Upload walk_forward_results_expanding.json with huggingface_hub

walk_forward_results_expanding.json

@@ -3,47 +3,47 @@
     {
       "equity": [
         1.0,
-        0.9942164998310253,
-        0.9970933840765023,
-        0.8299125218263891,
-        0.9099586456191964,
-        0.9961799544139743,
-        0.8934971773948297
+        1.0744173569038376,
+        1.227326083936947,
+        0.9090316291183685,
+        0.9967091978450452,
+        1.1062826325739523,
+        0.9922508530973526
       ],
       "returns": [
-        -0.005783500168974654,
-        0.002893619494311315,
-        -0.1676682093372371,
-        0.0964512785234879,
-        0.0947529969739529,
+        0.07441735690383745,
+        0.14231781164979362,
+        -0.25933976225582334,
+        0.09645161501334283,
+        0.1099352097540713,
         -0.10307653407817279
       ],
       "picks": [
         [
-          "SLV"
+          "VNQ"
         ],
         [
-          "VNQ"
+          "SLV"
         ],
         [
-          "VNQ"
+          "SLV"
         ],
         [
           "VNQ"
         ],
         [
-          "SLV"
+          "VNQ"
         ],
         [
           "SLV"
         ]
       ],
       "summary": {
-        "annualised_return": -0.0938,
-        "annualised_vol": 0.2212,
-        "sharpe_ratio": -0.4242,
-        "max_drawdown": -0.1701,
-        "total_return": -0.1065
+        "annualised_return": -0.0068,
+        "annualised_vol": 0.33,
+        "sharpe_ratio": -0.0206,
+        "max_drawdown": -0.2593,
+        "total_return": -0.0077
       },
       "fold": 1,
       "train_range": "2008\u20132010",
@@ -52,24 +52,24 @@
     {
       "equity": [
         1.0,
-        0.9750003648128363,
-        0.9540800679315079,
-        1.195067600659987,
-        1.2147705210054212,
-        1.0790359651844463,
-        0.8931304528381763
+        0.8179879220396251,
+        0.8004365950945375,
+        1.0026158949677897,
+        0.9413693262583778,
+        0.8361837416942945,
+        0.6921188801595571
       ],
       "returns": [
-        -0.024999635187163784,
+        -0.1820120779603749,
         -0.021456706721688493,
         0.2525862774294738,
-        0.01648686679695189,
+        -0.06108677212959954,
         -0.11173678770919812,
         -0.17228852266707545
       ],
       "picks": [
         [
-          "HYG"
+          "SLV"
         ],
         [
           "SLV"
@@ -78,7 +78,7 @@
           "SLV"
         ],
         [
-          "HYG"
+          "SLV"
         ],
         [
           "SLV"
@@ -88,11 +88,11 @@
         ]
       ],
       "summary": {
-        "annualised_return": -0.0942,
-        "annualised_vol": 0.3055,
-        "sharpe_ratio": -0.3082,
-        "max_drawdown": -0.2648,
-        "total_return": -0.1069
+        "annualised_return": -0.2753,
+        "annualised_vol": 0.3356,
+        "sharpe_ratio": -0.8204,
+        "max_drawdown": -0.3097,
+        "total_return": -0.3079
       },
       "fold": 2,
       "train_range": "2008\u20132011",
@@ -101,33 +101,33 @@
     {
       "equity": [
         1.0,
-        1.0220273270275044,
-        0.8975479888305053,
-        1.0136651309564888,
-        0.9834635945560101,
-        1.0889251242872287,
-        0.973814017541842
+        0.7718010173936676,
+        0.7536931381684127,
+        0.754020485969388,
+        0.7710559787138265,
+        0.8537400185437634,
+        0.7634905089902697
       ],
       "returns": [
-        0.02202732702750442,
-        -0.12179648714387963,
-        0.12937151391457383,
