{"meta":{"source":"OptionsDX real EOD SPY chains; bid/ask mid; strikes by real delta; settled at intrinsic vs real underlying close","underlying":"SPY","windowStart":"2010-01-15","windowEnd":"2023-12-15","years":13.91,"n_cycles":167,"skipped":0,"startEquity":100000,"dte":"~30 (monthly, third Friday to third Friday)","management":"held to expiration, no early management","headlineDelta":16},"variants":{"5":{"delta":5,"n":167,"win_rate":95.8,"avg_credit":62.03,"avg_pnl":9.38,"avg_win":60.55,"cum_pnl":1566.5,"cagr":0.71,"total":10.3,"maxdd":-23.2,"vol":6.2,"final":110300,"worst_pnl":-6631.5,"worst_exp":"2020-03-20","n_losers":7,"erase":109.5,"worst5":[{"exp":"2020-03-20","pnl":-6631.5,"S":333.45,"S_exp":228.95,"Kp":296,"Kc":348,"credit":73.5},{"exp":"2014-11-21","pnl":-502.5,"S":188.65,"S_exp":206.59,"Kp":161,"Kc":201,"credit":56.5},{"exp":"2013-05-17","pnl":-371.5,"S":155.45,"S_exp":167.01,"Kp":141,"Kc":163,"credit":29.5},{"exp":"2018-01-19","pnl":-302,"S":266.55,"S_exp":280.41,"Kp":246,"Kc":277,"credit":39},{"exp":"2020-04-17","pnl":-170,"S":228.95,"S_exp":286.56,"Kp":157,"Kc":283,"credit":186}],"se_total":6729,"pnl_std":520.74},"10":{"delta":10,"n":167,"win_rate":85.6,"avg_credit":126.23,"avg_pnl":12.96,"avg_win":120.07,"cum_pnl":2164,"cagr":0.76,"total":11.1,"maxdd":-30.3,"vol":7.5,"final":111101,"worst_pnl":-7667.5,"worst_exp":"2020-03-20","n_losers":24,"erase":63.9,"worst5":[{"exp":"2020-03-20","pnl":-7667.5,"S":333.45,"S_exp":228.95,"Kp":307,"Kc":346,"credit":137.5},{"exp":"2020-04-17","pnl":-1153,"S":228.95,"S_exp":286.56,"Kp":176,"Kc":271,"credit":403},{"exp":"2018-12-21","pnl":-771,"S":273.7,"S_exp":240.72,"Kp":250,"Kc":288,"credit":157},{"exp":"2014-11-21","pnl":-654,"S":188.65,"S_exp":206.59,"Kp":169,"Kc":199,"credit":105},{"exp":"2021-04-16","pnl":-627.5,"S":389.47,"S_exp":417.35,"Kp":356,"Kc":409,"credit":207.5}],"se_total":8119,"pnl_std":628.28},"16":{"delta":16,"n":167,"win_rate":78.4,"avg_credit":211.52,"avg_pnl":12.9,"avg_win":197.13,"cum_pnl":2154.5,"cagr":0.75,"total":10.9,"maxdd":-35.2,"vol":8.8,"final":110925,"worst_pnl":-8343,"worst_exp":"2020-03-20","n_losers":36,"erase":42.3,"worst5":[{"exp":"2020-03-20","pnl":-8343,"S":333.45,"S_exp":228.95,"Kp":315,"Kc":343,"credit":262},{"exp":"2020-04-17","pnl":-1660,"S":228.95,"S_exp":286.56,"Kp":190,"Kc":263,"credit":696},{"exp":"2018-12-21","pnl":-1281.5,"S":273.7,"S_exp":240.72,"Kp":256,"Kc":286,"credit":246.5},{"exp":"2022-05-20","pnl":-1149,"S":437.94,"S_exp":389.59,"Kp":406,"Kc":459,"credit":492},{"exp":"2021-04-16","pnl":-900.5,"S":389.47,"S_exp":417.35,"Kp":366,"Kc":405,"credit":334.5}],"se_total":9449,"pnl_std":731.21},"20":{"delta":20,"n":167,"win_rate":73.7,"avg_credit":275.12,"avg_pnl":17.19,"avg_win":253.05,"cum_pnl":2870.5,"cagr":0.84,"total":12.3,"maxdd":-36.9,"vol":9.4,"final":112320,"worst_pnl":-8573.5,"worst_exp":"2020-03-20","n_losers":44,"erase":33.9,"worst5":[{"exp":"2020-03-20","pnl":-8573.5,"S":333.45,"S_exp":228.95,"Kp":318,"Kc":342,"credit":331.5},{"exp":"2020-04-17","pnl":-1863.5,"S":228.95,"S_exp":286.56,"Kp":196,"Kc":259,"credit":892.5},{"exp":"2022-05-20","pnl":-1619,"S":437.94,"S_exp":389.59,"Kp":412,"Kc":457,"credit":622},{"exp":"2018-12-21","pnl":-1501.5,"S":273.7,"S_exp":240.72,"Kp":259,"Kc":284,"credit":326.5},{"exp":"2022-09-16","pnl":-1133,"S":422.14,"S_exp":385.65,"Kp":402,"Kc":438,"credit":502}],"se_total":10174,"pnl_std":787.31},"25":{"delta":25,"n":167,"win_rate":70.1,"avg_credit":358.24,"avg_pnl":15.57,"avg_win":306.03,"cum_pnl":2600.5,"cagr":0.55,"total":7.9,"maxdd":-39.3,"vol":10.1,"final":107914,"worst_pnl":-8879,"worst_exp":"2020-03-20","n_losers":50,"erase":29,"worst5":[{"exp":"2020-03-20","pnl":-8879,"S":333.45,"S_exp":228.95,"Kp":322,"Kc":341,"credit":426},{"exp":"2020-04-17","pnl":-2065.5,"S":228.95,"S_exp":286.56,"Kp":205,"Kc":254,"credit":1190.5},{"exp":"2022-05-20","pnl":-2028.5,"S":437.94,"S_exp":389.59,"Kp":418,"Kc":454,"credit":812.5},{"exp":"2018-12-21","pnl":-1771,"S":273.7,"S_exp":240.72,"Kp":263,"Kc":282,"credit":457},{"exp":"2022-09-16","pnl":-1457,"S":422.14,"S_exp":385.65,"Kp":407,"Kc":435,"credit":678}],"se_total":11016,"pnl_std":852.42},"30":{"delta":30,"n":167,"win_rate":67.1,"avg_credit":449.7,"avg_pnl":13.63,"avg_win":349.57,"cum_pnl":2275.5,"cagr":0.36,"total":5.1,"maxdd":-39.8,"vol":10.6,"final":105142,"worst_pnl":-9044.5,"worst_exp":"2020-03-20","n_losers":55,"erase":25.9,"worst5":[{"exp":"2020-03-20","pnl":-9044.5,"S":333.45,"S_exp":228.95,"Kp":325,"Kc":339,"credit":560.5},{"exp":"2022-05-20","pnl":-2315.5,"S":437.94,"S_exp":389.59,"Kp":423,"Kc":451,"credit":1025.5},{"exp":"2020-04-17","pnl":-2183,"S":228.95,"S_exp":286.56,"Kp":211,"Kc":250,"credit":1473},{"exp":"2018-12-21","pnl":-1862,"S":273.7,"S_exp":240.72,"Kp":265,"Kc":280,"credit":566},{"exp":"2022-09-16","pnl":-1696,"S":422.14,"S_exp":385.65,"Kp":411,"Kc":433,"credit":839}],"se_total":11609,"pnl_std":898.35},"40":{"delta":40,"n":166,"win_rate":61.4,"avg_credit":662.64,"avg_pnl":13.04,"avg_win":429.93,"cum_pnl":2164,"cagr":0.23,"total":3.3,"maxdd":-40.7,"vol":11.5,"final":103269,"worst_pnl":-9309,"worst_exp":"2020-03-20","n_losers":64,"erase":21.7,"worst5":[{"exp":"2020-03-20","pnl":-9309,"S":333.45,"S_exp":228.95,"Kp":330,"Kc":337,"credit":796},{"exp":"2022-05-20","pnl":-2700.5,"S":437.94,"S_exp":389.59,"Kp":432,"Kc":445,"credit":1540.5},{"exp":"2020-04-17","pnl":-2360,"S":228.95,"S_exp":286.56,"Kp":222,"Kc":241,"credit":2196},{"exp":"2018-12-21","pnl":-2079,"S":273.7,"S_exp":240.72,"Kp":270,"Kc":277,"credit":849},{"exp":"2022-09-16","pnl":-1911,"S":422.14,"S_exp":385.65,"Kp":417,"Kc":428,"credit":1224}],"se_total":12608,"pnl_std":978.61}},"buyhold":{"cagr":10.73,"total":313},"yearly":[{"year":"2010","pnl":936.5,"win":91,"ret":9.6},{"year":"2011","pnl":442.5,"win":92,"ret":4.3},{"year":"2012","pnl":785,"win":75,"ret":6.1},{"year":"2013","pnl":-91.5,"win":75,"ret":-1},{"year":"2014","pnl":-390,"win":75,"ret":-2.3},{"year":"2015","pnl":1163.5,"win":92,"ret":6.3},{"year":"2016","pnl":944.5,"win":75,"ret":4.9},{"year":"2017","pnl":226,"win":75,"ret":1.1},{"year":"2018","pnl":-937.5,"win":75,"ret":-3.7},{"year":"2019","pnl":868,"win":83,"ret":2.6},{"year":"2020","pnl":-7100.5,"win":67,"ret":-26},{"year":"2021","pnl":1891,"win":83,"ret":4.9},{"year":"2022","pnl":1747.5,"win":75,"ret":4.9},{"year":"2023","pnl":1669.5,"win":67,"ret":4.5}],"chart":[{"date":"2010-01-15","d5":100000,"d10":100000,"d16":100000,"d20":100000,"d25":100000,"d30":100000,"d40":100000,"bh":100000},{"date":"2010-02-19","d5":100336.7,"d10":100653.8,"d16":100995.3,"d20":101268.5,"d25":101619.3,"d30":101959.5,"d40":102133.9,"bh":97826.85},{"date":"2010-03-19","d5":100647.04,"d10":101236.79,"d16":101903.25,"d20":101524.1,"d25":101476.83,"d30":102025.57,"d40":101669.7,"bh":102032.38},{"date":"2010-04-16","d5":100903.49,"d10":101785.19,"d16":102727.75,"d20":102434.16,"d25":102396.41,"d30":102504.07,"d40":102142.67,"bh":105023.76},{"date":"2010-05-21","d5":101261.09,"d10":102392.13,"d16":101090.47,"d20":100009.24,"d25":98696.83,"d30":98412.72,"d40":97217.35,"bh":95961.64},{"date":"2010-06-18","d5":101950.38,"d10":103669.27,"d16":103064.87,"d20":102544.87,"d25":101735.9,"d30":102038.74,"d40":101977.31,"bh":98284.36},{"date":"2010-07-16","d5":102299.15,"d10":104400.14,"d16":104249.09,"d20":104068.38,"d25":103456.87,"d30":102993.01,"d40":102329.64,"bh":93841.28},{"date":"2010-08-20","d5":102798.98,"d10":105421.9,"d16":105716.08,"d20":106002.6,"d25":105951.11,"d30":105981.86,"d40":106827.23,"bh":94615.52},{"date":"2010-09-17","d5":103143.56,"d10":106168.6,"d16":107050.85,"d20":107335.47,"d25":106714.59,"d30":107199.59,"d40":107462.1,"bh":98961.82},{"date":"2010-10-15","d5":103511.89,"d10":106772.28,"d16":107468.88,"d20":108017.59,"d25":106808.5,"d30":106850.44,"d40":107094.26,"bh":103580.86},{"date":"2010-11-19","d5":103831.53,"d10":107465.77,"d16":108714.56,"d20":109389.74,"d25":108694.21,"d30":109212.37,"d40":109540.83,"bh":105824.39},{"date":