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"sharpe": 0.232,
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"maxDD": -0.0807
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},
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"ideal_95_zc": {
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"ann_ret": 0.0304,
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"sharpe": 0.2353,
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"maxDD": -0.0768
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},
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"ideal_95_10bp": {
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"ann_ret": 0.0051,
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"sharpe": 0.0393,
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"maxDD": -0.0796
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},
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"wf_exact_95_nogate": {
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"ann_ret": 0.0616,
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"sharpe": 0.4145,
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"maxDD": -0.0951
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},
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"wf_exact_95_gate": {
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"ann_ret": -0.0261,
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"sharpe": -0.2782,
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"maxDD": -0.1157
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}
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},
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{
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"year": "2023",
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"ideal_100_zc": {
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"ann_ret": 0.1025,
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"sharpe": 0.7325,
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"maxDD": -0.1237
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},
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"ideal_95_zc": {
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"ann_ret": 0.0976,
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"sharpe": 0.7345,
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"maxDD": -0.1178
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},
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"ideal_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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"wf_exact_95_nogate": {
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"ann_ret": 0.0327,
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"sharpe": 0.2259,
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"maxDD": -0.1517
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},
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"wf_exact_95_gate": {
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"ann_ret": 0.0094,
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"sharpe": 0.0968,
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"maxDD": -0.1036
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}
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},
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{
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"year": "2021",
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"ideal_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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"ideal_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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"ideal_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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"wf_exact_95_nogate": {
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"ann_ret": 0.0476,
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"sharpe": 0.0429,
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"maxDD": -0.3489
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},
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"wf_exact_95_gate": {
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"ann_ret": -0.0227,
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"sharpe": -0.0318,
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"maxDD": -0.2398
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}
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}
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] |