-        -0.029794392130249925,
+        -0.22819898260633248,
+        -0.023461849384967502,
+        0.0004343250381326877,
+        0.022592877861318604,
         0.1072348079939142,
         -0.10571076392486971
       ],
       "picks": [
         [
-          "TLT"
+          "SLV"
         ],
         [
-          "SLV"
+          "HYG"
         ],
         [
-          "SLV"
+          "HYG"
         ],
         [
-          "VNQ"
+          "HYG"
         ],
         [
           "SLV"
@@ -137,11 +137,11 @@
         ]
       ],
       "summary": {
-        "annualised_return": -0.023,
-        "annualised_vol": 0.2206,
-        "sharpe_ratio": -0.104,
-        "max_drawdown": -0.1218,
-        "total_return": -0.0262
+        "annualised_return": -0.2103,
+        "annualised_vol": 0.2425,
+        "sharpe_ratio": -0.8672,
+        "max_drawdown": -0.2463,
+        "total_return": -0.2365
       },
       "fold": 3,
       "train_range": "2008\u20132013",
@@ -150,18 +150,18 @@
     {
       "equity": [
         1.0,
-        1.0155406683604158,
-        1.0074241369225283,
-        1.0044326826846957,
-        0.9408657888190037,
-        0.9608787796141961,
-        0.9577430549561119
+        1.015541584753216,
+        1.0074237720710435,
+        1.0044326918640352,
+        1.1131268003966384,
+        1.1368039248866066,
+        1.1330940874187576
       ],
       "returns": [
-        0.015540668360415706,
-        -0.007992325360038629,
-        -0.0029694089392883786,
-        -0.06328636548921063,
+        0.015541584753216086,
+        -0.007993579784470734,
+        -0.0029690387401314156,
+        0.10821442732104593,
         0.021270824205770242,
         -0.0032633925575328284
       ],
@@ -176,7 +176,7 @@
           "HYG"
         ],
         [
-          "SLV"
+          "VNQ"
         ],
         [
           "SLV"
@@ -186,11 +186,11 @@
         ]
       ],
       "summary": {
-        "annualised_return": -0.0371,
-        "annualised_vol": 0.0628,
-        "sharpe_ratio": -0.5904,
-        "max_drawdown": -0.0735,
-        "total_return": -0.0423
+        "annualised_return": 0.1155,
+        "annualised_vol": 0.0918,
+        "sharpe_ratio": 1.2582,
+        "max_drawdown": -0.0109,
+        "total_return": 0.1331
       },
       "fold": 4,
       "train_range": "2008\u20132014",
@@ -199,47 +199,47 @@
     {
       "equity": [
         1.0,
-        1.0129991840730448,
-        0.998041702322527,
-        1.0118354290099503,
-        0.9962922753902208,
-        1.0930929922851265,
-        1.1624931377044332
+        1.0129990173659968,
+        0.9905081316463956,
+        0.9638390238258482,
+        0.8244901965746073,
+        0.9045984580483639,
+        1.0333628033702376
       ],
       "returns": [
-        0.01299918407304486,
-        -0.014765541755302458,
-        0.013820791912125674,
-        -0.015361345505501847,
+        0.012999017365996879,
+        -0.022202277923311392,
+        -0.02692467327473505,
+        -0.14457686792770813,
         0.09716096298848803,
-        0.0634896993294455
+        0.14234420164685857
       ],
       "picks": [
         [
           "HYG"
         ],
         [
-          "LQD"
+          "HYG"
         ],
         [
-          "LQD"
+          "HYG"
         ],
         [
-          "LQD"
+          "SLV"
         ],
         [
           "SLV"
         ],
         [
-          "HYG"
+          "SLV"
         ]
       ],
       "summary": {
-        "annualised_return": 0.1408,
-        "annualised_vol": 0.0943,
-        "sharpe_ratio": 1.4936,