"2010-12-17","d5":104120.5,"d10":108051.45,"d16":109570.79,"d20":110364.73,"d25":109143.98,"d30":109861.1,"d40":109674.25,"bh":109370.05},{"date":"2011-01-18","d5":104421.41,"d10":108568.05,"d16":110024.96,"d20":110318.38,"d25":109239.48,"d30":109502.51,"d40":109246.3,"bh":113962.7},{"date":"2011-02-18","d5":104677.97,"d10":109052.59,"d16":110360.43,"d20":110758.77,"d25":109269.85,"d30":109127.46,"d40":108593.34,"bh":118388.18},{"date":"2011-03-18","d5":104955.05,"d10":109514.32,"d16":110942.36,"d20":110728.75,"d25":108740.33,"d30":107911.24,"d40":106490.86,"bh":112423.02},{"date":"2011-04-15","d5":105338.87,"d10":110253.98,"d16":112112.91,"d20":112297.45,"d25":110745.83,"d30":109686.59,"d40":108198.12,"bh":116179.83},{"date":"2011-05-20","d5":105643.09,"d10":110782.42,"d16":113009.81,"d20":113482.86,"d25":112428.61,"d30":111514.74,"d40":110618.08,"bh":117569.95},{"date":"2011-06-17","d5":105923.05,"d10":111318.28,"d16":113866.32,"d20":114613.26,"d25":112345.86,"d30":110759.9,"d40":108988.12,"bh":111789.55},{"date":"2011-07-15","d5":106274.5,"d10":111995.87,"d16":115009.76,"d20":116074.58,"d25":113639.64,"d30":111637.89,"d40":109790.28,"bh":115871.9},{"date":"2011-08-19","d5":106349.74,"d10":106734.87,"d16":106641.19,"d20":106129.31,"d25":103470.71,"d30":100709.55,"d40":98308.74,"bh":99155.38},{"date":"2011-09-16","d5":107140.98,"d10":108358.84,"d16":109084.13,"d20":108651.15,"d25":105664.5,"d30":102020.68,"d40":99524.23,"bh":106888.97},{"date":"2011-10-21","d5":107754.04,"d10":109494.55,"d16":110945.54,"d20":111086.14,"d25":108598.06,"d30":105485.92,"d40":104592.4,"bh":109026.92},{"date":"2011-11-18","d5":108244.76,"d10":110564.2,"d16":112555.69,"d20":113153.34,"d25":111127.42,"d30":108579.61,"d40":109389.11,"bh":107337.67},{"date":"2011-12-15","d5":108807.63,"d10":111628.16,"d16":114295.24,"d20":115376.01,"d25":113866.6,"d30":112258.18,"d40":114614.96,"bh":107487.24},{"date":"2012-01-20","d5":109282.36,"d10":112055.92,"d16":113373.68,"d20":113967.04,"d25":112138.78,"d30":110353.6,"d40":112470.74,"bh":115704.73},{"date":"2012-02-17","d5":109571.95,"d10":112602.41,"d16":114004.04,"d20":114699.73,"d25":112306.54,"d30":110090.63,"d40":112141.99,"bh":120015.84},{"date":"2012-03-16","d5":109866.26,"d10":113183.33,"d16":114918.69,"d20":115604.14,"d25":113463.64,"d30":110814.92,"d40":112856.33,"bh":123473.52},{"date":"2012-04-20","d5":110147.52,"d10":113766.68,"d16":115795.75,"d20":116884.34,"d25":114848.58,"d30":112566.13,"d40":114496.36,"bh":121353.16},{"date":"2012-05-18","d5":110398.22,"d10":114366.57,"d16":115689.68,"d20":116198.11,"d25":113462.58,"d30":110160.59,"d40":112172.77,"bh":114173.85},{"date":"2012-06-15","d5":110809.67,"d10":115189.78,"d16":117164.72,"d20":118141.06,"d25":115745.68,"d30":112169.92,"d40":114173.37,"bh":117948.27},{"date":"2012-07-20","d5":111214.35,"d10":115948.07,"d16":118539.53,"d20":119735.02,"d25":117802.82,"d30":114788.64,"d40":117585.56,"bh":120086.22},{"date":"2012-08-17","d5":111494.61,"d10":116322.35,"d16":118398.24,"d20":119703.05,"d25":117240.55,"d30":113822,"d40":116557.74,"bh":125118.78},{"date":"2012-09-21","d5":111764.65,"d10":116864.3,"d16":119262.07,"d20":120847.29,"d25":117959.35,"d30":114866.09,"d40":116907.42,"bh":128356.5},{"date":"2012-10-19","d5":111978.9,"d10":117286.53,"d16":119956.29,"d20":121802.95,"d25":118997.75,"d30":116251.72,"d40":117737.81,"bh":126139.36},{"date":"2012-11-16","d5":112254.48,"d10":117872.96,"d16":120886.79,"d20":121696.98,"d25":118171.67,"d30":115043.52,"d40":115652.56,"bh":119989.44},{"date":"2012-12-21","d5":112574.52,"d10":118500.05,"d16":121297.57,"d20":121640.76,"d25":117630.44,"d30":114729.79,"d40":114789.44,"bh":125620.27},{"date":"2013-01-18","d5":112869.35,"d10":119141.96,"d16":121859.18,"d20":121694.04,"d25":117208.5,"d30":114469.81,"d40":113987.52,"bh":130626.43},{"date":"2013-02-15","d5":113046.44,"d10":119564.44,"d16":122494.06,"d20":122408.14,"d25":117422.76,"d30":114822.61,"d40":114026.28,"bh":133811.37},