{
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 "slopeLookbackDays": 21,
 "flatBandPct": 0.5,
 "buyHold": {
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  "sharpe": 0.5,
  "maxDd": -71.3,
  "vol": 35
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 "variants": {
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   "trades": 97,
   "winRate": 35.6,
   "beatBhCagrPct": 19,
   "beatBhSharpePct": 23.4,
   "shallowerDdPct": 81.7
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  "notFalling": {
   "label": "ממוצע לא יורד",
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   "maxDd": -51.8,
   "vol": 21.7,
   "pctIn": 60.4,
   "trades": 76,
   "winRate": 37.2,
   "beatBhCagrPct": 16.6,
   "beatBhSharpePct": 20.8,
   "shallowerDdPct": 84.4
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   "maxDd": -50.7,
   "vol": 21.2,
   "pctIn": 57.5,
   "trades": 68,
   "winRate": 38.3,
   "beatBhCagrPct": 16.1,
   "beatBhSharpePct": 21,
   "shallowerDdPct": 85.4
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  "clearlyUp": {
   "label": "ממוצע עולה בבירור",
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   "sharpe": 0.36,
   "maxDd": -49.1,
   "vol": 20.4,
   "pctIn": 53,
   "trades": 58,
   "winRate": 39.7,
   "beatBhCagrPct": 16.3,
   "beatBhSharpePct": 20.3,
   "shallowerDdPct": 87.4
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 },
 "regimes": {
  "falling": {
   "annualised": 13.72,
   "shareOfDays": 25.4,
   "tickers": 590
  },
  "flat": {
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   "shareOfDays": 13.9,
   "tickers": 550
  },
  "rising": {
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   "shareOfDays": 59.9,
   "tickers": 595
  }
 },
 "indices": {
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   "label": "S&P 500 (SPY)",
   "years": 25.8,
   "bh": {
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    "sharpe": 0.54,
    "maxDd": -55.2,
    "vol": 19.1
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    "vol": 11.09,
    "sharpe": 0.72,
    "pctIn": 74.08,
    "trades": 83,
    "winRate": 45.78
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   "rising": {
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    "maxDd": -20.5,
    "vol": 10.65,
    "sharpe": 0.74,
    "pctIn": 70.49,
    "trades": 63,
    "winRate": 46.03
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   "notFalling": {
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    "maxDd": -20.5,
    "vol": 10.79,
    "sharpe": 0.77,
    "pctIn": 71.88,
    "trades": 67,
    "winRate": 47.76
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   "clearlyUp": {
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    "maxDd": -22.19,
    "vol": 10.25,
    "sharpe": 0.72,
    "pctIn": 64.69,
    "trades": 45,
    "winRate": 44.44
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  },
  "QQQ": {
   "label": "נאסד\"ק 100 (QQQ)",
   "years": 25.8,
   "bh": {
    "cagr": 10.09,
    "sharpe": 0.51,
    "maxDd": -74.1,
    "vol": 25.2
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    "vol": 15.09,
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    "pctIn": 73.91,
    "trades": 88,
    "winRate": 34.09
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   "rising": {
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    "pctIn": 69.13,
    "trades": 64,
    "winRate": 34.38
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    "maxDd": -23.32,
    "vol": 14.57,
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    "pctIn": 71.64,
    "trades": 74,
    "winRate": 36.49
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    "maxDd": -28.35,
    "vol": 13.83,
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    "pctIn": 63.52,
    "trades": 44,
    "winRate": 43.18
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  }
 }
}