-        "max_drawdown": -0.0165,
-        "total_return": 0.1625
+        "annualised_return": 0.0291,
+        "annualised_vol": 0.2121,
+        "sharpe_ratio": 0.1373,
+        "max_drawdown": -0.1861,
+        "total_return": 0.0334
       },
       "fold": 5,
       "train_range": "2008\u20132015",
@@ -248,33 +248,33 @@
     {
       "equity": [
         1.0,
-        1.0238765317590335,
-        1.07136986740204,
-        1.05873283604694,
-        1.0237714548536714,
-        1.1161961848150361,
-        1.119086536983735
+        1.0741316640936647,
+        1.3225457242960856,
+        1.30694499428103,
+        1.2443584666190166,
+        1.3566974996201262,
+        1.3602108794282213
       ],
       "returns": [
-        0.02387653175903358,
-        0.046385803531811,
-        -0.011795208862597144,
-        -0.033021910724717045,
+        0.07413166409366469,
+        0.2312696557661102,
+        -0.011795985370077797,
+        -0.047887652453532076,
         0.09027867452562935,
-        0.0025894660885066997
+        0.002589655991168837
       ],
       "picks": [
         [
-          "LQD"
+          "SLV"
         ],
         [
-          "LQD"
+          "SLV"
         ],
         [
           "LQD"
         ],
         [
-          "SLV"
+          "LQD"
         ],
         [
           "SLV"
@@ -284,11 +284,11 @@
         ]
       ],
       "summary": {
-        "annualised_return": 0.1035,
-        "annualised_vol": 0.0925,
-        "sharpe_ratio": 1.1187,
-        "max_drawdown": -0.0444,
-        "total_return": 0.1191
+        "annualised_return": 0.3089,
+        "annualised_vol": 0.2101,
+        "sharpe_ratio": 1.47,
+        "max_drawdown": -0.0591,
+        "total_return": 0.3602
       },
       "fold": 6,
       "train_range": "2008\u20132016",
@@ -297,47 +297,47 @@
     {
       "equity": [
         1.0,
-        1.0562505531205182,
-        1.064323504723716,
-        1.0608853100917168,
-        1.0746830026331298,
-        0.9678529289004709,
-        0.9572756580111137
+        1.0394823690092785,
+        1.0537270248615704,
+        1.058607648097188,
+        1.0680384346114264,
+        1.0334377166295827,
+        1.016361441928447
       ],
       "returns": [
-        0.056250553120518264,
-        0.007643027101238138,
-        -0.0032304037416628194,
-        0.013005828632145106,
-        -0.09940612577933185,
-        -0.010928593150380327
+        0.03948236900927847,
+        0.013703605060534535,
+        0.00463177191100201,
+        0.00890867030026648,
+        -0.032396510144723445,
+        -0.016523757964657652
       ],
       "picks": [
         [
-          "TLT"
+          "LQD"
         ],
         [
-          "TLT"
+          "LQD"
         ],
         [
-          "VNQ"
+          "LQD"
         ],
         [
-          "VNQ"
+          "LQD"
         ],
         [
-          "VNQ"
+          "LQD"
         ],
         [
-          "SLV"
+          "LQD"
         ]
       ],
       "summary": {
-        "annualised_return": -0.0375,
-        "annualised_vol": 0.1074,
-        "sharpe_ratio": -0.3491,
-        "max_drawdown": -0.1092,
-        "total_return": -0.0427
+        "annualised_return": 0.0143,
+        "annualised_vol": 0.0522,
+        "sharpe_ratio": 0.2738,
+        "max_drawdown": -0.0484,
+        "total_return": 0.0164
       },
       "fold": 7,
       "train_range": "2008\u20132017",
@@ -348,16 +348,16 @@
         1.0,
         0.9960781720928252,
         0.9320708618562783,
-        0.8613062079252741,