{"date":"2013-03-15","d5":113249.81,"d10":120015.91,"d16":122611.53,"d20":122620.52,"d25":117196.6,"d30":114760.95,"d40":113977.25,"bh":137075.49},{"date":"2013-04-19","d5":113449.25,"d10":120469.09,"d16":123375.77,"d20":123647.71,"d25":118283.72,"d30":116204.87,"d40":116102.35,"bh":136767.55},{"date":"2013-05-17","d5":110460.09,"d10":115982.7,"d16":118373.99,"d20":118289.68,"d25":113305.63,"d30":110998.55,"d40":110915.48,"bh":146938.24},{"date":"2013-06-21","d5":110696.25,"d10":116481.31,"d16":119137.15,"d20":117914.94,"d25":112553.73,"d30":109745.59,"d40":109238.33,"bh":139846.91},{"date":"2013-07-19","d5":110883.33,"d10":115348.42,"d16":117008.53,"d20":115330.13,"d25":109872.25,"d30":107472.76,"d40":106569.96,"bh":148794.65},{"date":"2013-08-16","d5":111068.17,"d10":115712.46,"d16":117719.24,"d20":116279.52,"d25":110874.4,"d30":108673.77,"d40":107083.74,"bh":145926.45},{"date":"2013-09-20","d5":111319.63,"d10":116226.68,"d16":118705.25,"d20":117015.46,"d25":111789.11,"d30":109257.68,"d40":107465.7,"bh":150193.56},{"date":"2013-10-18","d5":111537.26,"d10":116656.26,"d16":119403.72,"d20":117905.48,"d25":112766.48,"d30":109927.53,"d40":107948.98,"bh":153422.49},{"date":"2013-11-15","d5":111746.39,"d10":117055.69,"d16":119343.3,"d20":117364.76,"d25":112351.95,"d30":109175.41,"d40":107144,"bh":158411.05},{"date":"2013-12-20","d5":111979.49,"d10":117571.67,"d16":120113.42,"d20":118345.11,"d25":113674.45,"d30":110595.89,"d40":109052.13,"bh":159704.38},{"date":"2014-01-17","d5":112217,"d10":118008.21,"d16":120855.48,"d20":119192.34,"d25":114724.46,"d30":111916.18,"d40":110475.91,"bh":161587.19},{"date":"2014-02-21","d5":112443.46,"d10":118461.01,"d16":121607.44,"d20":120128.36,"d25":115983.9,"d30":113249.89,"d40":112573.19,"bh":161807.14},{"date":"2014-03-21","d5":112692.18,"d10":118953.45,"d16":122350.95,"d20":121122.66,"d25":117305.77,"d30":114725.31,"d40":114008.16,"bh":163892.31},{"date":"2014-04-17","d5":112920.27,"d10":119408.09,"d16":123189.54,"d20":122091.64,"d25":118498.3,"d30":116327.1,"d40":116155.84,"bh":164050.68},{"date":"2014-05-16","d5":113108.51,"d10":119842.26,"d16":123908.72,"d20":123007.33,"d25":119771.21,"d30":117932.19,"d40":118328.31,"bh":165467.18},{"date":"2014-06-20","d5":113348.07,"d10":119648.23,"d16":122704.21,"d20":121471.46,"d25":118395.76,"d30":116432.44,"d40":116486.53,"bh":172417.74},{"date":"2014-07-18","d5":113526.59,"d10":119980.98,"d16":123233.8,"d20":122186.93,"d25":119172.67,"d30":117482.2,"d40":117666.3,"bh":173922.22},{"date":"2014-08-15","d5":113705.4,"d10":120276.13,"d16":123668.32,"d20":123252.89,"d25":120284.08,"d30":118669.12,"d40":119203.14,"bh":172188.98},{"date":"2014-09-19","d5":113919.85,"d10":120738.71,"d16":124140.36,"d20":123875.68,"d25":120644.93,"d30":118774.74,"d40":119298.86,"bh":176596.87},{"date":"2014-10-17","d5":114114.88,"d10":120274.83,"d16":121959.84,"d20":120737.54,"d25":117059.48,"d30":114500.63,"d40":114835.65,"bh":165977.48},{"date":"2014-11-21","d5":110553.24,"d10":115620.44,"d16":116569.21,"d20":115239.88,"d25":111518.71,"d30":108763.11,"d40":109022.9,"bh":181761.39},{"date":"2014-12-19","d5":110776.67,"d10":116043.61,"d16":117311.06,"d20":116024.55,"d25":112553.49,"d30":110036.51,"d40":110773.16,"bh":181858.17},{"date":"2015-01-16","d5":111047.63,"d10":116572.42,"d16":118189.37,"d20":117135.25,"d25":113944.99,"d30":111559.09,"d40":111313.51,"bh":177538.27},{"date":"2015-02-20","d5":111432.74,"d10":117347.39,"d16":118717.44,"d20":117426.57,"d25":114006.97,"d30":111573.37,"d40":111112.14,"bh":185843.74},{"date":"2015-03-20","d5":111671.99,"d10":117826.87,"d16":119443.87,"d20":118372.32,"d25":115241.55,"d30":113073.69,"d40":113230.72,"bh":185183.88},{"date":"2015-04-17","d5":111860.04,"d10":118262.01,"d16":120103.2,"d20":119283.31,"d25":116363.09,"d30":114575.88,"d40":114685.39,"bh":182957.94},{"date":"2015-05-15","d5":112069,"d10":118713.89,"d16":120860.69,"d20":120324.77,"d25":117382.66,"d30":115454.91,"d40":115545.53,"bh":186917