-        0.8748618008494125,
-        0.9353752679412972,
-        0.8846747286260508
+        0.9147965304318678,
+        0.9191453578258435,
+        0.9827218819230783,
+        0.9294549941636289
       ],
       "returns": [
         -0.0039218279071748016,
         -0.06425932424767766,
-        -0.07592196776763506,
-        0.015738413121149132,
+        -0.01853328124645754,
+        0.004753873948256564,
         0.06916917281464534,
         -0.05420342086533369
       ],
@@ -369,10 +369,10 @@
           "SLV"
         ],
         [
-          "SLV"
+          "LQD"
         ],
         [
-          "SLV"
+          "LQD"
         ],
         [
           "SLV"
@@ -382,11 +382,11 @@
         ]
       ],
       "summary": {
-        "annualised_return": -0.1017,
-        "annualised_vol": 0.1173,
-        "sharpe_ratio": -0.8665,
-        "max_drawdown": -0.1387,
-        "total_return": -0.1153
+        "annualised_return": -0.062,
+        "annualised_vol": 0.1002,
+        "sharpe_ratio": -0.6185,
+        "max_drawdown": -0.0852,
+        "total_return": -0.0705
       },
       "fold": 8,
       "train_range": "2008\u20132018",
@@ -395,47 +395,47 @@
     {
       "equity": [
         1.0,
-        0.9526406404751627,
-        0.9718592738710051,
-        0.9755126013970898,
-        0.9312501715343346,
-        0.911484381475302,
-        0.7685390949069093
+        1.0265401565093397,
+        1.0812506000689832,
+        1.0853153439081067,
+        1.1141555179943596,
+        1.0905073931907807,
+        1.0148145789293812
       ],
       "returns": [
-        -0.04735935952483726,
-        0.02017406415314848,
-        0.0037591116577334535,
-        -0.045373509065248674,
-        -0.021225005549761568,
-        -0.15682691823750788
+        0.02654015650933967,
+        0.05329596042855412,
+        0.003759298574136336,
+        0.02657308242082223,
+        -0.02122515611298951,
+        -0.06941063832673838
       ],
       "picks": [
         [
-          "SLV"
+          "LQD"
         ],
         [
-          "HYG"
+          "LQD"
         ],
         [
           "HYG"
         ],
         [
-          "SLV"
+          "HYG"
         ],
         [
           "HYG"
         ],
         [
-          "SLV"
+          "HYG"
         ]
       ],
       "summary": {
-        "annualised_return": -0.2057,
-        "annualised_vol": 0.131,
-        "sharpe_ratio": -1.5706,
-        "max_drawdown": -0.2315,
-        "total_return": -0.2315
+        "annualised_return": 0.013,
+        "annualised_vol": 0.091,
+        "sharpe_ratio": 0.1423,
+        "max_drawdown": -0.0892,
+        "total_return": 0.0148
       },
       "fold": 9,
       "train_range": "2008\u20132019",
@@ -444,47 +444,47 @@
     {
       "equity": [
         1.0,
-        1.0821256104052202,
-        1.1487526006090893,
-        1.1520737520301851,
-        1.1878165490288135,
-        1.189234712039188,
-        1.2107107158985773
+        1.0808875321561826,
+        1.1474380918099834,
+        1.1214854192599937,
+        1.1466184273819038,
+        1.1064362989376968,
+        1.1060153670434454
       ],
       "returns": [
-        0.08212561040522026,
-        0.0615704771823298,
-        0.002891093712723564,
-        0.031024747274766562,
-        0.0011939242735200836,
-        0.018058675585212465
+        0.08088753215618266,
+        0.061570290778582615,
+        -0.02261792835293759,
+        0.022410463560457117,
+        -0.03504402814801758,
+        -0.0003804393390342863
       ],
       "picks": [
         [