.12},{"date":"2015-06-19","d5":112299.52,"d10":119199.55,"d16":121650.52,"d20":121314.69,"d25":118691.01,"d30":117158.79,"d40":118077.6,"bh":185219.07},{"date":"2015-07-17","d5":112513,"d10":119632.12,"d16":122461.56,"d20":122408.34,"d25":120043.73,"d30":118688.65,"d40":120143.95,"bh":186925.92},{"date":"2015-08-21","d5":112740.39,"d10":119280.4,"d16":119961.02,"d20":119001.84,"d25":115923.35,"d30":114163.64,"d40":114848.49,"bh":173887.03},{"date":"2015-09-18","d5":113255.05,"d10":120335.32,"d16":121590.45,"d20":121058.55,"d25":118387.53,"d30":117354.17,"d40":119184.94,"bh":172048.21},{"date":"2015-10-16","d5":113626.98,"d10":121086.57,"d16":122843.07,"d20":122534.13,"d25":119590.35,"d30":118375.63,"d40":119851.9,"bh":178840.4},{"date":"2015-11-20","d5":113890.6,"d10":121682.32,"d16":123758.01,"d20":123487.93,"d25":120270.7,"d30":118895.77,"d40":120185.8,"bh":184216.08},{"date":"2015-12-18","d5":114161.66,"d10":122262.5,"d16":124667.38,"d20":124657.98,"d25":120592.18,"d30":118977.81,"d40":119544.01,"bh":175945.8},{"date":"2016-01-15","d5":114499,"d10":122943.99,"d16":125754.86,"d20":124743.25,"d25":119813.39,"d30":117450.73,"d40":117505.07,"bh":165238.43},{"date":"2016-02-19","d5":114990.78,"d10":124006.84,"d16":127447.39,"d20":126992.24,"d25":122482.24,"d30":120906.13,"d40":121811.51,"bh":168924.86},{"date":"2016-03-18","d5":115058.85,"d10":123014.79,"d16":125613.55,"d20":124853.57,"d25":120212.27,"d30":118123.96,"d40":118908.01,"bh":179834.59},{"date":"2016-04-15","d5":115271.13,"d10":123492.08,"d16":126433.93,"d20":125892.97,"d25":121604.69,"d30":119591.65,"d40":120103.04,"bh":182825.97},{"date":"2016-05-20","d5":115520.81,"d10":123998.16,"d16":127347.04,"d20":127120.43,"d25":123139.83,"d30":121435.63,"d40":122327.23,"bh":180784.8},{"date":"2016-06-17","d5":115783.39,"d10":124479.27,"d16":128094.82,"d20":128140.7,"d25":124479.47,"d30":123317.88,"d40":124993.72,"bh":181708.6},{"date":"2016-07-15","d5":116053.74,"d10":124580.84,"d16":127953.53,"d20":127665.81,"d25":123791.35,"d30":122511.14,"d40":123985.77,"bh":189882.1},{"date":"2016-08-19","d5":116299.43,"d10":125065.71,"d16":128775.63,"d20":128672.45,"d25":125079.4,"d30":124181.21,"d40":125573.28,"bh":192310.4},{"date":"2016-09-16","d5":116499,"d10":125440.28,"d16":129462.39,"d20":129488.75,"d25":126121.68,"d30":124461.36,"d40":125593.5,"bh":187708.96},{"date":"2016-10-21","d5":116771.84,"d10":126029.23,"d16":130539.13,"d20":130878.81,"d25":127875.78,"d30":126391.13,"d40":128477.38,"bh":188228.05},{"date":"2016-11-18","d5":116986.35,"d10":126455.58,"d16":131280.98,"d20":131918.91,"d25":128856.33,"d30":127221.65,"d40":129298.6,"bh":192257.61},{"date":"2016-12-16","d5":117203.83,"d10":126833.68,"d16":130738.79,"d20":130980.3,"d25":127696.63,"d30":126166.47,"d40":127829.51,"bh":198020.41},{"date":"2017-01-20","d5":117410.81,"d10":127292.44,"d16":131501.92,"d20":131940.78,"d25":128870.67,"d30":127621.55,"d40":127829.51,"bh":199454.51},{"date":"2017-02-17","d5":117568.14,"d10":126454.73,"d16":130280,"d20":130364.62,"d25":126992.77,"d30":125515.54,"d40":125673.41,"bh":206800.99},{"date":"2017-03-17","d5":117776.71,"d10":126843.2,"d16":130968.66,"d20":131225.16,"d25":128138.5,"d30":126743.58,"d40":127035.34,"bh":208587.01},{"date":"2017-04-21","d5":117977.52,"d10":127297.04,"d16":131654.94,"d20":132148.32,"d25":129256.89,"d30":128222.3,"d40":128251.83,"bh":206396.27},{"date":"2017-05-19","d5":118227.98,"d10":127800.5,"d16":132419.06,"d20":133162.83,"d25":130560.83,"d30":129746.99,"d40":129837.15,"bh":209660.39},{"date":"2017-06-16","d5":118443.16,"d10":128234.13,"d16":133150.54,"d20":133791.22,"d25":131250.19,"d30":130248.85,"d40":130315.73,"bh":213478.8},{"date":"2017-07-21","d5":118637.88,"d10":128629.99,"d16":133767.96,"d20":134641.6,"d25":131878.88,"d30":130976.43,"d40":130694.29,"bh":217218.02},{"date":"2017-08-18","d5":118789.38,"d10":128950.15,"d16":134278.02,"d20":135384.42,"d25":132505.7,"d30":131327.97,"d40":130471.2,"bh":213522.79},{"date":"2017-09-15","d5":119030.76,"d10":129347.83,"d16":134394.31,"d20":135291.81,"d25":132584.28,"d30":131172.87,"d40":130169.42,"bh":219285.59},{"date":"2017-10-20","d5":119192.64,"d10":128602.4,"d16":133315.25,"d20":133880.45,"d25":131277.39,"d30":129674.48,"d40":128615.85,"bh":226192.15},{"date":"2017-11-17","d5":119365.47,"d10":128921.33,"d16":133885.84,"d20":134483.18,"d25":132102.47,"d30":130749.09,"d40":130092.87,"bh":226887.21},{"date":"2017-12-15","d5":119299.7,"d10":127975.57,"d16":132144.79,"d20":132847.86,"d25":130262.42,"d30":128684.43,"d40":128133.8,"bh":234515.22},{"date":"2018-01-19","d5":117835.18,"d10":125121.33,"d16":128496.8,"d20":128847.15,"d25":126476.34,"d30":124677.07,"d40":123803.9,"bh":246709.48},{"date":"2018-02-16","d5":118033.14,"d10":125493.94,"d16":129094.18,"d20":129611.73,"d25":126605.09,"d30":124204.42,"d40":123060.59,"bh":240330.81},{"date":"2018-03-16","d5":118382.75,"d10":126146.51,"d16":130189.94,"d20":131036.94,"d25":128271.6,"d30":126300.99,"d40":125963.95,"bh":241263.42},{"date":"2018-04-20","d5":118701.8,"d10":126740.03,"d16":131200.08,"d20":132297.65,"d25":129725.55,"d30":127146.07,"d40":126153.78,"bh":234585.61},{"date":"2018-05-18","d5":118982.41,"d10":127309.85,"d16":132160.86,"d20":133597.34,"d25":131355.95,"d30":129084.92,"d40":127948.07,"bh":238729.54},{"date":"2018-06-15","d5":119196.81,"d10":127776.7,"d16":132974.18,"d20":134556.03,"d25":132087.34,"d30":129672.13,"d40":128407.02,"bh":243850.08},{"date":"2018-07-20","d5":119433.3,"d10":128244.23,"d16":133764.04,"d20":135581.49,"d25":133349.69,"d30":131239.61,"d40":130246.7,"bh":246093.61},{"date":"2018-08-17","d5":119652.58,"d10":128655.64,"d16":134460.15,"d20":136473.75,"d25":133987.24,"d30":131640.54,"d40":130441.16,"bh":250774.24},{"date":"2018-09-21","d5":119930.65,"d10":129168.85,"d16":135312.22,"d20":137019.64,"d25":134339.09,"d30":131739.67,"d40":130295.46,"bh":256941.76},{"date":"2018-10-19","d5":120124.58,"d10":128736.78,"d16":132742.24,"d20":133565.24,"d25":130250.34,"d30":127503.84,"d40":125791.28,"bh":242979.06},{"date":"2018-11-16","d5":120464.65,"d10":129479.72,"d16":133924.18,"d20":135162.41,"d25":132167.37,"d30":129963.9,"d40":129297.71,"bh":240805.91},{"date":"2018-12-21","d5":120822.55,"d10":125486.56,"d16":127220.07,"d20":127326.64,"d25":123267.48,"d30":120832.12,"d40":119341.78,"bh":211789.55},{"date":"2019-01-18","d5":121082.68,"d10":123348.02,"d16":123584.75,"d20":123172.99,"d25":118390.9,"d30":115827.01,"d40":114092.3,"bh":234418.44},{"date":"2019-02-15","d5":121404.52,"d10":123984.74,"d16":123951.06,"d20":123307.74,"d25":117959.6,"d30":115347.72,"d40":113191.2,"bh":244034.84},{"date":"2019-03-15","d5":121658.5,"d10":124470.64,"d16":124846.73,"d20":124406.91,"d25":119259.75,"d30":116907.68,"d40":114944.64,"bh":247510.12},{"date":"2019-04-18","d5":121903.28,"d10":124961.43,"d16":125621.28,"d20":124889.48,"d25":119205.37,"d30":116712.8,"d40":114582.11,"bh":255164.53},{"date":"2019-05-17","d5":122121,"d10":125396.92,"d16":126343.98,"d20":125839.39,"d25":120351.29,"d30":118045.77,"d40":115672.24,"bh":251548.48},{"date":"2019-06-21","d5":122443.15,"d10":126042.96,"d16":127427.25,"d20":127208.4,"d25":121709.57,"d30":119268.73,"d40":116763.61,"bh":258675},{"date":"2019-07-19","d5":122696.36,"d10":126576.88,"d16":128356.83,"d20":128302.9,"d25":123156.46,"d30":120977.01,"d40":119094.91,"bh":261499.21},{"date":"2019-08-16","d5":122940.41,"d10":127087.24,"d16":129174.85,"d20":129371.41,"d25":123999.46,"d30":121240.14,"d40":118838.5,"bh":254135.14},{"date":"2019-09-20","d5":123307.26,"d10":127882.17,"d16":130507.42,"d20":131079.76,"d25":125734.09,"d30":122946.11,"d40":120195.75,"bh":262264.65},{"date":"2019-10-18","d5":123563.99,"d10":128429.63,"d16":131433.37,"d20":132260.39,"d25":127289.42,"d30":124834.56,"d40":122685.25,"bh":262264.65},{"date":"2019-11-15","d5":123784.3,"d10":127626.95,"d16":130033.73,"d20":130678.29,"d25":125294.54,"d30":122780.41,"d40":120660.57,"bh":274335.74},{"