-          "HYG"
+          "LQD"
         ],
         [
           "LQD"
         ],
         [
-          "HYG"
+          "LQD"
         ],
         [
-          "HYG"
+          "LQD"
         ],
         [
-          "HYG"
+          "LQD"
         ],
         [
-          "HYG"
+          "LQD"
         ]
       ],
       "summary": {
-        "annualised_return": 0.1821,
-        "annualised_vol": 0.0686,
-        "sharpe_ratio": 2.6556,
-        "max_drawdown": 0.0,
-        "total_return": 0.2107
+        "annualised_return": 0.0922,
+        "annualised_vol": 0.0966,
+        "sharpe_ratio": 0.9538,
+        "max_drawdown": -0.0361,
+        "total_return": 0.106
       },
       "fold": 10,
       "train_range": "2008\u20132020",
@@ -493,24 +493,24 @@
     {
       "equity": [
         1.0,
-        1.066464713378135,
-        1.0765396255280815,
-        1.0741423506972105,
-        1.0788100811151469,
-        1.1601966050075063,
-        1.073969189793184
+        1.015738385951531,
+        1.0253344602679546,
+        1.0230504588347835,
+        1.0274964219212728,
+        0.9952788964380443,
+        0.9377345772209255
       ],
       "returns": [
-        0.06646471337813518,
-        0.009447018756047735,
-        -0.0022268338053000785,
-        0.004345541738398566,
-        0.07544101164519317,
-        -0.07432138211933854
+        0.015738385951530966,
+        0.009447387682837342,
+        -0.002227567219943263,
+        0.004345790618727674,
+        -0.03135536513400819,
+        -0.05781728058643806
       ],
       "picks": [
         [
-          "SLV"
+          "HYG"
         ],
         [
           "HYG"
@@ -522,18 +522,18 @@
           "HYG"
         ],
         [
-          "SLV"
+          "HYG"
         ],
         [
-          "SLV"
+          "HYG"
         ]
       ],
       "summary": {
-        "annualised_return": 0.0644,
-        "annualised_vol": 0.1134,
-        "sharpe_ratio": 0.5681,
-        "max_drawdown": -0.0743,
-        "total_return": 0.074
+        "annualised_return": -0.0547,
+        "annualised_vol": 0.0595,
+        "sharpe_ratio": -0.919,
+        "max_drawdown": -0.0874,
+        "total_return": -0.0623
       },
       "fold": 11,
       "train_range": "2008\u20132021",
@@ -542,47 +542,47 @@
     {
       "equity": [
         1.0,
-        0.940535740856461,
-        0.960040880681993,
-        0.8887367725881127,
-        0.9413287395169639,
-        0.9431186970660651,
-        0.9556746433227143
+        0.929481803108243,
+        0.9430020760267275,
+        0.92472495948748,
+        1.0905426448085933,
+        0.9786438122894162,
+        1.1941063829246585
       ],
       "returns": [
-        -0.059464259143538985,
-        0.0207383292077455,
-        -0.07427194979783296,
-        0.05917608964879104,
-        0.0019015222567406141,
-        0.013313219529746793
+        -0.07051819689175702,
+        0.014546032932836258,
+        -0.019381841253475134,
+        0.17931568043001275,
+        -0.10260839688558632,
+        0.2201644438247601
       ],
       "picks": [
         [
-          "LQD"
+          "VNQ"
         ],
         [
-          "HYG"
+          "VNQ"
         ],
         [
-          "HYG"
+          "SLV"
         ],
         [
-          "HYG"
+          "SLV"
         ],
         [
-          "HYG"
+          "SLV"
         ],
         [
-          "HYG"
+          "SLV"
         ]
       ],
       "summary": {
-        "annualised_return": -0.0389,
-        "annualised_vol": 0.1063,
-        "sharpe_ratio": -0.3659,
-        "max_drawdown": -0.1113,
-        "total_return": -0.0443
+        "annualised_return": 0.1679,
+        "annualised_vol": 0.2783,
+        "sharpe_ratio": 0.6033,
+        "max_drawdown": -0.1026,
+        "total_return": 0.1941
       },
       "fold": 12,
       "train_range": "2008\u20132022",
@@ -593,18 +593,18 @@
         1.0,
         1.060248984255469,
         1.0816784058606017,
-        1.0448729020828493,
-        1.1385718202136823,
-        1.0691069950872945,
-        1.2040309102667932
+        1.0070031437567128,
+        1.0973060934611834,
+        1.0303589105613857,
+        1.2380481182755878
       ],
       "returns": [
         0.06024898425546905,
         0.02021168793684909,
-        -0.03402629060387803,
+        -0.06903647303976271,
         0.08967494318596403,
         -0.0610104904171535,
-        0.12620244353417773
+        0.2015697691215615
       ],
       "picks": [
         [
@@ -614,7 +614,7 @@
           "SLV"
         ],
         [
-          "GLD"
+          "SLV"
         ],
         [
           "SLV"
@@ -623,15 +623,15 @@
           "SLV"
         ],
         [
-          "GLD"
+          "SLV"
         ]
       ],
       "summary": {
-        "annualised_return": 0.1764,
-        "annualised_vol": 0.1512,
-        "sharpe_ratio": 1.1666,
-        "max_drawdown": -0.061,
-        "total_return": 0.204
+        "annualised_return": 0.2054,
+        "annualised_vol": 0.2122,
+        "sharpe_ratio": 0.9681,
+        "max_drawdown": -0.069,
+        "total_return": 0.238
       },
       "fold": 13,
       "train_range": "2008\u20132023",
@@ -690,170 +690,170 @@
   "aggregate": {
     "equity": [
       1.0,
-      0.9942164998310253,
-      0.9970933840765023,
-      0.8299125218263891,
-      0.9099586456191964,
-      0.9961799544139743,
-      0.8934971773948297,
-      0.8711600739191985,
-      0.8524678477054697,
-      1.06778952798571,
-      1.0853940317007906,
-      0.9641155891998087,
-      0.7980095386562767,
-      0.8155875557353264,
-      0.7162518564885005,
-      0.808914443506542,
-      0.7848133293768852,
-      0.86897263606368,
-      0.7771128748755807,
-      0.7891897283426313,
-      0.7828822672629165,
-      0.7805575696600956,
-      0.7311589180212168,
-      0.7467112708329272,
-      0.7442744588290652,
-      0.75394941952025,
-      0.7428169478849377,
-      0.7530832663504556,
-      0.7415148941016344,
-      0.8135611952828559,
-      0.8652139509574688,
-      0.8858722593358637,
-      0.9269641559116986,
-      0.916030420084579,
-      0.8857813453314209,
-      0.9657485111074705,
-      0.9682492841270091,
-      1.022713841917699,
-      1.0305304715282875,
-      1.027201442037165,
-      1.0405610479629925,
-      0.93712290554811,
-      0.9268814705814724,
-      0.9232464009635029,
-      0.8639192111234877,
-      0.7983287646227295,
-      0.8108931925268587,
-      0.8669820038949684,
-      0.819988613455179,
-      0.7811544779042824,
-      0.7969135384550425,
-      0.7999092254276544,
-      0.7636145369363366,
-      0.7474068141519843,
-      0.6301933068188148,
-      0.6819483168145941,
-      0.7239362000945553,
-      0.7260291674910616,
-      0.7485540389265809,
-      0.7494477557636969,
-      0.7629817896530992,
-      0.8136931556151289,
-      0.8213801301178928,
-      0.8195510530771445,
-      0.8231124463850398,
-      0.885208882038077,
-      0.8194189344606926,
-      0.7706927945947993,
-      0.7866756754871436,
-      0.7282477392101862,
-      0.7713425927122175,
-      0.7728093178198319,