date":"2019-12-20","d5":124036.7,"d10":128164.26,"d16":130524.09,"d20":130963.56,"d25":125151.83,"d30":122536.81,"d40":120292.32,"bh":282289.28},{"date":"2020-01-17","d5":124273.73,"d10":128168.49,"d16":129936.99,"d20":129815.54,"d25":123868.4,"d30":121152.51,"d40":118782.05,"bh":292108.04},{"date":"2020-02-21","d5":124516.56,"d10":128669.62,"d16":130723.5,"d20":130806.29,"d25":125164.44,"d30":122666.92,"d40":120803.84,"bh":293374.98},{"date":"2020-03-20","d5":96620.24,"d10":96533.61,"d16":96100.47,"d20":95540,"d25":90650.97,"d30":88529.7,"d40":86726.16,"bh":201434.1},{"date":"2020-04-17","d5":95574.04,"d10":90209.6,"d16":87704.36,"d20":86456.34,"d25":81517.34,"d30":79370.41,"d40":77506.65,"bh":252120.36},{"date":"2020-05-15","d5":96130.19,"d10":91265.77,"d16":89387.93,"d20":88581.35,"d25":84057.5,"d30":82411.02,"d40":81635.74,"bh":251882.81},{"date":"2020-06-19","d5":96659.29,"d10":92242.04,"d16":89384.45,"d20":88345.46,"d25":83447.58,"d30":81579.32,"d40":80684.76,"bh":271449.94},{"date":"2020-07-17","d5":97152.25,"d10":93142.05,"d16":90807.18,"d20":90090.64,"d25":85548.21,"d30":83449.53,"d40":82216.73,"bh":283037.13},{"date":"2020-08-21","d5":97572.72,"d10":93934.13,"d16":92030.81,"d20":90907.49,"d25":85903.06,"d30":83690.45,"d40":82171.34,"bh":298653.88},{"date":"2020-09-18","d5":97907.01,"d10":94534.27,"d16":92962.8,"d20":92078.56,"d25":87315.48,"d30":85363,"d40":83413.69,"bh":290999.47},{"date":"2020-10-16","d5":98266.82,"d10":95232.22,"d16":94077.15,"d20":93127.7,"d25":87839.11,"d30":85733.82,"d40":83457.15,"bh":305507.65},{"date":"2020-11-20","d5":98695.26,"d10":96065.88,"d16":95474.95,"d20":94897.69,"d25":89980.19,"d30":88326.41,"d40":86533.55,"bh":312634.17},{"date":"2020-12-18","d5":99044.25,"d10":96742,"d16":96528.32,"d20":96208.89,"d25":90809.62,"d30":88981.79,"d40":86822.4,"bh":324854.83},{"date":"2021-01-15","d5":99349.7,"d10":97302.04,"d16":97449.01,"d20":97435.46,"d25":92239.51,"d30":90729.22,"d40":88837.11,"bh":330520.85},{"date":"2021-02-19","d5":99745.21,"d10":98028.88,"d16":98633.31,"d20":98930.21,"d25":93561.31,"d30":91889.64,"d40":89726.72,"bh":343155.02},{"date":"2021-03-19","d5":100063.8,"d10":98640.19,"d16":99612.83,"d20":100161.5,"d25":95059.78,"d30":93669.09,"d40":92170.88,"bh":342662.33},{"date":"2021-04-16","d5":99677.15,"d10":96901.56,"d16":97161.96,"d20":97229.57,"d25":92071.1,"d30":90604.42,"d40":88971.26,"bh":367191.62},{"date":"2021-05-21","d5":99953.45,"d10":97421.43,"d16":97983.17,"d20":98261.57,"d25":93305.13,"d30":92137.08,"d40":91127.66,"bh":365097.66},{"date":"2021-06-18","d5":100250.52,"d10":97977.03,"d16":98874.82,"d20":99388.82,"d25":94661.42,"d30":93774.08,"d40":93480.3,"bh":365062.47},{"date":"2021-07-16","d5":100546.56,"d10":98433.21,"d16":98914.07,"d20":99382.56,"d25":94492.26,"d30":93488.54,"d40":93049.36,"bh":379535.46},{"date":"2021-08-20","d5":100843.67,"d10":98987.98,"d16":99782.04,"d20":100513.34,"d25":95536.21,"d30":94429.04,"d40":93796.36,"bh":390075.66},{"date":"2021-09-17","d5":101117.26,"d10":99499.95,"d16":100593.67,"d20":101486.4,"d25":96713.69,"d30":95879.37,"d40":95775.08,"bh":388456.8},{"date":"2021-10-15","d5":101424.56,"d10":100058.24,"d16":101527.88,"d20":102605.39,"d25":98082.48,"d30":97570.68,"d40":98151.93,"bh":392284},{"date":"2021-11-19","d5":101699.52,"d10":99622.79,"d16":100440.11,"d20":101095.25,"d25":96467.85,"d30":95839.1,"d40":96222.27,"bh":412554.99},{"date":"2021-12-17","d5":101974.21,"d10":100137.04,"d16":101231.38,"d20":102089.32,"d25":97724.24,"d30":97293.46,"d40":97497.6,"bh":404592.64},{"date":"2022-01-21","d5":102337.64,"d10":100823.18,"d16":102347.96,"d20":103531.02,"d25":99117.89,"d30":97936.27,"d40":97274.23,"bh":385500.62},{"date":"2022-02-18","d5":102783.12,"d10":101662.03,"d16":103717.69,"d20":105314.34,"d25":101368.26,"d30":100682.9,"d40":101218.21,"bh":381981.35},{"date":"2022-03-18","d5":103193.64,"d10":102478.78,"d16":105098.9,"d20":107103.95,"d25":103588.02,"d30":103437.78,"d40":104568.84,"bh":390876