-      0.7830978979226011,
-      0.8302787508450308,
-      0.8470600858577073,
-      0.818237773217367,
-      0.8916131990432441,
-      0.8372154405072088,
-      0.9428740748637615,
-      1.0158884345255188,
-      1.0447209856798343,
-      1.2082067306679891,
-      1.1101406663720637,
-      1.211734423383903,
-      1.3405003918006888
+      1.0744173569038376,
+      1.227326083936947,
+      0.9090316291183685,
+      0.9967091978450452,
+      1.1062826325739523,
+      0.9922508530973526,
+      0.8116492134671488,
+      0.794233894332895,
+      0.994846477110755,
+      0.9340745170595555,
+      0.8297040310423002,
+      0.686755549283105,
+      0.5300386316374475,
+      0.5176029450937554,
+      0.5178277530126209,
+      0.5295269721896361,
+      0.5863106953799905,
+      0.5243313438740501,
+      0.5324802838936363,
+      0.5282238602606749,
+      0.5266555431560992,
+      0.5836472711541908,
+      0.596061929657089,
+      0.5941167455920174,
+      0.6018396794853976,
+      0.5884774676561861,
+      0.5726329041099999,
+      0.48984343236142847,
+      0.5374370919632512,
+      0.6139381457541695,
+      0.6594504021495049,
+      0.8119612696494438,
+      0.8023833863915892,
+      0.7639591296495807,
+      0.8329283472660983,
+      0.8350853451508103,
+      0.8680564929022954,
+      0.8799519962512612,
+      0.884027733190528,
+      0.8919032448018144,
+      0.8630086922834806,
+      0.8487485455307927,
+      0.8454198997987561,
+      0.7910937883321487,
+      0.7764322246606634,
+      0.7801232855860647,
+      0.8340837679434961,
+      0.7888735744327114,
+      0.8098104025642379,
+      0.852970025733933,
+      0.8561765947354556,
+      0.8789278459541396,
+      0.8602724652117094,
+      0.8005604042664479,
+      0.8653157597095168,
+      0.918593502650122,
+      0.8978168206217074,
+      0.9179373117642157,
+      0.8857690907726349,
+      0.8854321093652043,
+      0.8993673816362722,
+      0.9078640539598883,
+      0.9058417257531225,
+      0.9097783242269525,
+      0.8812518926798103,
+      0.8303003047334121,
+      0.7717490243649355,
+      0.7829749110892321,
+      0.7677994156570469,
+      0.9054778903093564,
+      0.8125682555693706,
+      0.9914668936264566,
+      1.0512017668903757,
+      1.0724483289614284,
+      0.9984102788125442,
+      1.0879426638413416,
+      1.0215667483746371,
+      1.227483721986777,
+      1.3225377067609843,
+      1.3600734585106409,
+      1.5729079144573033,
+      1.4452402854370119,
+      1.5775004528464633,
+      1.74513485323053
     ],
     "returns": [
-      -0.005783500168974654,
-      0.002893619494311315,
-      -0.1676682093372371,
-      0.0964512785234879,
-      0.0947529969739529,
+      0.07441735690383745,
+      0.14231781164979362,
+      -0.25933976225582334,
+      0.09645161501334283,
+      0.1099352097540713,
       -0.10307653407817279,
-      -0.024999635187163784,
+      -0.1820120779603749,
       -0.021456706721688493,
       0.2525862774294738,
-      0.01648686679695189,
+      -0.06108677212959954,
       -0.11173678770919812,
       -0.17228852266707545,
-      0.02202732702750442,
-      -0.12179648714387963,
-      0.12937151391457383,
-      -0.029794392130249925,
+      -0.22819898260633248,
+      -0.023461849384967502,
+      0.0004343250381326877,
+      0.022592877861318604,
       0.1072348079939142,
       -0.10571076392486971,
-      0.015540668360415706,
-      -0.007992325360038629,
-      -0.0029694089392883786,
-      -0.06328636548921063,
+      0.015541584753216086,
+      -0.007993579784470734,
+      -0.0029690387401314156,
+      0.10821442732104593,
       0.021270824205770242,
       -0.0032633925575328284,
-      0.01299918407304486,
-      -0.014765541755302458,
-      0.013820791912125674,
-      -0.015361345505501847,
+      0.012999017365996879,
+      -0.022202277923311392,
+      -0.02692467327473505,
+      -0.14457686792770813,
       0.09716096298848803,
-      0.0634896993294455,
-      0.02387653175903358,
-      0.046385803531811,
-      -0.011795208862597144,
-      -0.033021910724717045,
+      0.14234420164685857,
+      0.07413166409366469,
+      0.2312696557661102,
+      -0.011795985370077797,
+      -0.047887652453532076,
       0.09027867452562935,
-      0.0025894660885066997,
-      0.056250553120518264,
-      0.007643027101238138,
-      -0.0032304037416628194,
-      0.013005828632145106,
-      -0.09940612577933185,
-      -0.010928593150380327,
+      0.002589655991168837,
+      0.03948236900927847,
+      0.013703605060534535,
+      0.00463177191100201,
+      0.00890867030026648,
+      -0.032396510144723445,
+      -0.016523757964657652,
       -0.0039218279071748016,
       -0.06425932424767766,
-      -0.07592196776763506,
-      0.015738413121149132,
+      -0.01853328124645754,
+      0.004753873948256564,
       0.06916917281464534,
       -0.05420342086533369,
-      -0.04735935952483726,
-      0.02017406415314848,
-      0.0037591116577334535,
-      -0.045373509065248674,
-      -0.021225005549761568,
-      -0.15682691823750788,
-      0.08212561040522026,
-      0.0615704771823298,
-      0.002891093712723564,
-      0.031024747274766562,
-      0.0011939242735200836,
-      0.018058675585212465,
-      0.06646471337813518,
-      0.009447018756047735,
-      -0.0022268338053000785,
-      0.004345541738398566,
-      0.07544101164519317,
-      -0.07432138211933854,
-      -0.059464259143538985,
-      0.0207383292077455,
-      -0.07427194979783296,
-      0.05917608964879104,
-      0.0019015222567406141,
-      0.013313219529746793,
+      0.02654015650933967,
+      0.05329596042855412,
+      0.003759298574136336,
+      0.02657308242082223,
+      -0.02122515611298951,
+      -0.06941063832673838,
+      0.08088753215618266,
+      0.061570290778582615,
+      -0.02261792835293759,
+      0.022410463560457117,
+      -0.03504402814801758,
+      -0.0003804393390342863,
+      0.015738385951530966,
+      0.009447387682837342,
+      -0.002227567219943263,
+      0.004345790618727674,
+      -0.03135536513400819,
+      -0.05781728058643806,
+      -0.07051819689175702,
+      0.014546032932836258,
+      -0.019381841253475134,
+      0.17931568043001275,
+      -0.10260839688558632,
+      0.2201644438247601,
       0.06024898425546905,
       0.02021168793684909,
-      -0.03402629060387803,
+      -0.06903647303976271,
       0.08967494318596403,
       -0.0610104904171535,
-      0.12620244353417773,
+      0.2015697691215615,
       0.07743808172083563,
       0.028381611773916925,
       0.15648747103684266,
@@ -862,13 +862,13 @@
       0.10626583344656725
     ],
     "summary": {
-      "annualised_return": 0.0185,
-      "annualised_vol": 0.1659,
-      "sharpe_ratio": 0.1114,
-      "max_drawdown": -0.4194,
-      "total_return": 0.3405,
+      "annualised_return": 0.0354,
+      "annualised_vol": 0.213,
+      "sharpe_ratio": 0.1663,
+      "max_drawdown": -0.6009,
+      "total_return": 0.7451,
       "num_folds": 14
     }
   },
-  "elapsed_s": 13614.4
+  "elapsed_s": 11191.3
 }