.3},{"date":"2022-04-14","d5":103552.54,"d10":103171.84,"d16":106246.58,"d20":108625.04,"d25":105462.86,"d30":105763.37,"d40":107595.17,"bh":385307.06},{"date":"2022-05-20","d5":103951.53,"d10":103035.35,"d16":103239.8,"d20":104356.51,"d25":100344.85,"d30":99973.89,"d40":100869.18,"bh":342767.9},{"date":"2022-06-16","d5":104386.57,"d10":103955.25,"d16":104755.05,"d20":106298.06,"d25":102473.07,"d30":101166.07,"d40":101339.23,"bh":322796.06},{"date":"2022-07-15","d5":104917.37,"d10":105064.66,"d16":106558.51,"d20":108519.91,"d25":105238.41,"d30":103711.11,"d40":103387.09,"bh":338808.73},{"date":"2022-08-19","d5":105319.94,"d10":103720.99,"d16":104015.81,"d20":105476.25,"d25":101828.89,"d30":100167.61,"d40":99618.94,"bh":371405.95},{"date":"2022-09-16","d5":105626.32,"d10":103694.23,"d16":102007.58,"d20":102503.51,"d25":98183.52,"d30":96034.2,"d40":95053.7,"bh":339301.43},{"date":"2022-10-21","d5":106054.63,"d10":104546.28,"d16":103434.56,"d20":104374.71,"d25":100553.87,"d30":98894.57,"d40":97726.42,"bh":329315.5},{"date":"2022-11-18","d5":106518.62,"d10":105485.63,"d16":104977.08,"d20":106369.73,"d25":103018.24,"d30":100658.75,"d40":98952.6,"bh":348530.71},{"date":"2022-12-15","d5":106870.66,"d10":106201.56,"d16":106147.47,"d20":107999.31,"d25":105014.73,"d30":103097.72,"d40":102229.91,"bh":342873.48},{"date":"2023-01-20","d5":107248.03,"d10":106939.24,"d16":107426.76,"d20":109648.68,"d25":107167.22,"d30":105717.64,"d40":106080.81,"bh":348301.95},{"date":"2023-02-17","d5":107537.38,"d10":107526.55,"d16":108469.55,"d20":110961.28,"d25":108878.25,"d30":107767.61,"d40":107788.39,"bh":358314.27},{"date":"2023-03-17","d5":107816.65,"d10":108120.09,"d16":109483.63,"d20":112275.39,"d25":109847.92,"d30":108269.7,"d40":107510.19,"bh":343251.8},{"date":"2023-04-21","d5":108280.59,"d10":109022.14,"d16":110954.11,"d20":113867.46,"d25":111048.23,"d30":109178.62,"d40":108051.93,"bh":362642.97},{"date":"2023-05-19","d5":108528.01,"d10":109543.16,"d16":111758.75,"d20":115011.83,"d25":112491.08,"d30":110932.46,"d40":110298.87,"bh":368291.4},{"date":"2023-06-16","d5":108795.64,"d10":109653.25,"d16":111098.81,"d20":113996.16,"d25":111044.78,"d30":109356.45,"d40":108482.25,"bh":386547.6},{"date":"2023-07-21","d5":109039.78,"d10":110111.49,"d16":111841.18,"d20":114971.51,"d25":112231.41,"d30":110251.31,"d40":109149.74,"bh":397835.65},{"date":"2023-08-18","d5":109236.38,"d10":110539.16,"d16":112451.72,"d20":114934.95,"d25":111408.64,"d30":109192.02,"d40":107769.65,"bh":384022.52},{"date":"2023-09-15","d5":109495.49,"d10":111068.75,"d16":113289.03,"d20":116139.01,"d25":112895.83,"d30":110976.98,"d40":110010.94,"bh":390066.87},{"date":"2023-10-20","d5":109743.38,"d10":111529.58,"d16":113043.76,"d20":115034.52,"d25":111070.76,"d30":108733.25,"d40":107281.89,"bh":370587.72},{"date":"2023-11-17","d5":110087.43,"d10":110789.91,"d16":111369.47,"d20":113094.35,"d25":108863.01,"d30":106297.95,"d40":104614.01,"bh":396603.91},{"date":"2023-12-15","d5":110300.67,"d10":111101.23,"d16":110924.21,"d20":112320.56,"d25":107913.83,"d30":105142.59,"d40":103268.99,"bh":412994.9}],"sweep":{"deltas":[5,10,16,20,25,30,40],"spread":1304,"seMin":6729,"seMax":12608,"ratio":9.7,"paired":[{"a":20,"b":25,"diff":270,"se":1423,"t":0.19,"n":167},{"a":20,"b":16,"diff":716,"se":1302,"t":0.55,"n":167},{"a":20,"b":5,"diff":1304,"se":5405,"t":0.24,"n":167},{"a":5,"b":40,"diff":-633,"se":8593,"t":-0.07,"n":166}],"maxAbsT":0.55,"robustness":[{"delta":5,"full":1566,"ex2020":7316,"ex2022":-62,"exWorst":8198},{"delta":10,"full":2164,"ex2020":8907,"ex2022":6,"exWorst":9832},{"delta":16,"full":2154,"ex2020":9255,"ex2022":407,"exWorst":10498},{"delta":20,"full":2870,"ex2020":10088,"ex2022":754,"exWorst":11444},{"delta":25,"full":2600,"ex2020":10198,"ex2022":-172,"exWorst":11480},{"delta":30,"full":2276,"ex2020":9862,"ex2022":-38,"exWorst":11320},{"delta":40,"full":2164,"ex2020":10050,"ex2022":101,"exWorst":11473}],"bestFull":20,"bestEx2020":25,"d5_ex2022":-62}}